From 4dffee90b764c31caea34e2ec41f9f52190ad1aa Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 7 Apr 2026 04:10:05 -0700 Subject: [PATCH] Sync client-go with OpenAPI spec --- rest/gen/client.gen.go | 38688 ++++++++++++++++++++---------------- rest/scripts/openapi.json | 11676 ++++++----- 2 files changed, 29037 insertions(+), 21327 deletions(-) diff --git a/rest/gen/client.gen.go b/rest/gen/client.gen.go index 5173e0f0..11e48e6f 100644 --- a/rest/gen/client.gen.go +++ b/rest/gen/client.gen.go @@ -21,10 +21,264 @@ const ( ApiKeyScopes = "apiKey.Scopes" ) +// Defines values for GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry. +const ( + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAT GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry = "AT" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryDE GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry = "DE" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryES GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry = "ES" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryFR GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry = "FR" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryIT GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry = "IT" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryUK GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry = "UK" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryUnknown GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry = "unknown" +) + +// Defines values for GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf. +const ( + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOfAT GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf = "AT" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOfDE GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf = "DE" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOfES GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf = "ES" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOfFR GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf = "FR" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOfIT GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf = "IT" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOfUK GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf = "UK" + GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOfUnknown GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf = "unknown" +) + +// Defines values for GetConsumerSpendingEuV1MerchantAggregatesParamsChannel. +const ( + GetConsumerSpendingEuV1MerchantAggregatesParamsChannelBnpl GetConsumerSpendingEuV1MerchantAggregatesParamsChannel = "bnpl" + GetConsumerSpendingEuV1MerchantAggregatesParamsChannelOffline GetConsumerSpendingEuV1MerchantAggregatesParamsChannel = "offline" + GetConsumerSpendingEuV1MerchantAggregatesParamsChannelOnline GetConsumerSpendingEuV1MerchantAggregatesParamsChannel = "online" +) + +// Defines values for GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOf. +const ( + GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOfBnpl GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOf = "bnpl" + GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOfOffline GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOf = "offline" + GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOfOnline GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOf = "online" +) + +// Defines values for GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerType. +const ( + GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeConsumerCredit GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerType = "consumer_credit" + GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeConsumerDebit GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerType = "consumer_debit" + GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeOpenBanking GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerType = "open_banking" +) + +// Defines values for GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOf. +const ( + GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOfConsumerCredit GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOf = "consumer_credit" + GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOfConsumerDebit GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOf = "consumer_debit" + GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOfOpenBanking GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOf = "open_banking" +) + +// Defines values for GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatus. +const ( + GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusPrivate GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatus = "private" + GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusPublic GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatus = "public" +) + +// Defines values for GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOf. +const ( + GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOfPrivate GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOf = "private" + GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOfPublic GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOf = "public" +) + +// Defines values for AggregatesV1ParamsSort. +const ( + AggregatesV1ParamsSortWindowStartAsc AggregatesV1ParamsSort = "window_start.asc" + AggregatesV1ParamsSortWindowStartDesc AggregatesV1ParamsSort = "window_start.desc" +) + +// Defines values for GetFuturesV1ContractsParamsType. +const ( + GetFuturesV1ContractsParamsTypeCombo GetFuturesV1ContractsParamsType = "combo" + GetFuturesV1ContractsParamsTypeSingle GetFuturesV1ContractsParamsType = "single" +) + +// Defines values for GetFuturesV1ContractsParamsTypeAnyOf. +const ( + GetFuturesV1ContractsParamsTypeAnyOfCombo GetFuturesV1ContractsParamsTypeAnyOf = "combo" + GetFuturesV1ContractsParamsTypeAnyOfSingle GetFuturesV1ContractsParamsTypeAnyOf = "single" +) + +// Defines values for GetFuturesV1ProductsParamsSector. +const ( + GetFuturesV1ProductsParamsSectorAsia GetFuturesV1ProductsParamsSector = "asia" + GetFuturesV1ProductsParamsSectorBase GetFuturesV1ProductsParamsSector = "base" + GetFuturesV1ProductsParamsSectorBiofuels GetFuturesV1ProductsParamsSector = "biofuels" + GetFuturesV1ProductsParamsSectorCoal GetFuturesV1ProductsParamsSector = "coal" + GetFuturesV1ProductsParamsSectorCrossRates GetFuturesV1ProductsParamsSector = "cross_rates" + GetFuturesV1ProductsParamsSectorCrudeOil GetFuturesV1ProductsParamsSector = "crude_oil" + GetFuturesV1ProductsParamsSectorCustomIndex GetFuturesV1ProductsParamsSector = "custom_index" + GetFuturesV1ProductsParamsSectorDairy GetFuturesV1ProductsParamsSector = "dairy" + GetFuturesV1ProductsParamsSectorDjUbsCi GetFuturesV1ProductsParamsSector = "dj_ubs_ci" + GetFuturesV1ProductsParamsSectorElectricity GetFuturesV1ProductsParamsSector = "electricity" + GetFuturesV1ProductsParamsSectorEmissions GetFuturesV1ProductsParamsSector = "emissions" + GetFuturesV1ProductsParamsSectorEurope GetFuturesV1ProductsParamsSector = "europe" + GetFuturesV1ProductsParamsSectorFertilizer GetFuturesV1ProductsParamsSector = "fertilizer" + GetFuturesV1ProductsParamsSectorForestry GetFuturesV1ProductsParamsSector = "forestry" + GetFuturesV1ProductsParamsSectorGrainsAndOilseeds GetFuturesV1ProductsParamsSector = "grains_and_oilseeds" + GetFuturesV1ProductsParamsSectorIntlIndex GetFuturesV1ProductsParamsSector = "intl_index" + GetFuturesV1ProductsParamsSectorLiqNatGasLng GetFuturesV1ProductsParamsSector = "liq_nat_gas_lng" + GetFuturesV1ProductsParamsSectorLivestock GetFuturesV1ProductsParamsSector = "livestock" + GetFuturesV1ProductsParamsSectorLongTermGov GetFuturesV1ProductsParamsSector = "long_term_gov" + GetFuturesV1ProductsParamsSectorLongTermNonGov GetFuturesV1ProductsParamsSector = "long_term_non_gov" + GetFuturesV1ProductsParamsSectorMajors GetFuturesV1ProductsParamsSector = "majors" + GetFuturesV1ProductsParamsSectorMinors GetFuturesV1ProductsParamsSector = "minors" + GetFuturesV1ProductsParamsSectorNatGas GetFuturesV1ProductsParamsSector = "nat_gas" + GetFuturesV1ProductsParamsSectorNatGasLiqPetro GetFuturesV1ProductsParamsSector = "nat_gas_liq_petro" + GetFuturesV1ProductsParamsSectorPrecious GetFuturesV1ProductsParamsSector = "precious" + GetFuturesV1ProductsParamsSectorRefinedProducts GetFuturesV1ProductsParamsSector = "refined_products" + GetFuturesV1ProductsParamsSectorSAndPGsci GetFuturesV1ProductsParamsSector = "s_and_p_gsci" + GetFuturesV1ProductsParamsSectorSelSectorIndex GetFuturesV1ProductsParamsSector = "sel_sector_index" + GetFuturesV1ProductsParamsSectorShortTermGov GetFuturesV1ProductsParamsSector = "short_term_gov" + GetFuturesV1ProductsParamsSectorShortTermNonGov GetFuturesV1ProductsParamsSector = "short_term_non_gov" + GetFuturesV1ProductsParamsSectorSofts GetFuturesV1ProductsParamsSector = "softs" + GetFuturesV1ProductsParamsSectorUs GetFuturesV1ProductsParamsSector = "us" + GetFuturesV1ProductsParamsSectorUsIndex GetFuturesV1ProductsParamsSector = "us_index" + GetFuturesV1ProductsParamsSectorWetBulk GetFuturesV1ProductsParamsSector = "wet_bulk" +) + +// Defines values for GetFuturesV1ProductsParamsSectorAnyOf. +const ( + GetFuturesV1ProductsParamsSectorAnyOfAsia GetFuturesV1ProductsParamsSectorAnyOf = "asia" + GetFuturesV1ProductsParamsSectorAnyOfBase GetFuturesV1ProductsParamsSectorAnyOf = "base" + GetFuturesV1ProductsParamsSectorAnyOfBiofuels GetFuturesV1ProductsParamsSectorAnyOf = "biofuels" + GetFuturesV1ProductsParamsSectorAnyOfCoal GetFuturesV1ProductsParamsSectorAnyOf = "coal" + GetFuturesV1ProductsParamsSectorAnyOfCrossRates GetFuturesV1ProductsParamsSectorAnyOf = "cross_rates" + GetFuturesV1ProductsParamsSectorAnyOfCrudeOil GetFuturesV1ProductsParamsSectorAnyOf = "crude_oil" + GetFuturesV1ProductsParamsSectorAnyOfCustomIndex GetFuturesV1ProductsParamsSectorAnyOf = "custom_index" + GetFuturesV1ProductsParamsSectorAnyOfDairy GetFuturesV1ProductsParamsSectorAnyOf = "dairy" + GetFuturesV1ProductsParamsSectorAnyOfDjUbsCi GetFuturesV1ProductsParamsSectorAnyOf = "dj_ubs_ci" + GetFuturesV1ProductsParamsSectorAnyOfElectricity GetFuturesV1ProductsParamsSectorAnyOf = "electricity" + GetFuturesV1ProductsParamsSectorAnyOfEmissions GetFuturesV1ProductsParamsSectorAnyOf = "emissions" + GetFuturesV1ProductsParamsSectorAnyOfEurope GetFuturesV1ProductsParamsSectorAnyOf = "europe" + GetFuturesV1ProductsParamsSectorAnyOfFertilizer GetFuturesV1ProductsParamsSectorAnyOf = "fertilizer" + GetFuturesV1ProductsParamsSectorAnyOfForestry GetFuturesV1ProductsParamsSectorAnyOf = "forestry" + GetFuturesV1ProductsParamsSectorAnyOfGrainsAndOilseeds GetFuturesV1ProductsParamsSectorAnyOf = "grains_and_oilseeds" + GetFuturesV1ProductsParamsSectorAnyOfIntlIndex GetFuturesV1ProductsParamsSectorAnyOf = "intl_index" + GetFuturesV1ProductsParamsSectorAnyOfLiqNatGasLng GetFuturesV1ProductsParamsSectorAnyOf = "liq_nat_gas_lng" + GetFuturesV1ProductsParamsSectorAnyOfLivestock GetFuturesV1ProductsParamsSectorAnyOf = "livestock" + GetFuturesV1ProductsParamsSectorAnyOfLongTermGov GetFuturesV1ProductsParamsSectorAnyOf = "long_term_gov" + GetFuturesV1ProductsParamsSectorAnyOfLongTermNonGov GetFuturesV1ProductsParamsSectorAnyOf = "long_term_non_gov" + GetFuturesV1ProductsParamsSectorAnyOfMajors GetFuturesV1ProductsParamsSectorAnyOf = "majors" + GetFuturesV1ProductsParamsSectorAnyOfMinors GetFuturesV1ProductsParamsSectorAnyOf = "minors" + GetFuturesV1ProductsParamsSectorAnyOfNatGas GetFuturesV1ProductsParamsSectorAnyOf = "nat_gas" + GetFuturesV1ProductsParamsSectorAnyOfNatGasLiqPetro GetFuturesV1ProductsParamsSectorAnyOf = "nat_gas_liq_petro" + GetFuturesV1ProductsParamsSectorAnyOfPrecious GetFuturesV1ProductsParamsSectorAnyOf = "precious" + GetFuturesV1ProductsParamsSectorAnyOfRefinedProducts GetFuturesV1ProductsParamsSectorAnyOf = "refined_products" + GetFuturesV1ProductsParamsSectorAnyOfSAndPGsci GetFuturesV1ProductsParamsSectorAnyOf = "s_and_p_gsci" + GetFuturesV1ProductsParamsSectorAnyOfSelSectorIndex GetFuturesV1ProductsParamsSectorAnyOf = "sel_sector_index" + GetFuturesV1ProductsParamsSectorAnyOfShortTermGov GetFuturesV1ProductsParamsSectorAnyOf = "short_term_gov" + GetFuturesV1ProductsParamsSectorAnyOfShortTermNonGov GetFuturesV1ProductsParamsSectorAnyOf = "short_term_non_gov" + GetFuturesV1ProductsParamsSectorAnyOfSofts GetFuturesV1ProductsParamsSectorAnyOf = "softs" + GetFuturesV1ProductsParamsSectorAnyOfUs GetFuturesV1ProductsParamsSectorAnyOf = "us" + GetFuturesV1ProductsParamsSectorAnyOfUsIndex GetFuturesV1ProductsParamsSectorAnyOf = "us_index" + GetFuturesV1ProductsParamsSectorAnyOfWetBulk GetFuturesV1ProductsParamsSectorAnyOf = "wet_bulk" +) + +// Defines values for GetFuturesV1ProductsParamsSubSector. +const ( + GetFuturesV1ProductsParamsSubSectorAsian GetFuturesV1ProductsParamsSubSector = "asian" + GetFuturesV1ProductsParamsSubSectorCanadian GetFuturesV1ProductsParamsSubSector = "canadian" + GetFuturesV1ProductsParamsSubSectorCat GetFuturesV1ProductsParamsSubSector = "cat" + GetFuturesV1ProductsParamsSubSectorCoolingDegreeDays GetFuturesV1ProductsParamsSubSector = "cooling_degree_days" + GetFuturesV1ProductsParamsSubSectorErcot GetFuturesV1ProductsParamsSubSector = "ercot" + GetFuturesV1ProductsParamsSubSectorEuropean GetFuturesV1ProductsParamsSubSector = "european" + GetFuturesV1ProductsParamsSubSectorGulf GetFuturesV1ProductsParamsSubSector = "gulf" + GetFuturesV1ProductsParamsSubSectorHeatingDegreeDays GetFuturesV1ProductsParamsSubSector = "heating_degree_days" + GetFuturesV1ProductsParamsSubSectorIsoNe GetFuturesV1ProductsParamsSubSector = "iso_ne" + GetFuturesV1ProductsParamsSubSectorLargeCapIndex GetFuturesV1ProductsParamsSubSector = "large_cap_index" + GetFuturesV1ProductsParamsSubSectorMidCapIndex GetFuturesV1ProductsParamsSubSector = "mid_cap_index" + GetFuturesV1ProductsParamsSubSectorMiso GetFuturesV1ProductsParamsSubSector = "miso" + GetFuturesV1ProductsParamsSubSectorNorthAmerican GetFuturesV1ProductsParamsSubSector = "north_american" + GetFuturesV1ProductsParamsSubSectorNyiso GetFuturesV1ProductsParamsSubSector = "nyiso" + GetFuturesV1ProductsParamsSubSectorPjm GetFuturesV1ProductsParamsSubSector = "pjm" + GetFuturesV1ProductsParamsSubSectorSmallCapIndex GetFuturesV1ProductsParamsSubSector = "small_cap_index" + GetFuturesV1ProductsParamsSubSectorWest GetFuturesV1ProductsParamsSubSector = "west" + GetFuturesV1ProductsParamsSubSectorWesternPower GetFuturesV1ProductsParamsSubSector = "western_power" +) + +// Defines values for GetFuturesV1ProductsParamsSubSectorAnyOf. +const ( + GetFuturesV1ProductsParamsSubSectorAnyOfAsian GetFuturesV1ProductsParamsSubSectorAnyOf = "asian" + GetFuturesV1ProductsParamsSubSectorAnyOfCanadian GetFuturesV1ProductsParamsSubSectorAnyOf = "canadian" + GetFuturesV1ProductsParamsSubSectorAnyOfCat GetFuturesV1ProductsParamsSubSectorAnyOf = "cat" + GetFuturesV1ProductsParamsSubSectorAnyOfCoolingDegreeDays GetFuturesV1ProductsParamsSubSectorAnyOf = "cooling_degree_days" + GetFuturesV1ProductsParamsSubSectorAnyOfErcot GetFuturesV1ProductsParamsSubSectorAnyOf = "ercot" + GetFuturesV1ProductsParamsSubSectorAnyOfEuropean GetFuturesV1ProductsParamsSubSectorAnyOf = "european" + GetFuturesV1ProductsParamsSubSectorAnyOfGulf GetFuturesV1ProductsParamsSubSectorAnyOf = "gulf" + GetFuturesV1ProductsParamsSubSectorAnyOfHeatingDegreeDays GetFuturesV1ProductsParamsSubSectorAnyOf = "heating_degree_days" + GetFuturesV1ProductsParamsSubSectorAnyOfIsoNe GetFuturesV1ProductsParamsSubSectorAnyOf = "iso_ne" + GetFuturesV1ProductsParamsSubSectorAnyOfLargeCapIndex GetFuturesV1ProductsParamsSubSectorAnyOf = "large_cap_index" + GetFuturesV1ProductsParamsSubSectorAnyOfMidCapIndex GetFuturesV1ProductsParamsSubSectorAnyOf = "mid_cap_index" + GetFuturesV1ProductsParamsSubSectorAnyOfMiso GetFuturesV1ProductsParamsSubSectorAnyOf = "miso" + GetFuturesV1ProductsParamsSubSectorAnyOfNorthAmerican GetFuturesV1ProductsParamsSubSectorAnyOf = "north_american" + GetFuturesV1ProductsParamsSubSectorAnyOfNyiso GetFuturesV1ProductsParamsSubSectorAnyOf = "nyiso" + GetFuturesV1ProductsParamsSubSectorAnyOfPjm GetFuturesV1ProductsParamsSubSectorAnyOf = "pjm" + GetFuturesV1ProductsParamsSubSectorAnyOfSmallCapIndex GetFuturesV1ProductsParamsSubSectorAnyOf = "small_cap_index" + GetFuturesV1ProductsParamsSubSectorAnyOfWest GetFuturesV1ProductsParamsSubSectorAnyOf = "west" + GetFuturesV1ProductsParamsSubSectorAnyOfWesternPower GetFuturesV1ProductsParamsSubSectorAnyOf = "western_power" +) + +// Defines values for GetFuturesV1ProductsParamsAssetClass. +const ( + GetFuturesV1ProductsParamsAssetClassAltInvestment GetFuturesV1ProductsParamsAssetClass = "alt_investment" + GetFuturesV1ProductsParamsAssetClassCommodity GetFuturesV1ProductsParamsAssetClass = "commodity" + GetFuturesV1ProductsParamsAssetClassFinancials GetFuturesV1ProductsParamsAssetClass = "financials" +) + +// Defines values for GetFuturesV1ProductsParamsAssetClassAnyOf. +const ( + GetFuturesV1ProductsParamsAssetClassAnyOfAltInvestment GetFuturesV1ProductsParamsAssetClassAnyOf = "alt_investment" + GetFuturesV1ProductsParamsAssetClassAnyOfCommodity GetFuturesV1ProductsParamsAssetClassAnyOf = "commodity" + GetFuturesV1ProductsParamsAssetClassAnyOfFinancials GetFuturesV1ProductsParamsAssetClassAnyOf = "financials" +) + +// Defines values for GetFuturesV1ProductsParamsAssetSubClass. +const ( + GetFuturesV1ProductsParamsAssetSubClassAgricultural GetFuturesV1ProductsParamsAssetSubClass = "agricultural" + GetFuturesV1ProductsParamsAssetSubClassCommodityIndex GetFuturesV1ProductsParamsAssetSubClass = "commodity_index" + GetFuturesV1ProductsParamsAssetSubClassEnergy GetFuturesV1ProductsParamsAssetSubClass = "energy" + GetFuturesV1ProductsParamsAssetSubClassEquity GetFuturesV1ProductsParamsAssetSubClass = "equity" + GetFuturesV1ProductsParamsAssetSubClassForeignExchange GetFuturesV1ProductsParamsAssetSubClass = "foreign_exchange" + GetFuturesV1ProductsParamsAssetSubClassFreight GetFuturesV1ProductsParamsAssetSubClass = "freight" + GetFuturesV1ProductsParamsAssetSubClassHousing GetFuturesV1ProductsParamsAssetSubClass = "housing" + GetFuturesV1ProductsParamsAssetSubClassInterestRate GetFuturesV1ProductsParamsAssetSubClass = "interest_rate" + GetFuturesV1ProductsParamsAssetSubClassMetals GetFuturesV1ProductsParamsAssetSubClass = "metals" + GetFuturesV1ProductsParamsAssetSubClassWeather GetFuturesV1ProductsParamsAssetSubClass = "weather" +) + +// Defines values for GetFuturesV1ProductsParamsAssetSubClassAnyOf. +const ( + GetFuturesV1ProductsParamsAssetSubClassAnyOfAgricultural GetFuturesV1ProductsParamsAssetSubClassAnyOf = "agricultural" + GetFuturesV1ProductsParamsAssetSubClassAnyOfCommodityIndex GetFuturesV1ProductsParamsAssetSubClassAnyOf = "commodity_index" + GetFuturesV1ProductsParamsAssetSubClassAnyOfEnergy GetFuturesV1ProductsParamsAssetSubClassAnyOf = "energy" + GetFuturesV1ProductsParamsAssetSubClassAnyOfEquity GetFuturesV1ProductsParamsAssetSubClassAnyOf = "equity" + GetFuturesV1ProductsParamsAssetSubClassAnyOfForeignExchange GetFuturesV1ProductsParamsAssetSubClassAnyOf = "foreign_exchange" + GetFuturesV1ProductsParamsAssetSubClassAnyOfFreight GetFuturesV1ProductsParamsAssetSubClassAnyOf = "freight" + GetFuturesV1ProductsParamsAssetSubClassAnyOfHousing GetFuturesV1ProductsParamsAssetSubClassAnyOf = "housing" + GetFuturesV1ProductsParamsAssetSubClassAnyOfInterestRate GetFuturesV1ProductsParamsAssetSubClassAnyOf = "interest_rate" + GetFuturesV1ProductsParamsAssetSubClassAnyOfMetals GetFuturesV1ProductsParamsAssetSubClassAnyOf = "metals" + GetFuturesV1ProductsParamsAssetSubClassAnyOfWeather GetFuturesV1ProductsParamsAssetSubClassAnyOf = "weather" +) + +// Defines values for GetFuturesV1ProductsParamsType. +const ( + GetFuturesV1ProductsParamsTypeCombo GetFuturesV1ProductsParamsType = "combo" + GetFuturesV1ProductsParamsTypeSingle GetFuturesV1ProductsParamsType = "single" +) + +// Defines values for GetFuturesV1ProductsParamsTypeAnyOf. +const ( + GetFuturesV1ProductsParamsTypeAnyOfCombo GetFuturesV1ProductsParamsTypeAnyOf = "combo" + GetFuturesV1ProductsParamsTypeAnyOfSingle GetFuturesV1ProductsParamsTypeAnyOf = "single" +) + // Defines values for GetFuturesAggregatesParamsSort. const ( - WindowStartAsc GetFuturesAggregatesParamsSort = "window_start.asc" - WindowStartDesc GetFuturesAggregatesParamsSort = "window_start.desc" + GetFuturesAggregatesParamsSortWindowStartAsc GetFuturesAggregatesParamsSort = "window_start.asc" + GetFuturesAggregatesParamsSortWindowStartDesc GetFuturesAggregatesParamsSort = "window_start.desc" ) // Defines values for GetFuturesVXContractsParamsType. @@ -213,18 +467,6 @@ const ( GetFuturesVXProductsParamsTypeAnyOfSingle GetFuturesVXProductsParamsTypeAnyOf = "single" ) -// Defines values for GetFuturesQuotesParamsSort. -const ( - GetFuturesQuotesParamsSortTimestampAsc GetFuturesQuotesParamsSort = "timestamp.asc" - GetFuturesQuotesParamsSortTimestampDesc GetFuturesQuotesParamsSort = "timestamp.desc" -) - -// Defines values for GetFuturesTradesParamsSort. -const ( - GetFuturesTradesParamsSortTimestampAsc GetFuturesTradesParamsSort = "timestamp.asc" - GetFuturesTradesParamsSortTimestampDesc GetFuturesTradesParamsSort = "timestamp.desc" -) - // Defines values for GetStocksFilings10KVXSectionsParamsSection. const ( GetStocksFilings10KVXSectionsParamsSectionBusiness GetStocksFilings10KVXSectionsParamsSection = "business" @@ -2134,402 +2376,198 @@ type GetBenzingaV2NewsParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetCryptoV1ExchangesParams defines parameters for GetCryptoV1Exchanges. -type GetCryptoV1ExchangesParams struct { - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. - Limit *int `form:"limit,omitempty" json:"limit,omitempty"` -} +// GetConsumerSpendingEuV1MerchantAggregatesParams defines parameters for GetConsumerSpendingEuV1MerchantAggregates. +type GetConsumerSpendingEuV1MerchantAggregatesParams struct { + // TransactionDate The calendar date when the consumer transactions occurred. Value must be formatted 'yyyy-mm-dd'. + TransactionDate *string `form:"transaction_date,omitempty" json:"transaction_date,omitempty"` -// GetEtfGlobalV1AnalyticsParams defines parameters for GetEtfGlobalV1Analytics. -type GetEtfGlobalV1AnalyticsParams struct { - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + // TransactionDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + TransactionDateGt *string `form:"transaction_date.gt,omitempty" json:"transaction_date.gt,omitempty"` - // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + // TransactionDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + TransactionDateGte *string `form:"transaction_date.gte,omitempty" json:"transaction_date.gte,omitempty"` - // CompositeTickerGt Filter greater than the value. - CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + // TransactionDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + TransactionDateLt *string `form:"transaction_date.lt,omitempty" json:"transaction_date.lt,omitempty"` - // CompositeTickerGte Filter greater than or equal to the value. - CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` - - // CompositeTickerLt Filter less than the value. - CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` - - // CompositeTickerLte Filter less than or equal to the value. - CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` - - // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. - ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` - - // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` - - // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` - - // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` - - // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` - - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. - EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` - - // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` - - // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` - - // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` - - // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` - - // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. Value must be a floating point number. - RiskTotalScore *float64 `form:"risk_total_score,omitempty" json:"risk_total_score,omitempty"` - - // RiskTotalScoreGt Filter greater than the value. Value must be a floating point number. - RiskTotalScoreGt *float64 `form:"risk_total_score.gt,omitempty" json:"risk_total_score.gt,omitempty"` - - // RiskTotalScoreGte Filter greater than or equal to the value. Value must be a floating point number. - RiskTotalScoreGte *float64 `form:"risk_total_score.gte,omitempty" json:"risk_total_score.gte,omitempty"` - - // RiskTotalScoreLt Filter less than the value. Value must be a floating point number. - RiskTotalScoreLt *float64 `form:"risk_total_score.lt,omitempty" json:"risk_total_score.lt,omitempty"` - - // RiskTotalScoreLte Filter less than or equal to the value. Value must be a floating point number. - RiskTotalScoreLte *float64 `form:"risk_total_score.lte,omitempty" json:"risk_total_score.lte,omitempty"` - - // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. Value must be a floating point number. - RewardScore *float64 `form:"reward_score,omitempty" json:"reward_score,omitempty"` - - // RewardScoreGt Filter greater than the value. Value must be a floating point number. - RewardScoreGt *float64 `form:"reward_score.gt,omitempty" json:"reward_score.gt,omitempty"` - - // RewardScoreGte Filter greater than or equal to the value. Value must be a floating point number. - RewardScoreGte *float64 `form:"reward_score.gte,omitempty" json:"reward_score.gte,omitempty"` - - // RewardScoreLt Filter less than the value. Value must be a floating point number. - RewardScoreLt *float64 `form:"reward_score.lt,omitempty" json:"reward_score.lt,omitempty"` - - // RewardScoreLte Filter less than or equal to the value. Value must be a floating point number. - RewardScoreLte *float64 `form:"reward_score.lte,omitempty" json:"reward_score.lte,omitempty"` - - // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. Value must be a floating point number. - QuantTotalScore *float64 `form:"quant_total_score,omitempty" json:"quant_total_score,omitempty"` - - // QuantTotalScoreGt Filter greater than the value. Value must be a floating point number. - QuantTotalScoreGt *float64 `form:"quant_total_score.gt,omitempty" json:"quant_total_score.gt,omitempty"` - - // QuantTotalScoreGte Filter greater than or equal to the value. Value must be a floating point number. - QuantTotalScoreGte *float64 `form:"quant_total_score.gte,omitempty" json:"quant_total_score.gte,omitempty"` - - // QuantTotalScoreLt Filter less than the value. Value must be a floating point number. - QuantTotalScoreLt *float64 `form:"quant_total_score.lt,omitempty" json:"quant_total_score.lt,omitempty"` - - // QuantTotalScoreLte Filter less than or equal to the value. Value must be a floating point number. - QuantTotalScoreLte *float64 `form:"quant_total_score.lte,omitempty" json:"quant_total_score.lte,omitempty"` - - // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. - QuantGrade *string `form:"quant_grade,omitempty" json:"quant_grade,omitempty"` - - // QuantGradeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - QuantGradeAnyOf *string `form:"quant_grade.any_of,omitempty" json:"quant_grade.any_of,omitempty"` - - // QuantGradeGt Filter greater than the value. - QuantGradeGt *string `form:"quant_grade.gt,omitempty" json:"quant_grade.gt,omitempty"` - - // QuantGradeGte Filter greater than or equal to the value. - QuantGradeGte *string `form:"quant_grade.gte,omitempty" json:"quant_grade.gte,omitempty"` - - // QuantGradeLt Filter less than the value. - QuantGradeLt *string `form:"quant_grade.lt,omitempty" json:"quant_grade.lt,omitempty"` - - // QuantGradeLte Filter less than or equal to the value. - QuantGradeLte *string `form:"quant_grade.lte,omitempty" json:"quant_grade.lte,omitempty"` - - // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. Value must be a floating point number. - QuantCompositeTechnical *float64 `form:"quant_composite_technical,omitempty" json:"quant_composite_technical,omitempty"` - - // QuantCompositeTechnicalGt Filter greater than the value. Value must be a floating point number. - QuantCompositeTechnicalGt *float64 `form:"quant_composite_technical.gt,omitempty" json:"quant_composite_technical.gt,omitempty"` - - // QuantCompositeTechnicalGte Filter greater than or equal to the value. Value must be a floating point number. - QuantCompositeTechnicalGte *float64 `form:"quant_composite_technical.gte,omitempty" json:"quant_composite_technical.gte,omitempty"` - - // QuantCompositeTechnicalLt Filter less than the value. Value must be a floating point number. - QuantCompositeTechnicalLt *float64 `form:"quant_composite_technical.lt,omitempty" json:"quant_composite_technical.lt,omitempty"` - - // QuantCompositeTechnicalLte Filter less than or equal to the value. Value must be a floating point number. - QuantCompositeTechnicalLte *float64 `form:"quant_composite_technical.lte,omitempty" json:"quant_composite_technical.lte,omitempty"` - - // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. Value must be a floating point number. - QuantCompositeSentiment *float64 `form:"quant_composite_sentiment,omitempty" json:"quant_composite_sentiment,omitempty"` - - // QuantCompositeSentimentGt Filter greater than the value. Value must be a floating point number. - QuantCompositeSentimentGt *float64 `form:"quant_composite_sentiment.gt,omitempty" json:"quant_composite_sentiment.gt,omitempty"` - - // QuantCompositeSentimentGte Filter greater than or equal to the value. Value must be a floating point number. - QuantCompositeSentimentGte *float64 `form:"quant_composite_sentiment.gte,omitempty" json:"quant_composite_sentiment.gte,omitempty"` - - // QuantCompositeSentimentLt Filter less than the value. Value must be a floating point number. - QuantCompositeSentimentLt *float64 `form:"quant_composite_sentiment.lt,omitempty" json:"quant_composite_sentiment.lt,omitempty"` - - // QuantCompositeSentimentLte Filter less than or equal to the value. Value must be a floating point number. - QuantCompositeSentimentLte *float64 `form:"quant_composite_sentiment.lte,omitempty" json:"quant_composite_sentiment.lte,omitempty"` - - // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. Value must be a floating point number. - QuantCompositeBehavioral *float64 `form:"quant_composite_behavioral,omitempty" json:"quant_composite_behavioral,omitempty"` - - // QuantCompositeBehavioralGt Filter greater than the value. Value must be a floating point number. - QuantCompositeBehavioralGt *float64 `form:"quant_composite_behavioral.gt,omitempty" json:"quant_composite_behavioral.gt,omitempty"` + // TransactionDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + TransactionDateLte *string `form:"transaction_date.lte,omitempty" json:"transaction_date.lte,omitempty"` - // QuantCompositeBehavioralGte Filter greater than or equal to the value. Value must be a floating point number. - QuantCompositeBehavioralGte *float64 `form:"quant_composite_behavioral.gte,omitempty" json:"quant_composite_behavioral.gte,omitempty"` + // Name The merchant or entity name for this aggregate (lowercase). When type is 'merchant', this value can be used as the lookup_name in the merchant-hierarchy endpoint to retrieve full corporate hierarchy details. + Name *string `form:"name,omitempty" json:"name,omitempty"` - // QuantCompositeBehavioralLt Filter less than the value. Value must be a floating point number. - QuantCompositeBehavioralLt *float64 `form:"quant_composite_behavioral.lt,omitempty" json:"quant_composite_behavioral.lt,omitempty"` + // NameAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + NameAnyOf *string `form:"name.any_of,omitempty" json:"name.any_of,omitempty"` - // QuantCompositeBehavioralLte Filter less than or equal to the value. Value must be a floating point number. - QuantCompositeBehavioralLte *float64 `form:"quant_composite_behavioral.lte,omitempty" json:"quant_composite_behavioral.lte,omitempty"` + // NameGt Filter greater than the value. + NameGt *string `form:"name.gt,omitempty" json:"name.gt,omitempty"` - // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. Value must be a floating point number. - QuantCompositeFundamental *float64 `form:"quant_composite_fundamental,omitempty" json:"quant_composite_fundamental,omitempty"` + // NameGte Filter greater than or equal to the value. + NameGte *string `form:"name.gte,omitempty" json:"name.gte,omitempty"` - // QuantCompositeFundamentalGt Filter greater than the value. Value must be a floating point number. - QuantCompositeFundamentalGt *float64 `form:"quant_composite_fundamental.gt,omitempty" json:"quant_composite_fundamental.gt,omitempty"` + // NameLt Filter less than the value. + NameLt *string `form:"name.lt,omitempty" json:"name.lt,omitempty"` - // QuantCompositeFundamentalGte Filter greater than or equal to the value. Value must be a floating point number. - QuantCompositeFundamentalGte *float64 `form:"quant_composite_fundamental.gte,omitempty" json:"quant_composite_fundamental.gte,omitempty"` + // NameLte Filter less than or equal to the value. + NameLte *string `form:"name.lte,omitempty" json:"name.lte,omitempty"` - // QuantCompositeFundamentalLt Filter less than the value. Value must be a floating point number. - QuantCompositeFundamentalLt *float64 `form:"quant_composite_fundamental.lt,omitempty" json:"quant_composite_fundamental.lt,omitempty"` + // UserCountry Country of consumer's residence (ISO codes). Available countries: UK, DE, FR, ES, IT, AT. Values outside these are mapped to 'unknown'. + UserCountry *GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry `form:"user_country,omitempty" json:"user_country,omitempty"` - // QuantCompositeFundamentalLte Filter less than or equal to the value. Value must be a floating point number. - QuantCompositeFundamentalLte *float64 `form:"quant_composite_fundamental.lte,omitempty" json:"quant_composite_fundamental.lte,omitempty"` + // UserCountryAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + UserCountryAnyOf *GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf `form:"user_country.any_of,omitempty" json:"user_country.any_of,omitempty"` - // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. Value must be a floating point number. - QuantCompositeGlobal *float64 `form:"quant_composite_global,omitempty" json:"quant_composite_global,omitempty"` + // Channel Transaction channel. Possible values: online, offline, bnpl (buy now pay later platforms such as Scala, Klarna, Zilch). + Channel *GetConsumerSpendingEuV1MerchantAggregatesParamsChannel `form:"channel,omitempty" json:"channel,omitempty"` - // QuantCompositeGlobalGt Filter greater than the value. Value must be a floating point number. - QuantCompositeGlobalGt *float64 `form:"quant_composite_global.gt,omitempty" json:"quant_composite_global.gt,omitempty"` + // ChannelAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ChannelAnyOf *GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOf `form:"channel.any_of,omitempty" json:"channel.any_of,omitempty"` - // QuantCompositeGlobalGte Filter greater than or equal to the value. Value must be a floating point number. - QuantCompositeGlobalGte *float64 `form:"quant_composite_global.gte,omitempty" json:"quant_composite_global.gte,omitempty"` + // ConsumerType The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking. + ConsumerType *GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerType `form:"consumer_type,omitempty" json:"consumer_type,omitempty"` - // QuantCompositeGlobalLt Filter less than the value. Value must be a floating point number. - QuantCompositeGlobalLt *float64 `form:"quant_composite_global.lt,omitempty" json:"quant_composite_global.lt,omitempty"` + // ConsumerTypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ConsumerTypeAnyOf *GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOf `form:"consumer_type.any_of,omitempty" json:"consumer_type.any_of,omitempty"` - // QuantCompositeGlobalLte Filter less than or equal to the value. Value must be a floating point number. - QuantCompositeGlobalLte *float64 `form:"quant_composite_global.lte,omitempty" json:"quant_composite_global.lte,omitempty"` + // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. Also available in the merchant-hierarchy endpoint for full corporate structure. + ParentName *string `form:"parent_name,omitempty" json:"parent_name,omitempty"` - // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. Value must be a floating point number. - QuantCompositeQuality *float64 `form:"quant_composite_quality,omitempty" json:"quant_composite_quality,omitempty"` + // ParentNameAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ParentNameAnyOf *string `form:"parent_name.any_of,omitempty" json:"parent_name.any_of,omitempty"` - // QuantCompositeQualityGt Filter greater than the value. Value must be a floating point number. - QuantCompositeQualityGt *float64 `form:"quant_composite_quality.gt,omitempty" json:"quant_composite_quality.gt,omitempty"` + // ParentNameGt Filter greater than the value. + ParentNameGt *string `form:"parent_name.gt,omitempty" json:"parent_name.gt,omitempty"` - // QuantCompositeQualityGte Filter greater than or equal to the value. Value must be a floating point number. - QuantCompositeQualityGte *float64 `form:"quant_composite_quality.gte,omitempty" json:"quant_composite_quality.gte,omitempty"` + // ParentNameGte Filter greater than or equal to the value. + ParentNameGte *string `form:"parent_name.gte,omitempty" json:"parent_name.gte,omitempty"` - // QuantCompositeQualityLt Filter less than the value. Value must be a floating point number. - QuantCompositeQualityLt *float64 `form:"quant_composite_quality.lt,omitempty" json:"quant_composite_quality.lt,omitempty"` + // ParentNameLt Filter less than the value. + ParentNameLt *string `form:"parent_name.lt,omitempty" json:"parent_name.lt,omitempty"` - // QuantCompositeQualityLte Filter less than or equal to the value. Value must be a floating point number. - QuantCompositeQualityLte *float64 `form:"quant_composite_quality.lte,omitempty" json:"quant_composite_quality.lte,omitempty"` + // ParentNameLte Filter less than or equal to the value. + ParentNameLte *string `form:"parent_name.lte,omitempty" json:"parent_name.lte,omitempty"` // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` - // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'transaction_date' if not specified. The sort order defaults to 'desc' if not specified. Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetEtfGlobalV1ConstituentsParams defines parameters for GetEtfGlobalV1Constituents. -type GetEtfGlobalV1ConstituentsParams struct { - // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. - CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` - - // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` - - // CompositeTickerGt Filter greater than the value. - CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` +// GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry defines parameters for GetConsumerSpendingEuV1MerchantAggregates. +type GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountry string - // CompositeTickerGte Filter greater than or equal to the value. - CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` - - // CompositeTickerLt Filter less than the value. - CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` +// GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf defines parameters for GetConsumerSpendingEuV1MerchantAggregates. +type GetConsumerSpendingEuV1MerchantAggregatesParamsUserCountryAnyOf string - // CompositeTickerLte Filter less than or equal to the value. - CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` +// GetConsumerSpendingEuV1MerchantAggregatesParamsChannel defines parameters for GetConsumerSpendingEuV1MerchantAggregates. +type GetConsumerSpendingEuV1MerchantAggregatesParamsChannel string - // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. - ConstituentTicker *string `form:"constituent_ticker,omitempty" json:"constituent_ticker,omitempty"` +// GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOf defines parameters for GetConsumerSpendingEuV1MerchantAggregates. +type GetConsumerSpendingEuV1MerchantAggregatesParamsChannelAnyOf string - // ConstituentTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - ConstituentTickerAnyOf *string `form:"constituent_ticker.any_of,omitempty" json:"constituent_ticker.any_of,omitempty"` +// GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerType defines parameters for GetConsumerSpendingEuV1MerchantAggregates. +type GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerType string - // ConstituentTickerGt Filter greater than the value. - ConstituentTickerGt *string `form:"constituent_ticker.gt,omitempty" json:"constituent_ticker.gt,omitempty"` +// GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOf defines parameters for GetConsumerSpendingEuV1MerchantAggregates. +type GetConsumerSpendingEuV1MerchantAggregatesParamsConsumerTypeAnyOf string - // ConstituentTickerGte Filter greater than or equal to the value. - ConstituentTickerGte *string `form:"constituent_ticker.gte,omitempty" json:"constituent_ticker.gte,omitempty"` +// GetConsumerSpendingEuV1MerchantHierarchyParams defines parameters for GetConsumerSpendingEuV1MerchantHierarchy. +type GetConsumerSpendingEuV1MerchantHierarchyParams struct { + // LookupName Lowercase merchant tag used for joining with the merchant-aggregates endpoint name field (e.g., 'asda', 'amazon'). + LookupName *string `form:"lookup_name,omitempty" json:"lookup_name,omitempty"` - // ConstituentTickerLt Filter less than the value. - ConstituentTickerLt *string `form:"constituent_ticker.lt,omitempty" json:"constituent_ticker.lt,omitempty"` + // LookupNameAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + LookupNameAnyOf *string `form:"lookup_name.any_of,omitempty" json:"lookup_name.any_of,omitempty"` - // ConstituentTickerLte Filter less than or equal to the value. - ConstituentTickerLte *string `form:"constituent_ticker.lte,omitempty" json:"constituent_ticker.lte,omitempty"` + // LookupNameGt Filter greater than the value. + LookupNameGt *string `form:"lookup_name.gt,omitempty" json:"lookup_name.gt,omitempty"` - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. - EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + // LookupNameGte Filter greater than or equal to the value. + LookupNameGte *string `form:"lookup_name.gte,omitempty" json:"lookup_name.gte,omitempty"` - // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + // LookupNameLt Filter less than the value. + LookupNameLt *string `form:"lookup_name.lt,omitempty" json:"lookup_name.lt,omitempty"` - // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` - - // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` - - // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` - - // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. - ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` - - // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` - - // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` - - // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` - - // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` - - // UsCode A unique identifier code for the constituent security in US markets. - UsCode *string `form:"us_code,omitempty" json:"us_code,omitempty"` - - // UsCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - UsCodeAnyOf *string `form:"us_code.any_of,omitempty" json:"us_code.any_of,omitempty"` + // LookupNameLte Filter less than or equal to the value. + LookupNameLte *string `form:"lookup_name.lte,omitempty" json:"lookup_name.lte,omitempty"` - // UsCodeGt Filter greater than the value. - UsCodeGt *string `form:"us_code.gt,omitempty" json:"us_code.gt,omitempty"` - - // UsCodeGte Filter greater than or equal to the value. - UsCodeGte *string `form:"us_code.gte,omitempty" json:"us_code.gte,omitempty"` - - // UsCodeLt Filter less than the value. - UsCodeLt *string `form:"us_code.lt,omitempty" json:"us_code.lt,omitempty"` + // Ticker Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg standard. + Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` - // UsCodeLte Filter less than or equal to the value. - UsCodeLte *string `form:"us_code.lte,omitempty" json:"us_code.lte,omitempty"` + // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` - // Isin The International Securities Identification Number, a global standard for identifying securities. - Isin *string `form:"isin,omitempty" json:"isin,omitempty"` + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` - // IsinAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - IsinAnyOf *string `form:"isin.any_of,omitempty" json:"isin.any_of,omitempty"` + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` - // IsinGt Filter greater than the value. - IsinGt *string `form:"isin.gt,omitempty" json:"isin.gt,omitempty"` + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` - // IsinGte Filter greater than or equal to the value. - IsinGte *string `form:"isin.gte,omitempty" json:"isin.gte,omitempty"` + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` - // IsinLt Filter less than the value. - IsinLt *string `form:"isin.lt,omitempty" json:"isin.lt,omitempty"` + // ListingStatus Whether the merchant is a publicly listed company or private. Possible values: public, private. + ListingStatus *GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatus `form:"listing_status,omitempty" json:"listing_status,omitempty"` - // IsinLte Filter less than or equal to the value. - IsinLte *string `form:"isin.lte,omitempty" json:"isin.lte,omitempty"` + // ListingStatusAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ListingStatusAnyOf *GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOf `form:"listing_status.any_of,omitempty" json:"listing_status.any_of,omitempty"` - // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. - Figi *string `form:"figi,omitempty" json:"figi,omitempty"` + // ActiveFrom Date this merchant hierarchy mapping became applicable. A value of 0001-01-01 indicates no known start date. Use with active_to to match against transaction_date from the merchant-aggregates endpoint to perform point-in-time queries. Value must be formatted 'yyyy-mm-dd'. + ActiveFrom *string `form:"active_from,omitempty" json:"active_from,omitempty"` - // FigiAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - FigiAnyOf *string `form:"figi.any_of,omitempty" json:"figi.any_of,omitempty"` + // ActiveFromGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ActiveFromGt *string `form:"active_from.gt,omitempty" json:"active_from.gt,omitempty"` - // FigiGt Filter greater than the value. - FigiGt *string `form:"figi.gt,omitempty" json:"figi.gt,omitempty"` + // ActiveFromGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ActiveFromGte *string `form:"active_from.gte,omitempty" json:"active_from.gte,omitempty"` - // FigiGte Filter greater than or equal to the value. - FigiGte *string `form:"figi.gte,omitempty" json:"figi.gte,omitempty"` + // ActiveFromLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ActiveFromLt *string `form:"active_from.lt,omitempty" json:"active_from.lt,omitempty"` - // FigiLt Filter less than the value. - FigiLt *string `form:"figi.lt,omitempty" json:"figi.lt,omitempty"` + // ActiveFromLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ActiveFromLte *string `form:"active_from.lte,omitempty" json:"active_from.lte,omitempty"` - // FigiLte Filter less than or equal to the value. - FigiLte *string `form:"figi.lte,omitempty" json:"figi.lte,omitempty"` + // ActiveTo Date after which this merchant hierarchy mapping is no longer applicable due to a corporate action. A value of 9999-12-31 indicates the mapping is currently active. Value must be formatted 'yyyy-mm-dd'. + ActiveTo *string `form:"active_to,omitempty" json:"active_to,omitempty"` - // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. - Sedol *string `form:"sedol,omitempty" json:"sedol,omitempty"` + // ActiveToGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ActiveToGt *string `form:"active_to.gt,omitempty" json:"active_to.gt,omitempty"` - // SedolAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - SedolAnyOf *string `form:"sedol.any_of,omitempty" json:"sedol.any_of,omitempty"` + // ActiveToGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ActiveToGte *string `form:"active_to.gte,omitempty" json:"active_to.gte,omitempty"` - // SedolGt Filter greater than the value. - SedolGt *string `form:"sedol.gt,omitempty" json:"sedol.gt,omitempty"` + // ActiveToLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ActiveToLt *string `form:"active_to.lt,omitempty" json:"active_to.lt,omitempty"` - // SedolGte Filter greater than or equal to the value. - SedolGte *string `form:"sedol.gte,omitempty" json:"sedol.gte,omitempty"` + // ActiveToLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ActiveToLte *string `form:"active_to.lte,omitempty" json:"active_to.lte,omitempty"` - // SedolLt Filter less than the value. - SedolLt *string `form:"sedol.lt,omitempty" json:"sedol.lt,omitempty"` - - // SedolLte Filter less than or equal to the value. - SedolLte *string `form:"sedol.lte,omitempty" json:"sedol.lte,omitempty"` - - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` - // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'lookup_name' if not specified. The sort order defaults to 'asc' if not specified. Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetEtfGlobalV1FundFlowsParams defines parameters for GetEtfGlobalV1FundFlows. -type GetEtfGlobalV1FundFlowsParams struct { - // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. - ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` - - // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` - - // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` - - // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` - - // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` - - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. - EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` - - // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` +// GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatus defines parameters for GetConsumerSpendingEuV1MerchantHierarchy. +type GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatus string - // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` - - // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` +// GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOf defines parameters for GetConsumerSpendingEuV1MerchantHierarchy. +type GetConsumerSpendingEuV1MerchantHierarchyParamsListingStatusAnyOf string - // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. - EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` +// GetCryptoV1ExchangesParams defines parameters for GetCryptoV1Exchanges. +type GetCryptoV1ExchangesParams struct { + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} - // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. +// GetEtfGlobalV1AnalyticsParams defines parameters for GetEtfGlobalV1Analytics. +type GetEtfGlobalV1AnalyticsParams struct { + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. @@ -2547,15 +2585,402 @@ type GetEtfGlobalV1FundFlowsParams struct { // CompositeTickerLte Filter less than or equal to the value. CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. - Limit *int `form:"limit,omitempty" json:"limit,omitempty"` - - // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. - Sort *string `form:"sort,omitempty" json:"sort,omitempty"` -} - -// GetEtfGlobalV1ProfilesParams defines parameters for GetEtfGlobalV1Profiles. -type GetEtfGlobalV1ProfilesParams struct { + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. Value must be a floating point number. + RiskTotalScore *float64 `form:"risk_total_score,omitempty" json:"risk_total_score,omitempty"` + + // RiskTotalScoreGt Filter greater than the value. Value must be a floating point number. + RiskTotalScoreGt *float64 `form:"risk_total_score.gt,omitempty" json:"risk_total_score.gt,omitempty"` + + // RiskTotalScoreGte Filter greater than or equal to the value. Value must be a floating point number. + RiskTotalScoreGte *float64 `form:"risk_total_score.gte,omitempty" json:"risk_total_score.gte,omitempty"` + + // RiskTotalScoreLt Filter less than the value. Value must be a floating point number. + RiskTotalScoreLt *float64 `form:"risk_total_score.lt,omitempty" json:"risk_total_score.lt,omitempty"` + + // RiskTotalScoreLte Filter less than or equal to the value. Value must be a floating point number. + RiskTotalScoreLte *float64 `form:"risk_total_score.lte,omitempty" json:"risk_total_score.lte,omitempty"` + + // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. Value must be a floating point number. + RewardScore *float64 `form:"reward_score,omitempty" json:"reward_score,omitempty"` + + // RewardScoreGt Filter greater than the value. Value must be a floating point number. + RewardScoreGt *float64 `form:"reward_score.gt,omitempty" json:"reward_score.gt,omitempty"` + + // RewardScoreGte Filter greater than or equal to the value. Value must be a floating point number. + RewardScoreGte *float64 `form:"reward_score.gte,omitempty" json:"reward_score.gte,omitempty"` + + // RewardScoreLt Filter less than the value. Value must be a floating point number. + RewardScoreLt *float64 `form:"reward_score.lt,omitempty" json:"reward_score.lt,omitempty"` + + // RewardScoreLte Filter less than or equal to the value. Value must be a floating point number. + RewardScoreLte *float64 `form:"reward_score.lte,omitempty" json:"reward_score.lte,omitempty"` + + // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. Value must be a floating point number. + QuantTotalScore *float64 `form:"quant_total_score,omitempty" json:"quant_total_score,omitempty"` + + // QuantTotalScoreGt Filter greater than the value. Value must be a floating point number. + QuantTotalScoreGt *float64 `form:"quant_total_score.gt,omitempty" json:"quant_total_score.gt,omitempty"` + + // QuantTotalScoreGte Filter greater than or equal to the value. Value must be a floating point number. + QuantTotalScoreGte *float64 `form:"quant_total_score.gte,omitempty" json:"quant_total_score.gte,omitempty"` + + // QuantTotalScoreLt Filter less than the value. Value must be a floating point number. + QuantTotalScoreLt *float64 `form:"quant_total_score.lt,omitempty" json:"quant_total_score.lt,omitempty"` + + // QuantTotalScoreLte Filter less than or equal to the value. Value must be a floating point number. + QuantTotalScoreLte *float64 `form:"quant_total_score.lte,omitempty" json:"quant_total_score.lte,omitempty"` + + // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. + QuantGrade *string `form:"quant_grade,omitempty" json:"quant_grade,omitempty"` + + // QuantGradeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + QuantGradeAnyOf *string `form:"quant_grade.any_of,omitempty" json:"quant_grade.any_of,omitempty"` + + // QuantGradeGt Filter greater than the value. + QuantGradeGt *string `form:"quant_grade.gt,omitempty" json:"quant_grade.gt,omitempty"` + + // QuantGradeGte Filter greater than or equal to the value. + QuantGradeGte *string `form:"quant_grade.gte,omitempty" json:"quant_grade.gte,omitempty"` + + // QuantGradeLt Filter less than the value. + QuantGradeLt *string `form:"quant_grade.lt,omitempty" json:"quant_grade.lt,omitempty"` + + // QuantGradeLte Filter less than or equal to the value. + QuantGradeLte *string `form:"quant_grade.lte,omitempty" json:"quant_grade.lte,omitempty"` + + // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. Value must be a floating point number. + QuantCompositeTechnical *float64 `form:"quant_composite_technical,omitempty" json:"quant_composite_technical,omitempty"` + + // QuantCompositeTechnicalGt Filter greater than the value. Value must be a floating point number. + QuantCompositeTechnicalGt *float64 `form:"quant_composite_technical.gt,omitempty" json:"quant_composite_technical.gt,omitempty"` + + // QuantCompositeTechnicalGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeTechnicalGte *float64 `form:"quant_composite_technical.gte,omitempty" json:"quant_composite_technical.gte,omitempty"` + + // QuantCompositeTechnicalLt Filter less than the value. Value must be a floating point number. + QuantCompositeTechnicalLt *float64 `form:"quant_composite_technical.lt,omitempty" json:"quant_composite_technical.lt,omitempty"` + + // QuantCompositeTechnicalLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeTechnicalLte *float64 `form:"quant_composite_technical.lte,omitempty" json:"quant_composite_technical.lte,omitempty"` + + // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. Value must be a floating point number. + QuantCompositeSentiment *float64 `form:"quant_composite_sentiment,omitempty" json:"quant_composite_sentiment,omitempty"` + + // QuantCompositeSentimentGt Filter greater than the value. Value must be a floating point number. + QuantCompositeSentimentGt *float64 `form:"quant_composite_sentiment.gt,omitempty" json:"quant_composite_sentiment.gt,omitempty"` + + // QuantCompositeSentimentGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeSentimentGte *float64 `form:"quant_composite_sentiment.gte,omitempty" json:"quant_composite_sentiment.gte,omitempty"` + + // QuantCompositeSentimentLt Filter less than the value. Value must be a floating point number. + QuantCompositeSentimentLt *float64 `form:"quant_composite_sentiment.lt,omitempty" json:"quant_composite_sentiment.lt,omitempty"` + + // QuantCompositeSentimentLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeSentimentLte *float64 `form:"quant_composite_sentiment.lte,omitempty" json:"quant_composite_sentiment.lte,omitempty"` + + // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. Value must be a floating point number. + QuantCompositeBehavioral *float64 `form:"quant_composite_behavioral,omitempty" json:"quant_composite_behavioral,omitempty"` + + // QuantCompositeBehavioralGt Filter greater than the value. Value must be a floating point number. + QuantCompositeBehavioralGt *float64 `form:"quant_composite_behavioral.gt,omitempty" json:"quant_composite_behavioral.gt,omitempty"` + + // QuantCompositeBehavioralGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeBehavioralGte *float64 `form:"quant_composite_behavioral.gte,omitempty" json:"quant_composite_behavioral.gte,omitempty"` + + // QuantCompositeBehavioralLt Filter less than the value. Value must be a floating point number. + QuantCompositeBehavioralLt *float64 `form:"quant_composite_behavioral.lt,omitempty" json:"quant_composite_behavioral.lt,omitempty"` + + // QuantCompositeBehavioralLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeBehavioralLte *float64 `form:"quant_composite_behavioral.lte,omitempty" json:"quant_composite_behavioral.lte,omitempty"` + + // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. Value must be a floating point number. + QuantCompositeFundamental *float64 `form:"quant_composite_fundamental,omitempty" json:"quant_composite_fundamental,omitempty"` + + // QuantCompositeFundamentalGt Filter greater than the value. Value must be a floating point number. + QuantCompositeFundamentalGt *float64 `form:"quant_composite_fundamental.gt,omitempty" json:"quant_composite_fundamental.gt,omitempty"` + + // QuantCompositeFundamentalGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeFundamentalGte *float64 `form:"quant_composite_fundamental.gte,omitempty" json:"quant_composite_fundamental.gte,omitempty"` + + // QuantCompositeFundamentalLt Filter less than the value. Value must be a floating point number. + QuantCompositeFundamentalLt *float64 `form:"quant_composite_fundamental.lt,omitempty" json:"quant_composite_fundamental.lt,omitempty"` + + // QuantCompositeFundamentalLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeFundamentalLte *float64 `form:"quant_composite_fundamental.lte,omitempty" json:"quant_composite_fundamental.lte,omitempty"` + + // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. Value must be a floating point number. + QuantCompositeGlobal *float64 `form:"quant_composite_global,omitempty" json:"quant_composite_global,omitempty"` + + // QuantCompositeGlobalGt Filter greater than the value. Value must be a floating point number. + QuantCompositeGlobalGt *float64 `form:"quant_composite_global.gt,omitempty" json:"quant_composite_global.gt,omitempty"` + + // QuantCompositeGlobalGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeGlobalGte *float64 `form:"quant_composite_global.gte,omitempty" json:"quant_composite_global.gte,omitempty"` + + // QuantCompositeGlobalLt Filter less than the value. Value must be a floating point number. + QuantCompositeGlobalLt *float64 `form:"quant_composite_global.lt,omitempty" json:"quant_composite_global.lt,omitempty"` + + // QuantCompositeGlobalLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeGlobalLte *float64 `form:"quant_composite_global.lte,omitempty" json:"quant_composite_global.lte,omitempty"` + + // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. Value must be a floating point number. + QuantCompositeQuality *float64 `form:"quant_composite_quality,omitempty" json:"quant_composite_quality,omitempty"` + + // QuantCompositeQualityGt Filter greater than the value. Value must be a floating point number. + QuantCompositeQualityGt *float64 `form:"quant_composite_quality.gt,omitempty" json:"quant_composite_quality.gt,omitempty"` + + // QuantCompositeQualityGte Filter greater than or equal to the value. Value must be a floating point number. + QuantCompositeQualityGte *float64 `form:"quant_composite_quality.gte,omitempty" json:"quant_composite_quality.gte,omitempty"` + + // QuantCompositeQualityLt Filter less than the value. Value must be a floating point number. + QuantCompositeQualityLt *float64 `form:"quant_composite_quality.lt,omitempty" json:"quant_composite_quality.lt,omitempty"` + + // QuantCompositeQualityLte Filter less than or equal to the value. Value must be a floating point number. + QuantCompositeQualityLte *float64 `form:"quant_composite_quality.lte,omitempty" json:"quant_composite_quality.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetEtfGlobalV1ConstituentsParams defines parameters for GetEtfGlobalV1Constituents. +type GetEtfGlobalV1ConstituentsParams struct { + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + + // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + + // CompositeTickerGt Filter greater than the value. + CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + + // CompositeTickerGte Filter greater than or equal to the value. + CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` + + // CompositeTickerLt Filter less than the value. + CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` + + // CompositeTickerLte Filter less than or equal to the value. + CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` + + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `form:"constituent_ticker,omitempty" json:"constituent_ticker,omitempty"` + + // ConstituentTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ConstituentTickerAnyOf *string `form:"constituent_ticker.any_of,omitempty" json:"constituent_ticker.any_of,omitempty"` + + // ConstituentTickerGt Filter greater than the value. + ConstituentTickerGt *string `form:"constituent_ticker.gt,omitempty" json:"constituent_ticker.gt,omitempty"` + + // ConstituentTickerGte Filter greater than or equal to the value. + ConstituentTickerGte *string `form:"constituent_ticker.gte,omitempty" json:"constituent_ticker.gte,omitempty"` + + // ConstituentTickerLt Filter less than the value. + ConstituentTickerLt *string `form:"constituent_ticker.lt,omitempty" json:"constituent_ticker.lt,omitempty"` + + // ConstituentTickerLte Filter less than or equal to the value. + ConstituentTickerLte *string `form:"constituent_ticker.lte,omitempty" json:"constituent_ticker.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // UsCode A unique identifier code for the constituent security in US markets. + UsCode *string `form:"us_code,omitempty" json:"us_code,omitempty"` + + // UsCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + UsCodeAnyOf *string `form:"us_code.any_of,omitempty" json:"us_code.any_of,omitempty"` + + // UsCodeGt Filter greater than the value. + UsCodeGt *string `form:"us_code.gt,omitempty" json:"us_code.gt,omitempty"` + + // UsCodeGte Filter greater than or equal to the value. + UsCodeGte *string `form:"us_code.gte,omitempty" json:"us_code.gte,omitempty"` + + // UsCodeLt Filter less than the value. + UsCodeLt *string `form:"us_code.lt,omitempty" json:"us_code.lt,omitempty"` + + // UsCodeLte Filter less than or equal to the value. + UsCodeLte *string `form:"us_code.lte,omitempty" json:"us_code.lte,omitempty"` + + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `form:"isin,omitempty" json:"isin,omitempty"` + + // IsinAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + IsinAnyOf *string `form:"isin.any_of,omitempty" json:"isin.any_of,omitempty"` + + // IsinGt Filter greater than the value. + IsinGt *string `form:"isin.gt,omitempty" json:"isin.gt,omitempty"` + + // IsinGte Filter greater than or equal to the value. + IsinGte *string `form:"isin.gte,omitempty" json:"isin.gte,omitempty"` + + // IsinLt Filter less than the value. + IsinLt *string `form:"isin.lt,omitempty" json:"isin.lt,omitempty"` + + // IsinLte Filter less than or equal to the value. + IsinLte *string `form:"isin.lte,omitempty" json:"isin.lte,omitempty"` + + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `form:"figi,omitempty" json:"figi,omitempty"` + + // FigiAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FigiAnyOf *string `form:"figi.any_of,omitempty" json:"figi.any_of,omitempty"` + + // FigiGt Filter greater than the value. + FigiGt *string `form:"figi.gt,omitempty" json:"figi.gt,omitempty"` + + // FigiGte Filter greater than or equal to the value. + FigiGte *string `form:"figi.gte,omitempty" json:"figi.gte,omitempty"` + + // FigiLt Filter less than the value. + FigiLt *string `form:"figi.lt,omitempty" json:"figi.lt,omitempty"` + + // FigiLte Filter less than or equal to the value. + FigiLte *string `form:"figi.lte,omitempty" json:"figi.lte,omitempty"` + + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `form:"sedol,omitempty" json:"sedol,omitempty"` + + // SedolAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SedolAnyOf *string `form:"sedol.any_of,omitempty" json:"sedol.any_of,omitempty"` + + // SedolGt Filter greater than the value. + SedolGt *string `form:"sedol.gt,omitempty" json:"sedol.gt,omitempty"` + + // SedolGte Filter greater than or equal to the value. + SedolGte *string `form:"sedol.gte,omitempty" json:"sedol.gte,omitempty"` + + // SedolLt Filter less than the value. + SedolLt *string `form:"sedol.lt,omitempty" json:"sedol.lt,omitempty"` + + // SedolLte Filter less than or equal to the value. + SedolLte *string `form:"sedol.lte,omitempty" json:"sedol.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetEtfGlobalV1FundFlowsParams defines parameters for GetEtfGlobalV1FundFlows. +type GetEtfGlobalV1FundFlowsParams struct { + // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. + ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` + + // ProcessedDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGt *string `form:"processed_date.gt,omitempty" json:"processed_date.gt,omitempty"` + + // ProcessedDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateGte *string `form:"processed_date.gte,omitempty" json:"processed_date.gte,omitempty"` + + // ProcessedDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLt *string `form:"processed_date.lt,omitempty" json:"processed_date.lt,omitempty"` + + // ProcessedDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + ProcessedDateLte *string `form:"processed_date.lte,omitempty" json:"processed_date.lte,omitempty"` + + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'. + EffectiveDate *string `form:"effective_date,omitempty" json:"effective_date,omitempty"` + + // EffectiveDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGt *string `form:"effective_date.gt,omitempty" json:"effective_date.gt,omitempty"` + + // EffectiveDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateGte *string `form:"effective_date.gte,omitempty" json:"effective_date.gte,omitempty"` + + // EffectiveDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLt *string `form:"effective_date.lt,omitempty" json:"effective_date.lt,omitempty"` + + // EffectiveDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + EffectiveDateLte *string `form:"effective_date.lte,omitempty" json:"effective_date.lte,omitempty"` + + // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. + CompositeTicker *string `form:"composite_ticker,omitempty" json:"composite_ticker,omitempty"` + + // CompositeTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CompositeTickerAnyOf *string `form:"composite_ticker.any_of,omitempty" json:"composite_ticker.any_of,omitempty"` + + // CompositeTickerGt Filter greater than the value. + CompositeTickerGt *string `form:"composite_ticker.gt,omitempty" json:"composite_ticker.gt,omitempty"` + + // CompositeTickerGte Filter greater than or equal to the value. + CompositeTickerGte *string `form:"composite_ticker.gte,omitempty" json:"composite_ticker.gte,omitempty"` + + // CompositeTickerLt Filter less than the value. + CompositeTickerLt *string `form:"composite_ticker.lt,omitempty" json:"composite_ticker.lt,omitempty"` + + // CompositeTickerLte Filter less than or equal to the value. + CompositeTickerLte *string `form:"composite_ticker.lte,omitempty" json:"composite_ticker.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetEtfGlobalV1ProfilesParams defines parameters for GetEtfGlobalV1Profiles. +type GetEtfGlobalV1ProfilesParams struct { // ProcessedDate The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'. ProcessedDate *string `form:"processed_date,omitempty" json:"processed_date,omitempty"` @@ -2782,31 +3207,28 @@ type GetForexV1ExchangesParams struct { Limit *int `form:"limit,omitempty" json:"limit,omitempty"` } -// GetFuturesAggregatesParams defines parameters for GetFuturesAggregates. -type GetFuturesAggregatesParams struct { - // Resolution This sets the size of the aggregate windows. It accepts custom values that specify the granularity and the duration of the window. - // For example: 15mins, 30secs, 12hours, or 7days. - // There are maximum allowable candle sizes. For example, you can request "1min" to "59mins", but after that you will need to use "1hr". If you make a request for a candle size that is not supported, we will return a 400 "Bad Request - resolution value is not allowed." +// AggregatesV1Params defines parameters for AggregatesV1. +type AggregatesV1Params struct { + // Resolution The size of each aggregate candle, specified as a number followed by a unit: `sec`, `min`, `hour`, `session`, `week`, `month`, `quarter`, or `year`. + // + // Each unit has a maximum multiplier. For instance, minute candles go up to `59min` — after that, use `1hour`. Requesting an unsupported size returns a `400 Bad Request`. Resolution *string `form:"resolution,omitempty" json:"resolution,omitempty"` - // WindowStart Specifies the start time of the aggregate (OHLC) candles you want returned (YYYY-MM-DD date or nanosecond Unix timestamp). - // How it works - If not provided, the API returns the most recent candles available, up to the limit you set. - If provided, the value determines which candle(s) to return. The timestamp or date is “snapped” to the start time of the matching candle interval. - You can use comparison operators to form ranges: - // - `window_start.gte` – greater than or equal to - // - `window_start.gt` – greater than - // - `window_start.lte` – less than or equal to - // - `window_start.lt` – less than - // - // Examples 1. Most recent minute candles - // `/vX/aggs/ESU5?resolution=1min&limit=5` + // WindowStart Filter by the start time of each candle. Accepts a `YYYY-MM-DD` date or a nanosecond Unix timestamp. The value is snapped to the start of the matching candle interval. // - // 2. Daily candle for August 5, 2025 - // `/vX/aggs/ESU5?resolution=1day&window_start=2025-08-05` + // When omitted, the API returns the most recent candles up to `limit`. // - // 3. Daily candles from July 1–31, 2025 - // `/vX/aggs/ESU5?resolution=1day&window_start.gte=2025-07-01&window_start.lte=2025-07-31` + // Use comparison suffixes to query a range: + // - `window_start.gte` — greater than or equal to + // - `window_start.gt` — greater than + // - `window_start.lte` — less than or equal to + // - `window_start.lt` — less than // - // 4. 1,000 one-second candles after a specific timestamp - // `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000` + // **Examples** + // - Most recent minute candles: `/v1/aggs/ESU5?resolution=1min&limit=5` + // - Single daily candle: `/v1/aggs/ESU5?resolution=1session&window_start=2025-08-05` + // - Date range: `/v1/aggs/ESU5?resolution=1session&window_start.gte=2025-07-01&window_start.lte=2025-07-31` + // - After a timestamp: `/v1/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000` WindowStart *string `form:"window_start,omitempty" json:"window_start,omitempty"` // Limit The number of results to return per page (default=1000, maximum=50000, minimum=1). @@ -2825,14 +3247,14 @@ type GetFuturesAggregatesParams struct { WindowStartLt *string `form:"window_start.lt,omitempty" json:"window_start.lt,omitempty"` // Sort Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc'). - Sort *GetFuturesAggregatesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` + Sort *AggregatesV1ParamsSort `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesAggregatesParamsSort defines parameters for GetFuturesAggregates. -type GetFuturesAggregatesParamsSort string +// AggregatesV1ParamsSort defines parameters for AggregatesV1. +type AggregatesV1ParamsSort string -// GetFuturesVXContractsParams defines parameters for GetFuturesVXContracts. -type GetFuturesVXContractsParams struct { +// GetFuturesV1ContractsParams defines parameters for GetFuturesV1Contracts. +type GetFuturesV1ContractsParams struct { // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. Value must be formatted 'yyyy-mm-dd'. Date *string `form:"date,omitempty" json:"date,omitempty"` @@ -2887,11 +3309,11 @@ type GetFuturesVXContractsParams struct { // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. Active *bool `form:"active,omitempty" json:"active,omitempty"` - // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. - Type *GetFuturesVXContractsParamsType `form:"type,omitempty" json:"type,omitempty"` + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12. + Type *GetFuturesV1ContractsParamsType `form:"type,omitempty" json:"type,omitempty"` // TypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - TypeAnyOf *GetFuturesVXContractsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` + TypeAnyOf *GetFuturesV1ContractsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` // FirstTradeDate The first day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'. FirstTradeDate *string `form:"first_trade_date,omitempty" json:"first_trade_date,omitempty"` @@ -2930,20 +3352,20 @@ type GetFuturesVXContractsParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesVXContractsParamsType defines parameters for GetFuturesVXContracts. -type GetFuturesVXContractsParamsType string +// GetFuturesV1ContractsParamsType defines parameters for GetFuturesV1Contracts. +type GetFuturesV1ContractsParamsType string -// GetFuturesVXContractsParamsTypeAnyOf defines parameters for GetFuturesVXContracts. -type GetFuturesVXContractsParamsTypeAnyOf string +// GetFuturesV1ContractsParamsTypeAnyOf defines parameters for GetFuturesV1Contracts. +type GetFuturesV1ContractsParamsTypeAnyOf string -// GetFuturesVXExchangesParams defines parameters for GetFuturesVXExchanges. -type GetFuturesVXExchangesParams struct { +// GetFuturesV1ExchangesParams defines parameters for GetFuturesV1Exchanges. +type GetFuturesV1ExchangesParams struct { // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` } -// GetFuturesVXMarketStatusParams defines parameters for GetFuturesVXMarketStatus. -type GetFuturesVXMarketStatusParams struct { +// GetFuturesV1MarketStatusParams defines parameters for GetFuturesV1MarketStatus. +type GetFuturesV1MarketStatusParams struct { // ProductCode The product code of the futures contracts for which you want statuses. ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` @@ -2962,12 +3384,12 @@ type GetFuturesVXMarketStatusParams struct { // ProductCodeLte Filter less than or equal to the value. ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` } -// GetFuturesVXProductsParams defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParams struct { +// GetFuturesV1ProductsParams defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParams struct { // Name The full name of the product. Name *string `form:"name,omitempty" json:"name,omitempty"` @@ -3038,34 +3460,34 @@ type GetFuturesVXProductsParams struct { TradingVenueLte *string `form:"trading_venue.lte,omitempty" json:"trading_venue.lte,omitempty"` // Sector The sector to which the product belongs. - Sector *GetFuturesVXProductsParamsSector `form:"sector,omitempty" json:"sector,omitempty"` + Sector *GetFuturesV1ProductsParamsSector `form:"sector,omitempty" json:"sector,omitempty"` // SectorAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - SectorAnyOf *GetFuturesVXProductsParamsSectorAnyOf `form:"sector.any_of,omitempty" json:"sector.any_of,omitempty"` + SectorAnyOf *GetFuturesV1ProductsParamsSectorAnyOf `form:"sector.any_of,omitempty" json:"sector.any_of,omitempty"` // SubSector The sub-sector to which the product belongs. - SubSector *GetFuturesVXProductsParamsSubSector `form:"sub_sector,omitempty" json:"sub_sector,omitempty"` + SubSector *GetFuturesV1ProductsParamsSubSector `form:"sub_sector,omitempty" json:"sub_sector,omitempty"` // SubSectorAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - SubSectorAnyOf *GetFuturesVXProductsParamsSubSectorAnyOf `form:"sub_sector.any_of,omitempty" json:"sub_sector.any_of,omitempty"` + SubSectorAnyOf *GetFuturesV1ProductsParamsSubSectorAnyOf `form:"sub_sector.any_of,omitempty" json:"sub_sector.any_of,omitempty"` // AssetClass The asset class to which the product belongs. - AssetClass *GetFuturesVXProductsParamsAssetClass `form:"asset_class,omitempty" json:"asset_class,omitempty"` + AssetClass *GetFuturesV1ProductsParamsAssetClass `form:"asset_class,omitempty" json:"asset_class,omitempty"` // AssetClassAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - AssetClassAnyOf *GetFuturesVXProductsParamsAssetClassAnyOf `form:"asset_class.any_of,omitempty" json:"asset_class.any_of,omitempty"` + AssetClassAnyOf *GetFuturesV1ProductsParamsAssetClassAnyOf `form:"asset_class.any_of,omitempty" json:"asset_class.any_of,omitempty"` // AssetSubClass The asset sub-class to which the product belongs. - AssetSubClass *GetFuturesVXProductsParamsAssetSubClass `form:"asset_sub_class,omitempty" json:"asset_sub_class,omitempty"` + AssetSubClass *GetFuturesV1ProductsParamsAssetSubClass `form:"asset_sub_class,omitempty" json:"asset_sub_class,omitempty"` // AssetSubClassAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - AssetSubClassAnyOf *GetFuturesVXProductsParamsAssetSubClassAnyOf `form:"asset_sub_class.any_of,omitempty" json:"asset_sub_class.any_of,omitempty"` + AssetSubClassAnyOf *GetFuturesV1ProductsParamsAssetSubClassAnyOf `form:"asset_sub_class.any_of,omitempty" json:"asset_sub_class.any_of,omitempty"` // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. - Type *GetFuturesVXProductsParamsType `form:"type,omitempty" json:"type,omitempty"` + Type *GetFuturesV1ProductsParamsType `form:"type,omitempty" json:"type,omitempty"` // TypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - TypeAnyOf *GetFuturesVXProductsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` + TypeAnyOf *GetFuturesV1ProductsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` @@ -3074,39 +3496,39 @@ type GetFuturesVXProductsParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesVXProductsParamsSector defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsSector string +// GetFuturesV1ProductsParamsSector defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsSector string -// GetFuturesVXProductsParamsSectorAnyOf defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsSectorAnyOf string +// GetFuturesV1ProductsParamsSectorAnyOf defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsSectorAnyOf string -// GetFuturesVXProductsParamsSubSector defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsSubSector string +// GetFuturesV1ProductsParamsSubSector defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsSubSector string -// GetFuturesVXProductsParamsSubSectorAnyOf defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsSubSectorAnyOf string +// GetFuturesV1ProductsParamsSubSectorAnyOf defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsSubSectorAnyOf string -// GetFuturesVXProductsParamsAssetClass defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsAssetClass string +// GetFuturesV1ProductsParamsAssetClass defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsAssetClass string -// GetFuturesVXProductsParamsAssetClassAnyOf defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsAssetClassAnyOf string +// GetFuturesV1ProductsParamsAssetClassAnyOf defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsAssetClassAnyOf string -// GetFuturesVXProductsParamsAssetSubClass defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsAssetSubClass string +// GetFuturesV1ProductsParamsAssetSubClass defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsAssetSubClass string -// GetFuturesVXProductsParamsAssetSubClassAnyOf defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsAssetSubClassAnyOf string +// GetFuturesV1ProductsParamsAssetSubClassAnyOf defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsAssetSubClassAnyOf string -// GetFuturesVXProductsParamsType defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsType string +// GetFuturesV1ProductsParamsType defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsType string -// GetFuturesVXProductsParamsTypeAnyOf defines parameters for GetFuturesVXProducts. -type GetFuturesVXProductsParamsTypeAnyOf string +// GetFuturesV1ProductsParamsTypeAnyOf defines parameters for GetFuturesV1Products. +type GetFuturesV1ProductsParamsTypeAnyOf string -// GetFuturesVXQuotesNewParams defines parameters for GetFuturesVXQuotesNew. -type GetFuturesVXQuotesNewParams struct { - // Timestamp The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). +// GetFuturesV1QuotesParams defines parameters for GetFuturesV1Quotes. +type GetFuturesV1QuotesParams struct { + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` // TimestampGt Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). @@ -3121,7 +3543,7 @@ type GetFuturesVXQuotesNewParams struct { // TimestampLte Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` - // SessionEndDate The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session. + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'. @@ -3131,50 +3553,8 @@ type GetFuturesVXQuotesNewParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesQuotesParams defines parameters for GetFuturesQuotes. -type GetFuturesQuotesParams struct { - // Timestamp Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. - Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` - - // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. - SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` - - // Limit The number of results to return per page (default=1000, maximum=50000, minimum=1). - Limit *int `form:"limit,omitempty" json:"limit,omitempty"` - - // TimestampGte Range by timestamp. - TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` - - // TimestampGt Range by timestamp. - TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` - - // TimestampLte Range by timestamp. - TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` - - // TimestampLt Range by timestamp. - TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` - - // SessionEndDateGte Range by session_end_date. - SessionEndDateGte *string `form:"session_end_date.gte,omitempty" json:"session_end_date.gte,omitempty"` - - // SessionEndDateGt Range by session_end_date. - SessionEndDateGt *string `form:"session_end_date.gt,omitempty" json:"session_end_date.gt,omitempty"` - - // SessionEndDateLte Range by session_end_date. - SessionEndDateLte *string `form:"session_end_date.lte,omitempty" json:"session_end_date.lte,omitempty"` - - // SessionEndDateLt Range by session_end_date. - SessionEndDateLt *string `form:"session_end_date.lt,omitempty" json:"session_end_date.lt,omitempty"` - - // Sort Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc'). - Sort *GetFuturesQuotesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` -} - -// GetFuturesQuotesParamsSort defines parameters for GetFuturesQuotes. -type GetFuturesQuotesParamsSort string - -// GetFuturesVXSchedulesParams defines parameters for GetFuturesVXSchedules. -type GetFuturesVXSchedulesParams struct { +// GetFuturesV1SchedulesParams defines parameters for GetFuturesV1Schedules. +type GetFuturesV1SchedulesParams struct { // ProductCode The product code of the futures contract. ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` @@ -3193,22 +3573,19 @@ type GetFuturesVXSchedulesParams struct { // ProductCodeLte Filter less than or equal to the value. ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` - // SessionEndDate The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used. + // SessionEndDate The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. Value must be formatted 'yyyy-mm-dd'. SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` - // SessionEndDateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - SessionEndDateAnyOf *string `form:"session_end_date.any_of,omitempty" json:"session_end_date.any_of,omitempty"` - - // SessionEndDateGt Filter greater than the value. + // SessionEndDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. SessionEndDateGt *string `form:"session_end_date.gt,omitempty" json:"session_end_date.gt,omitempty"` - // SessionEndDateGte Filter greater than or equal to the value. + // SessionEndDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. SessionEndDateGte *string `form:"session_end_date.gte,omitempty" json:"session_end_date.gte,omitempty"` - // SessionEndDateLt Filter less than the value. + // SessionEndDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. SessionEndDateLt *string `form:"session_end_date.lt,omitempty" json:"session_end_date.lt,omitempty"` - // SessionEndDateLte Filter less than or equal to the value. + // SessionEndDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. SessionEndDateLte *string `form:"session_end_date.lte,omitempty" json:"session_end_date.lte,omitempty"` // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. @@ -3236,27 +3613,115 @@ type GetFuturesVXSchedulesParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesVXSnapshotParams defines parameters for GetFuturesVXSnapshot. -type GetFuturesVXSnapshotParams struct { - // ProductCode The code for the contracts' underlying product. - ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` +// GetFuturesV1TradesParams defines parameters for GetFuturesV1Trades. +type GetFuturesV1TradesParams struct { + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` - // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + // TimestampGt Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` - // ProductCodeGt Filter greater than the value. - ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + // TimestampGte Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` - // ProductCodeGte Filter greater than or equal to the value. - ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + // TimestampLt Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` - // ProductCodeLt Filter less than the value. - ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + // TimestampLte Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` - // ProductCodeLte Filter less than or equal to the value. - ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` - // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract). + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '49999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesAggregatesParams defines parameters for GetFuturesAggregates. +type GetFuturesAggregatesParams struct { + // Resolution The size of each aggregate candle, specified as a number followed by a unit: `sec`, `min`, `hour`, `session`, `week`, `month`, `quarter`, or `year`. + // + // Each unit has a maximum multiplier. For instance, minute candles go up to `59min` — after that, use `1hour`. Requesting an unsupported size returns a `400 Bad Request`. + Resolution *string `form:"resolution,omitempty" json:"resolution,omitempty"` + + // WindowStart Filter by the start time of each candle. Accepts a `YYYY-MM-DD` date or a nanosecond Unix timestamp. The value is snapped to the start of the matching candle interval. + // + // When omitted, the API returns the most recent candles up to `limit`. + // + // Use comparison suffixes to query a range: + // - `window_start.gte` — greater than or equal to + // - `window_start.gt` — greater than + // - `window_start.lte` — less than or equal to + // - `window_start.lt` — less than + // + // **Examples** + // - Most recent minute candles: `/vX/aggs/ESU5?resolution=1min&limit=5` + // - Single daily candle: `/vX/aggs/ESU5?resolution=1session&window_start=2025-08-05` + // - Date range: `/vX/aggs/ESU5?resolution=1session&window_start.gte=2025-07-01&window_start.lte=2025-07-31` + // - After a timestamp: `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000` + WindowStart *string `form:"window_start,omitempty" json:"window_start,omitempty"` + + // Limit The number of results to return per page (default=1000, maximum=50000, minimum=1). + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // WindowStartGte Range by window_start. + WindowStartGte *string `form:"window_start.gte,omitempty" json:"window_start.gte,omitempty"` + + // WindowStartGt Range by window_start. + WindowStartGt *string `form:"window_start.gt,omitempty" json:"window_start.gt,omitempty"` + + // WindowStartLte Range by window_start. + WindowStartLte *string `form:"window_start.lte,omitempty" json:"window_start.lte,omitempty"` + + // WindowStartLt Range by window_start. + WindowStartLt *string `form:"window_start.lt,omitempty" json:"window_start.lt,omitempty"` + + // Sort Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc'). + Sort *GetFuturesAggregatesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesAggregatesParamsSort defines parameters for GetFuturesAggregates. +type GetFuturesAggregatesParamsSort string + +// GetFuturesVXContractsParams defines parameters for GetFuturesVXContracts. +type GetFuturesVXContractsParams struct { + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. Value must be formatted 'yyyy-mm-dd'. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // ProductCode The identifier for the contract's product. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Ticker The ticker for the contract. Ticker *string `form:"ticker,omitempty" json:"ticker,omitempty"` // TickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. @@ -3274,15 +3739,315 @@ type GetFuturesVXSnapshotParams struct { // TickerLte Filter less than or equal to the value. TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. + Active *bool `form:"active,omitempty" json:"active,omitempty"` + + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12. + Type *GetFuturesVXContractsParamsType `form:"type,omitempty" json:"type,omitempty"` + + // TypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TypeAnyOf *GetFuturesVXContractsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` + + // FirstTradeDate The first day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDate *string `form:"first_trade_date,omitempty" json:"first_trade_date,omitempty"` + + // FirstTradeDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateGt *string `form:"first_trade_date.gt,omitempty" json:"first_trade_date.gt,omitempty"` + + // FirstTradeDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateGte *string `form:"first_trade_date.gte,omitempty" json:"first_trade_date.gte,omitempty"` + + // FirstTradeDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateLt *string `form:"first_trade_date.lt,omitempty" json:"first_trade_date.lt,omitempty"` + + // FirstTradeDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FirstTradeDateLte *string `form:"first_trade_date.lte,omitempty" json:"first_trade_date.lte,omitempty"` + + // LastTradeDate The last day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'. + LastTradeDate *string `form:"last_trade_date,omitempty" json:"last_trade_date,omitempty"` + + // LastTradeDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateGt *string `form:"last_trade_date.gt,omitempty" json:"last_trade_date.gt,omitempty"` + + // LastTradeDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateGte *string `form:"last_trade_date.gte,omitempty" json:"last_trade_date.gte,omitempty"` + + // LastTradeDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateLt *string `form:"last_trade_date.lt,omitempty" json:"last_trade_date.lt,omitempty"` + + // LastTradeDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + LastTradeDateLte *string `form:"last_trade_date.lte,omitempty" json:"last_trade_date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXContractsParamsType defines parameters for GetFuturesVXContracts. +type GetFuturesVXContractsParamsType string + +// GetFuturesVXContractsParamsTypeAnyOf defines parameters for GetFuturesVXContracts. +type GetFuturesVXContractsParamsTypeAnyOf string + +// GetFuturesVXExchangesParams defines parameters for GetFuturesVXExchanges. +type GetFuturesVXExchangesParams struct { + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetFuturesVXMarketStatusParams defines parameters for GetFuturesVXMarketStatus. +type GetFuturesVXMarketStatusParams struct { + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` +} + +// GetFuturesVXProductsParams defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParams struct { + // Name The full name of the product. + Name *string `form:"name,omitempty" json:"name,omitempty"` + + // NameAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + NameAnyOf *string `form:"name.any_of,omitempty" json:"name.any_of,omitempty"` + + // NameGt Filter greater than the value. + NameGt *string `form:"name.gt,omitempty" json:"name.gt,omitempty"` + + // NameGte Filter greater than or equal to the value. + NameGte *string `form:"name.gte,omitempty" json:"name.gte,omitempty"` + + // NameLt Filter less than the value. + NameLt *string `form:"name.lt,omitempty" json:"name.lt,omitempty"` + + // NameLte Filter less than or equal to the value. + NameLte *string `form:"name.lte,omitempty" json:"name.lte,omitempty"` + + // ProductCode The identifier for the product. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. Value must be formatted 'yyyy-mm-dd'. + Date *string `form:"date,omitempty" json:"date,omitempty"` + + // DateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + DateGt *string `form:"date.gt,omitempty" json:"date.gt,omitempty"` + + // DateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateGte *string `form:"date.gte,omitempty" json:"date.gte,omitempty"` + + // DateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + DateLt *string `form:"date.lt,omitempty" json:"date.lt,omitempty"` + + // DateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + DateLte *string `form:"date.lte,omitempty" json:"date.lte,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `form:"trading_venue,omitempty" json:"trading_venue,omitempty"` + + // TradingVenueAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TradingVenueAnyOf *string `form:"trading_venue.any_of,omitempty" json:"trading_venue.any_of,omitempty"` + + // TradingVenueGt Filter greater than the value. + TradingVenueGt *string `form:"trading_venue.gt,omitempty" json:"trading_venue.gt,omitempty"` + + // TradingVenueGte Filter greater than or equal to the value. + TradingVenueGte *string `form:"trading_venue.gte,omitempty" json:"trading_venue.gte,omitempty"` + + // TradingVenueLt Filter less than the value. + TradingVenueLt *string `form:"trading_venue.lt,omitempty" json:"trading_venue.lt,omitempty"` + + // TradingVenueLte Filter less than or equal to the value. + TradingVenueLte *string `form:"trading_venue.lte,omitempty" json:"trading_venue.lte,omitempty"` + + // Sector The sector to which the product belongs. + Sector *GetFuturesVXProductsParamsSector `form:"sector,omitempty" json:"sector,omitempty"` + + // SectorAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SectorAnyOf *GetFuturesVXProductsParamsSectorAnyOf `form:"sector.any_of,omitempty" json:"sector.any_of,omitempty"` + + // SubSector The sub-sector to which the product belongs. + SubSector *GetFuturesVXProductsParamsSubSector `form:"sub_sector,omitempty" json:"sub_sector,omitempty"` + + // SubSectorAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SubSectorAnyOf *GetFuturesVXProductsParamsSubSectorAnyOf `form:"sub_sector.any_of,omitempty" json:"sub_sector.any_of,omitempty"` + + // AssetClass The asset class to which the product belongs. + AssetClass *GetFuturesVXProductsParamsAssetClass `form:"asset_class,omitempty" json:"asset_class,omitempty"` + + // AssetClassAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + AssetClassAnyOf *GetFuturesVXProductsParamsAssetClassAnyOf `form:"asset_class.any_of,omitempty" json:"asset_class.any_of,omitempty"` + + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *GetFuturesVXProductsParamsAssetSubClass `form:"asset_sub_class,omitempty" json:"asset_sub_class,omitempty"` + + // AssetSubClassAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + AssetSubClassAnyOf *GetFuturesVXProductsParamsAssetSubClassAnyOf `form:"asset_sub_class.any_of,omitempty" json:"asset_sub_class.any_of,omitempty"` + + // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *GetFuturesVXProductsParamsType `form:"type,omitempty" json:"type,omitempty"` + + // TypeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TypeAnyOf *GetFuturesVXProductsParamsTypeAnyOf `form:"type.any_of,omitempty" json:"type.any_of,omitempty"` + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` - // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified. + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified. Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesVXSnapshotNativeParams defines parameters for GetFuturesVXSnapshotNative. -type GetFuturesVXSnapshotNativeParams struct { +// GetFuturesVXProductsParamsSector defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSector string + +// GetFuturesVXProductsParamsSectorAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSectorAnyOf string + +// GetFuturesVXProductsParamsSubSector defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSubSector string + +// GetFuturesVXProductsParamsSubSectorAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsSubSectorAnyOf string + +// GetFuturesVXProductsParamsAssetClass defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetClass string + +// GetFuturesVXProductsParamsAssetClassAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetClassAnyOf string + +// GetFuturesVXProductsParamsAssetSubClass defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetSubClass string + +// GetFuturesVXProductsParamsAssetSubClassAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsAssetSubClassAnyOf string + +// GetFuturesVXProductsParamsType defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsType string + +// GetFuturesVXProductsParamsTypeAnyOf defines parameters for GetFuturesVXProducts. +type GetFuturesVXProductsParamsTypeAnyOf string + +// GetFuturesVXQuotesParams defines parameters for GetFuturesVXQuotes. +type GetFuturesVXQuotesParams struct { + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` + + // TimestampGt Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` + + // TimestampGte Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` + + // TimestampLt Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` + + // TimestampLte Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXSchedulesParams defines parameters for GetFuturesVXSchedules. +type GetFuturesVXSchedulesParams struct { + // ProductCode The product code of the futures contract. + ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` + + // ProductCodeAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + ProductCodeAnyOf *string `form:"product_code.any_of,omitempty" json:"product_code.any_of,omitempty"` + + // ProductCodeGt Filter greater than the value. + ProductCodeGt *string `form:"product_code.gt,omitempty" json:"product_code.gt,omitempty"` + + // ProductCodeGte Filter greater than or equal to the value. + ProductCodeGte *string `form:"product_code.gte,omitempty" json:"product_code.gte,omitempty"` + + // ProductCodeLt Filter less than the value. + ProductCodeLt *string `form:"product_code.lt,omitempty" json:"product_code.lt,omitempty"` + + // ProductCodeLte Filter less than or equal to the value. + ProductCodeLte *string `form:"product_code.lte,omitempty" json:"product_code.lte,omitempty"` + + // SessionEndDate The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. Value must be formatted 'yyyy-mm-dd'. + SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` + + // SessionEndDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + SessionEndDateGt *string `form:"session_end_date.gt,omitempty" json:"session_end_date.gt,omitempty"` + + // SessionEndDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + SessionEndDateGte *string `form:"session_end_date.gte,omitempty" json:"session_end_date.gte,omitempty"` + + // SessionEndDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + SessionEndDateLt *string `form:"session_end_date.lt,omitempty" json:"session_end_date.lt,omitempty"` + + // SessionEndDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + SessionEndDateLte *string `form:"session_end_date.lte,omitempty" json:"session_end_date.lte,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. + TradingVenue *string `form:"trading_venue,omitempty" json:"trading_venue,omitempty"` + + // TradingVenueAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TradingVenueAnyOf *string `form:"trading_venue.any_of,omitempty" json:"trading_venue.any_of,omitempty"` + + // TradingVenueGt Filter greater than the value. + TradingVenueGt *string `form:"trading_venue.gt,omitempty" json:"trading_venue.gt,omitempty"` + + // TradingVenueGte Filter greater than or equal to the value. + TradingVenueGte *string `form:"trading_venue.gte,omitempty" json:"trading_venue.gte,omitempty"` + + // TradingVenueLt Filter less than the value. + TradingVenueLt *string `form:"trading_venue.lt,omitempty" json:"trading_venue.lt,omitempty"` + + // TradingVenueLte Filter less than or equal to the value. + TradingVenueLte *string `form:"trading_venue.lte,omitempty" json:"trading_venue.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetFuturesVXSnapshotParams defines parameters for GetFuturesVXSnapshot. +type GetFuturesVXSnapshotParams struct { // ProductCode The code for the contracts' underlying product. ProductCode *string `form:"product_code,omitempty" json:"product_code,omitempty"` @@ -3326,8 +4091,8 @@ type GetFuturesVXSnapshotNativeParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesVXTradesNewParams defines parameters for GetFuturesVXTradesNew. -type GetFuturesVXTradesNewParams struct { +// GetFuturesVXTradesParams defines parameters for GetFuturesVXTrades. +type GetFuturesVXTradesParams struct { // Timestamp The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` @@ -3343,7 +4108,7 @@ type GetFuturesVXTradesNewParams struct { // TimestampLte Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` - // SessionEndDate The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session. + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '49999'. @@ -3353,48 +4118,6 @@ type GetFuturesVXTradesNewParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesTradesParams defines parameters for GetFuturesTrades. -type GetFuturesTradesParams struct { - // Timestamp Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp. - Timestamp *string `form:"timestamp,omitempty" json:"timestamp,omitempty"` - - // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. - SessionEndDate *string `form:"session_end_date,omitempty" json:"session_end_date,omitempty"` - - // Limit The number of results to return per page (default=1000, maximum=50000, minimum=1). - Limit *int `form:"limit,omitempty" json:"limit,omitempty"` - - // TimestampGte Range by timestamp. - TimestampGte *string `form:"timestamp.gte,omitempty" json:"timestamp.gte,omitempty"` - - // TimestampGt Range by timestamp. - TimestampGt *string `form:"timestamp.gt,omitempty" json:"timestamp.gt,omitempty"` - - // TimestampLte Range by timestamp. - TimestampLte *string `form:"timestamp.lte,omitempty" json:"timestamp.lte,omitempty"` - - // TimestampLt Range by timestamp. - TimestampLt *string `form:"timestamp.lt,omitempty" json:"timestamp.lt,omitempty"` - - // SessionEndDateGte Range by session_end_date. - SessionEndDateGte *string `form:"session_end_date.gte,omitempty" json:"session_end_date.gte,omitempty"` - - // SessionEndDateGt Range by session_end_date. - SessionEndDateGt *string `form:"session_end_date.gt,omitempty" json:"session_end_date.gt,omitempty"` - - // SessionEndDateLte Range by session_end_date. - SessionEndDateLte *string `form:"session_end_date.lte,omitempty" json:"session_end_date.lte,omitempty"` - - // SessionEndDateLt Range by session_end_date. - SessionEndDateLt *string `form:"session_end_date.lt,omitempty" json:"session_end_date.lt,omitempty"` - - // Sort Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc'). - Sort *GetFuturesTradesParamsSort `form:"sort,omitempty" json:"sort,omitempty"` -} - -// GetFuturesTradesParamsSort defines parameters for GetFuturesTrades. -type GetFuturesTradesParamsSort string - // GetOptionsV1ExchangesParams defines parameters for GetOptionsV1Exchanges. type GetOptionsV1ExchangesParams struct { // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. @@ -3475,7 +4198,7 @@ type GetStocksFilings10KVXSectionsParams struct { // PeriodEndLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. PeriodEndLte *string `form:"period_end.lte,omitempty" json:"period_end.lte,omitempty"` - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '9999'. + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'desc' if not specified. @@ -3559,7 +4282,55 @@ type GetStocksFilings8KVXTextParams struct { // FilingDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'. + // Limit Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'. + Limit *int `form:"limit,omitempty" json:"limit,omitempty"` + + // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'filing_date' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFilingsVX13FParams defines parameters for GetStocksFilingsVX13F. +type GetStocksFilingsVX13FParams struct { + // FilerCik SEC Central Index Key (10 digits, zero-padded) of the filing entity. + FilerCik *string `form:"filer_cik,omitempty" json:"filer_cik,omitempty"` + + // FilerCikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FilerCikAnyOf *string `form:"filer_cik.any_of,omitempty" json:"filer_cik.any_of,omitempty"` + + // AccessionNumber Unique SEC accession number for the filing (e.g., '0000950123-24-011775'). + AccessionNumber *string `form:"accession_number,omitempty" json:"accession_number,omitempty"` + + // AccessionNumberAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + AccessionNumberAnyOf *string `form:"accession_number.any_of,omitempty" json:"accession_number.any_of,omitempty"` + + // AccessionNumberGt Filter greater than the value. + AccessionNumberGt *string `form:"accession_number.gt,omitempty" json:"accession_number.gt,omitempty"` + + // AccessionNumberGte Filter greater than or equal to the value. + AccessionNumberGte *string `form:"accession_number.gte,omitempty" json:"accession_number.gte,omitempty"` + + // AccessionNumberLt Filter less than the value. + AccessionNumberLt *string `form:"accession_number.lt,omitempty" json:"accession_number.lt,omitempty"` + + // AccessionNumberLte Filter less than or equal to the value. + AccessionNumberLte *string `form:"accession_number.lte,omitempty" json:"accession_number.lte,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'. + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` // Sort A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'filing_date' if not specified. The sort order defaults to 'desc' if not specified. @@ -7486,6 +8257,12 @@ type ClientInterface interface { // GetBenzingaV2News request GetBenzingaV2News(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetConsumerSpendingEuV1MerchantAggregates request + GetConsumerSpendingEuV1MerchantAggregates(ctx context.Context, params *GetConsumerSpendingEuV1MerchantAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetConsumerSpendingEuV1MerchantHierarchy request + GetConsumerSpendingEuV1MerchantHierarchy(ctx context.Context, params *GetConsumerSpendingEuV1MerchantHierarchyParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetCryptoV1Exchanges request GetCryptoV1Exchanges(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -7519,6 +8296,30 @@ type ClientInterface interface { // GetForexV1Exchanges request GetForexV1Exchanges(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // AggregatesV1 request + AggregatesV1(ctx context.Context, ticker string, params *AggregatesV1Params, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesV1Contracts request + GetFuturesV1Contracts(ctx context.Context, params *GetFuturesV1ContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesV1Exchanges request + GetFuturesV1Exchanges(ctx context.Context, params *GetFuturesV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesV1MarketStatus request + GetFuturesV1MarketStatus(ctx context.Context, params *GetFuturesV1MarketStatusParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesV1Products request + GetFuturesV1Products(ctx context.Context, params *GetFuturesV1ProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesV1Quotes request + GetFuturesV1Quotes(ctx context.Context, ticker string, params *GetFuturesV1QuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesV1Schedules request + GetFuturesV1Schedules(ctx context.Context, params *GetFuturesV1SchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetFuturesV1Trades request + GetFuturesV1Trades(ctx context.Context, ticker string, params *GetFuturesV1TradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetFuturesAggregates request GetFuturesAggregates(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -7534,11 +8335,8 @@ type ClientInterface interface { // GetFuturesVXProducts request GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) - // GetFuturesVXQuotesNew request - GetFuturesVXQuotesNew(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) - - // GetFuturesQuotes request - GetFuturesQuotes(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetFuturesVXQuotes request + GetFuturesVXQuotes(ctx context.Context, ticker string, params *GetFuturesVXQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) // GetFuturesVXSchedules request GetFuturesVXSchedules(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -7546,14 +8344,8 @@ type ClientInterface interface { // GetFuturesVXSnapshot request GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) - // GetFuturesVXSnapshotNative request - GetFuturesVXSnapshotNative(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*http.Response, error) - - // GetFuturesVXTradesNew request - GetFuturesVXTradesNew(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) - - // GetFuturesTrades request - GetFuturesTrades(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetFuturesVXTrades request + GetFuturesVXTrades(ctx context.Context, ticker string, params *GetFuturesVXTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) // GetOptionsV1Exchanges request GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -7564,6 +8356,9 @@ type ClientInterface interface { // GetStocksFilings8KVXText request GetStocksFilings8KVXText(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetStocksFilingsVX13F request + GetStocksFilingsVX13F(ctx context.Context, params *GetStocksFilingsVX13FParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetStocksFilingsVXIndex request GetStocksFilingsVXIndex(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -7970,6 +8765,30 @@ func (c *Client) GetBenzingaV2News(ctx context.Context, params *GetBenzingaV2New return c.Client.Do(req) } +func (c *Client) GetConsumerSpendingEuV1MerchantAggregates(ctx context.Context, params *GetConsumerSpendingEuV1MerchantAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetConsumerSpendingEuV1MerchantAggregatesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetConsumerSpendingEuV1MerchantHierarchy(ctx context.Context, params *GetConsumerSpendingEuV1MerchantHierarchyParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetConsumerSpendingEuV1MerchantHierarchyRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + func (c *Client) GetCryptoV1Exchanges(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { req, err := NewGetCryptoV1ExchangesRequest(c.Server, params) if err != nil { @@ -8102,8 +8921,8 @@ func (c *Client) GetForexV1Exchanges(ctx context.Context, params *GetForexV1Exch return c.Client.Do(req) } -func (c *Client) GetFuturesAggregates(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesAggregatesRequest(c.Server, ticker, params) +func (c *Client) AggregatesV1(ctx context.Context, ticker string, params *AggregatesV1Params, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewAggregatesV1Request(c.Server, ticker, params) if err != nil { return nil, err } @@ -8114,8 +8933,8 @@ func (c *Client) GetFuturesAggregates(ctx context.Context, ticker string, params return c.Client.Do(req) } -func (c *Client) GetFuturesVXContracts(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXContractsRequest(c.Server, params) +func (c *Client) GetFuturesV1Contracts(ctx context.Context, params *GetFuturesV1ContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1ContractsRequest(c.Server, params) if err != nil { return nil, err } @@ -8126,8 +8945,8 @@ func (c *Client) GetFuturesVXContracts(ctx context.Context, params *GetFuturesVX return c.Client.Do(req) } -func (c *Client) GetFuturesVXExchanges(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXExchangesRequest(c.Server, params) +func (c *Client) GetFuturesV1Exchanges(ctx context.Context, params *GetFuturesV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1ExchangesRequest(c.Server, params) if err != nil { return nil, err } @@ -8138,8 +8957,8 @@ func (c *Client) GetFuturesVXExchanges(ctx context.Context, params *GetFuturesVX return c.Client.Do(req) } -func (c *Client) GetFuturesVXMarketStatus(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXMarketStatusRequest(c.Server, params) +func (c *Client) GetFuturesV1MarketStatus(ctx context.Context, params *GetFuturesV1MarketStatusParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1MarketStatusRequest(c.Server, params) if err != nil { return nil, err } @@ -8150,8 +8969,8 @@ func (c *Client) GetFuturesVXMarketStatus(ctx context.Context, params *GetFuture return c.Client.Do(req) } -func (c *Client) GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXProductsRequest(c.Server, params) +func (c *Client) GetFuturesV1Products(ctx context.Context, params *GetFuturesV1ProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1ProductsRequest(c.Server, params) if err != nil { return nil, err } @@ -8162,8 +8981,8 @@ func (c *Client) GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXP return c.Client.Do(req) } -func (c *Client) GetFuturesVXQuotesNew(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXQuotesNewRequest(c.Server, ticker, params) +func (c *Client) GetFuturesV1Quotes(ctx context.Context, ticker string, params *GetFuturesV1QuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1QuotesRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -8174,8 +8993,8 @@ func (c *Client) GetFuturesVXQuotesNew(ctx context.Context, ticker string, param return c.Client.Do(req) } -func (c *Client) GetFuturesQuotes(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesQuotesRequest(c.Server, ticker, params) +func (c *Client) GetFuturesV1Schedules(ctx context.Context, params *GetFuturesV1SchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1SchedulesRequest(c.Server, params) if err != nil { return nil, err } @@ -8186,8 +9005,8 @@ func (c *Client) GetFuturesQuotes(ctx context.Context, ticker string, params *Ge return c.Client.Do(req) } -func (c *Client) GetFuturesVXSchedules(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXSchedulesRequest(c.Server, params) +func (c *Client) GetFuturesV1Trades(ctx context.Context, ticker string, params *GetFuturesV1TradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1TradesRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -8198,8 +9017,68 @@ func (c *Client) GetFuturesVXSchedules(ctx context.Context, params *GetFuturesVX return c.Client.Do(req) } -func (c *Client) GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXSnapshotRequest(c.Server, params) +func (c *Client) GetFuturesAggregates(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesAggregatesRequest(c.Server, ticker, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXContracts(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXContractsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXExchanges(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXExchangesRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXMarketStatus(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXMarketStatusRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXProductsRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + +func (c *Client) GetFuturesVXQuotes(ctx context.Context, ticker string, params *GetFuturesVXQuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXQuotesRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -8210,8 +9089,8 @@ func (c *Client) GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXS return c.Client.Do(req) } -func (c *Client) GetFuturesVXSnapshotNative(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXSnapshotNativeRequest(c.Server, params) +func (c *Client) GetFuturesVXSchedules(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXSchedulesRequest(c.Server, params) if err != nil { return nil, err } @@ -8222,8 +9101,8 @@ func (c *Client) GetFuturesVXSnapshotNative(ctx context.Context, params *GetFutu return c.Client.Do(req) } -func (c *Client) GetFuturesVXTradesNew(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXTradesNewRequest(c.Server, ticker, params) +func (c *Client) GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXSnapshotRequest(c.Server, params) if err != nil { return nil, err } @@ -8234,8 +9113,8 @@ func (c *Client) GetFuturesVXTradesNew(ctx context.Context, ticker string, param return c.Client.Do(req) } -func (c *Client) GetFuturesTrades(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesTradesRequest(c.Server, ticker, params) +func (c *Client) GetFuturesVXTrades(ctx context.Context, ticker string, params *GetFuturesVXTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesVXTradesRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -8282,6 +9161,18 @@ func (c *Client) GetStocksFilings8KVXText(ctx context.Context, params *GetStocks return c.Client.Do(req) } +func (c *Client) GetStocksFilingsVX13F(ctx context.Context, params *GetStocksFilingsVX13FParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFilingsVX13FRequest(c.Server, params) + if err != nil { + return nil, err + } + req = req.WithContext(ctx) + if err := c.applyEditors(ctx, req, reqEditors); err != nil { + return nil, err + } + return c.Client.Do(req) +} + func (c *Client) GetStocksFilingsVXIndex(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*http.Response, error) { req, err := NewGetStocksFilingsVXIndexRequest(c.Server, params) if err != nil { @@ -14286,8 +15177,8 @@ func NewGetBenzingaV2NewsRequest(server string, params *GetBenzingaV2NewsParams) return req, nil } -// NewGetCryptoV1ExchangesRequest generates requests for GetCryptoV1Exchanges -func NewGetCryptoV1ExchangesRequest(server string, params *GetCryptoV1ExchangesParams) (*http.Request, error) { +// NewGetConsumerSpendingEuV1MerchantAggregatesRequest generates requests for GetConsumerSpendingEuV1MerchantAggregates +func NewGetConsumerSpendingEuV1MerchantAggregatesRequest(server string, params *GetConsumerSpendingEuV1MerchantAggregatesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -14295,7 +15186,7 @@ func NewGetCryptoV1ExchangesRequest(server string, params *GetCryptoV1ExchangesP return nil, err } - operationPath := fmt.Sprintf("/crypto/v1/exchanges") + operationPath := fmt.Sprintf("/consumer-spending/eu/v1/merchant-aggregates") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -14308,9 +15199,9 @@ func NewGetCryptoV1ExchangesRequest(server string, params *GetCryptoV1ExchangesP if params != nil { queryValues := queryURL.Query() - if params.Limit != nil { + if params.TransactionDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "transaction_date", runtime.ParamLocationQuery, *params.TransactionDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14324,42 +15215,9 @@ func NewGetCryptoV1ExchangesRequest(server string, params *GetCryptoV1ExchangesP } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetEtfGlobalV1AnalyticsRequest generates requests for GetEtfGlobalV1Analytics -func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1AnalyticsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/etf-global/v1/analytics") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.CompositeTicker != nil { + if params.TransactionDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "transaction_date.gt", runtime.ParamLocationQuery, *params.TransactionDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14373,9 +15231,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.CompositeTickerAnyOf != nil { + if params.TransactionDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "transaction_date.gte", runtime.ParamLocationQuery, *params.TransactionDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14389,9 +15247,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.CompositeTickerGt != nil { + if params.TransactionDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "transaction_date.lt", runtime.ParamLocationQuery, *params.TransactionDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14405,9 +15263,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.CompositeTickerGte != nil { + if params.TransactionDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "transaction_date.lte", runtime.ParamLocationQuery, *params.TransactionDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14421,9 +15279,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.CompositeTickerLt != nil { + if params.Name != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name", runtime.ParamLocationQuery, *params.Name); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14437,9 +15295,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.CompositeTickerLte != nil { + if params.NameAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.any_of", runtime.ParamLocationQuery, *params.NameAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14453,9 +15311,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.ProcessedDate != nil { + if params.NameGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gt", runtime.ParamLocationQuery, *params.NameGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14469,9 +15327,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.ProcessedDateGt != nil { + if params.NameGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gte", runtime.ParamLocationQuery, *params.NameGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14485,9 +15343,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.ProcessedDateGte != nil { + if params.NameLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lt", runtime.ParamLocationQuery, *params.NameLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14501,9 +15359,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.ProcessedDateLt != nil { + if params.NameLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lte", runtime.ParamLocationQuery, *params.NameLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14517,9 +15375,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.ProcessedDateLte != nil { + if params.UserCountry != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "user_country", runtime.ParamLocationQuery, *params.UserCountry); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14533,9 +15391,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.EffectiveDate != nil { + if params.UserCountryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "user_country.any_of", runtime.ParamLocationQuery, *params.UserCountryAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14549,9 +15407,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.EffectiveDateGt != nil { + if params.Channel != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "channel", runtime.ParamLocationQuery, *params.Channel); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14565,9 +15423,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.EffectiveDateGte != nil { + if params.ChannelAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "channel.any_of", runtime.ParamLocationQuery, *params.ChannelAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14581,9 +15439,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.EffectiveDateLt != nil { + if params.ConsumerType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "consumer_type", runtime.ParamLocationQuery, *params.ConsumerType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14597,9 +15455,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.EffectiveDateLte != nil { + if params.ConsumerTypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "consumer_type.any_of", runtime.ParamLocationQuery, *params.ConsumerTypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14613,9 +15471,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RiskTotalScore != nil { + if params.ParentName != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score", runtime.ParamLocationQuery, *params.RiskTotalScore); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "parent_name", runtime.ParamLocationQuery, *params.ParentName); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14629,9 +15487,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RiskTotalScoreGt != nil { + if params.ParentNameAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.gt", runtime.ParamLocationQuery, *params.RiskTotalScoreGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "parent_name.any_of", runtime.ParamLocationQuery, *params.ParentNameAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14645,9 +15503,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RiskTotalScoreGte != nil { + if params.ParentNameGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.gte", runtime.ParamLocationQuery, *params.RiskTotalScoreGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "parent_name.gt", runtime.ParamLocationQuery, *params.ParentNameGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14661,9 +15519,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RiskTotalScoreLt != nil { + if params.ParentNameGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.lt", runtime.ParamLocationQuery, *params.RiskTotalScoreLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "parent_name.gte", runtime.ParamLocationQuery, *params.ParentNameGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14677,9 +15535,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RiskTotalScoreLte != nil { + if params.ParentNameLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.lte", runtime.ParamLocationQuery, *params.RiskTotalScoreLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "parent_name.lt", runtime.ParamLocationQuery, *params.ParentNameLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14693,9 +15551,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RewardScore != nil { + if params.ParentNameLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score", runtime.ParamLocationQuery, *params.RewardScore); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "parent_name.lte", runtime.ParamLocationQuery, *params.ParentNameLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14709,9 +15567,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RewardScoreGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.gt", runtime.ParamLocationQuery, *params.RewardScoreGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14725,9 +15583,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RewardScoreGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.gte", runtime.ParamLocationQuery, *params.RewardScoreGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14741,9 +15599,42 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RewardScoreLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.lt", runtime.ParamLocationQuery, *params.RewardScoreLt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetConsumerSpendingEuV1MerchantHierarchyRequest generates requests for GetConsumerSpendingEuV1MerchantHierarchy +func NewGetConsumerSpendingEuV1MerchantHierarchyRequest(server string, params *GetConsumerSpendingEuV1MerchantHierarchyParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/consumer-spending/eu/v1/merchant-hierarchy") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.LookupName != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "lookup_name", runtime.ParamLocationQuery, *params.LookupName); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14757,9 +15648,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.RewardScoreLte != nil { + if params.LookupNameAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.lte", runtime.ParamLocationQuery, *params.RewardScoreLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "lookup_name.any_of", runtime.ParamLocationQuery, *params.LookupNameAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14773,9 +15664,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantTotalScore != nil { + if params.LookupNameGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score", runtime.ParamLocationQuery, *params.QuantTotalScore); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "lookup_name.gt", runtime.ParamLocationQuery, *params.LookupNameGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14789,9 +15680,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantTotalScoreGt != nil { + if params.LookupNameGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.gt", runtime.ParamLocationQuery, *params.QuantTotalScoreGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "lookup_name.gte", runtime.ParamLocationQuery, *params.LookupNameGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14805,9 +15696,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantTotalScoreGte != nil { + if params.LookupNameLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.gte", runtime.ParamLocationQuery, *params.QuantTotalScoreGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "lookup_name.lt", runtime.ParamLocationQuery, *params.LookupNameLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14821,9 +15712,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantTotalScoreLt != nil { + if params.LookupNameLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.lt", runtime.ParamLocationQuery, *params.QuantTotalScoreLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "lookup_name.lte", runtime.ParamLocationQuery, *params.LookupNameLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14837,9 +15728,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantTotalScoreLte != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.lte", runtime.ParamLocationQuery, *params.QuantTotalScoreLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14853,9 +15744,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantGrade != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade", runtime.ParamLocationQuery, *params.QuantGrade); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14869,9 +15760,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantGradeAnyOf != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.any_of", runtime.ParamLocationQuery, *params.QuantGradeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14885,9 +15776,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantGradeGt != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.gt", runtime.ParamLocationQuery, *params.QuantGradeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14901,9 +15792,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantGradeGte != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.gte", runtime.ParamLocationQuery, *params.QuantGradeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14917,9 +15808,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantGradeLt != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.lt", runtime.ParamLocationQuery, *params.QuantGradeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14933,9 +15824,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantGradeLte != nil { + if params.ListingStatus != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.lte", runtime.ParamLocationQuery, *params.QuantGradeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_status", runtime.ParamLocationQuery, *params.ListingStatus); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14949,9 +15840,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeTechnical != nil { + if params.ListingStatusAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical", runtime.ParamLocationQuery, *params.QuantCompositeTechnical); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_status.any_of", runtime.ParamLocationQuery, *params.ListingStatusAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14965,9 +15856,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeTechnicalGt != nil { + if params.ActiveFrom != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.gt", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_from", runtime.ParamLocationQuery, *params.ActiveFrom); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14981,9 +15872,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeTechnicalGte != nil { + if params.ActiveFromGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.gte", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_from.gt", runtime.ParamLocationQuery, *params.ActiveFromGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -14997,9 +15888,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeTechnicalLt != nil { + if params.ActiveFromGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.lt", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_from.gte", runtime.ParamLocationQuery, *params.ActiveFromGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15013,9 +15904,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeTechnicalLte != nil { + if params.ActiveFromLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.lte", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_from.lt", runtime.ParamLocationQuery, *params.ActiveFromLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15029,9 +15920,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeSentiment != nil { + if params.ActiveFromLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment", runtime.ParamLocationQuery, *params.QuantCompositeSentiment); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_from.lte", runtime.ParamLocationQuery, *params.ActiveFromLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15045,9 +15936,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeSentimentGt != nil { + if params.ActiveTo != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.gt", runtime.ParamLocationQuery, *params.QuantCompositeSentimentGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_to", runtime.ParamLocationQuery, *params.ActiveTo); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15061,9 +15952,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeSentimentGte != nil { + if params.ActiveToGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.gte", runtime.ParamLocationQuery, *params.QuantCompositeSentimentGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_to.gt", runtime.ParamLocationQuery, *params.ActiveToGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15077,9 +15968,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeSentimentLt != nil { + if params.ActiveToGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.lt", runtime.ParamLocationQuery, *params.QuantCompositeSentimentLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_to.gte", runtime.ParamLocationQuery, *params.ActiveToGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15093,9 +15984,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeSentimentLte != nil { + if params.ActiveToLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.lte", runtime.ParamLocationQuery, *params.QuantCompositeSentimentLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_to.lt", runtime.ParamLocationQuery, *params.ActiveToLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15109,9 +16000,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeBehavioral != nil { + if params.ActiveToLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral", runtime.ParamLocationQuery, *params.QuantCompositeBehavioral); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active_to.lte", runtime.ParamLocationQuery, *params.ActiveToLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15125,9 +16016,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeBehavioralGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.gt", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15141,9 +16032,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeBehavioralGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.gte", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15157,9 +16048,42 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeBehavioralLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.lt", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralLt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoV1ExchangesRequest generates requests for GetCryptoV1Exchanges +func NewGetCryptoV1ExchangesRequest(server string, params *GetCryptoV1ExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/crypto/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15173,9 +16097,42 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeBehavioralLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.lte", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralLte); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetEtfGlobalV1AnalyticsRequest generates requests for GetEtfGlobalV1Analytics +func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1AnalyticsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/etf-global/v1/analytics") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.CompositeTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15189,9 +16146,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeFundamental != nil { + if params.CompositeTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental", runtime.ParamLocationQuery, *params.QuantCompositeFundamental); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15205,9 +16162,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeFundamentalGt != nil { + if params.CompositeTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.gt", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15221,9 +16178,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeFundamentalGte != nil { + if params.CompositeTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.gte", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15237,9 +16194,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeFundamentalLt != nil { + if params.CompositeTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.lt", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15253,9 +16210,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeFundamentalLte != nil { + if params.CompositeTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.lte", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15269,9 +16226,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeGlobal != nil { + if params.ProcessedDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global", runtime.ParamLocationQuery, *params.QuantCompositeGlobal); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15285,9 +16242,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeGlobalGt != nil { + if params.ProcessedDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.gt", runtime.ParamLocationQuery, *params.QuantCompositeGlobalGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15301,9 +16258,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeGlobalGte != nil { + if params.ProcessedDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.gte", runtime.ParamLocationQuery, *params.QuantCompositeGlobalGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15317,9 +16274,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeGlobalLt != nil { + if params.ProcessedDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.lt", runtime.ParamLocationQuery, *params.QuantCompositeGlobalLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15333,9 +16290,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeGlobalLte != nil { + if params.ProcessedDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.lte", runtime.ParamLocationQuery, *params.QuantCompositeGlobalLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15349,9 +16306,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeQuality != nil { + if params.EffectiveDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality", runtime.ParamLocationQuery, *params.QuantCompositeQuality); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15365,9 +16322,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeQualityGt != nil { + if params.EffectiveDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.gt", runtime.ParamLocationQuery, *params.QuantCompositeQualityGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15381,9 +16338,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeQualityGte != nil { + if params.EffectiveDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.gte", runtime.ParamLocationQuery, *params.QuantCompositeQualityGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15397,9 +16354,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeQualityLt != nil { + if params.EffectiveDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.lt", runtime.ParamLocationQuery, *params.QuantCompositeQualityLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15413,9 +16370,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.QuantCompositeQualityLte != nil { + if params.EffectiveDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.lte", runtime.ParamLocationQuery, *params.QuantCompositeQualityLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15429,9 +16386,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.Limit != nil { + if params.RiskTotalScore != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score", runtime.ParamLocationQuery, *params.RiskTotalScore); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15445,9 +16402,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - if params.Sort != nil { + if params.RiskTotalScoreGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.gt", runtime.ParamLocationQuery, *params.RiskTotalScoreGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15461,42 +16418,9 @@ func NewGetEtfGlobalV1AnalyticsRequest(server string, params *GetEtfGlobalV1Anal } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetEtfGlobalV1ConstituentsRequest generates requests for GetEtfGlobalV1Constituents -func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1ConstituentsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/etf-global/v1/constituents") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.CompositeTicker != nil { + if params.RiskTotalScoreGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.gte", runtime.ParamLocationQuery, *params.RiskTotalScoreGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15510,9 +16434,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.CompositeTickerAnyOf != nil { + if params.RiskTotalScoreLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.lt", runtime.ParamLocationQuery, *params.RiskTotalScoreLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15526,9 +16450,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.CompositeTickerGt != nil { + if params.RiskTotalScoreLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "risk_total_score.lte", runtime.ParamLocationQuery, *params.RiskTotalScoreLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15542,9 +16466,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.CompositeTickerGte != nil { + if params.RewardScore != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score", runtime.ParamLocationQuery, *params.RewardScore); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15558,9 +16482,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.CompositeTickerLt != nil { + if params.RewardScoreGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.gt", runtime.ParamLocationQuery, *params.RewardScoreGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15574,9 +16498,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.CompositeTickerLte != nil { + if params.RewardScoreGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.gte", runtime.ParamLocationQuery, *params.RewardScoreGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15590,9 +16514,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ConstituentTicker != nil { + if params.RewardScoreLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker", runtime.ParamLocationQuery, *params.ConstituentTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.lt", runtime.ParamLocationQuery, *params.RewardScoreLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15606,9 +16530,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ConstituentTickerAnyOf != nil { + if params.RewardScoreLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.any_of", runtime.ParamLocationQuery, *params.ConstituentTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reward_score.lte", runtime.ParamLocationQuery, *params.RewardScoreLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15622,9 +16546,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ConstituentTickerGt != nil { + if params.QuantTotalScore != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.gt", runtime.ParamLocationQuery, *params.ConstituentTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score", runtime.ParamLocationQuery, *params.QuantTotalScore); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15638,9 +16562,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ConstituentTickerGte != nil { + if params.QuantTotalScoreGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.gte", runtime.ParamLocationQuery, *params.ConstituentTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.gt", runtime.ParamLocationQuery, *params.QuantTotalScoreGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15654,9 +16578,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ConstituentTickerLt != nil { + if params.QuantTotalScoreGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.lt", runtime.ParamLocationQuery, *params.ConstituentTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.gte", runtime.ParamLocationQuery, *params.QuantTotalScoreGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15670,9 +16594,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ConstituentTickerLte != nil { + if params.QuantTotalScoreLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.lte", runtime.ParamLocationQuery, *params.ConstituentTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.lt", runtime.ParamLocationQuery, *params.QuantTotalScoreLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15686,9 +16610,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.EffectiveDate != nil { + if params.QuantTotalScoreLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_total_score.lte", runtime.ParamLocationQuery, *params.QuantTotalScoreLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15702,9 +16626,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.EffectiveDateGt != nil { + if params.QuantGrade != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade", runtime.ParamLocationQuery, *params.QuantGrade); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15718,9 +16642,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.EffectiveDateGte != nil { + if params.QuantGradeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.any_of", runtime.ParamLocationQuery, *params.QuantGradeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15734,9 +16658,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.EffectiveDateLt != nil { + if params.QuantGradeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.gt", runtime.ParamLocationQuery, *params.QuantGradeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15750,9 +16674,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.EffectiveDateLte != nil { + if params.QuantGradeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.gte", runtime.ParamLocationQuery, *params.QuantGradeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15766,9 +16690,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ProcessedDate != nil { + if params.QuantGradeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.lt", runtime.ParamLocationQuery, *params.QuantGradeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15782,9 +16706,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ProcessedDateGt != nil { + if params.QuantGradeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_grade.lte", runtime.ParamLocationQuery, *params.QuantGradeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15798,9 +16722,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ProcessedDateGte != nil { + if params.QuantCompositeTechnical != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical", runtime.ParamLocationQuery, *params.QuantCompositeTechnical); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15814,9 +16738,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ProcessedDateLt != nil { + if params.QuantCompositeTechnicalGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.gt", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15830,9 +16754,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.ProcessedDateLte != nil { + if params.QuantCompositeTechnicalGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.gte", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15846,9 +16770,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.UsCode != nil { + if params.QuantCompositeTechnicalLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.lt", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15862,9 +16786,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.UsCodeAnyOf != nil { + if params.QuantCompositeTechnicalLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.any_of", runtime.ParamLocationQuery, *params.UsCodeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_technical.lte", runtime.ParamLocationQuery, *params.QuantCompositeTechnicalLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15878,9 +16802,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.UsCodeGt != nil { + if params.QuantCompositeSentiment != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gt", runtime.ParamLocationQuery, *params.UsCodeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment", runtime.ParamLocationQuery, *params.QuantCompositeSentiment); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15894,9 +16818,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.UsCodeGte != nil { + if params.QuantCompositeSentimentGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gte", runtime.ParamLocationQuery, *params.UsCodeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.gt", runtime.ParamLocationQuery, *params.QuantCompositeSentimentGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15910,9 +16834,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.UsCodeLt != nil { + if params.QuantCompositeSentimentGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lt", runtime.ParamLocationQuery, *params.UsCodeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.gte", runtime.ParamLocationQuery, *params.QuantCompositeSentimentGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15926,9 +16850,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.UsCodeLte != nil { + if params.QuantCompositeSentimentLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lte", runtime.ParamLocationQuery, *params.UsCodeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.lt", runtime.ParamLocationQuery, *params.QuantCompositeSentimentLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15942,9 +16866,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.Isin != nil { + if params.QuantCompositeSentimentLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_sentiment.lte", runtime.ParamLocationQuery, *params.QuantCompositeSentimentLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15958,9 +16882,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.IsinAnyOf != nil { + if params.QuantCompositeBehavioral != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral", runtime.ParamLocationQuery, *params.QuantCompositeBehavioral); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15974,9 +16898,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.IsinGt != nil { + if params.QuantCompositeBehavioralGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.gt", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -15990,9 +16914,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.IsinGte != nil { + if params.QuantCompositeBehavioralGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.gte", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16006,9 +16930,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.IsinLt != nil { + if params.QuantCompositeBehavioralLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.lt", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16022,9 +16946,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.IsinLte != nil { + if params.QuantCompositeBehavioralLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_behavioral.lte", runtime.ParamLocationQuery, *params.QuantCompositeBehavioralLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16038,9 +16962,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.Figi != nil { + if params.QuantCompositeFundamental != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi", runtime.ParamLocationQuery, *params.Figi); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental", runtime.ParamLocationQuery, *params.QuantCompositeFundamental); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16054,9 +16978,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.FigiAnyOf != nil { + if params.QuantCompositeFundamentalGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.any_of", runtime.ParamLocationQuery, *params.FigiAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.gt", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16070,9 +16994,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.FigiGt != nil { + if params.QuantCompositeFundamentalGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.gt", runtime.ParamLocationQuery, *params.FigiGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.gte", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16086,9 +17010,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.FigiGte != nil { + if params.QuantCompositeFundamentalLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.gte", runtime.ParamLocationQuery, *params.FigiGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.lt", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16102,9 +17026,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.FigiLt != nil { + if params.QuantCompositeFundamentalLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.lt", runtime.ParamLocationQuery, *params.FigiLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_fundamental.lte", runtime.ParamLocationQuery, *params.QuantCompositeFundamentalLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16118,9 +17042,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.FigiLte != nil { + if params.QuantCompositeGlobal != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.lte", runtime.ParamLocationQuery, *params.FigiLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global", runtime.ParamLocationQuery, *params.QuantCompositeGlobal); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16134,9 +17058,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.Sedol != nil { + if params.QuantCompositeGlobalGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol", runtime.ParamLocationQuery, *params.Sedol); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.gt", runtime.ParamLocationQuery, *params.QuantCompositeGlobalGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16150,9 +17074,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.SedolAnyOf != nil { + if params.QuantCompositeGlobalGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.any_of", runtime.ParamLocationQuery, *params.SedolAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.gte", runtime.ParamLocationQuery, *params.QuantCompositeGlobalGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16166,9 +17090,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.SedolGt != nil { + if params.QuantCompositeGlobalLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.gt", runtime.ParamLocationQuery, *params.SedolGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.lt", runtime.ParamLocationQuery, *params.QuantCompositeGlobalLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16182,9 +17106,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.SedolGte != nil { + if params.QuantCompositeGlobalLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.gte", runtime.ParamLocationQuery, *params.SedolGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_global.lte", runtime.ParamLocationQuery, *params.QuantCompositeGlobalLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16198,9 +17122,9 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.SedolLt != nil { + if params.QuantCompositeQuality != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.lt", runtime.ParamLocationQuery, *params.SedolLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality", runtime.ParamLocationQuery, *params.QuantCompositeQuality); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16214,9 +17138,57 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C } - if params.SedolLte != nil { + if params.QuantCompositeQualityGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.lte", runtime.ParamLocationQuery, *params.SedolLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.gt", runtime.ParamLocationQuery, *params.QuantCompositeQualityGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQualityGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.gte", runtime.ParamLocationQuery, *params.QuantCompositeQualityGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQualityLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.lt", runtime.ParamLocationQuery, *params.QuantCompositeQualityLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.QuantCompositeQualityLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quant_composite_quality.lte", runtime.ParamLocationQuery, *params.QuantCompositeQualityLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16273,8 +17245,8 @@ func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1C return req, nil } -// NewGetEtfGlobalV1FundFlowsRequest generates requests for GetEtfGlobalV1FundFlows -func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1FundFlowsParams) (*http.Request, error) { +// NewGetEtfGlobalV1ConstituentsRequest generates requests for GetEtfGlobalV1Constituents +func NewGetEtfGlobalV1ConstituentsRequest(server string, params *GetEtfGlobalV1ConstituentsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -16282,7 +17254,7 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund return nil, err } - operationPath := fmt.Sprintf("/etf-global/v1/fund-flows") + operationPath := fmt.Sprintf("/etf-global/v1/constituents") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -16295,25 +17267,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund if params != nil { queryValues := queryURL.Query() - if params.ProcessedDate != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ProcessedDateGt != nil { + if params.CompositeTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16327,9 +17283,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.ProcessedDateGte != nil { + if params.CompositeTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16343,9 +17299,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.ProcessedDateLt != nil { + if params.CompositeTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16359,9 +17315,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.ProcessedDateLte != nil { + if params.CompositeTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16375,9 +17331,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.EffectiveDate != nil { + if params.CompositeTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16391,9 +17347,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.EffectiveDateGt != nil { + if params.CompositeTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16407,9 +17363,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.EffectiveDateGte != nil { + if params.ConstituentTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker", runtime.ParamLocationQuery, *params.ConstituentTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16423,9 +17379,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.EffectiveDateLt != nil { + if params.ConstituentTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.any_of", runtime.ParamLocationQuery, *params.ConstituentTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16439,9 +17395,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.EffectiveDateLte != nil { + if params.ConstituentTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.gt", runtime.ParamLocationQuery, *params.ConstituentTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16455,9 +17411,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.CompositeTicker != nil { + if params.ConstituentTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.gte", runtime.ParamLocationQuery, *params.ConstituentTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16471,9 +17427,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.CompositeTickerAnyOf != nil { + if params.ConstituentTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.lt", runtime.ParamLocationQuery, *params.ConstituentTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16487,9 +17443,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.CompositeTickerGt != nil { + if params.ConstituentTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "constituent_ticker.lte", runtime.ParamLocationQuery, *params.ConstituentTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16503,9 +17459,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.CompositeTickerGte != nil { + if params.EffectiveDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16519,9 +17475,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.CompositeTickerLt != nil { + if params.EffectiveDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16535,9 +17491,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.CompositeTickerLte != nil { + if params.EffectiveDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16551,9 +17507,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.Limit != nil { + if params.EffectiveDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16567,9 +17523,9 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - if params.Sort != nil { + if params.EffectiveDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16583,39 +17539,6 @@ func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1Fund } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetEtfGlobalV1ProfilesRequest generates requests for GetEtfGlobalV1Profiles -func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1ProfilesParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/etf-global/v1/profiles") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - if params.ProcessedDate != nil { if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { @@ -16696,9 +17619,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.EffectiveDate != nil { + if params.UsCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16712,9 +17635,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.EffectiveDateGt != nil { + if params.UsCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.any_of", runtime.ParamLocationQuery, *params.UsCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16728,9 +17651,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.EffectiveDateGte != nil { + if params.UsCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gt", runtime.ParamLocationQuery, *params.UsCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16744,9 +17667,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.EffectiveDateLt != nil { + if params.UsCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gte", runtime.ParamLocationQuery, *params.UsCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16760,9 +17683,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.EffectiveDateLte != nil { + if params.UsCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lt", runtime.ParamLocationQuery, *params.UsCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16776,9 +17699,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.CompositeTicker != nil { + if params.UsCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lte", runtime.ParamLocationQuery, *params.UsCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16792,9 +17715,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.CompositeTickerAnyOf != nil { + if params.Isin != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16808,9 +17731,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.CompositeTickerGt != nil { + if params.IsinAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16824,9 +17747,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.CompositeTickerGte != nil { + if params.IsinGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16840,9 +17763,9 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.CompositeTickerLt != nil { + if params.IsinGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16856,9 +17779,217 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi } - if params.CompositeTickerLte != nil { + if params.IsinLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IsinLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Figi != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi", runtime.ParamLocationQuery, *params.Figi); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.any_of", runtime.ParamLocationQuery, *params.FigiAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.gt", runtime.ParamLocationQuery, *params.FigiGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.gte", runtime.ParamLocationQuery, *params.FigiGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.lt", runtime.ParamLocationQuery, *params.FigiLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.FigiLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "figi.lte", runtime.ParamLocationQuery, *params.FigiLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sedol != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol", runtime.ParamLocationQuery, *params.Sedol); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.any_of", runtime.ParamLocationQuery, *params.SedolAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.gt", runtime.ParamLocationQuery, *params.SedolGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.gte", runtime.ParamLocationQuery, *params.SedolGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.lt", runtime.ParamLocationQuery, *params.SedolLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SedolLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sedol.lte", runtime.ParamLocationQuery, *params.SedolLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -16915,8 +18046,8 @@ func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1Profi return req, nil } -// NewGetEtfGlobalV1TaxonomiesRequest generates requests for GetEtfGlobalV1Taxonomies -func NewGetEtfGlobalV1TaxonomiesRequest(server string, params *GetEtfGlobalV1TaxonomiesParams) (*http.Request, error) { +// NewGetEtfGlobalV1FundFlowsRequest generates requests for GetEtfGlobalV1FundFlows +func NewGetEtfGlobalV1FundFlowsRequest(server string, params *GetEtfGlobalV1FundFlowsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -16924,7 +18055,7 @@ func NewGetEtfGlobalV1TaxonomiesRequest(server string, params *GetEtfGlobalV1Tax return nil, err } - operationPath := fmt.Sprintf("/etf-global/v1/taxonomies") + operationPath := fmt.Sprintf("/etf-global/v1/fund-flows") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -17236,8 +18367,8 @@ func NewGetEtfGlobalV1TaxonomiesRequest(server string, params *GetEtfGlobalV1Tax return req, nil } -// NewGetFedV1InflationRequest generates requests for GetFedV1Inflation -func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) (*http.Request, error) { +// NewGetEtfGlobalV1ProfilesRequest generates requests for GetEtfGlobalV1Profiles +func NewGetEtfGlobalV1ProfilesRequest(server string, params *GetEtfGlobalV1ProfilesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -17245,7 +18376,7 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) return nil, err } - operationPath := fmt.Sprintf("/fed/v1/inflation") + operationPath := fmt.Sprintf("/etf-global/v1/profiles") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -17258,9 +18389,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) if params != nil { queryValues := queryURL.Query() - if params.Date != nil { + if params.ProcessedDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17274,9 +18405,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - if params.DateAnyOf != nil { + if params.ProcessedDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17290,9 +18421,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - if params.DateGt != nil { + if params.ProcessedDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17306,9 +18437,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - if params.DateGte != nil { + if params.ProcessedDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17322,9 +18453,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - if params.DateLt != nil { + if params.ProcessedDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17338,9 +18469,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - if params.DateLte != nil { + if params.EffectiveDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17354,9 +18485,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - if params.Limit != nil { + if params.EffectiveDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17370,9 +18501,9 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - if params.Sort != nil { + if params.EffectiveDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17386,42 +18517,41 @@ func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} + if params.EffectiveDateLt != nil { -// NewGetFedV1InflationExpectationsRequest generates requests for GetFedV1InflationExpectations -func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1InflationExpectationsParams) (*http.Request, error) { - var err error + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/fed/v1/inflation-expectations") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.EffectiveDateLte != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Date != nil { + if params.CompositeTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17435,9 +18565,9 @@ func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1Infl } - if params.DateAnyOf != nil { + if params.CompositeTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17451,9 +18581,9 @@ func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1Infl } - if params.DateGt != nil { + if params.CompositeTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17467,9 +18597,9 @@ func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1Infl } - if params.DateGte != nil { + if params.CompositeTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17483,9 +18613,9 @@ func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1Infl } - if params.DateLt != nil { + if params.CompositeTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17499,9 +18629,9 @@ func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1Infl } - if params.DateLte != nil { + if params.CompositeTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17558,8 +18688,8 @@ func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1Infl return req, nil } -// NewGetFedV1LaborMarketRequest generates requests for GetFedV1LaborMarket -func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketParams) (*http.Request, error) { +// NewGetEtfGlobalV1TaxonomiesRequest generates requests for GetEtfGlobalV1Taxonomies +func NewGetEtfGlobalV1TaxonomiesRequest(server string, params *GetEtfGlobalV1TaxonomiesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -17567,7 +18697,7 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar return nil, err } - operationPath := fmt.Sprintf("/fed/v1/labor-market") + operationPath := fmt.Sprintf("/etf-global/v1/taxonomies") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -17580,9 +18710,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar if params != nil { queryValues := queryURL.Query() - if params.Date != nil { + if params.ProcessedDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date", runtime.ParamLocationQuery, *params.ProcessedDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17596,9 +18726,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - if params.DateAnyOf != nil { + if params.ProcessedDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gt", runtime.ParamLocationQuery, *params.ProcessedDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17612,9 +18742,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - if params.DateGt != nil { + if params.ProcessedDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.gte", runtime.ParamLocationQuery, *params.ProcessedDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17628,9 +18758,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - if params.DateGte != nil { + if params.ProcessedDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lt", runtime.ParamLocationQuery, *params.ProcessedDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17644,9 +18774,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - if params.DateLt != nil { + if params.ProcessedDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "processed_date.lte", runtime.ParamLocationQuery, *params.ProcessedDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17660,9 +18790,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - if params.DateLte != nil { + if params.EffectiveDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date", runtime.ParamLocationQuery, *params.EffectiveDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17676,9 +18806,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - if params.Limit != nil { + if params.EffectiveDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gt", runtime.ParamLocationQuery, *params.EffectiveDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17692,9 +18822,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - if params.Sort != nil { + if params.EffectiveDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.gte", runtime.ParamLocationQuery, *params.EffectiveDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17708,42 +18838,9 @@ func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketPar } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetFedV1TreasuryYieldsRequest generates requests for GetFedV1TreasuryYields -func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYieldsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/fed/v1/treasury-yields") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Date != nil { + if params.EffectiveDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lt", runtime.ParamLocationQuery, *params.EffectiveDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17757,9 +18854,9 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - if params.DateAnyOf != nil { + if params.EffectiveDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "effective_date.lte", runtime.ParamLocationQuery, *params.EffectiveDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17773,9 +18870,9 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - if params.DateGt != nil { + if params.CompositeTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker", runtime.ParamLocationQuery, *params.CompositeTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17789,9 +18886,9 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - if params.DateGte != nil { + if params.CompositeTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.any_of", runtime.ParamLocationQuery, *params.CompositeTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17805,9 +18902,9 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - if params.DateLt != nil { + if params.CompositeTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gt", runtime.ParamLocationQuery, *params.CompositeTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17821,9 +18918,9 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - if params.DateLte != nil { + if params.CompositeTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.gte", runtime.ParamLocationQuery, *params.CompositeTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17837,9 +18934,9 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - if params.Limit != nil { + if params.CompositeTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lt", runtime.ParamLocationQuery, *params.CompositeTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17853,9 +18950,9 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - if params.Sort != nil { + if params.CompositeTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "composite_ticker.lte", runtime.ParamLocationQuery, *params.CompositeTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17869,42 +18966,25 @@ func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYie } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetForexV1ExchangesRequest generates requests for GetForexV1Exchanges -func NewGetForexV1ExchangesRequest(server string, params *GetForexV1ExchangesParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/forex/v1/exchanges") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.Limit != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Limit != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17929,23 +19009,16 @@ func NewGetForexV1ExchangesRequest(server string, params *GetForexV1ExchangesPar return req, nil } -// NewGetFuturesAggregatesRequest generates requests for GetFuturesAggregates -func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFuturesAggregatesParams) (*http.Request, error) { +// NewGetFedV1InflationRequest generates requests for GetFedV1Inflation +func NewGetFedV1InflationRequest(server string, params *GetFedV1InflationParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/futures/vX/aggs/%s", pathParam0) + operationPath := fmt.Sprintf("/fed/v1/inflation") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -17958,9 +19031,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut if params != nil { queryValues := queryURL.Query() - if params.Resolution != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "resolution", runtime.ParamLocationQuery, *params.Resolution); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17974,9 +19047,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStart != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start", runtime.ParamLocationQuery, *params.WindowStart); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -17990,9 +19063,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.Limit != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18006,9 +19079,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartGte != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gte", runtime.ParamLocationQuery, *params.WindowStartGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18022,9 +19095,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartGt != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gt", runtime.ParamLocationQuery, *params.WindowStartGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18038,9 +19111,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartLte != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lte", runtime.ParamLocationQuery, *params.WindowStartLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18054,9 +19127,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartLt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lt", runtime.ParamLocationQuery, *params.WindowStartLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18097,8 +19170,8 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut return req, nil } -// NewGetFuturesVXContractsRequest generates requests for GetFuturesVXContracts -func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContractsParams) (*http.Request, error) { +// NewGetFedV1InflationExpectationsRequest generates requests for GetFedV1InflationExpectations +func NewGetFedV1InflationExpectationsRequest(server string, params *GetFedV1InflationExpectationsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -18106,7 +19179,7 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract return nil, err } - operationPath := fmt.Sprintf("/futures/vX/contracts") + operationPath := fmt.Sprintf("/fed/v1/inflation-expectations") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -18135,41 +19208,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.DateGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.DateGte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.DateLt != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18183,9 +19224,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.DateLte != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18199,9 +19240,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCode != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18215,9 +19256,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeAnyOf != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18231,9 +19272,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeGt != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18247,9 +19288,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeGte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18263,9 +19304,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18279,57 +19320,42 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL.RawQuery = queryValues.Encode() + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.Ticker != nil { + return req, nil +} - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewGetFedV1LaborMarketRequest generates requests for GetFedV1LaborMarket +func NewGetFedV1LaborMarketRequest(server string, params *GetFedV1LaborMarketParams) (*http.Request, error) { + var err error - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if params.TickerAnyOf != nil { + operationPath := fmt.Sprintf("/fed/v1/labor-market") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - } + if params != nil { + queryValues := queryURL.Query() - if params.TickerGt != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18343,9 +19369,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerGte != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18359,9 +19385,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerLt != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18375,9 +19401,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerLte != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18391,9 +19417,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.Active != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18407,9 +19433,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.Type != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18423,9 +19449,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TypeAnyOf != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18439,9 +19465,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.FirstTradeDate != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date", runtime.ParamLocationQuery, *params.FirstTradeDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18455,57 +19481,42 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.FirstTradeDateGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gt", runtime.ParamLocationQuery, *params.FirstTradeDateGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL.RawQuery = queryValues.Encode() + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.FirstTradeDateGte != nil { + return req, nil +} - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gte", runtime.ParamLocationQuery, *params.FirstTradeDateGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewGetFedV1TreasuryYieldsRequest generates requests for GetFedV1TreasuryYields +func NewGetFedV1TreasuryYieldsRequest(server string, params *GetFedV1TreasuryYieldsParams) (*http.Request, error) { + var err error - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if params.FirstTradeDateLt != nil { + operationPath := fmt.Sprintf("/fed/v1/treasury-yields") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lt", runtime.ParamLocationQuery, *params.FirstTradeDateLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - } + if params != nil { + queryValues := queryURL.Query() - if params.FirstTradeDateLte != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lte", runtime.ParamLocationQuery, *params.FirstTradeDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18519,9 +19530,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDate != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date", runtime.ParamLocationQuery, *params.LastTradeDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18535,9 +19546,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateGt != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gt", runtime.ParamLocationQuery, *params.LastTradeDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18551,9 +19562,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateGte != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gte", runtime.ParamLocationQuery, *params.LastTradeDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18567,9 +19578,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateLt != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lt", runtime.ParamLocationQuery, *params.LastTradeDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18583,9 +19594,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateLte != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lte", runtime.ParamLocationQuery, *params.LastTradeDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18642,8 +19653,8 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract return req, nil } -// NewGetFuturesVXExchangesRequest generates requests for GetFuturesVXExchanges -func NewGetFuturesVXExchangesRequest(server string, params *GetFuturesVXExchangesParams) (*http.Request, error) { +// NewGetForexV1ExchangesRequest generates requests for GetForexV1Exchanges +func NewGetForexV1ExchangesRequest(server string, params *GetForexV1ExchangesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -18651,7 +19662,7 @@ func NewGetFuturesVXExchangesRequest(server string, params *GetFuturesVXExchange return nil, err } - operationPath := fmt.Sprintf("/futures/vX/exchanges") + operationPath := fmt.Sprintf("/forex/v1/exchanges") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -18691,16 +19702,23 @@ func NewGetFuturesVXExchangesRequest(server string, params *GetFuturesVXExchange return req, nil } -// NewGetFuturesVXMarketStatusRequest generates requests for GetFuturesVXMarketStatus -func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarketStatusParams) (*http.Request, error) { +// NewAggregatesV1Request generates requests for AggregatesV1 +func NewAggregatesV1Request(server string, ticker string, params *AggregatesV1Params) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/futures/vX/market-status") + operationPath := fmt.Sprintf("/futures/v1/aggs/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -18713,9 +19731,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke if params != nil { queryValues := queryURL.Query() - if params.ProductCode != nil { + if params.Resolution != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "resolution", runtime.ParamLocationQuery, *params.Resolution); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18729,9 +19747,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeAnyOf != nil { + if params.WindowStart != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start", runtime.ParamLocationQuery, *params.WindowStart); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18745,9 +19763,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18761,9 +19779,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeGte != nil { + if params.WindowStartGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gte", runtime.ParamLocationQuery, *params.WindowStartGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18777,9 +19795,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeLt != nil { + if params.WindowStartGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gt", runtime.ParamLocationQuery, *params.WindowStartGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18793,9 +19811,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeLte != nil { + if params.WindowStartLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lte", runtime.ParamLocationQuery, *params.WindowStartLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18809,9 +19827,25 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.Limit != nil { + if params.WindowStartLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lt", runtime.ParamLocationQuery, *params.WindowStartLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Sort != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18836,8 +19870,8 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke return req, nil } -// NewGetFuturesVXProductsRequest generates requests for GetFuturesVXProducts -func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsParams) (*http.Request, error) { +// NewGetFuturesV1ContractsRequest generates requests for GetFuturesV1Contracts +func NewGetFuturesV1ContractsRequest(server string, params *GetFuturesV1ContractsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -18845,7 +19879,7 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP return nil, err } - operationPath := fmt.Sprintf("/futures/vX/products") + operationPath := fmt.Sprintf("/futures/v1/contracts") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -18858,25 +19892,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP if params != nil { queryValues := queryURL.Query() - if params.Name != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name", runtime.ParamLocationQuery, *params.Name); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.NameAnyOf != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.any_of", runtime.ParamLocationQuery, *params.NameAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18890,9 +19908,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameGt != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gt", runtime.ParamLocationQuery, *params.NameGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18906,9 +19924,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameGte != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gte", runtime.ParamLocationQuery, *params.NameGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18922,9 +19940,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameLt != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lt", runtime.ParamLocationQuery, *params.NameLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -18938,9 +19956,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameLte != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lte", runtime.ParamLocationQuery, *params.NameLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19050,9 +20068,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.Date != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19066,9 +20084,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateGt != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19082,9 +20100,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateGte != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19098,9 +20116,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateLt != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19114,9 +20132,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateLte != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19130,9 +20148,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenue != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19146,9 +20164,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueAnyOf != nil { + if params.Active != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19162,9 +20180,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueGt != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19178,9 +20196,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueGte != nil { + if params.TypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19194,9 +20212,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueLt != nil { + if params.FirstTradeDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date", runtime.ParamLocationQuery, *params.FirstTradeDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19210,9 +20228,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueLte != nil { + if params.FirstTradeDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gt", runtime.ParamLocationQuery, *params.FirstTradeDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19226,9 +20244,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.Sector != nil { + if params.FirstTradeDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector", runtime.ParamLocationQuery, *params.Sector); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gte", runtime.ParamLocationQuery, *params.FirstTradeDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19242,9 +20260,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.SectorAnyOf != nil { + if params.FirstTradeDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector.any_of", runtime.ParamLocationQuery, *params.SectorAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lt", runtime.ParamLocationQuery, *params.FirstTradeDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19258,9 +20276,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.SubSector != nil { + if params.FirstTradeDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector", runtime.ParamLocationQuery, *params.SubSector); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lte", runtime.ParamLocationQuery, *params.FirstTradeDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19274,9 +20292,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.SubSectorAnyOf != nil { + if params.LastTradeDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector.any_of", runtime.ParamLocationQuery, *params.SubSectorAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date", runtime.ParamLocationQuery, *params.LastTradeDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19290,9 +20308,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetClass != nil { + if params.LastTradeDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gt", runtime.ParamLocationQuery, *params.LastTradeDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19306,9 +20324,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetClassAnyOf != nil { + if params.LastTradeDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class.any_of", runtime.ParamLocationQuery, *params.AssetClassAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gte", runtime.ParamLocationQuery, *params.LastTradeDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19322,9 +20340,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetSubClass != nil { + if params.LastTradeDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class", runtime.ParamLocationQuery, *params.AssetSubClass); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lt", runtime.ParamLocationQuery, *params.LastTradeDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19338,9 +20356,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetSubClassAnyOf != nil { + if params.LastTradeDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class.any_of", runtime.ParamLocationQuery, *params.AssetSubClassAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lte", runtime.ParamLocationQuery, *params.LastTradeDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19354,9 +20372,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.Type != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19370,9 +20388,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TypeAnyOf != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19386,25 +20404,42 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.Limit != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.Sort != nil { +// NewGetFuturesV1ExchangesRequest generates requests for GetFuturesV1Exchanges +func NewGetFuturesV1ExchangesRequest(server string, params *GetFuturesV1ExchangesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19429,23 +20464,16 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP return req, nil } -// NewGetFuturesVXQuotesNewRequest generates requests for GetFuturesVXQuotesNew -func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFuturesVXQuotesNewParams) (*http.Request, error) { +// NewGetFuturesV1MarketStatusRequest generates requests for GetFuturesV1MarketStatus +func NewGetFuturesV1MarketStatusRequest(server string, params *GetFuturesV1MarketStatusParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/futures/vX/quotes-new/%s", pathParam0) + operationPath := fmt.Sprintf("/futures/v1/market-status") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -19458,9 +20486,9 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.ProductCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19474,9 +20502,9 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu } - if params.TimestampGt != nil { + if params.ProductCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19490,9 +20518,9 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu } - if params.TimestampGte != nil { + if params.ProductCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19506,9 +20534,9 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu } - if params.TimestampLt != nil { + if params.ProductCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19522,9 +20550,9 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu } - if params.TimestampLte != nil { + if params.ProductCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19538,9 +20566,9 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu } - if params.SessionEndDate != nil { + if params.ProductCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19570,22 +20598,6 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu } - if params.Sort != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - queryURL.RawQuery = queryValues.Encode() } @@ -19597,23 +20609,16 @@ func NewGetFuturesVXQuotesNewRequest(server string, ticker string, params *GetFu return req, nil } -// NewGetFuturesQuotesRequest generates requests for GetFuturesQuotes -func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFuturesQuotesParams) (*http.Request, error) { +// NewGetFuturesV1ProductsRequest generates requests for GetFuturesV1Products +func NewGetFuturesV1ProductsRequest(server string, params *GetFuturesV1ProductsParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/futures/vX/quotes/%s", pathParam0) + operationPath := fmt.Sprintf("/futures/v1/products") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -19626,9 +20631,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Name != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name", runtime.ParamLocationQuery, *params.Name); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19642,9 +20647,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDate != nil { + if params.NameAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.any_of", runtime.ParamLocationQuery, *params.NameAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19658,9 +20663,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.Limit != nil { + if params.NameGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gt", runtime.ParamLocationQuery, *params.NameGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19674,9 +20679,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.TimestampGte != nil { + if params.NameGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gte", runtime.ParamLocationQuery, *params.NameGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19690,9 +20695,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.TimestampGt != nil { + if params.NameLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lt", runtime.ParamLocationQuery, *params.NameLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19706,9 +20711,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.TimestampLte != nil { + if params.NameLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lte", runtime.ParamLocationQuery, *params.NameLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19722,9 +20727,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.TimestampLt != nil { + if params.ProductCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19738,9 +20743,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateGte != nil { + if params.ProductCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19754,9 +20759,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateGt != nil { + if params.ProductCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19770,9 +20775,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateLte != nil { + if params.ProductCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19786,9 +20791,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateLt != nil { + if params.ProductCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19802,9 +20807,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - if params.Sort != nil { + if params.ProductCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19818,42 +20823,9 @@ func NewGetFuturesQuotesRequest(server string, ticker string, params *GetFutures } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetFuturesVXSchedulesRequest generates requests for GetFuturesVXSchedules -func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedulesParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/futures/vX/schedules") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.ProductCode != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19867,9 +20839,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeAnyOf != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19883,9 +20855,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeGt != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19899,9 +20871,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeGte != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19915,9 +20887,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeLt != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19931,9 +20903,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeLte != nil { + if params.TradingVenue != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19947,9 +20919,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDate != nil { + if params.TradingVenueAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19963,9 +20935,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateAnyOf != nil { + if params.TradingVenueGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.any_of", runtime.ParamLocationQuery, *params.SessionEndDateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19979,9 +20951,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateGt != nil { + if params.TradingVenueGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -19995,9 +20967,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateGte != nil { + if params.TradingVenueLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20011,9 +20983,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateLt != nil { + if params.TradingVenueLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20027,9 +20999,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateLte != nil { + if params.Sector != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector", runtime.ParamLocationQuery, *params.Sector); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20043,9 +21015,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenue != nil { + if params.SectorAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector.any_of", runtime.ParamLocationQuery, *params.SectorAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20059,9 +21031,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueAnyOf != nil { + if params.SubSector != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector", runtime.ParamLocationQuery, *params.SubSector); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20075,9 +21047,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueGt != nil { + if params.SubSectorAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector.any_of", runtime.ParamLocationQuery, *params.SubSectorAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20091,9 +21063,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueGte != nil { + if params.AssetClass != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20107,9 +21079,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueLt != nil { + if params.AssetClassAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class.any_of", runtime.ParamLocationQuery, *params.AssetClassAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20123,9 +21095,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueLte != nil { + if params.AssetSubClass != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class", runtime.ParamLocationQuery, *params.AssetSubClass); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20139,9 +21111,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.Limit != nil { + if params.AssetSubClassAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class.any_of", runtime.ParamLocationQuery, *params.AssetSubClassAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20155,9 +21127,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.Sort != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20171,42 +21143,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetFuturesVXSnapshotRequest generates requests for GetFuturesVXSnapshot -func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/futures/vX/snapshot") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.ProductCode != nil { + if params.TypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20220,9 +21159,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.ProductCodeAnyOf != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20236,9 +21175,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.ProductCodeGt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20252,57 +21191,49 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.ProductCodeGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.ProductCodeLt != nil { +// NewGetFuturesV1QuotesRequest generates requests for GetFuturesV1Quotes +func NewGetFuturesV1QuotesRequest(server string, ticker string, params *GetFuturesV1QuotesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } - if params.ProductCodeLte != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + operationPath := fmt.Sprintf("/futures/v1/quotes/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.Ticker != nil { + if params != nil { + queryValues := queryURL.Query() - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20316,9 +21247,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerAnyOf != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20332,9 +21263,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerGt != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20348,9 +21279,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerGte != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20364,9 +21295,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerLt != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20380,9 +21311,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerLte != nil { + if params.SessionEndDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20439,8 +21370,8 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP return req, nil } -// NewGetFuturesVXSnapshotNativeRequest generates requests for GetFuturesVXSnapshotNative -func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSnapshotNativeParams) (*http.Request, error) { +// NewGetFuturesV1SchedulesRequest generates requests for GetFuturesV1Schedules +func NewGetFuturesV1SchedulesRequest(server string, params *GetFuturesV1SchedulesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -20448,7 +21379,7 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna return nil, err } - operationPath := fmt.Sprintf("/futures/vX/snapshot-native") + operationPath := fmt.Sprintf("/futures/v1/schedules") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -20557,9 +21488,9 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna } - if params.Ticker != nil { + if params.SessionEndDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20573,9 +21504,9 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna } - if params.TickerAnyOf != nil { + if params.SessionEndDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20589,9 +21520,9 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna } - if params.TickerGt != nil { + if params.SessionEndDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20605,9 +21536,9 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna } - if params.TickerGte != nil { + if params.SessionEndDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20621,9 +21552,9 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna } - if params.TickerLt != nil { + if params.SessionEndDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20637,9 +21568,89 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna } - if params.TickerLte != nil { + if params.TradingVenue != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TradingVenueLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20696,8 +21707,8 @@ func NewGetFuturesVXSnapshotNativeRequest(server string, params *GetFuturesVXSna return req, nil } -// NewGetFuturesVXTradesNewRequest generates requests for GetFuturesVXTradesNew -func NewGetFuturesVXTradesNewRequest(server string, ticker string, params *GetFuturesVXTradesNewParams) (*http.Request, error) { +// NewGetFuturesV1TradesRequest generates requests for GetFuturesV1Trades +func NewGetFuturesV1TradesRequest(server string, ticker string, params *GetFuturesV1TradesParams) (*http.Request, error) { var err error var pathParam0 string @@ -20712,7 +21723,7 @@ func NewGetFuturesVXTradesNewRequest(server string, ticker string, params *GetFu return nil, err } - operationPath := fmt.Sprintf("/futures/vX/trades-new/%s", pathParam0) + operationPath := fmt.Sprintf("/futures/v1/trades/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -20864,8 +21875,8 @@ func NewGetFuturesVXTradesNewRequest(server string, ticker string, params *GetFu return req, nil } -// NewGetFuturesTradesRequest generates requests for GetFuturesTrades -func NewGetFuturesTradesRequest(server string, ticker string, params *GetFuturesTradesParams) (*http.Request, error) { +// NewGetFuturesAggregatesRequest generates requests for GetFuturesAggregates +func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFuturesAggregatesParams) (*http.Request, error) { var err error var pathParam0 string @@ -20880,7 +21891,7 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures return nil, err } - operationPath := fmt.Sprintf("/futures/vX/trades/%s", pathParam0) + operationPath := fmt.Sprintf("/futures/vX/aggs/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -20893,9 +21904,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Resolution != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "resolution", runtime.ParamLocationQuery, *params.Resolution); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20909,9 +21920,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDate != nil { + if params.WindowStart != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start", runtime.ParamLocationQuery, *params.WindowStart); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20941,9 +21952,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.TimestampGte != nil { + if params.WindowStartGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gte", runtime.ParamLocationQuery, *params.WindowStartGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20957,9 +21968,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.TimestampGt != nil { + if params.WindowStartGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gt", runtime.ParamLocationQuery, *params.WindowStartGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20973,9 +21984,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.TimestampLte != nil { + if params.WindowStartLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lte", runtime.ParamLocationQuery, *params.WindowStartLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -20989,9 +22000,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.TimestampLt != nil { + if params.WindowStartLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lt", runtime.ParamLocationQuery, *params.WindowStartLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21005,9 +22016,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21021,9 +22032,42 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXContractsRequest generates requests for GetFuturesVXContracts +func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContractsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/contracts") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Date != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21037,9 +22081,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateLte != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21053,9 +22097,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.SessionEndDateLt != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21069,9 +22113,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - if params.Sort != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21085,42 +22129,9 @@ func NewGetFuturesTradesRequest(server string, ticker string, params *GetFutures } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetOptionsV1ExchangesRequest generates requests for GetOptionsV1Exchanges -func NewGetOptionsV1ExchangesRequest(server string, params *GetOptionsV1ExchangesParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/options/v1/exchanges") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Limit != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21134,42 +22145,9 @@ func NewGetOptionsV1ExchangesRequest(server string, params *GetOptionsV1Exchange } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksFilings10KVXSectionsRequest generates requests for GetStocksFilings10KVXSections -func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFilings10KVXSectionsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/filings/10-K/vX/sections") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Cik != nil { + if params.ProductCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21183,9 +22161,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikAnyOf != nil { + if params.ProductCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21199,9 +22177,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikGt != nil { + if params.ProductCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21215,9 +22193,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikGte != nil { + if params.ProductCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21231,9 +22209,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikLt != nil { + if params.ProductCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21247,9 +22225,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikLte != nil { + if params.ProductCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21359,9 +22337,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.Section != nil { + if params.Active != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section", runtime.ParamLocationQuery, *params.Section); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21375,9 +22353,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.SectionAnyOf != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section.any_of", runtime.ParamLocationQuery, *params.SectionAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21391,9 +22369,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.FilingDate != nil { + if params.TypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21407,9 +22385,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.FilingDateGt != nil { + if params.FirstTradeDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date", runtime.ParamLocationQuery, *params.FirstTradeDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21423,9 +22401,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.FilingDateGte != nil { + if params.FirstTradeDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gt", runtime.ParamLocationQuery, *params.FirstTradeDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21439,9 +22417,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.FilingDateLt != nil { + if params.FirstTradeDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gte", runtime.ParamLocationQuery, *params.FirstTradeDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21455,9 +22433,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.FilingDateLte != nil { + if params.FirstTradeDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lt", runtime.ParamLocationQuery, *params.FirstTradeDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21471,9 +22449,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.PeriodEnd != nil { + if params.FirstTradeDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lte", runtime.ParamLocationQuery, *params.FirstTradeDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21487,9 +22465,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.PeriodEndGt != nil { + if params.LastTradeDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date", runtime.ParamLocationQuery, *params.LastTradeDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21503,9 +22481,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.PeriodEndGte != nil { + if params.LastTradeDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gt", runtime.ParamLocationQuery, *params.LastTradeDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21519,9 +22497,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.PeriodEndLt != nil { + if params.LastTradeDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.gte", runtime.ParamLocationQuery, *params.LastTradeDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21535,9 +22513,25 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.PeriodEndLte != nil { + if params.LastTradeDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lt", runtime.ParamLocationQuery, *params.LastTradeDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LastTradeDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date.lte", runtime.ParamLocationQuery, *params.LastTradeDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21594,8 +22588,8 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil return req, nil } -// NewGetStocksFilings8KVXTextRequest generates requests for GetStocksFilings8KVXText -func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8KVXTextParams) (*http.Request, error) { +// NewGetFuturesVXExchangesRequest generates requests for GetFuturesVXExchanges +func NewGetFuturesVXExchangesRequest(server string, params *GetFuturesVXExchangesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -21603,7 +22597,7 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 return nil, err } - operationPath := fmt.Sprintf("/stocks/filings/8-K/vX/text") + operationPath := fmt.Sprintf("/futures/vX/exchanges") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -21616,9 +22610,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 if params != nil { queryValues := queryURL.Query() - if params.Cik != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21632,9 +22626,42 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.CikAnyOf != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXMarketStatusRequest generates requests for GetFuturesVXMarketStatus +func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarketStatusParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/market-status") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.ProductCode != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21648,9 +22675,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.CikGt != nil { + if params.ProductCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21664,9 +22691,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.CikGte != nil { + if params.ProductCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21680,9 +22707,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.CikLt != nil { + if params.ProductCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21696,9 +22723,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.CikLte != nil { + if params.ProductCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21712,9 +22739,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.Ticker != nil { + if params.ProductCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21728,9 +22755,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.TickerAnyOf != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21744,9 +22771,42 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.TickerGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXProductsRequest generates requests for GetFuturesVXProducts +func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/products") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Name != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name", runtime.ParamLocationQuery, *params.Name); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21760,9 +22820,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.TickerGte != nil { + if params.NameAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.any_of", runtime.ParamLocationQuery, *params.NameAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21776,9 +22836,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.TickerLt != nil { + if params.NameGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gt", runtime.ParamLocationQuery, *params.NameGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21792,9 +22852,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.TickerLte != nil { + if params.NameGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gte", runtime.ParamLocationQuery, *params.NameGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21808,9 +22868,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FormType != nil { + if params.NameLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lt", runtime.ParamLocationQuery, *params.NameLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21824,9 +22884,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FormTypeAnyOf != nil { + if params.NameLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.any_of", runtime.ParamLocationQuery, *params.FormTypeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lte", runtime.ParamLocationQuery, *params.NameLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21840,9 +22900,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FormTypeGt != nil { + if params.ProductCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gt", runtime.ParamLocationQuery, *params.FormTypeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21856,9 +22916,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FormTypeGte != nil { + if params.ProductCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gte", runtime.ParamLocationQuery, *params.FormTypeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21872,9 +22932,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FormTypeLt != nil { + if params.ProductCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lt", runtime.ParamLocationQuery, *params.FormTypeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21888,9 +22948,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FormTypeLte != nil { + if params.ProductCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lte", runtime.ParamLocationQuery, *params.FormTypeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21904,9 +22964,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FilingDate != nil { + if params.ProductCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21920,9 +22980,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FilingDateGt != nil { + if params.ProductCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21936,9 +22996,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FilingDateGte != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21952,9 +23012,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FilingDateLt != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21968,9 +23028,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.FilingDateLte != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -21984,9 +23044,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.Limit != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22000,9 +23060,9 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - if params.Sort != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22016,42 +23076,25 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksFilingsVXIndexRequest generates requests for GetStocksFilingsVXIndex -func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVXIndexParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/filings/vX/index") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.TradingVenue != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Cik != nil { + if params.TradingVenueAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22065,9 +23108,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.CikAnyOf != nil { + if params.TradingVenueGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22081,9 +23124,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.CikGt != nil { + if params.TradingVenueGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22097,9 +23140,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.CikGte != nil { + if params.TradingVenueLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22113,9 +23156,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.CikLt != nil { + if params.TradingVenueLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22129,9 +23172,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.CikLte != nil { + if params.Sector != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector", runtime.ParamLocationQuery, *params.Sector); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22145,9 +23188,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.Ticker != nil { + if params.SectorAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector.any_of", runtime.ParamLocationQuery, *params.SectorAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22161,9 +23204,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.TickerAnyOf != nil { + if params.SubSector != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector", runtime.ParamLocationQuery, *params.SubSector); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22177,9 +23220,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.TickerGt != nil { + if params.SubSectorAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector.any_of", runtime.ParamLocationQuery, *params.SubSectorAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22193,9 +23236,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.TickerGte != nil { + if params.AssetClass != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22209,9 +23252,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.TickerLt != nil { + if params.AssetClassAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class.any_of", runtime.ParamLocationQuery, *params.AssetClassAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22225,9 +23268,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.TickerLte != nil { + if params.AssetSubClass != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class", runtime.ParamLocationQuery, *params.AssetSubClass); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22241,9 +23284,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormType != nil { + if params.AssetSubClassAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class.any_of", runtime.ParamLocationQuery, *params.AssetSubClassAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22257,9 +23300,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeAnyOf != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.any_of", runtime.ParamLocationQuery, *params.FormTypeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22273,9 +23316,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeGt != nil { + if params.TypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gt", runtime.ParamLocationQuery, *params.FormTypeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22289,9 +23332,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeGte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gte", runtime.ParamLocationQuery, *params.FormTypeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22305,9 +23348,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lt", runtime.ParamLocationQuery, *params.FormTypeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22321,9 +23364,49 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lte", runtime.ParamLocationQuery, *params.FormTypeLte); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXQuotesRequest generates requests for GetFuturesVXQuotes +func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFuturesVXQuotesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/quotes/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22337,9 +23420,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FilingDate != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22353,9 +23436,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FilingDateGt != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22369,9 +23452,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FilingDateGte != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22385,9 +23468,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FilingDateLt != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22401,9 +23484,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FilingDateLte != nil { + if params.SessionEndDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22460,8 +23543,8 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX return req, nil } -// NewGetStocksFilingsVXRiskFactorsRequest generates requests for GetStocksFilingsVXRiskFactors -func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFilingsVXRiskFactorsParams) (*http.Request, error) { +// NewGetFuturesVXSchedulesRequest generates requests for GetFuturesVXSchedules +func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedulesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -22469,7 +23552,7 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil return nil, err } - operationPath := fmt.Sprintf("/stocks/filings/vX/risk-factors") + operationPath := fmt.Sprintf("/futures/vX/schedules") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -22482,25 +23565,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil if params != nil { queryValues := queryURL.Query() - if params.FilingDate != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.FilingDateAnyOf != nil { + if params.ProductCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.any_of", runtime.ParamLocationQuery, *params.FilingDateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22514,9 +23581,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.FilingDateGt != nil { + if params.ProductCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22530,9 +23597,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.FilingDateGte != nil { + if params.ProductCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22546,9 +23613,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.FilingDateLt != nil { + if params.ProductCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22562,9 +23629,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.FilingDateLte != nil { + if params.ProductCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22578,9 +23645,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.Ticker != nil { + if params.ProductCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22594,9 +23661,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerAnyOf != nil { + if params.SessionEndDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22610,9 +23677,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerGt != nil { + if params.SessionEndDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gt", runtime.ParamLocationQuery, *params.SessionEndDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22626,9 +23693,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerGte != nil { + if params.SessionEndDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.gte", runtime.ParamLocationQuery, *params.SessionEndDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22642,9 +23709,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerLt != nil { + if params.SessionEndDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lt", runtime.ParamLocationQuery, *params.SessionEndDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22658,9 +23725,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerLte != nil { + if params.SessionEndDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date.lte", runtime.ParamLocationQuery, *params.SessionEndDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22674,9 +23741,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.Cik != nil { + if params.TradingVenue != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22690,9 +23757,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikAnyOf != nil { + if params.TradingVenueAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22706,9 +23773,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikGt != nil { + if params.TradingVenueGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22722,9 +23789,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikGte != nil { + if params.TradingVenueGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22738,9 +23805,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikLt != nil { + if params.TradingVenueLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22754,9 +23821,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikLte != nil { + if params.TradingVenueLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22813,8 +23880,8 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil return req, nil } -// NewGetStocksFinancialsV1BalanceSheetsRequest generates requests for GetStocksFinancialsV1BalanceSheets -func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStocksFinancialsV1BalanceSheetsParams) (*http.Request, error) { +// NewGetFuturesVXSnapshotRequest generates requests for GetFuturesVXSnapshot +func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -22822,7 +23889,7 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc return nil, err } - operationPath := fmt.Sprintf("/stocks/financials/v1/balance-sheets") + operationPath := fmt.Sprintf("/futures/vX/snapshot") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -22835,9 +23902,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc if params != nil { queryValues := queryURL.Query() - if params.Cik != nil { + if params.ProductCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22851,9 +23918,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikAnyOf != nil { + if params.ProductCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.any_of", runtime.ParamLocationQuery, *params.ProductCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22867,9 +23934,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikGt != nil { + if params.ProductCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22883,9 +23950,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikGte != nil { + if params.ProductCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22899,9 +23966,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikLt != nil { + if params.ProductCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22915,9 +23982,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikLte != nil { + if params.ProductCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22931,9 +23998,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.Tickers != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22947,9 +24014,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TickersAllOf != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22963,9 +24030,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TickersAnyOf != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22979,9 +24046,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEnd != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22995,9 +24062,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndGt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23011,9 +24078,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndGte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23027,9 +24094,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndLt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23043,9 +24110,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndLte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23059,9 +24126,49 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDate != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetFuturesVXTradesRequest generates requests for GetFuturesVXTrades +func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFuturesVXTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/futures/vX/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23075,9 +24182,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23091,9 +24198,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateGte != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23107,9 +24214,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23123,9 +24230,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateLte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23139,9 +24246,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYear != nil { + if params.SessionEndDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23155,9 +24262,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23171,9 +24278,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23187,9 +24294,42 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsV1ExchangesRequest generates requests for GetOptionsV1Exchanges +func NewGetOptionsV1ExchangesRequest(server string, params *GetOptionsV1ExchangesParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/options/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23203,9 +24343,42 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFilings10KVXSectionsRequest generates requests for GetStocksFilings10KVXSections +func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFilings10KVXSectionsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/filings/10-K/vX/sections") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23219,9 +24392,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarter != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23235,9 +24408,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterGt != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23251,9 +24424,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterGte != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23267,9 +24440,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterLt != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23283,9 +24456,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterLte != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23299,9 +24472,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.Timeframe != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23315,9 +24488,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeAnyOf != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23331,9 +24504,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeGt != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23347,9 +24520,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeGte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23363,9 +24536,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeLt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23379,9 +24552,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeLte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23395,9 +24568,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTicker != nil { + if params.Section != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section", runtime.ParamLocationQuery, *params.Section); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23411,9 +24584,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerAnyOf != nil { + if params.SectionAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section.any_of", runtime.ParamLocationQuery, *params.SectionAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23427,9 +24600,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerGt != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23443,9 +24616,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerGte != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23459,9 +24632,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerLt != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23475,9 +24648,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerLte != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23491,9 +24664,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTicker != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23507,9 +24680,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerAnyOf != nil { + if params.PeriodEnd != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23523,9 +24696,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerGt != nil { + if params.PeriodEndGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23539,9 +24712,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerGte != nil { + if params.PeriodEndGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23555,9 +24728,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerLt != nil { + if params.PeriodEndLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23571,9 +24744,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerLte != nil { + if params.PeriodEndLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23630,8 +24803,8 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc return req, nil } -// NewGetStocksFinancialsV1CashFlowStatementsRequest generates requests for GetStocksFinancialsV1CashFlowStatements -func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *GetStocksFinancialsV1CashFlowStatementsParams) (*http.Request, error) { +// NewGetStocksFilings8KVXTextRequest generates requests for GetStocksFilings8KVXText +func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8KVXTextParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -23639,7 +24812,7 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge return nil, err } - operationPath := fmt.Sprintf("/stocks/financials/v1/cash-flow-statements") + operationPath := fmt.Sprintf("/stocks/filings/8-K/vX/text") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -23748,105 +24921,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.PeriodEnd != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PeriodEndGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PeriodEndGte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PeriodEndLt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PeriodEndLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.FilingDate != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.FilingDateGt != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23860,9 +24937,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDateGte != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23876,9 +24953,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDateLt != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23892,9 +24969,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDateLte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23908,9 +24985,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.Tickers != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23924,9 +25001,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TickersAllOf != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23940,9 +25017,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TickersAnyOf != nil { + if params.FormType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23956,9 +25033,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYear != nil { + if params.FormTypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.any_of", runtime.ParamLocationQuery, *params.FormTypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23972,9 +25049,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearGt != nil { + if params.FormTypeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gt", runtime.ParamLocationQuery, *params.FormTypeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23988,9 +25065,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearGte != nil { + if params.FormTypeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gte", runtime.ParamLocationQuery, *params.FormTypeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24004,9 +25081,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearLt != nil { + if params.FormTypeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lt", runtime.ParamLocationQuery, *params.FormTypeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24020,9 +25097,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearLte != nil { + if params.FormTypeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lte", runtime.ParamLocationQuery, *params.FormTypeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24036,9 +25113,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarter != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24052,9 +25129,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24068,9 +25145,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24084,9 +25161,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24100,9 +25177,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24116,9 +25193,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.Timeframe != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24132,9 +25209,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TimeframeAnyOf != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24148,57 +25225,42 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TimeframeGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL.RawQuery = queryValues.Encode() + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.TimeframeGte != nil { + return req, nil +} - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewGetStocksFilingsVX13FRequest generates requests for GetStocksFilingsVX13F +func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13FParams) (*http.Request, error) { + var err error - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if params.TimeframeLt != nil { + operationPath := fmt.Sprintf("/stocks/filings/vX/13-F") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - } + if params != nil { + queryValues := queryURL.Query() - if params.TimeframeLte != nil { + if params.FilerCik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filer_cik", runtime.ParamLocationQuery, *params.FilerCik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24212,9 +25274,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTicker != nil { + if params.FilerCikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filer_cik.any_of", runtime.ParamLocationQuery, *params.FilerCikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24228,9 +25290,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerAnyOf != nil { + if params.AccessionNumber != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "accession_number", runtime.ParamLocationQuery, *params.AccessionNumber); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24244,9 +25306,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerGt != nil { + if params.AccessionNumberAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "accession_number.any_of", runtime.ParamLocationQuery, *params.AccessionNumberAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24260,9 +25322,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerGte != nil { + if params.AccessionNumberGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "accession_number.gt", runtime.ParamLocationQuery, *params.AccessionNumberGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24276,9 +25338,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerLt != nil { + if params.AccessionNumberGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "accession_number.gte", runtime.ParamLocationQuery, *params.AccessionNumberGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24292,9 +25354,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerLte != nil { + if params.AccessionNumberLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "accession_number.lt", runtime.ParamLocationQuery, *params.AccessionNumberLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24308,9 +25370,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTicker != nil { + if params.AccessionNumberLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "accession_number.lte", runtime.ParamLocationQuery, *params.AccessionNumberLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24324,9 +25386,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerAnyOf != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24340,9 +25402,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24356,9 +25418,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24372,9 +25434,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24388,9 +25450,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24447,8 +25509,8 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge return req, nil } -// NewGetStocksFinancialsV1IncomeStatementsRequest generates requests for GetStocksFinancialsV1IncomeStatements -func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetStocksFinancialsV1IncomeStatementsParams) (*http.Request, error) { +// NewGetStocksFilingsVXIndexRequest generates requests for GetStocksFilingsVXIndex +func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVXIndexParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -24456,7 +25518,7 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS return nil, err } - operationPath := fmt.Sprintf("/stocks/financials/v1/income-statements") + operationPath := fmt.Sprintf("/stocks/filings/vX/index") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -24565,25 +25627,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.Tickers != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TickersAllOf != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24597,9 +25643,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TickersAnyOf != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24613,9 +25659,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEnd != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24629,9 +25675,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndGt != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24645,9 +25691,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndGte != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24661,9 +25707,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndLt != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24677,9 +25723,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndLte != nil { + if params.FormType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24693,9 +25739,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDate != nil { + if params.FormTypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.any_of", runtime.ParamLocationQuery, *params.FormTypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24709,9 +25755,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDateGt != nil { + if params.FormTypeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gt", runtime.ParamLocationQuery, *params.FormTypeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24725,9 +25771,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDateGte != nil { + if params.FormTypeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gte", runtime.ParamLocationQuery, *params.FormTypeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24741,9 +25787,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDateLt != nil { + if params.FormTypeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lt", runtime.ParamLocationQuery, *params.FormTypeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24757,9 +25803,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDateLte != nil { + if params.FormTypeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lte", runtime.ParamLocationQuery, *params.FormTypeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24773,9 +25819,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalYear != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24789,9 +25835,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalYearGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24805,9 +25851,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalYearGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24821,9 +25867,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalYearLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24837,9 +25883,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalYearLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24853,9 +25899,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarter != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24869,9 +25915,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarterGt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24885,57 +25931,42 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarterGte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL.RawQuery = queryValues.Encode() + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.FiscalQuarterLt != nil { + return req, nil +} - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewGetStocksFilingsVXRiskFactorsRequest generates requests for GetStocksFilingsVXRiskFactors +func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFilingsVXRiskFactorsParams) (*http.Request, error) { + var err error - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if params.FiscalQuarterLte != nil { + operationPath := fmt.Sprintf("/stocks/filings/vX/risk-factors") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - } + if params != nil { + queryValues := queryURL.Query() - if params.Timeframe != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24949,9 +25980,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeAnyOf != nil { + if params.FilingDateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.any_of", runtime.ParamLocationQuery, *params.FilingDateAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24965,9 +25996,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24981,9 +26012,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24997,9 +26028,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25013,9 +26044,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25029,9 +26060,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTicker != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25045,9 +26076,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerAnyOf != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25061,9 +26092,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerGt != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25077,9 +26108,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerGte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25093,9 +26124,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerLt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25109,9 +26140,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerLte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25125,9 +26156,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTicker != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25141,9 +26172,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerAnyOf != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25157,9 +26188,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerGt != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25173,9 +26204,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerGte != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25189,9 +26220,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerLt != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25205,9 +26236,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerLte != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25264,8 +26295,8 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS return req, nil } -// NewGetStocksFinancialsV1RatiosRequest generates requests for GetStocksFinancialsV1Ratios -func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinancialsV1RatiosParams) (*http.Request, error) { +// NewGetStocksFinancialsV1BalanceSheetsRequest generates requests for GetStocksFinancialsV1BalanceSheets +func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStocksFinancialsV1BalanceSheetsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -25273,7 +26304,7 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan return nil, err } - operationPath := fmt.Sprintf("/stocks/financials/v1/ratios") + operationPath := fmt.Sprintf("/stocks/financials/v1/balance-sheets") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -25286,102 +26317,6 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TickerAnyOf != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TickerGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TickerGte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TickerLt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TickerLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - if params.Cik != nil { if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { @@ -25478,9 +26413,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Price != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price", runtime.ParamLocationQuery, *params.Price); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25494,9 +26429,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceGt != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gt", runtime.ParamLocationQuery, *params.PriceGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25510,9 +26445,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceGte != nil { + if params.TickersAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gte", runtime.ParamLocationQuery, *params.PriceGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25526,9 +26461,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceLt != nil { + if params.PeriodEnd != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lt", runtime.ParamLocationQuery, *params.PriceLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25542,9 +26477,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceLte != nil { + if params.PeriodEndGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lte", runtime.ParamLocationQuery, *params.PriceLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25558,9 +26493,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolume != nil { + if params.PeriodEndGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume", runtime.ParamLocationQuery, *params.AverageVolume); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25574,9 +26509,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeGt != nil { + if params.PeriodEndLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gt", runtime.ParamLocationQuery, *params.AverageVolumeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25590,9 +26525,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeGte != nil { + if params.PeriodEndLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gte", runtime.ParamLocationQuery, *params.AverageVolumeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25606,9 +26541,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeLt != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lt", runtime.ParamLocationQuery, *params.AverageVolumeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25622,9 +26557,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeLte != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lte", runtime.ParamLocationQuery, *params.AverageVolumeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25638,9 +26573,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCap != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap", runtime.ParamLocationQuery, *params.MarketCap); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25654,9 +26589,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapGt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gt", runtime.ParamLocationQuery, *params.MarketCapGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25670,9 +26605,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapGte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gte", runtime.ParamLocationQuery, *params.MarketCapGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25686,9 +26621,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapLt != nil { + if params.FiscalYear != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lt", runtime.ParamLocationQuery, *params.MarketCapLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25702,9 +26637,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapLte != nil { + if params.FiscalYearGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lte", runtime.ParamLocationQuery, *params.MarketCapLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25718,9 +26653,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShare != nil { + if params.FiscalYearGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share", runtime.ParamLocationQuery, *params.EarningsPerShare); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25734,9 +26669,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareGt != nil { + if params.FiscalYearLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.gt", runtime.ParamLocationQuery, *params.EarningsPerShareGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25750,9 +26685,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareGte != nil { + if params.FiscalYearLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.gte", runtime.ParamLocationQuery, *params.EarningsPerShareGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25766,9 +26701,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareLt != nil { + if params.FiscalQuarter != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.lt", runtime.ParamLocationQuery, *params.EarningsPerShareLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25782,9 +26717,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareLte != nil { + if params.FiscalQuarterGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.lte", runtime.ParamLocationQuery, *params.EarningsPerShareLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25798,9 +26733,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarnings != nil { + if params.FiscalQuarterGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings", runtime.ParamLocationQuery, *params.PriceToEarnings); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25814,9 +26749,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsGt != nil { + if params.FiscalQuarterLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.gt", runtime.ParamLocationQuery, *params.PriceToEarningsGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25830,9 +26765,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsGte != nil { + if params.FiscalQuarterLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.gte", runtime.ParamLocationQuery, *params.PriceToEarningsGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25846,9 +26781,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsLt != nil { + if params.Timeframe != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.lt", runtime.ParamLocationQuery, *params.PriceToEarningsLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25862,9 +26797,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsLte != nil { + if params.TimeframeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.lte", runtime.ParamLocationQuery, *params.PriceToEarningsLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25878,9 +26813,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBook != nil { + if params.TimeframeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book", runtime.ParamLocationQuery, *params.PriceToBook); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25894,9 +26829,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookGt != nil { + if params.TimeframeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.gt", runtime.ParamLocationQuery, *params.PriceToBookGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25910,9 +26845,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookGte != nil { + if params.TimeframeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.gte", runtime.ParamLocationQuery, *params.PriceToBookGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25926,9 +26861,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookLt != nil { + if params.TimeframeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.lt", runtime.ParamLocationQuery, *params.PriceToBookLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25942,9 +26877,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookLte != nil { + if params.MaxTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.lte", runtime.ParamLocationQuery, *params.PriceToBookLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25958,9 +26893,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSales != nil { + if params.MaxTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales", runtime.ParamLocationQuery, *params.PriceToSales); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25974,9 +26909,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesGt != nil { + if params.MaxTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.gt", runtime.ParamLocationQuery, *params.PriceToSalesGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25990,9 +26925,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesGte != nil { + if params.MaxTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.gte", runtime.ParamLocationQuery, *params.PriceToSalesGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26006,9 +26941,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesLt != nil { + if params.MaxTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lt", runtime.ParamLocationQuery, *params.PriceToSalesLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26022,9 +26957,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesLte != nil { + if params.MaxTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lte", runtime.ParamLocationQuery, *params.PriceToSalesLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26038,9 +26973,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlow != nil { + if params.MinTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow", runtime.ParamLocationQuery, *params.PriceToCashFlow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26054,9 +26989,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowGt != nil { + if params.MinTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.gt", runtime.ParamLocationQuery, *params.PriceToCashFlowGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26070,9 +27005,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowGte != nil { + if params.MinTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.gte", runtime.ParamLocationQuery, *params.PriceToCashFlowGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26086,9 +27021,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowLt != nil { + if params.MinTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.lt", runtime.ParamLocationQuery, *params.PriceToCashFlowLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26102,9 +27037,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowLte != nil { + if params.MinTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.lte", runtime.ParamLocationQuery, *params.PriceToCashFlowLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26118,9 +27053,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlow != nil { + if params.MinTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow", runtime.ParamLocationQuery, *params.PriceToFreeCashFlow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26134,9 +27069,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.gt", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26150,9 +27085,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.gte", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26166,9 +27101,42 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.lt", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowLt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFinancialsV1CashFlowStatementsRequest generates requests for GetStocksFinancialsV1CashFlowStatements +func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *GetStocksFinancialsV1CashFlowStatementsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/financials/v1/cash-flow-statements") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26182,9 +27150,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowLte != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.lte", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26198,9 +27166,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYield != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield", runtime.ParamLocationQuery, *params.DividendYield); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26214,9 +27182,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYieldGt != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gt", runtime.ParamLocationQuery, *params.DividendYieldGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26230,9 +27198,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYieldGte != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gte", runtime.ParamLocationQuery, *params.DividendYieldGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26246,9 +27214,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYieldLt != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.lt", runtime.ParamLocationQuery, *params.DividendYieldLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26262,9 +27230,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYieldLte != nil { + if params.PeriodEnd != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.lte", runtime.ParamLocationQuery, *params.DividendYieldLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26278,9 +27246,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssets != nil { + if params.PeriodEndGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets", runtime.ParamLocationQuery, *params.ReturnOnAssets); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26294,9 +27262,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsGt != nil { + if params.PeriodEndGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.gt", runtime.ParamLocationQuery, *params.ReturnOnAssetsGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26310,9 +27278,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsGte != nil { + if params.PeriodEndLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.gte", runtime.ParamLocationQuery, *params.ReturnOnAssetsGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26326,9 +27294,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsLt != nil { + if params.PeriodEndLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.lt", runtime.ParamLocationQuery, *params.ReturnOnAssetsLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26342,9 +27310,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsLte != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.lte", runtime.ParamLocationQuery, *params.ReturnOnAssetsLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26358,9 +27326,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquity != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity", runtime.ParamLocationQuery, *params.ReturnOnEquity); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26374,9 +27342,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityGt != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.gt", runtime.ParamLocationQuery, *params.ReturnOnEquityGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26390,9 +27358,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityGte != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.gte", runtime.ParamLocationQuery, *params.ReturnOnEquityGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26406,9 +27374,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityLt != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.lt", runtime.ParamLocationQuery, *params.ReturnOnEquityLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26422,9 +27390,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityLte != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.lte", runtime.ParamLocationQuery, *params.ReturnOnEquityLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26438,9 +27406,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DebtToEquity != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity", runtime.ParamLocationQuery, *params.DebtToEquity); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26454,9 +27422,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DebtToEquityGt != nil { + if params.TickersAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.gt", runtime.ParamLocationQuery, *params.DebtToEquityGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26470,9 +27438,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DebtToEquityGte != nil { + if params.FiscalYear != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.gte", runtime.ParamLocationQuery, *params.DebtToEquityGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26486,9 +27454,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DebtToEquityLt != nil { + if params.FiscalYearGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.lt", runtime.ParamLocationQuery, *params.DebtToEquityLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26502,9 +27470,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DebtToEquityLte != nil { + if params.FiscalYearGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.lte", runtime.ParamLocationQuery, *params.DebtToEquityLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26518,9 +27486,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Current != nil { + if params.FiscalYearLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current", runtime.ParamLocationQuery, *params.Current); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26534,9 +27502,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentGt != nil { + if params.FiscalYearLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gt", runtime.ParamLocationQuery, *params.CurrentGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26550,9 +27518,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentGte != nil { + if params.FiscalQuarter != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gte", runtime.ParamLocationQuery, *params.CurrentGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26566,9 +27534,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentLt != nil { + if params.FiscalQuarterGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lt", runtime.ParamLocationQuery, *params.CurrentLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26582,9 +27550,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentLte != nil { + if params.FiscalQuarterGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lte", runtime.ParamLocationQuery, *params.CurrentLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26598,9 +27566,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Quick != nil { + if params.FiscalQuarterLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick", runtime.ParamLocationQuery, *params.Quick); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26614,9 +27582,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickGt != nil { + if params.FiscalQuarterLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gt", runtime.ParamLocationQuery, *params.QuickGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26630,9 +27598,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickGte != nil { + if params.Timeframe != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gte", runtime.ParamLocationQuery, *params.QuickGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26646,9 +27614,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickLt != nil { + if params.TimeframeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lt", runtime.ParamLocationQuery, *params.QuickLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26662,9 +27630,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickLte != nil { + if params.TimeframeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lte", runtime.ParamLocationQuery, *params.QuickLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26678,9 +27646,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Cash != nil { + if params.TimeframeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash", runtime.ParamLocationQuery, *params.Cash); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26694,9 +27662,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashGt != nil { + if params.TimeframeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gt", runtime.ParamLocationQuery, *params.CashGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26710,9 +27678,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashGte != nil { + if params.TimeframeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gte", runtime.ParamLocationQuery, *params.CashGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26726,9 +27694,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashLt != nil { + if params.MaxTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lt", runtime.ParamLocationQuery, *params.CashLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26742,9 +27710,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashLte != nil { + if params.MaxTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lte", runtime.ParamLocationQuery, *params.CashLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26758,9 +27726,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSales != nil { + if params.MaxTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales", runtime.ParamLocationQuery, *params.EvToSales); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26774,9 +27742,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesGt != nil { + if params.MaxTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.gt", runtime.ParamLocationQuery, *params.EvToSalesGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26790,9 +27758,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesGte != nil { + if params.MaxTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.gte", runtime.ParamLocationQuery, *params.EvToSalesGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26806,9 +27774,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesLt != nil { + if params.MaxTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.lt", runtime.ParamLocationQuery, *params.EvToSalesLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26822,9 +27790,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesLte != nil { + if params.MinTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.lte", runtime.ParamLocationQuery, *params.EvToSalesLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26838,9 +27806,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToEbitda != nil { + if params.MinTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda", runtime.ParamLocationQuery, *params.EvToEbitda); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26854,9 +27822,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToEbitdaGt != nil { + if params.MinTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.gt", runtime.ParamLocationQuery, *params.EvToEbitdaGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26870,9 +27838,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToEbitdaGte != nil { + if params.MinTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.gte", runtime.ParamLocationQuery, *params.EvToEbitdaGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26886,9 +27854,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToEbitdaLt != nil { + if params.MinTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.lt", runtime.ParamLocationQuery, *params.EvToEbitdaLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26902,9 +27870,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToEbitdaLte != nil { + if params.MinTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.lte", runtime.ParamLocationQuery, *params.EvToEbitdaLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26918,9 +27886,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValue != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value", runtime.ParamLocationQuery, *params.EnterpriseValue); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26934,9 +27902,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueGt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gt", runtime.ParamLocationQuery, *params.EnterpriseValueGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26950,9 +27918,42 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gte", runtime.ParamLocationQuery, *params.EnterpriseValueGte); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFinancialsV1IncomeStatementsRequest generates requests for GetStocksFinancialsV1IncomeStatements +func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetStocksFinancialsV1IncomeStatementsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/financials/v1/income-statements") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Cik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26966,9 +27967,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueLt != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lt", runtime.ParamLocationQuery, *params.EnterpriseValueLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26982,9 +27983,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueLte != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lte", runtime.ParamLocationQuery, *params.EnterpriseValueLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26998,9 +27999,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlow != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow", runtime.ParamLocationQuery, *params.FreeCashFlow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27014,9 +28015,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowGt != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.gt", runtime.ParamLocationQuery, *params.FreeCashFlowGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27030,9 +28031,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowGte != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.gte", runtime.ParamLocationQuery, *params.FreeCashFlowGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27046,9 +28047,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowLt != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.lt", runtime.ParamLocationQuery, *params.FreeCashFlowLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27062,9 +28063,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowLte != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.lte", runtime.ParamLocationQuery, *params.FreeCashFlowLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27078,9 +28079,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Limit != nil { + if params.TickersAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27094,9 +28095,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Sort != nil { + if params.PeriodEnd != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27110,42 +28111,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksTaxonomiesVXRiskFactorsRequest generates requests for GetStocksTaxonomiesVXRiskFactors -func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocksTaxonomiesVXRiskFactorsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/taxonomies/vX/risk-factors") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Taxonomy != nil { + if params.PeriodEndGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy", runtime.ParamLocationQuery, *params.Taxonomy); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27159,105 +28127,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TaxonomyGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gt", runtime.ParamLocationQuery, *params.TaxonomyGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TaxonomyGte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gte", runtime.ParamLocationQuery, *params.TaxonomyGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TaxonomyLt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lt", runtime.ParamLocationQuery, *params.TaxonomyLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TaxonomyLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lte", runtime.ParamLocationQuery, *params.TaxonomyLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PrimaryCategory != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category", runtime.ParamLocationQuery, *params.PrimaryCategory); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PrimaryCategoryAnyOf != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.any_of", runtime.ParamLocationQuery, *params.PrimaryCategoryAnyOf); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PrimaryCategoryGt != nil { + if params.PeriodEndGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gt", runtime.ParamLocationQuery, *params.PrimaryCategoryGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27271,9 +28143,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryGte != nil { + if params.PeriodEndLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gte", runtime.ParamLocationQuery, *params.PrimaryCategoryGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27287,9 +28159,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryLt != nil { + if params.PeriodEndLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lt", runtime.ParamLocationQuery, *params.PrimaryCategoryLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27303,9 +28175,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryLte != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lte", runtime.ParamLocationQuery, *params.PrimaryCategoryLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27319,9 +28191,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategory != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category", runtime.ParamLocationQuery, *params.SecondaryCategory); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27335,9 +28207,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryAnyOf != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.any_of", runtime.ParamLocationQuery, *params.SecondaryCategoryAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27351,9 +28223,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryGt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gt", runtime.ParamLocationQuery, *params.SecondaryCategoryGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27367,9 +28239,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryGte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gte", runtime.ParamLocationQuery, *params.SecondaryCategoryGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27383,9 +28255,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryLt != nil { + if params.FiscalYear != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lt", runtime.ParamLocationQuery, *params.SecondaryCategoryLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27399,9 +28271,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryLte != nil { + if params.FiscalYearGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lte", runtime.ParamLocationQuery, *params.SecondaryCategoryLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27415,9 +28287,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategory != nil { + if params.FiscalYearGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category", runtime.ParamLocationQuery, *params.TertiaryCategory); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27431,9 +28303,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryAnyOf != nil { + if params.FiscalYearLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.any_of", runtime.ParamLocationQuery, *params.TertiaryCategoryAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27447,9 +28319,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryGt != nil { + if params.FiscalYearLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gt", runtime.ParamLocationQuery, *params.TertiaryCategoryGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27463,9 +28335,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryGte != nil { + if params.FiscalQuarter != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gte", runtime.ParamLocationQuery, *params.TertiaryCategoryGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27479,9 +28351,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryLt != nil { + if params.FiscalQuarterGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lt", runtime.ParamLocationQuery, *params.TertiaryCategoryLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27495,9 +28367,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryLte != nil { + if params.FiscalQuarterGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lte", runtime.ParamLocationQuery, *params.TertiaryCategoryLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27511,9 +28383,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.Limit != nil { + if params.FiscalQuarterLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27527,9 +28399,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.Sort != nil { + if params.FiscalQuarterLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27543,42 +28415,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksV1DividendsRequest generates requests for GetStocksV1Dividends -func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/v1/dividends") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Ticker != nil { + if params.Timeframe != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27592,9 +28431,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerAnyOf != nil { + if params.TimeframeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27608,9 +28447,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerGt != nil { + if params.TimeframeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27624,9 +28463,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerGte != nil { + if params.TimeframeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27640,9 +28479,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerLt != nil { + if params.TimeframeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27656,9 +28495,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerLte != nil { + if params.TimeframeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27672,9 +28511,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDate != nil { + if params.MaxTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27688,9 +28527,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateGt != nil { + if params.MaxTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gt", runtime.ParamLocationQuery, *params.ExDividendDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.any_of", runtime.ParamLocationQuery, *params.MaxTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27704,9 +28543,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateGte != nil { + if params.MaxTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gte", runtime.ParamLocationQuery, *params.ExDividendDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27720,9 +28559,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateLt != nil { + if params.MaxTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lt", runtime.ParamLocationQuery, *params.ExDividendDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27736,9 +28575,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateLte != nil { + if params.MaxTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lte", runtime.ParamLocationQuery, *params.ExDividendDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27752,9 +28591,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.Frequency != nil { + if params.MaxTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27768,9 +28607,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyGt != nil { + if params.MinTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gt", runtime.ParamLocationQuery, *params.FrequencyGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27784,9 +28623,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyGte != nil { + if params.MinTickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gte", runtime.ParamLocationQuery, *params.FrequencyGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.any_of", runtime.ParamLocationQuery, *params.MinTickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27800,9 +28639,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyLt != nil { + if params.MinTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lt", runtime.ParamLocationQuery, *params.FrequencyLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27816,9 +28655,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyLte != nil { + if params.MinTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lte", runtime.ParamLocationQuery, *params.FrequencyLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27832,9 +28671,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.DistributionType != nil { + if params.MinTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "distribution_type", runtime.ParamLocationQuery, *params.DistributionType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27848,9 +28687,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.DistributionTypeAnyOf != nil { + if params.MinTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "distribution_type.any_of", runtime.ParamLocationQuery, *params.DistributionTypeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27907,57 +28746,8 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP return req, nil } -// NewGetStocksV1ExchangesRequest generates requests for GetStocksV1Exchanges -func NewGetStocksV1ExchangesRequest(server string, params *GetStocksV1ExchangesParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/v1/exchanges") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Limit != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksV1ShortInterestRequest generates requests for GetStocksV1ShortInterest -func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortInterestParams) (*http.Request, error) { +// NewGetStocksFinancialsV1RatiosRequest generates requests for GetStocksFinancialsV1Ratios +func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinancialsV1RatiosParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -27965,7 +28755,7 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI return nil, err } - operationPath := fmt.Sprintf("/stocks/v1/short-interest") + operationPath := fmt.Sprintf("/stocks/financials/v1/ratios") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -28074,9 +28864,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCover != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover", runtime.ParamLocationQuery, *params.DaysToCover); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28090,9 +28880,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverAnyOf != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.any_of", runtime.ParamLocationQuery, *params.DaysToCoverAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28106,9 +28896,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverGt != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.gt", runtime.ParamLocationQuery, *params.DaysToCoverGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28122,9 +28912,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverGte != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.gte", runtime.ParamLocationQuery, *params.DaysToCoverGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28138,9 +28928,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverLt != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.lt", runtime.ParamLocationQuery, *params.DaysToCoverLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28154,9 +28944,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverLte != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.lte", runtime.ParamLocationQuery, *params.DaysToCoverLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28170,9 +28960,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDate != nil { + if params.Price != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date", runtime.ParamLocationQuery, *params.SettlementDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price", runtime.ParamLocationQuery, *params.Price); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28186,9 +28976,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateAnyOf != nil { + if params.PriceGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.any_of", runtime.ParamLocationQuery, *params.SettlementDateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gt", runtime.ParamLocationQuery, *params.PriceGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28202,9 +28992,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateGt != nil { + if params.PriceGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gt", runtime.ParamLocationQuery, *params.SettlementDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gte", runtime.ParamLocationQuery, *params.PriceGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28218,9 +29008,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateGte != nil { + if params.PriceLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gte", runtime.ParamLocationQuery, *params.SettlementDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lt", runtime.ParamLocationQuery, *params.PriceLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28234,9 +29024,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateLt != nil { + if params.PriceLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lt", runtime.ParamLocationQuery, *params.SettlementDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lte", runtime.ParamLocationQuery, *params.PriceLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28250,9 +29040,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateLte != nil { + if params.AverageVolume != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lte", runtime.ParamLocationQuery, *params.SettlementDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume", runtime.ParamLocationQuery, *params.AverageVolume); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28266,9 +29056,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolume != nil { + if params.AverageVolumeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume", runtime.ParamLocationQuery, *params.AvgDailyVolume); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gt", runtime.ParamLocationQuery, *params.AverageVolumeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28282,9 +29072,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolumeAnyOf != nil { + if params.AverageVolumeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.any_of", runtime.ParamLocationQuery, *params.AvgDailyVolumeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gte", runtime.ParamLocationQuery, *params.AverageVolumeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28298,9 +29088,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolumeGt != nil { + if params.AverageVolumeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.gt", runtime.ParamLocationQuery, *params.AvgDailyVolumeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lt", runtime.ParamLocationQuery, *params.AverageVolumeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28314,9 +29104,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolumeGte != nil { + if params.AverageVolumeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.gte", runtime.ParamLocationQuery, *params.AvgDailyVolumeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lte", runtime.ParamLocationQuery, *params.AverageVolumeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28330,9 +29120,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolumeLt != nil { + if params.MarketCap != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.lt", runtime.ParamLocationQuery, *params.AvgDailyVolumeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap", runtime.ParamLocationQuery, *params.MarketCap); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28346,9 +29136,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolumeLte != nil { + if params.MarketCapGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.lte", runtime.ParamLocationQuery, *params.AvgDailyVolumeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gt", runtime.ParamLocationQuery, *params.MarketCapGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28362,9 +29152,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.Limit != nil { + if params.MarketCapGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gte", runtime.ParamLocationQuery, *params.MarketCapGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28378,9 +29168,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.Sort != nil { + if params.MarketCapLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lt", runtime.ParamLocationQuery, *params.MarketCapLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28394,42 +29184,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksV1ShortVolumeRequest generates requests for GetStocksV1ShortVolume -func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVolumeParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/v1/short-volume") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Ticker != nil { + if params.MarketCapLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lte", runtime.ParamLocationQuery, *params.MarketCapLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28443,9 +29200,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.TickerAnyOf != nil { + if params.EarningsPerShare != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share", runtime.ParamLocationQuery, *params.EarningsPerShare); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28459,9 +29216,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.TickerGt != nil { + if params.EarningsPerShareGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.gt", runtime.ParamLocationQuery, *params.EarningsPerShareGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28475,9 +29232,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.TickerGte != nil { + if params.EarningsPerShareGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.gte", runtime.ParamLocationQuery, *params.EarningsPerShareGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28491,9 +29248,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.TickerLt != nil { + if params.EarningsPerShareLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.lt", runtime.ParamLocationQuery, *params.EarningsPerShareLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28507,9 +29264,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.TickerLte != nil { + if params.EarningsPerShareLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share.lte", runtime.ParamLocationQuery, *params.EarningsPerShareLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28523,9 +29280,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.Date != nil { + if params.PriceToEarnings != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings", runtime.ParamLocationQuery, *params.PriceToEarnings); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28539,9 +29296,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateAnyOf != nil { + if params.PriceToEarningsGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.gt", runtime.ParamLocationQuery, *params.PriceToEarningsGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28555,9 +29312,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateGt != nil { + if params.PriceToEarningsGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.gte", runtime.ParamLocationQuery, *params.PriceToEarningsGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28571,9 +29328,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateGte != nil { + if params.PriceToEarningsLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.lt", runtime.ParamLocationQuery, *params.PriceToEarningsLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28587,9 +29344,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateLt != nil { + if params.PriceToEarningsLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings.lte", runtime.ParamLocationQuery, *params.PriceToEarningsLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28603,9 +29360,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateLte != nil { + if params.PriceToBook != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book", runtime.ParamLocationQuery, *params.PriceToBook); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28619,9 +29376,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatio != nil { + if params.PriceToBookGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio", runtime.ParamLocationQuery, *params.ShortVolumeRatio); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.gt", runtime.ParamLocationQuery, *params.PriceToBookGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28635,9 +29392,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioAnyOf != nil { + if params.PriceToBookGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.any_of", runtime.ParamLocationQuery, *params.ShortVolumeRatioAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.gte", runtime.ParamLocationQuery, *params.PriceToBookGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28651,9 +29408,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioGt != nil { + if params.PriceToBookLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.gt", runtime.ParamLocationQuery, *params.ShortVolumeRatioGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.lt", runtime.ParamLocationQuery, *params.PriceToBookLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28667,9 +29424,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioGte != nil { + if params.PriceToBookLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.gte", runtime.ParamLocationQuery, *params.ShortVolumeRatioGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book.lte", runtime.ParamLocationQuery, *params.PriceToBookLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28683,9 +29440,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioLt != nil { + if params.PriceToSales != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.lt", runtime.ParamLocationQuery, *params.ShortVolumeRatioLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales", runtime.ParamLocationQuery, *params.PriceToSales); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28699,9 +29456,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioLte != nil { + if params.PriceToSalesGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.lte", runtime.ParamLocationQuery, *params.ShortVolumeRatioLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.gt", runtime.ParamLocationQuery, *params.PriceToSalesGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28715,9 +29472,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.Limit != nil { + if params.PriceToSalesGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.gte", runtime.ParamLocationQuery, *params.PriceToSalesGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28731,9 +29488,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.Sort != nil { + if params.PriceToSalesLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lt", runtime.ParamLocationQuery, *params.PriceToSalesLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28747,42 +29504,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksV1SplitsRequest generates requests for GetStocksV1Splits -func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/v1/splits") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Ticker != nil { + if params.PriceToSalesLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lte", runtime.ParamLocationQuery, *params.PriceToSalesLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28796,9 +29520,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerAnyOf != nil { + if params.PriceToCashFlow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow", runtime.ParamLocationQuery, *params.PriceToCashFlow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28812,9 +29536,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerGt != nil { + if params.PriceToCashFlowGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.gt", runtime.ParamLocationQuery, *params.PriceToCashFlowGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28828,9 +29552,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerGte != nil { + if params.PriceToCashFlowGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.gte", runtime.ParamLocationQuery, *params.PriceToCashFlowGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28844,9 +29568,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerLt != nil { + if params.PriceToCashFlowLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.lt", runtime.ParamLocationQuery, *params.PriceToCashFlowLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28860,9 +29584,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerLte != nil { + if params.PriceToCashFlowLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_cash_flow.lte", runtime.ParamLocationQuery, *params.PriceToCashFlowLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28876,9 +29600,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDate != nil { + if params.PriceToFreeCashFlow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date", runtime.ParamLocationQuery, *params.ExecutionDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow", runtime.ParamLocationQuery, *params.PriceToFreeCashFlow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28892,9 +29616,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateGt != nil { + if params.PriceToFreeCashFlowGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.gt", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28908,9 +29632,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateGte != nil { + if params.PriceToFreeCashFlowGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.gte", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28924,9 +29648,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateLt != nil { + if params.PriceToFreeCashFlowLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.lt", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28940,9 +29664,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateLte != nil { + if params.PriceToFreeCashFlowLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.lte", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28956,9 +29680,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.AdjustmentType != nil { + if params.DividendYield != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjustment_type", runtime.ParamLocationQuery, *params.AdjustmentType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield", runtime.ParamLocationQuery, *params.DividendYield); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28972,9 +29696,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.AdjustmentTypeAnyOf != nil { + if params.DividendYieldGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjustment_type.any_of", runtime.ParamLocationQuery, *params.AdjustmentTypeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gt", runtime.ParamLocationQuery, *params.DividendYieldGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28988,9 +29712,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.Limit != nil { + if params.DividendYieldGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gte", runtime.ParamLocationQuery, *params.DividendYieldGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29004,9 +29728,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.Sort != nil { + if params.DividendYieldLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.lt", runtime.ParamLocationQuery, *params.DividendYieldLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29020,42 +29744,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksVXFloatRequest generates requests for GetStocksVXFloat -func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/vX/float") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Ticker != nil { + if params.DividendYieldLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.lte", runtime.ParamLocationQuery, *params.DividendYieldLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29069,9 +29760,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerAnyOf != nil { + if params.ReturnOnAssets != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets", runtime.ParamLocationQuery, *params.ReturnOnAssets); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29085,9 +29776,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerGt != nil { + if params.ReturnOnAssetsGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.gt", runtime.ParamLocationQuery, *params.ReturnOnAssetsGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29101,9 +29792,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerGte != nil { + if params.ReturnOnAssetsGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.gte", runtime.ParamLocationQuery, *params.ReturnOnAssetsGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29117,9 +29808,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerLt != nil { + if params.ReturnOnAssetsLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.lt", runtime.ParamLocationQuery, *params.ReturnOnAssetsLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29133,9 +29824,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerLte != nil { + if params.ReturnOnAssetsLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets.lte", runtime.ParamLocationQuery, *params.ReturnOnAssetsLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29149,9 +29840,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercent != nil { + if params.ReturnOnEquity != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent", runtime.ParamLocationQuery, *params.FreeFloatPercent); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity", runtime.ParamLocationQuery, *params.ReturnOnEquity); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29165,9 +29856,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentGt != nil { + if params.ReturnOnEquityGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.gt", runtime.ParamLocationQuery, *params.FreeFloatPercentGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.gt", runtime.ParamLocationQuery, *params.ReturnOnEquityGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29181,9 +29872,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentGte != nil { + if params.ReturnOnEquityGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.gte", runtime.ParamLocationQuery, *params.FreeFloatPercentGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.gte", runtime.ParamLocationQuery, *params.ReturnOnEquityGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29197,9 +29888,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentLt != nil { + if params.ReturnOnEquityLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.lt", runtime.ParamLocationQuery, *params.FreeFloatPercentLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.lt", runtime.ParamLocationQuery, *params.ReturnOnEquityLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29213,9 +29904,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentLte != nil { + if params.ReturnOnEquityLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.lte", runtime.ParamLocationQuery, *params.FreeFloatPercentLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity.lte", runtime.ParamLocationQuery, *params.ReturnOnEquityLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29229,9 +29920,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.Limit != nil { + if params.DebtToEquity != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity", runtime.ParamLocationQuery, *params.DebtToEquity); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29245,9 +29936,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.Sort != nil { + if params.DebtToEquityGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.gt", runtime.ParamLocationQuery, *params.DebtToEquityGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29261,42 +29952,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetTmxV1CorporateEventsRequest generates requests for GetTmxV1CorporateEvents -func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateEventsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/tmx/v1/corporate-events") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Date != nil { + if params.DebtToEquityGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.gte", runtime.ParamLocationQuery, *params.DebtToEquityGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29310,9 +29968,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateAnyOf != nil { + if params.DebtToEquityLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.lt", runtime.ParamLocationQuery, *params.DebtToEquityLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29326,9 +29984,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateGt != nil { + if params.DebtToEquityLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity.lte", runtime.ParamLocationQuery, *params.DebtToEquityLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29342,9 +30000,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateGte != nil { + if params.Current != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current", runtime.ParamLocationQuery, *params.Current); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29358,9 +30016,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateLt != nil { + if params.CurrentGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gt", runtime.ParamLocationQuery, *params.CurrentGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29374,9 +30032,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateLte != nil { + if params.CurrentGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gte", runtime.ParamLocationQuery, *params.CurrentGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29390,9 +30048,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Type != nil { + if params.CurrentLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lt", runtime.ParamLocationQuery, *params.CurrentLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29406,9 +30064,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeAnyOf != nil { + if params.CurrentLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lte", runtime.ParamLocationQuery, *params.CurrentLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29422,9 +30080,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeGt != nil { + if params.Quick != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gt", runtime.ParamLocationQuery, *params.TypeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick", runtime.ParamLocationQuery, *params.Quick); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29438,9 +30096,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeGte != nil { + if params.QuickGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gte", runtime.ParamLocationQuery, *params.TypeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gt", runtime.ParamLocationQuery, *params.QuickGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29454,9 +30112,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeLt != nil { + if params.QuickGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lt", runtime.ParamLocationQuery, *params.TypeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gte", runtime.ParamLocationQuery, *params.QuickGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29470,9 +30128,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeLte != nil { + if params.QuickLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lte", runtime.ParamLocationQuery, *params.TypeLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lt", runtime.ParamLocationQuery, *params.QuickLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29486,9 +30144,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Status != nil { + if params.QuickLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status", runtime.ParamLocationQuery, *params.Status); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lte", runtime.ParamLocationQuery, *params.QuickLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29502,9 +30160,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusAnyOf != nil { + if params.Cash != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.any_of", runtime.ParamLocationQuery, *params.StatusAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash", runtime.ParamLocationQuery, *params.Cash); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29518,9 +30176,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusGt != nil { + if params.CashGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gt", runtime.ParamLocationQuery, *params.StatusGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gt", runtime.ParamLocationQuery, *params.CashGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29534,9 +30192,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusGte != nil { + if params.CashGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gte", runtime.ParamLocationQuery, *params.StatusGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gte", runtime.ParamLocationQuery, *params.CashGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29550,9 +30208,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusLt != nil { + if params.CashLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lt", runtime.ParamLocationQuery, *params.StatusLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lt", runtime.ParamLocationQuery, *params.CashLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29566,9 +30224,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusLte != nil { + if params.CashLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lte", runtime.ParamLocationQuery, *params.StatusLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lte", runtime.ParamLocationQuery, *params.CashLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29582,9 +30240,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Ticker != nil { + if params.EvToSales != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales", runtime.ParamLocationQuery, *params.EvToSales); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29598,9 +30256,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TickerAnyOf != nil { + if params.EvToSalesGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.gt", runtime.ParamLocationQuery, *params.EvToSalesGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29614,9 +30272,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TickerGt != nil { + if params.EvToSalesGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.gte", runtime.ParamLocationQuery, *params.EvToSalesGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29630,9 +30288,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TickerGte != nil { + if params.EvToSalesLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.lt", runtime.ParamLocationQuery, *params.EvToSalesLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29646,9 +30304,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TickerLt != nil { + if params.EvToSalesLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales.lte", runtime.ParamLocationQuery, *params.EvToSalesLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29662,9 +30320,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TickerLte != nil { + if params.EvToEbitda != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda", runtime.ParamLocationQuery, *params.EvToEbitda); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29678,9 +30336,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Isin != nil { + if params.EvToEbitdaGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.gt", runtime.ParamLocationQuery, *params.EvToEbitdaGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29694,9 +30352,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.IsinAnyOf != nil { + if params.EvToEbitdaGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.gte", runtime.ParamLocationQuery, *params.EvToEbitdaGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29710,9 +30368,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.IsinGt != nil { + if params.EvToEbitdaLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.lt", runtime.ParamLocationQuery, *params.EvToEbitdaLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29726,9 +30384,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.IsinGte != nil { + if params.EvToEbitdaLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_ebitda.lte", runtime.ParamLocationQuery, *params.EvToEbitdaLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29742,9 +30400,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.IsinLt != nil { + if params.EnterpriseValue != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value", runtime.ParamLocationQuery, *params.EnterpriseValue); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29758,9 +30416,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.IsinLte != nil { + if params.EnterpriseValueGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gt", runtime.ParamLocationQuery, *params.EnterpriseValueGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29774,9 +30432,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenue != nil { + if params.EnterpriseValueGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gte", runtime.ParamLocationQuery, *params.EnterpriseValueGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29790,9 +30448,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueAnyOf != nil { + if params.EnterpriseValueLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lt", runtime.ParamLocationQuery, *params.EnterpriseValueLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29806,9 +30464,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueGt != nil { + if params.EnterpriseValueLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lte", runtime.ParamLocationQuery, *params.EnterpriseValueLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29822,9 +30480,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueGte != nil { + if params.FreeCashFlow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow", runtime.ParamLocationQuery, *params.FreeCashFlow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29838,9 +30496,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueLt != nil { + if params.FreeCashFlowGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.gt", runtime.ParamLocationQuery, *params.FreeCashFlowGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29854,9 +30512,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueLte != nil { + if params.FreeCashFlowGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.gte", runtime.ParamLocationQuery, *params.FreeCashFlowGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29870,9 +30528,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyId != nil { + if params.FreeCashFlowLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id", runtime.ParamLocationQuery, *params.TmxCompanyId); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.lt", runtime.ParamLocationQuery, *params.FreeCashFlowLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29886,9 +30544,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdGt != nil { + if params.FreeCashFlowLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.gt", runtime.ParamLocationQuery, *params.TmxCompanyIdGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow.lte", runtime.ParamLocationQuery, *params.FreeCashFlowLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29902,9 +30560,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdGte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.gte", runtime.ParamLocationQuery, *params.TmxCompanyIdGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29918,9 +30576,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lt", runtime.ParamLocationQuery, *params.TmxCompanyIdLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29934,25 +30592,42 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lte", runtime.ParamLocationQuery, *params.TmxCompanyIdLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.TmxRecordId != nil { +// NewGetStocksTaxonomiesVXRiskFactorsRequest generates requests for GetStocksTaxonomiesVXRiskFactors +func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocksTaxonomiesVXRiskFactorsParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id", runtime.ParamLocationQuery, *params.TmxRecordId); err != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/taxonomies/vX/risk-factors") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Taxonomy != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy", runtime.ParamLocationQuery, *params.Taxonomy); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29966,9 +30641,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdAnyOf != nil { + if params.TaxonomyGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.any_of", runtime.ParamLocationQuery, *params.TmxRecordIdAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gt", runtime.ParamLocationQuery, *params.TaxonomyGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29982,9 +30657,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdGt != nil { + if params.TaxonomyGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.gt", runtime.ParamLocationQuery, *params.TmxRecordIdGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gte", runtime.ParamLocationQuery, *params.TaxonomyGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29998,9 +30673,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdGte != nil { + if params.TaxonomyLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.gte", runtime.ParamLocationQuery, *params.TmxRecordIdGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lt", runtime.ParamLocationQuery, *params.TaxonomyLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30014,9 +30689,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdLt != nil { + if params.TaxonomyLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.lt", runtime.ParamLocationQuery, *params.TmxRecordIdLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lte", runtime.ParamLocationQuery, *params.TaxonomyLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30030,9 +30705,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdLte != nil { + if params.PrimaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.lte", runtime.ParamLocationQuery, *params.TmxRecordIdLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category", runtime.ParamLocationQuery, *params.PrimaryCategory); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30046,9 +30721,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Limit != nil { + if params.PrimaryCategoryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.any_of", runtime.ParamLocationQuery, *params.PrimaryCategoryAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30062,9 +30737,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Sort != nil { + if params.PrimaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gt", runtime.ParamLocationQuery, *params.PrimaryCategoryGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30078,56 +30753,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetCurrencyConversionRequest generates requests for GetCurrencyConversion -func NewGetCurrencyConversionRequest(server string, from string, to string, params *GetCurrencyConversionParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/conversion/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Amount != nil { + if params.PrimaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "amount", runtime.ParamLocationQuery, *params.Amount); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gte", runtime.ParamLocationQuery, *params.PrimaryCategoryGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30141,9 +30769,9 @@ func NewGetCurrencyConversionRequest(server string, from string, to string, para } - if params.Precision != nil { + if params.PrimaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "precision", runtime.ParamLocationQuery, *params.Precision); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lt", runtime.ParamLocationQuery, *params.PrimaryCategoryLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30157,63 +30785,9 @@ func NewGetCurrencyConversionRequest(server string, from string, to string, para } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewDeprecatedGetHistoricCryptoTradesRequest generates requests for DeprecatedGetHistoricCryptoTrades -func NewDeprecatedGetHistoricCryptoTradesRequest(server string, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } - - var pathParam2 string - - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/historic/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Offset != nil { + if params.PrimaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "offset", runtime.ParamLocationQuery, *params.Offset); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lte", runtime.ParamLocationQuery, *params.PrimaryCategoryLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30227,9 +30801,9 @@ func NewDeprecatedGetHistoricCryptoTradesRequest(server string, from string, to } - if params.Limit != nil { + if params.SecondaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category", runtime.ParamLocationQuery, *params.SecondaryCategory); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30243,63 +30817,9 @@ func NewDeprecatedGetHistoricCryptoTradesRequest(server string, from string, to } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewDeprecatedGetHistoricForexQuotesRequest generates requests for DeprecatedGetHistoricForexQuotes -func NewDeprecatedGetHistoricForexQuotesRequest(server string, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } - - var pathParam2 string - - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/historic/forex/%s/%s/%s", pathParam0, pathParam1, pathParam2) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Offset != nil { + if params.SecondaryCategoryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "offset", runtime.ParamLocationQuery, *params.Offset); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.any_of", runtime.ParamLocationQuery, *params.SecondaryCategoryAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30313,9 +30833,9 @@ func NewDeprecatedGetHistoricForexQuotesRequest(server string, from string, to s } - if params.Limit != nil { + if params.SecondaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gt", runtime.ParamLocationQuery, *params.SecondaryCategoryGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30329,49 +30849,9 @@ func NewDeprecatedGetHistoricForexQuotesRequest(server string, from string, to s } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetCryptoEMARequest generates requests for GetCryptoEMA -func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCryptoEMAParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { + if params.SecondaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gte", runtime.ParamLocationQuery, *params.SecondaryCategoryGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30385,9 +30865,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Timespan != nil { + if params.SecondaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lt", runtime.ParamLocationQuery, *params.SecondaryCategoryLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30401,9 +30881,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Window != nil { + if params.SecondaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lte", runtime.ParamLocationQuery, *params.SecondaryCategoryLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30417,9 +30897,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.SeriesType != nil { + if params.TertiaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category", runtime.ParamLocationQuery, *params.TertiaryCategory); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30433,9 +30913,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.ExpandUnderlying != nil { + if params.TertiaryCategoryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.any_of", runtime.ParamLocationQuery, *params.TertiaryCategoryAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30449,9 +30929,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Order != nil { + if params.TertiaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gt", runtime.ParamLocationQuery, *params.TertiaryCategoryGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30465,9 +30945,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Limit != nil { + if params.TertiaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gte", runtime.ParamLocationQuery, *params.TertiaryCategoryGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30481,9 +30961,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampGte != nil { + if params.TertiaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lt", runtime.ParamLocationQuery, *params.TertiaryCategoryLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30497,9 +30977,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampGt != nil { + if params.TertiaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lte", runtime.ParamLocationQuery, *params.TertiaryCategoryLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30513,9 +30993,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30529,9 +31009,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30556,23 +31036,16 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt return req, nil } -// NewGetForexEMARequest generates requests for GetForexEMA -func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAParams) (*http.Request, error) { +// NewGetStocksV1DividendsRequest generates requests for GetStocksV1Dividends +func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + operationPath := fmt.Sprintf("/stocks/v1/dividends") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -30585,9 +31058,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30601,9 +31074,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.Timespan != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30617,9 +31090,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.Adjusted != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30633,9 +31106,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.Window != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30649,9 +31122,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.SeriesType != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30665,9 +31138,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.ExpandUnderlying != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30681,9 +31154,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.Order != nil { + if params.ExDividendDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30697,9 +31170,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.Limit != nil { + if params.ExDividendDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gt", runtime.ParamLocationQuery, *params.ExDividendDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30713,9 +31186,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.TimestampGte != nil { + if params.ExDividendDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gte", runtime.ParamLocationQuery, *params.ExDividendDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30729,9 +31202,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.TimestampGt != nil { + if params.ExDividendDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lt", runtime.ParamLocationQuery, *params.ExDividendDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30745,9 +31218,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.TimestampLte != nil { + if params.ExDividendDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lte", runtime.ParamLocationQuery, *params.ExDividendDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30761,9 +31234,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - if params.TimestampLt != nil { + if params.Frequency != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30777,65 +31250,9 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - queryURL.RawQuery = queryValues.Encode() - } + if params.FrequencyGt != nil { - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetIndicesEMARequest generates requests for GetIndicesEMA -func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetIndicesEMAParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.Timespan != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gt", runtime.ParamLocationQuery, *params.FrequencyGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30849,9 +31266,9 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - if params.Adjusted != nil { + if params.FrequencyGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gte", runtime.ParamLocationQuery, *params.FrequencyGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30865,9 +31282,9 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - if params.Window != nil { + if params.FrequencyLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lt", runtime.ParamLocationQuery, *params.FrequencyLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30881,9 +31298,9 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - if params.SeriesType != nil { + if params.FrequencyLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lte", runtime.ParamLocationQuery, *params.FrequencyLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30897,9 +31314,9 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - if params.ExpandUnderlying != nil { + if params.DistributionType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "distribution_type", runtime.ParamLocationQuery, *params.DistributionType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30913,9 +31330,9 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - if params.Order != nil { + if params.DistributionTypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "distribution_type.any_of", runtime.ParamLocationQuery, *params.DistributionTypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30945,9 +31362,9 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - if params.TimestampGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30961,41 +31378,42 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - if params.TimestampGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.TimestampLte != nil { +// NewGetStocksV1ExchangesRequest generates requests for GetStocksV1Exchanges +func NewGetStocksV1ExchangesRequest(server string, params *GetStocksV1ExchangesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - } + operationPath := fmt.Sprintf("/stocks/v1/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if params.TimestampLt != nil { + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if params != nil { + queryValues := queryURL.Query() + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31020,23 +31438,16 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd return req, nil } -// NewGetOptionsEMARequest generates requests for GetOptionsEMA -func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOptionsEMAParams) (*http.Request, error) { +// NewGetStocksV1ShortInterestRequest generates requests for GetStocksV1ShortInterest +func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortInterestParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + operationPath := fmt.Sprintf("/stocks/v1/short-interest") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -31049,9 +31460,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31065,9 +31476,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.Timespan != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31081,9 +31492,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.Adjusted != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31097,9 +31508,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.Window != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31113,9 +31524,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.SeriesType != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31129,9 +31540,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.ExpandUnderlying != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31145,9 +31556,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.Order != nil { + if params.DaysToCover != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover", runtime.ParamLocationQuery, *params.DaysToCover); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31161,9 +31572,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.Limit != nil { + if params.DaysToCoverAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.any_of", runtime.ParamLocationQuery, *params.DaysToCoverAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31177,9 +31588,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampGte != nil { + if params.DaysToCoverGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.gt", runtime.ParamLocationQuery, *params.DaysToCoverGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31193,9 +31604,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampGt != nil { + if params.DaysToCoverGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.gte", runtime.ParamLocationQuery, *params.DaysToCoverGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31209,9 +31620,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampLte != nil { + if params.DaysToCoverLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.lt", runtime.ParamLocationQuery, *params.DaysToCoverLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31225,9 +31636,9 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampLt != nil { + if params.DaysToCoverLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover.lte", runtime.ParamLocationQuery, *params.DaysToCoverLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31241,49 +31652,41 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksEMARequest generates requests for GetStocksEMA -func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocksEMAParams) (*http.Request, error) { - var err error - - var pathParam0 string + if params.SettlementDate != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date", runtime.ParamLocationQuery, *params.SettlementDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.SettlementDateAnyOf != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.any_of", runtime.ParamLocationQuery, *params.SettlementDateAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Timestamp != nil { + if params.SettlementDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gt", runtime.ParamLocationQuery, *params.SettlementDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31297,9 +31700,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.Timespan != nil { + if params.SettlementDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gte", runtime.ParamLocationQuery, *params.SettlementDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31313,9 +31716,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.Adjusted != nil { + if params.SettlementDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lt", runtime.ParamLocationQuery, *params.SettlementDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31329,9 +31732,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.Window != nil { + if params.SettlementDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lte", runtime.ParamLocationQuery, *params.SettlementDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31345,9 +31748,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.SeriesType != nil { + if params.AvgDailyVolume != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume", runtime.ParamLocationQuery, *params.AvgDailyVolume); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31361,9 +31764,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.ExpandUnderlying != nil { + if params.AvgDailyVolumeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.any_of", runtime.ParamLocationQuery, *params.AvgDailyVolumeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31377,9 +31780,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.Order != nil { + if params.AvgDailyVolumeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.gt", runtime.ParamLocationQuery, *params.AvgDailyVolumeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31393,9 +31796,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.Limit != nil { + if params.AvgDailyVolumeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.gte", runtime.ParamLocationQuery, *params.AvgDailyVolumeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31409,9 +31812,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.TimestampGte != nil { + if params.AvgDailyVolumeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.lt", runtime.ParamLocationQuery, *params.AvgDailyVolumeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31425,9 +31828,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.TimestampGt != nil { + if params.AvgDailyVolumeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume.lte", runtime.ParamLocationQuery, *params.AvgDailyVolumeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31441,9 +31844,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.TimestampLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31457,9 +31860,9 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks } - if params.TimestampLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31484,23 +31887,16 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks return req, nil } -// NewGetCryptoMACDRequest generates requests for GetCryptoMACD -func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryptoMACDParams) (*http.Request, error) { +// NewGetStocksV1ShortVolumeRequest generates requests for GetStocksV1ShortVolume +func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVolumeParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/stocks/v1/short-volume") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -31513,9 +31909,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31529,9 +31925,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.Timespan != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31545,9 +31941,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.ShortWindow != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31561,9 +31957,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.LongWindow != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31577,9 +31973,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.SignalWindow != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31593,9 +31989,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.SeriesType != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31609,9 +32005,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.ExpandUnderlying != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31625,9 +32021,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.Order != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31641,9 +32037,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.Limit != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31657,9 +32053,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.TimestampGte != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31673,9 +32069,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.TimestampGt != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31689,9 +32085,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.TimestampLte != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31705,9 +32101,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.TimestampLt != nil { + if params.ShortVolumeRatio != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio", runtime.ParamLocationQuery, *params.ShortVolumeRatio); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31721,49 +32117,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetForexMACDRequest generates requests for GetForexMACD -func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACDParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { + if params.ShortVolumeRatioAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.any_of", runtime.ParamLocationQuery, *params.ShortVolumeRatioAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31777,9 +32133,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.Timespan != nil { + if params.ShortVolumeRatioGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.gt", runtime.ParamLocationQuery, *params.ShortVolumeRatioGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31793,9 +32149,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.Adjusted != nil { + if params.ShortVolumeRatioGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.gte", runtime.ParamLocationQuery, *params.ShortVolumeRatioGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31809,9 +32165,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.ShortWindow != nil { + if params.ShortVolumeRatioLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.lt", runtime.ParamLocationQuery, *params.ShortVolumeRatioLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31825,9 +32181,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.LongWindow != nil { + if params.ShortVolumeRatioLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio.lte", runtime.ParamLocationQuery, *params.ShortVolumeRatioLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31841,9 +32197,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.SignalWindow != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31857,9 +32213,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.SeriesType != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31873,57 +32229,42 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.ExpandUnderlying != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL.RawQuery = queryValues.Encode() + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.Order != nil { + return req, nil +} - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewGetStocksV1SplitsRequest generates requests for GetStocksV1Splits +func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) (*http.Request, error) { + var err error - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if params.Limit != nil { + operationPath := fmt.Sprintf("/stocks/v1/splits") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - } + if params != nil { + queryValues := queryURL.Query() - if params.TimestampGte != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31937,9 +32278,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.TimestampGt != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31953,9 +32294,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.TimestampLte != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31969,9 +32310,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.TimestampLt != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31985,49 +32326,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetIndicesMACDRequest generates requests for GetIndicesMACD -func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIndicesMACDParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32041,9 +32342,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.Timespan != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32057,9 +32358,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.Adjusted != nil { + if params.ExecutionDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date", runtime.ParamLocationQuery, *params.ExecutionDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32073,9 +32374,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.ShortWindow != nil { + if params.ExecutionDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32089,9 +32390,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.LongWindow != nil { + if params.ExecutionDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32105,9 +32406,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.SignalWindow != nil { + if params.ExecutionDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32121,9 +32422,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.SeriesType != nil { + if params.ExecutionDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32137,9 +32438,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.ExpandUnderlying != nil { + if params.AdjustmentType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjustment_type", runtime.ParamLocationQuery, *params.AdjustmentType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32153,9 +32454,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.Order != nil { + if params.AdjustmentTypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjustment_type.any_of", runtime.ParamLocationQuery, *params.AdjustmentTypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32185,57 +32486,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - if params.TimestampGte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TimestampGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TimestampLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TimestampLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32260,23 +32513,16 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn return req, nil } -// NewGetOptionsMACDRequest generates requests for GetOptionsMACD -func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOptionsMACDParams) (*http.Request, error) { +// NewGetStocksVXFloatRequest generates requests for GetStocksVXFloat +func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/stocks/vX/float") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -32289,25 +32535,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.Timespan != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32321,9 +32551,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.Adjusted != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32337,9 +32567,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.ShortWindow != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32353,9 +32583,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.LongWindow != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32369,9 +32599,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.SignalWindow != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32385,9 +32615,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.SeriesType != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32401,9 +32631,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.ExpandUnderlying != nil { + if params.FreeFloatPercent != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent", runtime.ParamLocationQuery, *params.FreeFloatPercent); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32417,9 +32647,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.Order != nil { + if params.FreeFloatPercentGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.gt", runtime.ParamLocationQuery, *params.FreeFloatPercentGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32433,9 +32663,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.Limit != nil { + if params.FreeFloatPercentGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.gte", runtime.ParamLocationQuery, *params.FreeFloatPercentGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32449,9 +32679,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.TimestampGte != nil { + if params.FreeFloatPercentLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.lt", runtime.ParamLocationQuery, *params.FreeFloatPercentLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32465,9 +32695,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.TimestampGt != nil { + if params.FreeFloatPercentLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent.lte", runtime.ParamLocationQuery, *params.FreeFloatPercentLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32481,9 +32711,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.TimestampLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32497,9 +32727,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - if params.TimestampLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32524,23 +32754,16 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp return req, nil } -// NewGetStocksMACDRequest generates requests for GetStocksMACD -func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStocksMACDParams) (*http.Request, error) { +// NewGetTmxV1CorporateEventsRequest generates requests for GetTmxV1CorporateEvents +func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateEventsParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/tmx/v1/corporate-events") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -32553,9 +32776,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32569,9 +32792,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.Timespan != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32585,9 +32808,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.Adjusted != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32601,9 +32824,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.ShortWindow != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32617,9 +32840,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.LongWindow != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32633,9 +32856,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.SignalWindow != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32649,9 +32872,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.SeriesType != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32665,9 +32888,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.ExpandUnderlying != nil { + if params.TypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32681,9 +32904,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.Order != nil { + if params.TypeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gt", runtime.ParamLocationQuery, *params.TypeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32697,9 +32920,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.Limit != nil { + if params.TypeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gte", runtime.ParamLocationQuery, *params.TypeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32713,9 +32936,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.TimestampGte != nil { + if params.TypeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lt", runtime.ParamLocationQuery, *params.TypeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32729,9 +32952,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.TimestampGt != nil { + if params.TypeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lte", runtime.ParamLocationQuery, *params.TypeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32745,9 +32968,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.TimestampLte != nil { + if params.Status != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status", runtime.ParamLocationQuery, *params.Status); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32761,9 +32984,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - if params.TimestampLt != nil { + if params.StatusAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.any_of", runtime.ParamLocationQuery, *params.StatusAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32777,49 +33000,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetCryptoRSIRequest generates requests for GetCryptoRSI -func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCryptoRSIParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { + if params.StatusGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gt", runtime.ParamLocationQuery, *params.StatusGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32833,9 +33016,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.Timespan != nil { + if params.StatusGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gte", runtime.ParamLocationQuery, *params.StatusGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32849,9 +33032,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.Window != nil { + if params.StatusLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lt", runtime.ParamLocationQuery, *params.StatusLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32865,9 +33048,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.SeriesType != nil { + if params.StatusLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lte", runtime.ParamLocationQuery, *params.StatusLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32881,9 +33064,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.ExpandUnderlying != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32897,9 +33080,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.Order != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32913,9 +33096,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.Limit != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32929,9 +33112,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampGte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32945,9 +33128,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampGt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32961,9 +33144,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampLte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32977,9 +33160,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - if params.TimestampLt != nil { + if params.Isin != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32993,49 +33176,9 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetForexRSIRequest generates requests for GetForexRSI -func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { + if params.IsinAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33049,9 +33192,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Timespan != nil { + if params.IsinGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33065,9 +33208,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Adjusted != nil { + if params.IsinGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33081,9 +33224,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Window != nil { + if params.IsinLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33097,9 +33240,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.SeriesType != nil { + if params.IsinLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33113,9 +33256,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.ExpandUnderlying != nil { + if params.TradingVenue != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33129,9 +33272,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Order != nil { + if params.TradingVenueAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.any_of", runtime.ParamLocationQuery, *params.TradingVenueAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33145,9 +33288,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Limit != nil { + if params.TradingVenueGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33161,9 +33304,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampGte != nil { + if params.TradingVenueGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33177,9 +33320,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampGt != nil { + if params.TradingVenueLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33193,9 +33336,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampLte != nil { + if params.TradingVenueLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33209,9 +33352,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampLt != nil { + if params.TmxCompanyId != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id", runtime.ParamLocationQuery, *params.TmxCompanyId); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33225,49 +33368,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetIndicesRSIRequest generates requests for GetIndicesRSI -func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetIndicesRSIParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { + if params.TmxCompanyIdGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.gt", runtime.ParamLocationQuery, *params.TmxCompanyIdGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33281,9 +33384,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Timespan != nil { + if params.TmxCompanyIdGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.gte", runtime.ParamLocationQuery, *params.TmxCompanyIdGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33297,9 +33400,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Adjusted != nil { + if params.TmxCompanyIdLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lt", runtime.ParamLocationQuery, *params.TmxCompanyIdLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33313,9 +33416,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Window != nil { + if params.TmxCompanyIdLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lte", runtime.ParamLocationQuery, *params.TmxCompanyIdLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33329,9 +33432,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.SeriesType != nil { + if params.TmxRecordId != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id", runtime.ParamLocationQuery, *params.TmxRecordId); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33345,9 +33448,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.ExpandUnderlying != nil { + if params.TmxRecordIdAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.any_of", runtime.ParamLocationQuery, *params.TmxRecordIdAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33361,9 +33464,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Order != nil { + if params.TmxRecordIdGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.gt", runtime.ParamLocationQuery, *params.TmxRecordIdGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33377,9 +33480,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Limit != nil { + if params.TmxRecordIdGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.gte", runtime.ParamLocationQuery, *params.TmxRecordIdGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33393,9 +33496,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampGte != nil { + if params.TmxRecordIdLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.lt", runtime.ParamLocationQuery, *params.TmxRecordIdLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33409,9 +33512,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampGt != nil { + if params.TmxRecordIdLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id.lte", runtime.ParamLocationQuery, *params.TmxRecordIdLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33425,9 +33528,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33441,9 +33544,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33468,13 +33571,20 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd return req, nil } -// NewGetOptionsRSIRequest generates requests for GetOptionsRSI -func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOptionsRSIParams) (*http.Request, error) { +// NewGetCurrencyConversionRequest generates requests for GetCurrencyConversion +func NewGetCurrencyConversionRequest(server string, from string, to string, params *GetCurrencyConversionParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) if err != nil { return nil, err } @@ -33484,7 +33594,7 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/conversion/%s/%s", pathParam0, pathParam1) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -33497,9 +33607,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Amount != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "amount", runtime.ParamLocationQuery, *params.Amount); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33513,9 +33623,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.Timespan != nil { + if params.Precision != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "precision", runtime.ParamLocationQuery, *params.Precision); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33529,73 +33639,63 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.Adjusted != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.Window != nil { +// NewDeprecatedGetHistoricCryptoTradesRequest generates requests for DeprecatedGetHistoricCryptoTrades +func NewDeprecatedGetHistoricCryptoTradesRequest(server string, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } - if params.SeriesType != nil { + var pathParam1 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } - } + var pathParam2 string - if params.ExpandUnderlying != nil { + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - } + operationPath := fmt.Sprintf("/v1/historic/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if params.Order != nil { + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if params != nil { + queryValues := queryURL.Query() + + if params.Offset != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "offset", runtime.ParamLocationQuery, *params.Offset); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33625,41 +33725,63 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.TimestampGt != nil { +// NewDeprecatedGetHistoricForexQuotesRequest generates requests for DeprecatedGetHistoricForexQuotes +func NewDeprecatedGetHistoricForexQuotesRequest(server string, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } - if params.TimestampLte != nil { + var pathParam1 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/historic/forex/%s/%s/%s", pathParam0, pathParam1, pathParam2) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Offset != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "offset", runtime.ParamLocationQuery, *params.Offset); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33673,9 +33795,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampLt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33700,13 +33822,13 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt return req, nil } -// NewGetStocksRSIRequest generates requests for GetStocksRSI -func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocksRSIParams) (*http.Request, error) { +// NewGetCryptoEMARequest generates requests for GetCryptoEMA +func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCryptoEMAParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) if err != nil { return nil, err } @@ -33716,7 +33838,7 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -33761,22 +33883,6 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks } - if params.Adjusted != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - if params.Window != nil { if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { @@ -33932,13 +34038,13 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks return req, nil } -// NewGetCryptoSMARequest generates requests for GetCryptoSMA -func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCryptoSMAParams) (*http.Request, error) { +// NewGetForexEMARequest generates requests for GetForexEMA +func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) if err != nil { return nil, err } @@ -33948,7 +34054,7 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -33993,6 +34099,22 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt } + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + if params.Window != nil { if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { @@ -34148,13 +34270,13 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt return req, nil } -// NewGetForexSMARequest generates requests for GetForexSMA -func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAParams) (*http.Request, error) { +// NewGetIndicesEMARequest generates requests for GetIndicesEMA +func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetIndicesEMAParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) if err != nil { return nil, err } @@ -34164,7 +34286,7 @@ func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAPa return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -34380,13 +34502,13 @@ func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAPa return req, nil } -// NewGetIndicesSMARequest generates requests for GetIndicesSMA -func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetIndicesSMAParams) (*http.Request, error) { +// NewGetOptionsEMARequest generates requests for GetOptionsEMA +func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOptionsEMAParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -34396,7 +34518,7 @@ func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetInd return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -34612,13 +34734,13 @@ func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetInd return req, nil } -// NewGetOptionsSMARequest generates requests for GetOptionsSMA -func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOptionsSMAParams) (*http.Request, error) { +// NewGetStocksEMARequest generates requests for GetStocksEMA +func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocksEMAParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) if err != nil { return nil, err } @@ -34628,7 +34750,7 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -34844,13 +34966,13 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt return req, nil } -// NewGetStocksSMARequest generates requests for GetStocksSMA -func NewGetStocksSMARequest(server string, stockTicker string, params *GetStocksSMAParams) (*http.Request, error) { +// NewGetCryptoMACDRequest generates requests for GetCryptoMACD +func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryptoMACDParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) if err != nil { return nil, err } @@ -34860,7 +34982,255 @@ func NewGetStocksSMARequest(server string, stockTicker string, params *GetStocks return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ShortWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LongWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SignalWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SeriesType != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Limit != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexMACDRequest generates requests for GetForexMACD +func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACDParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -34921,9 +35291,41 @@ func NewGetStocksSMARequest(server string, stockTicker string, params *GetStocks } - if params.Window != nil { + if params.ShortWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.LongWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.SignalWindow != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35076,163 +35478,13 @@ func NewGetStocksSMARequest(server string, stockTicker string, params *GetStocks return req, nil } -// NewGetLastCryptoTradeRequest generates requests for GetLastCryptoTrade -func NewGetLastCryptoTradeRequest(server string, from string, to string) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/last/crypto/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetLastCurrencyQuoteRequest generates requests for GetLastCurrencyQuote -func NewGetLastCurrencyQuoteRequest(server string, from string, to string) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/last_quote/currencies/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetMarketStatusRequest generates requests for GetMarketStatus -func NewGetMarketStatusRequest(server string) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/marketstatus/now") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetMarketHolidaysRequest generates requests for GetMarketHolidays -func NewGetMarketHolidaysRequest(server string) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/marketstatus/upcoming") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetCryptoOpenCloseRequest generates requests for GetCryptoOpenClose -func NewGetCryptoOpenCloseRequest(server string, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams) (*http.Request, error) { +// NewGetIndicesMACDRequest generates requests for GetIndicesMACD +func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIndicesMACDParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } - - var pathParam2 string - - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) if err != nil { return nil, err } @@ -35242,7 +35494,7 @@ func NewGetCryptoOpenCloseRequest(server string, from string, to string, date op return nil, err } - operationPath := fmt.Sprintf("/v1/open-close/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -35255,9 +35507,9 @@ func NewGetCryptoOpenCloseRequest(server string, from string, to string, date op if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35271,97 +35523,9 @@ func NewGetCryptoOpenCloseRequest(server string, from string, to string, date op } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetIndicesOpenCloseRequest generates requests for GetIndicesOpenClose -func NewGetIndicesOpenCloseRequest(server string, indicesTicker string, date string) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetOptionsOpenCloseRequest generates requests for GetOptionsOpenClose -func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Adjusted != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35375,53 +35539,6 @@ func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date ope } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksOpenCloseRequest generates requests for GetStocksOpenClose -func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - if params.Adjusted != nil { if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { @@ -35438,42 +35555,9 @@ func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date opena } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetV1ReferenceIposRequest generates requests for GetV1ReferenceIpos -func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/reference/ipos") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Ticker != nil { + if params.ShortWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35487,9 +35571,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerAnyOf != nil { + if params.LongWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35503,9 +35587,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerGt != nil { + if params.SignalWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35519,9 +35603,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerGte != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35535,9 +35619,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerLt != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35551,9 +35635,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerLte != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35567,9 +35651,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCode != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35583,9 +35667,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeAnyOf != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.any_of", runtime.ParamLocationQuery, *params.UsCodeAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35599,9 +35683,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gt", runtime.ParamLocationQuery, *params.UsCodeGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35615,9 +35699,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeGte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gte", runtime.ParamLocationQuery, *params.UsCodeGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35631,9 +35715,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lt", runtime.ParamLocationQuery, *params.UsCodeLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35647,41 +35731,49 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lte", runtime.ParamLocationQuery, *params.UsCodeLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.Isin != nil { +// NewGetOptionsMACDRequest generates requests for GetOptionsMACD +func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOptionsMACDParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } - if params.IsinAnyOf != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35695,9 +35787,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinGt != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35711,9 +35803,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinGte != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35727,9 +35819,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinLt != nil { + if params.ShortWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35743,9 +35835,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinLte != nil { + if params.LongWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35759,9 +35851,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDate != nil { + if params.SignalWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date", runtime.ParamLocationQuery, *params.ListingDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35775,9 +35867,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateGt != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gt", runtime.ParamLocationQuery, *params.ListingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35791,9 +35883,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateGte != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gte", runtime.ParamLocationQuery, *params.ListingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35807,9 +35899,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateLt != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lt", runtime.ParamLocationQuery, *params.ListingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35823,9 +35915,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lte", runtime.ParamLocationQuery, *params.ListingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35839,9 +35931,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IpoStatus != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status", runtime.ParamLocationQuery, *params.IpoStatus); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35855,9 +35947,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IpoStatusAnyOf != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status.any_of", runtime.ParamLocationQuery, *params.IpoStatusAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35871,9 +35963,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.Limit != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35887,9 +35979,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.Sort != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35914,13 +36006,13 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam return req, nil } -// NewGetRelatedCompaniesRequest generates requests for GetRelatedCompanies -func NewGetRelatedCompaniesRequest(server string, ticker string) (*http.Request, error) { +// NewGetStocksMACDRequest generates requests for GetStocksMACD +func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStocksMACDParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) if err != nil { return nil, err } @@ -35930,7 +36022,7 @@ func NewGetRelatedCompaniesRequest(server string, ticker string) (*http.Request, return nil, err } - operationPath := fmt.Sprintf("/v1/related-companies/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -35940,39 +36032,12 @@ func NewGetRelatedCompaniesRequest(server string, ticker string) (*http.Request, return nil, err } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params != nil { + queryValues := queryURL.Query() - return req, nil -} + if params.Timestamp != nil { -// NewGetSnapshotSummaryRequest generates requests for GetSnapshotSummary -func NewGetSnapshotSummaryRequest(server string, params *GetSnapshotSummaryParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v1/summaries") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.TickerAnyOf != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -35986,49 +36051,57 @@ func NewGetSnapshotSummaryRequest(server string, params *GetSnapshotSummaryParam } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.Timespan != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetGroupedCryptoAggregatesRequest generates requests for GetGroupedCryptoAggregates -func NewGetGroupedCryptoAggregatesRequest(server string, date string, params *GetGroupedCryptoAggregatesParams) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.Adjusted != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/global/market/crypto/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.ShortWindow != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Adjusted != nil { + if params.LongWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36042,49 +36115,57 @@ func NewGetGroupedCryptoAggregatesRequest(server string, date string, params *Ge } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.SignalWindow != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetGroupedForexAggregatesRequest generates requests for GetGroupedForexAggregates -func NewGetGroupedForexAggregatesRequest(server string, date string, params *GetGroupedForexAggregatesParams) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.SeriesType != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/global/market/fx/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.ExpandUnderlying != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Adjusted != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36098,49 +36179,57 @@ func NewGetGroupedForexAggregatesRequest(server string, date string, params *Get } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.Limit != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetGroupedStocksAggregatesRequest generates requests for GetGroupedStocksAggregates -func NewGetGroupedStocksAggregatesRequest(server string, date string, params *GetGroupedStocksAggregatesParams) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.TimestampGte != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/us/market/stocks/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.TimestampGt != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Adjusted != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36154,9 +36243,9 @@ func NewGetGroupedStocksAggregatesRequest(server string, date string, params *Ge } - if params.IncludeOtc != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36181,8 +36270,8 @@ func NewGetGroupedStocksAggregatesRequest(server string, date string, params *Ge return req, nil } -// NewGetPreviousCryptoAggregatesRequest generates requests for GetPreviousCryptoAggregates -func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, params *GetPreviousCryptoAggregatesParams) (*http.Request, error) { +// NewGetCryptoRSIRequest generates requests for GetCryptoRSI +func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCryptoRSIParams) (*http.Request, error) { var err error var pathParam0 string @@ -36197,7 +36286,7 @@ func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, p return nil, err } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36210,9 +36299,9 @@ func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, p if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36226,77 +36315,57 @@ func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, p } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetCryptoAggregatesRequest generates requests for GetCryptoAggregates -func NewGetCryptoAggregatesRequest(server string, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) - if err != nil { - return nil, err - } - - var pathParam2 string - - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } + if params.Timespan != nil { - var pathParam3 string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } + } - var pathParam4 string + if params.Window != nil { - pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.SeriesType != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Adjusted != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36310,16 +36379,20 @@ func NewGetCryptoAggregatesRequest(server string, cryptoTicker string, multiplie } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } } } + } if params.Limit != nil { @@ -36338,49 +36411,57 @@ func NewGetCryptoAggregatesRequest(server string, cryptoTicker string, multiplie } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.TimestampGte != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetPreviousForexAggregatesRequest generates requests for GetPreviousForexAggregates -func NewGetPreviousForexAggregatesRequest(server string, forexTicker string, params *GetPreviousForexAggregatesParams) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.TimestampGt != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.TimestampLte != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Adjusted != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36405,41 +36486,13 @@ func NewGetPreviousForexAggregatesRequest(server string, forexTicker string, par return req, nil } -// NewGetForexAggregatesRequest generates requests for GetForexAggregates -func NewGetForexAggregatesRequest(server string, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams) (*http.Request, error) { +// NewGetForexRSIRequest generates requests for GetForexRSI +func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) - if err != nil { - return nil, err - } - - var pathParam2 string - - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } - - var pathParam3 string - - pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam4 string - - pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) if err != nil { return nil, err } @@ -36449,7 +36502,7 @@ func NewGetForexAggregatesRequest(server string, forexTicker string, multiplier return nil, err } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36462,9 +36515,9 @@ func NewGetForexAggregatesRequest(server string, forexTicker string, multiplier if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36478,21 +36531,9 @@ func NewGetForexAggregatesRequest(server string, forexTicker string, multiplier } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - if params.Limit != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36506,123 +36547,153 @@ func NewGetForexAggregatesRequest(server string, forexTicker string, multiplier } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.Adjusted != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetPreviousIndicesAggregatesRequest generates requests for GetPreviousIndicesAggregates -func NewGetPreviousIndicesAggregatesRequest(server string, indicesTicker string) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.Window != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.SeriesType != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + } - return req, nil -} + if params.ExpandUnderlying != nil { -// NewGetIndicesAggregatesRequest generates requests for GetIndicesAggregates -func NewGetIndicesAggregatesRequest(server string, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams) (*http.Request, error) { - var err error + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - var pathParam0 string + } - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) - if err != nil { - return nil, err - } + if params.Order != nil { - var pathParam1 string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) - if err != nil { - return nil, err - } + } - var pathParam2 string + if params.Limit != nil { - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - var pathParam3 string + } - pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } + if params.TimestampGte != nil { - var pathParam4 string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + if params.TimestampGt != nil { - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + } - if params != nil { - queryValues := queryURL.Query() + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } } } + } - if params.Limit != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36647,13 +36718,13 @@ func NewGetIndicesAggregatesRequest(server string, indicesTicker string, multipl return req, nil } -// NewGetPreviousOptionsAggregatesRequest generates requests for GetPreviousOptionsAggregates -func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, params *GetPreviousOptionsAggregatesParams) (*http.Request, error) { +// NewGetIndicesRSIRequest generates requests for GetIndicesRSI +func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetIndicesRSIParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) if err != nil { return nil, err } @@ -36663,7 +36734,7 @@ func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, return nil, err } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36676,9 +36747,9 @@ func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36692,77 +36763,73 @@ func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetOptionsAggregatesRequest generates requests for GetOptionsAggregates -func NewGetOptionsAggregatesRequest(server string, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } - - var pathParam1 string + if params.Timespan != nil { - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - var pathParam2 string + } - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } + if params.Adjusted != nil { - var pathParam3 string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } + } - var pathParam4 string + if params.Window != nil { - pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.SeriesType != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Adjusted != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36776,16 +36843,20 @@ func NewGetOptionsAggregatesRequest(server string, optionsTicker string, multipl } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) + if params.Order != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } } } + } if params.Limit != nil { @@ -36804,49 +36875,57 @@ func NewGetOptionsAggregatesRequest(server string, optionsTicker string, multipl } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.TimestampGte != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetPreviousStocksAggregatesRequest generates requests for GetPreviousStocksAggregates -func NewGetPreviousStocksAggregatesRequest(server string, stocksTicker string, params *GetPreviousStocksAggregatesParams) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.TimestampGt != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.TimestampLte != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Adjusted != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36871,41 +36950,13 @@ func NewGetPreviousStocksAggregatesRequest(server string, stocksTicker string, p return req, nil } -// NewGetStocksAggregatesRequest generates requests for GetStocksAggregates -func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams) (*http.Request, error) { +// NewGetOptionsRSIRequest generates requests for GetOptionsRSI +func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOptionsRSIParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) - if err != nil { - return nil, err - } - - var pathParam2 string - - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } - - var pathParam3 string - - pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam4 string - - pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -36915,7 +36966,7 @@ func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplie return nil, err } - operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36928,9 +36979,9 @@ func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplie if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36944,21 +36995,25 @@ func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplie } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) + if params.Timespan != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } } } + } - if params.Limit != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -36972,109 +37027,151 @@ func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplie } - queryURL.RawQuery = queryValues.Encode() - } + if params.Window != nil { - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - return req, nil -} + } -// NewGetLastStocksQuoteRequest generates requests for GetLastStocksQuote -func NewGetLastStocksQuoteRequest(server string, stocksTicker string) (*http.Request, error) { - var err error + if params.SeriesType != nil { - var pathParam0 string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) - if err != nil { - return nil, err - } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + if params.ExpandUnderlying != nil { - operationPath := fmt.Sprintf("/v2/last/nbbo/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.Order != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetLastOptionsTradeRequest generates requests for GetLastOptionsTrade -func NewGetLastOptionsTradeRequest(server string, optionsTicker string) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.Limit != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/last/trade/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.TimestampGte != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + } - return req, nil -} + if params.TimestampGt != nil { -// NewGetLastStocksTradeRequest generates requests for GetLastStocksTrade -func NewGetLastStocksTradeRequest(server string, stocksTicker string) (*http.Request, error) { - var err error + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - var pathParam0 string + } - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) - if err != nil { - return nil, err - } + if params.TimestampLte != nil { - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - operationPath := fmt.Sprintf("/v2/last/trade/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + } - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() } req, err := http.NewRequest("GET", queryURL.String(), nil) @@ -37085,16 +37182,23 @@ func NewGetLastStocksTradeRequest(server string, stocksTicker string) (*http.Req return req, nil } -// NewListNewsRequest generates requests for ListNews -func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, error) { +// NewGetStocksRSIRequest generates requests for GetStocksRSI +func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocksRSIParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v2/reference/news") + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -37107,25 +37211,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.PublishedUtc != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc", runtime.ParamLocationQuery, *params.PublishedUtc); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37139,9 +37227,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerGte != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37155,9 +37243,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerGt != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37171,9 +37259,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerLte != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37187,9 +37275,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerLt != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37203,9 +37291,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcGte != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gte", runtime.ParamLocationQuery, *params.PublishedUtcGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37219,9 +37307,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcGt != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gt", runtime.ParamLocationQuery, *params.PublishedUtcGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37235,9 +37323,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lte", runtime.ParamLocationQuery, *params.PublishedUtcLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37251,9 +37339,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcLt != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lt", runtime.ParamLocationQuery, *params.PublishedUtcLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37267,9 +37355,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.Order != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37283,9 +37371,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.Limit != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37299,9 +37387,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.Sort != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37326,16 +37414,23 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e return req, nil } -// NewGetCryptoSnapshotTickersRequest generates requests for GetCryptoSnapshotTickers -func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshotTickersParams) (*http.Request, error) { +// NewGetCryptoSMARequest generates requests for GetCryptoSMA +func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCryptoSMAParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers") + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -37348,9 +37443,9 @@ func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshot if params != nil { queryValues := queryURL.Query() - if params.Tickers != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37364,144 +37459,153 @@ func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshot } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetCryptoSnapshotTickerRequest generates requests for GetCryptoSnapshotTicker -func NewGetCryptoSnapshotTickerRequest(server string, ticker string) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } + if params.Timespan != nil { - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + } - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if params.Window != nil { - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - return req, nil -} + } -// NewDeprecatedGetCryptoSnapshotTickerBookRequest generates requests for DeprecatedGetCryptoSnapshotTickerBook -func NewDeprecatedGetCryptoSnapshotTickerBookRequest(server string, ticker string) (*http.Request, error) { - var err error + if params.SeriesType != nil { - var pathParam0 string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + if params.ExpandUnderlying != nil { - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers/%s/book", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.Order != nil { - return req, nil -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetCryptoSnapshotDirectionRequest generates requests for GetCryptoSnapshotDirection -func NewGetCryptoSnapshotDirectionRequest(server string, direction GetCryptoSnapshotDirectionParamsDirection) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.Limit != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.TimestampGte != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + } - return req, nil -} + if params.TimestampGt != nil { -// NewGetForexSnapshotTickersRequest generates requests for GetForexSnapshotTickers -func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTickersParams) (*http.Request, error) { - var err error + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.TimestampLte != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Tickers != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37526,13 +37630,13 @@ func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTi return req, nil } -// NewGetForexSnapshotTickerRequest generates requests for GetForexSnapshotTicker -func NewGetForexSnapshotTickerRequest(server string, ticker string) (*http.Request, error) { +// NewGetForexSMARequest generates requests for GetForexSMA +func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) if err != nil { return nil, err } @@ -37542,7 +37646,7 @@ func NewGetForexSnapshotTickerRequest(server string, ticker string) (*http.Reque return nil, err } - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -37552,73 +37656,12 @@ func NewGetForexSnapshotTickerRequest(server string, ticker string) (*http.Reque return nil, err } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params != nil { + queryValues := queryURL.Query() - return req, nil -} - -// NewGetForexSnapshotDirectionRequest generates requests for GetForexSnapshotDirection -func NewGetForexSnapshotDirectionRequest(server string, direction GetForexSnapshotDirectionParamsDirection) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksSnapshotTickersRequest generates requests for GetStocksSnapshotTickers -func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshotTickersParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Tickers != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37632,9 +37675,9 @@ func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshot } - if params.IncludeOtc != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37648,83 +37691,25 @@ func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshot } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksSnapshotTickerRequest generates requests for GetStocksSnapshotTicker -func NewGetStocksSnapshotTickerRequest(server string, stocksTicker string) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetStocksSnapshotDirectionRequest generates requests for GetStocksSnapshotDirection -func NewGetStocksSnapshotDirectionRequest(server string, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.Adjusted != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.IncludeOtc != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37738,56 +37723,73 @@ func NewGetStocksSnapshotDirectionRequest(server string, direction GetStocksSnap } - queryURL.RawQuery = queryValues.Encode() - } + if params.SeriesType != nil { - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - return req, nil -} + } -// NewDeprecatedGetHistoricStocksQuotesRequest generates requests for DeprecatedGetHistoricStocksQuotes -func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams) (*http.Request, error) { - var err error + if params.ExpandUnderlying != nil { - var pathParam0 string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } + } - var pathParam1 string + if params.Order != nil { - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + } - operationPath := fmt.Sprintf("/v2/ticks/stocks/nbbo/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.Limit != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Timestamp != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37801,9 +37803,9 @@ func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, d } - if params.TimestampLimit != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37817,9 +37819,9 @@ func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, d } - if params.Reverse != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37833,9 +37835,9 @@ func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, d } - if params.Limit != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37860,20 +37862,13 @@ func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, d return req, nil } -// NewDeprecatedGetHistoricStocksTradesRequest generates requests for DeprecatedGetHistoricStocksTrades -func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams) (*http.Request, error) { +// NewGetIndicesSMARequest generates requests for GetIndicesSMA +func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetIndicesSMAParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) if err != nil { return nil, err } @@ -37883,7 +37878,7 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d return nil, err } - operationPath := fmt.Sprintf("/v2/ticks/stocks/trades/%s/%s", pathParam0, pathParam1) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -37912,9 +37907,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d } - if params.TimestampLimit != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37928,9 +37923,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d } - if params.Reverse != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37944,9 +37939,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d } - if params.Limit != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -37960,49 +37955,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetForexQuotesRequest generates requests for GetForexQuotes -func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQuotesParams) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.Timestamp != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38016,9 +37971,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampGte != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38032,9 +37987,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampGt != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38048,9 +38003,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38064,9 +38019,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampLt != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38080,9 +38035,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.Order != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38096,9 +38051,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.Limit != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38112,9 +38067,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.Sort != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38139,8 +38094,8 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu return req, nil } -// NewGetOptionsQuotesRequest generates requests for GetOptionsQuotes -func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *GetOptionsQuotesParams) (*http.Request, error) { +// NewGetOptionsSMARequest generates requests for GetOptionsSMA +func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOptionsSMAParams) (*http.Request, error) { var err error var pathParam0 string @@ -38155,7 +38110,7 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get return nil, err } - operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -38184,9 +38139,9 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampGte != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38200,9 +38155,9 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampGt != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38216,9 +38171,9 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampLte != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38232,9 +38187,25 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampLt != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38280,9 +38251,57 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.Sort != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38307,8 +38326,8 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get return req, nil } -// NewGetStocksQuotesRequest generates requests for GetStocksQuotes -func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetStocksQuotesParams) (*http.Request, error) { +// NewGetStocksSMARequest generates requests for GetStocksSMA +func NewGetStocksSMARequest(server string, stockTicker string, params *GetStocksSMAParams) (*http.Request, error) { var err error var pathParam0 string @@ -38323,7 +38342,7 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto return nil, err } - operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -38352,9 +38371,9 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampGte != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38368,9 +38387,9 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampGt != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38384,9 +38403,9 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampLte != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38400,9 +38419,25 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampLt != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpandUnderlying != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38448,9 +38483,9 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.Sort != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38464,42 +38499,25 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - queryURL.RawQuery = queryValues.Encode() - } + if params.TimestampGt != nil { - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - return req, nil -} + } -// NewListConditionsRequest generates requests for ListConditions -func NewListConditionsRequest(server string, params *ListConditionsParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v3/reference/conditions") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.AssetClass != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38513,9 +38531,9 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt } - if params.DataType != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "data_type", runtime.ParamLocationQuery, *params.DataType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38529,57 +38547,199 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt } - if params.Id != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "id", runtime.ParamLocationQuery, *params.Id); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.Sip != nil { +// NewGetLastCryptoTradeRequest generates requests for GetLastCryptoTrade +func NewGetLastCryptoTradeRequest(server string, from string, to string) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip", runtime.ParamLocationQuery, *params.Sip); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } - if params.Order != nil { + var pathParam1 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if params.Limit != nil { + operationPath := fmt.Sprintf("/v1/last/crypto/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastCurrencyQuoteRequest generates requests for GetLastCurrencyQuote +func NewGetLastCurrencyQuoteRequest(server string, from string, to string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/last_quote/currencies/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetMarketStatusRequest generates requests for GetMarketStatus +func NewGetMarketStatusRequest(server string) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/marketstatus/now") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetMarketHolidaysRequest generates requests for GetMarketHolidays +func NewGetMarketHolidaysRequest(server string) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/marketstatus/upcoming") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoOpenCloseRequest generates requests for GetCryptoOpenClose +func NewGetCryptoOpenCloseRequest(server string, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/open-close/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38593,9 +38753,97 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt } - if params.Sort != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetIndicesOpenCloseRequest generates requests for GetIndicesOpenClose +func NewGetIndicesOpenCloseRequest(server string, indicesTicker string, date string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsOpenCloseRequest generates requests for GetOptionsOpenClose +func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38620,16 +38868,30 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt return req, nil } -// NewListDividendsRequest generates requests for ListDividends -func NewListDividendsRequest(server string, params *ListDividendsParams) (*http.Request, error) { +// NewGetStocksOpenCloseRequest generates requests for GetStocksOpenClose +func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/reference/dividends") + operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -38642,9 +38904,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38658,9 +38920,42 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDate != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetV1ReferenceIposRequest generates requests for GetV1ReferenceIpos +func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v1/reference/ipos") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38674,9 +38969,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.RecordDate != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date", runtime.ParamLocationQuery, *params.RecordDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38690,9 +38985,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDate != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date", runtime.ParamLocationQuery, *params.DeclarationDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38706,9 +39001,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDate != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date", runtime.ParamLocationQuery, *params.PayDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38722,9 +39017,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.Frequency != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38738,9 +39033,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.CashAmount != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount", runtime.ParamLocationQuery, *params.CashAmount); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38754,9 +39049,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DividendType != nil { + if params.UsCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_type", runtime.ParamLocationQuery, *params.DividendType); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38770,9 +39065,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerGte != nil { + if params.UsCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.any_of", runtime.ParamLocationQuery, *params.UsCodeAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38786,9 +39081,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerGt != nil { + if params.UsCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gt", runtime.ParamLocationQuery, *params.UsCodeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38802,9 +39097,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerLte != nil { + if params.UsCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gte", runtime.ParamLocationQuery, *params.UsCodeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38818,9 +39113,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerLt != nil { + if params.UsCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lt", runtime.ParamLocationQuery, *params.UsCodeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38834,9 +39129,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDateGte != nil { + if params.UsCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gte", runtime.ParamLocationQuery, *params.ExDividendDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lte", runtime.ParamLocationQuery, *params.UsCodeLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38850,9 +39145,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDateGt != nil { + if params.Isin != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gt", runtime.ParamLocationQuery, *params.ExDividendDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38866,9 +39161,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDateLte != nil { + if params.IsinAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lte", runtime.ParamLocationQuery, *params.ExDividendDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38882,9 +39177,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDateLt != nil { + if params.IsinGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lt", runtime.ParamLocationQuery, *params.ExDividendDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38898,9 +39193,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.RecordDateGte != nil { + if params.IsinGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.gte", runtime.ParamLocationQuery, *params.RecordDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38914,9 +39209,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.RecordDateGt != nil { + if params.IsinLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.gt", runtime.ParamLocationQuery, *params.RecordDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38930,9 +39225,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.RecordDateLte != nil { + if params.IsinLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.lte", runtime.ParamLocationQuery, *params.RecordDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38946,9 +39241,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.RecordDateLt != nil { + if params.ListingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.lt", runtime.ParamLocationQuery, *params.RecordDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date", runtime.ParamLocationQuery, *params.ListingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38962,9 +39257,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateGte != nil { + if params.ListingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gte", runtime.ParamLocationQuery, *params.DeclarationDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gt", runtime.ParamLocationQuery, *params.ListingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38978,9 +39273,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateGt != nil { + if params.ListingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gt", runtime.ParamLocationQuery, *params.DeclarationDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gte", runtime.ParamLocationQuery, *params.ListingDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -38994,9 +39289,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateLte != nil { + if params.ListingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lte", runtime.ParamLocationQuery, *params.DeclarationDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lt", runtime.ParamLocationQuery, *params.ListingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39010,9 +39305,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateLt != nil { + if params.ListingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lt", runtime.ParamLocationQuery, *params.DeclarationDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lte", runtime.ParamLocationQuery, *params.ListingDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39026,9 +39321,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateGte != nil { + if params.IpoStatus != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gte", runtime.ParamLocationQuery, *params.PayDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status", runtime.ParamLocationQuery, *params.IpoStatus); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39042,9 +39337,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateGt != nil { + if params.IpoStatusAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gt", runtime.ParamLocationQuery, *params.PayDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status.any_of", runtime.ParamLocationQuery, *params.IpoStatusAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39058,9 +39353,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lte", runtime.ParamLocationQuery, *params.PayDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39074,9 +39369,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lt", runtime.ParamLocationQuery, *params.PayDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39090,73 +39385,76 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.CashAmountGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gte", runtime.ParamLocationQuery, *params.CashAmountGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.CashAmountGt != nil { +// NewGetRelatedCompaniesRequest generates requests for GetRelatedCompanies +func NewGetRelatedCompaniesRequest(server string, ticker string) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gt", runtime.ParamLocationQuery, *params.CashAmountGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } - if params.CashAmountLte != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lte", runtime.ParamLocationQuery, *params.CashAmountLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + operationPath := fmt.Sprintf("/v1/related-companies/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.CashAmountLt != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lt", runtime.ParamLocationQuery, *params.CashAmountLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + return req, nil +} - } +// NewGetSnapshotSummaryRequest generates requests for GetSnapshotSummary +func NewGetSnapshotSummaryRequest(server string, params *GetSnapshotSummaryParams) (*http.Request, error) { + var err error - if params.Order != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + operationPath := fmt.Sprintf("/v1/summaries") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.TickerAnyOf != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39170,9 +39468,49 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.Limit != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetGroupedCryptoAggregatesRequest generates requests for GetGroupedCryptoAggregates +func NewGetGroupedCryptoAggregatesRequest(server string, date string, params *GetGroupedCryptoAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/global/market/crypto/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39186,9 +39524,49 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.Sort != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetGroupedForexAggregatesRequest generates requests for GetGroupedForexAggregates +func NewGetGroupedForexAggregatesRequest(server string, date string, params *GetGroupedForexAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/global/market/fx/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39213,16 +39591,23 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. return req, nil } -// NewListExchangesRequest generates requests for ListExchanges -func NewListExchangesRequest(server string, params *ListExchangesParams) (*http.Request, error) { +// NewGetGroupedStocksAggregatesRequest generates requests for GetGroupedStocksAggregates +func NewGetGroupedStocksAggregatesRequest(server string, date string, params *GetGroupedStocksAggregatesParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/reference/exchanges") + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/us/market/stocks/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39235,9 +39620,9 @@ func NewListExchangesRequest(server string, params *ListExchangesParams) (*http. if params != nil { queryValues := queryURL.Query() - if params.AssetClass != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39251,9 +39636,9 @@ func NewListExchangesRequest(server string, params *ListExchangesParams) (*http. } - if params.Locale != nil { + if params.IncludeOtc != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "locale", runtime.ParamLocationQuery, *params.Locale); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39278,16 +39663,23 @@ func NewListExchangesRequest(server string, params *ListExchangesParams) (*http. return req, nil } -// NewListOptionsContractsRequest generates requests for ListOptionsContracts -func NewListOptionsContractsRequest(server string, params *ListOptionsContractsParams) (*http.Request, error) { +// NewGetPreviousCryptoAggregatesRequest generates requests for GetPreviousCryptoAggregates +func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, params *GetPreviousCryptoAggregatesParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/reference/options/contracts") + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39300,9 +39692,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP if params != nil { queryValues := queryURL.Query() - if params.UnderlyingTicker != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker", runtime.ParamLocationQuery, *params.UnderlyingTicker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39316,73 +39708,77 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.Ticker != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.ContractType != nil { +// NewGetCryptoAggregatesRequest generates requests for GetCryptoAggregates +func NewGetCryptoAggregatesRequest(server string, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "contract_type", runtime.ParamLocationQuery, *params.ContractType); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } - if params.ExpirationDate != nil { + var pathParam1 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date", runtime.ParamLocationQuery, *params.ExpirationDate); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } - } + var pathParam2 string - if params.AsOf != nil { + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam3 string - } + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } - if params.StrikePrice != nil { + var pathParam4 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price", runtime.ParamLocationQuery, *params.StrikePrice); err != nil { + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39396,25 +39792,21 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.Expired != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expired", runtime.ParamLocationQuery, *params.Expired); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) } } - } - if params.UnderlyingTickerGte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gte", runtime.ParamLocationQuery, *params.UnderlyingTickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39428,9 +39820,49 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.UnderlyingTickerGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gt", runtime.ParamLocationQuery, *params.UnderlyingTickerGt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetPreviousForexAggregatesRequest generates requests for GetPreviousForexAggregates +func NewGetPreviousForexAggregatesRequest(server string, forexTicker string, params *GetPreviousForexAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39444,9 +39876,77 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.UnderlyingTickerLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lte", runtime.ParamLocationQuery, *params.UnderlyingTickerLte); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexAggregatesRequest generates requests for GetForexAggregates +func NewGetForexAggregatesRequest(server string, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } + + var pathParam3 string + + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam4 string + + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39460,25 +39960,21 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.UnderlyingTickerLt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lt", runtime.ParamLocationQuery, *params.UnderlyingTickerLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) } } - } - if params.ExpirationDateGte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gte", runtime.ParamLocationQuery, *params.ExpirationDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39492,153 +39988,123 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.ExpirationDateGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gt", runtime.ParamLocationQuery, *params.ExpirationDateGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL.RawQuery = queryValues.Encode() + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.ExpirationDateLte != nil { + return req, nil +} - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lte", runtime.ParamLocationQuery, *params.ExpirationDateLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewGetPreviousIndicesAggregatesRequest generates requests for GetPreviousIndicesAggregates +func NewGetPreviousIndicesAggregatesRequest(server string, indicesTicker string) (*http.Request, error) { + var err error - } + var pathParam0 string - if params.ExpirationDateLt != nil { + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lt", runtime.ParamLocationQuery, *params.ExpirationDateLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - } + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if params.StrikePriceGte != nil { + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gte", runtime.ParamLocationQuery, *params.StrikePriceGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.StrikePriceGt != nil { +// NewGetIndicesAggregatesRequest generates requests for GetIndicesAggregates +func NewGetIndicesAggregatesRequest(server string, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gt", runtime.ParamLocationQuery, *params.StrikePriceGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + if err != nil { + return nil, err + } - if params.StrikePriceLte != nil { + var pathParam1 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lte", runtime.ParamLocationQuery, *params.StrikePriceLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } - } + var pathParam2 string - if params.StrikePriceLt != nil { + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lt", runtime.ParamLocationQuery, *params.StrikePriceLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam3 string - } + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } - if params.Order != nil { + var pathParam4 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if params.Limit != nil { + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) } } - } - if params.Sort != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39663,13 +40129,13 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP return req, nil } -// NewGetOptionsContractRequest generates requests for GetOptionsContract -func NewGetOptionsContractRequest(server string, optionsTicker string, params *GetOptionsContractParams) (*http.Request, error) { +// NewGetPreviousOptionsAggregatesRequest generates requests for GetPreviousOptionsAggregates +func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, params *GetPreviousOptionsAggregatesParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "options_ticker", runtime.ParamLocationPath, optionsTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -39679,7 +40145,7 @@ func NewGetOptionsContractRequest(server string, optionsTicker string, params *G return nil, err } - operationPath := fmt.Sprintf("/v3/reference/options/contracts/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39692,9 +40158,9 @@ func NewGetOptionsContractRequest(server string, optionsTicker string, params *G if params != nil { queryValues := queryURL.Query() - if params.AsOf != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39719,16 +40185,51 @@ func NewGetOptionsContractRequest(server string, optionsTicker string, params *G return req, nil } -// NewListStockSplitsRequest generates requests for ListStockSplits -func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*http.Request, error) { +// NewGetOptionsAggregatesRequest generates requests for GetOptionsAggregates +func NewGetOptionsAggregatesRequest(server string, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } + + var pathParam2 string + + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } + + var pathParam3 string + + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } + + var pathParam4 string + + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/reference/splits") + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39741,9 +40242,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39757,25 +40258,21 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.ExecutionDate != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date", runtime.ParamLocationQuery, *params.ExecutionDate); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) } } - } - if params.ReverseSplit != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse_split", runtime.ParamLocationQuery, *params.ReverseSplit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39789,57 +40286,49 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.TickerGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.TickerGt != nil { +// NewGetPreviousStocksAggregatesRequest generates requests for GetPreviousStocksAggregates +func NewGetPreviousStocksAggregatesRequest(server string, stocksTicker string, params *GetPreviousStocksAggregatesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } - if params.TickerLte != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.TickerLt != nil { + if params != nil { + queryValues := queryURL.Query() - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39853,73 +40342,77 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.ExecutionDateGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.ExecutionDateGt != nil { +// NewGetStocksAggregatesRequest generates requests for GetStocksAggregates +func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } - if params.ExecutionDateLte != nil { + var pathParam1 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } - } + var pathParam2 string - if params.ExecutionDateLt != nil { + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam3 string - } + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } - if params.Order != nil { + var pathParam4 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Adjusted != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39933,25 +40426,21 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.Limit != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) } } - } - if params.Sort != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -39976,16 +40465,23 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h return req, nil } -// NewListTickersRequest generates requests for ListTickers -func NewListTickersRequest(server string, params *ListTickersParams) (*http.Request, error) { +// NewGetLastStocksQuoteRequest generates requests for GetLastStocksQuote +func NewGetLastStocksQuoteRequest(server string, stocksTicker string) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/reference/tickers") + operationPath := fmt.Sprintf("/v2/last/nbbo/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39995,10 +40491,105 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ return nil, err } - if params != nil { - queryValues := queryURL.Query() - - if params.Ticker != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastOptionsTradeRequest generates requests for GetLastOptionsTrade +func NewGetLastOptionsTradeRequest(server string, optionsTicker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/last/trade/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetLastStocksTradeRequest generates requests for GetLastStocksTrade +func NewGetLastStocksTradeRequest(server string, stocksTicker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/last/trade/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListNewsRequest generates requests for ListNews +func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/reference/news") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Ticker != nil { if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err @@ -40014,9 +40605,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Type != nil { + if params.PublishedUtc != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc", runtime.ParamLocationQuery, *params.PublishedUtc); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40030,9 +40621,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Market != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market", runtime.ParamLocationQuery, *params.Market); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40046,9 +40637,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Exchange != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "exchange", runtime.ParamLocationQuery, *params.Exchange); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40062,9 +40653,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Cusip != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cusip", runtime.ParamLocationQuery, *params.Cusip); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40078,9 +40669,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Cik != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40094,9 +40685,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Date != nil { + if params.PublishedUtcGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gte", runtime.ParamLocationQuery, *params.PublishedUtcGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40110,9 +40701,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Search != nil { + if params.PublishedUtcGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "search", runtime.ParamLocationQuery, *params.Search); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gt", runtime.ParamLocationQuery, *params.PublishedUtcGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40126,9 +40717,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Active != nil { + if params.PublishedUtcLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lte", runtime.ParamLocationQuery, *params.PublishedUtcLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40142,9 +40733,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.TickerGte != nil { + if params.PublishedUtcLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lt", runtime.ParamLocationQuery, *params.PublishedUtcLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40158,9 +40749,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.TickerGt != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40174,9 +40765,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.TickerLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40190,9 +40781,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.TickerLt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40206,25 +40797,42 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Order != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.Limit != nil { +// NewGetCryptoSnapshotTickersRequest generates requests for GetCryptoSnapshotTickers +func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshotTickersParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40238,9 +40846,144 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Sort != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoSnapshotTickerRequest generates requests for GetCryptoSnapshotTicker +func NewGetCryptoSnapshotTickerRequest(server string, ticker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewDeprecatedGetCryptoSnapshotTickerBookRequest generates requests for DeprecatedGetCryptoSnapshotTickerBook +func NewDeprecatedGetCryptoSnapshotTickerBookRequest(server string, ticker string) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers/%s/book", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetCryptoSnapshotDirectionRequest generates requests for GetCryptoSnapshotDirection +func NewGetCryptoSnapshotDirectionRequest(server string, direction GetCryptoSnapshotDirectionParamsDirection) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexSnapshotTickersRequest generates requests for GetForexSnapshotTickers +func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTickersParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Tickers != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40265,16 +41008,84 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ return req, nil } -// NewListTickerTypesRequest generates requests for ListTickerTypes -func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*http.Request, error) { +// NewGetForexSnapshotTickerRequest generates requests for GetForexSnapshotTicker +func NewGetForexSnapshotTickerRequest(server string, ticker string) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/reference/tickers/types") + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetForexSnapshotDirectionRequest generates requests for GetForexSnapshotDirection +func NewGetForexSnapshotDirectionRequest(server string, direction GetForexSnapshotDirectionParamsDirection) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksSnapshotTickersRequest generates requests for GetStocksSnapshotTickers +func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshotTickersParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40287,9 +41098,9 @@ func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*h if params != nil { queryValues := queryURL.Query() - if params.AssetClass != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40303,9 +41114,9 @@ func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*h } - if params.Locale != nil { + if params.IncludeOtc != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "locale", runtime.ParamLocationQuery, *params.Locale); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40330,13 +41141,13 @@ func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*h return req, nil } -// NewGetTickerRequest generates requests for GetTicker -func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) (*http.Request, error) { +// NewGetStocksSnapshotTickerRequest generates requests for GetStocksSnapshotTicker +func NewGetStocksSnapshotTickerRequest(server string, stocksTicker string) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) if err != nil { return nil, err } @@ -40346,7 +41157,41 @@ func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) return nil, err } - operationPath := fmt.Sprintf("/v3/reference/tickers/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksSnapshotDirectionRequest generates requests for GetStocksSnapshotDirection +func NewGetStocksSnapshotDirectionRequest(server string, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40359,9 +41204,9 @@ func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) if params != nil { queryValues := queryURL.Query() - if params.Date != nil { + if params.IncludeOtc != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40386,16 +41231,30 @@ func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) return req, nil } -// NewGetSnapshotsRequest generates requests for GetSnapshots -func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Request, error) { +// NewDeprecatedGetHistoricStocksQuotesRequest generates requests for DeprecatedGetHistoricStocksQuotes +func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } + + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/snapshot") + operationPath := fmt.Sprintf("/v2/ticks/stocks/nbbo/%s/%s", pathParam0, pathParam1) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40408,9 +41267,9 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40424,9 +41283,9 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re } - if params.Type != nil { + if params.TimestampLimit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40440,9 +41299,9 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re } - if params.TickerGte != nil { + if params.Reverse != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40456,9 +41315,9 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re } - if params.TickerGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40472,41 +41331,56 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re } - if params.TickerLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + queryURL.RawQuery = queryValues.Encode() + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.TickerLt != nil { + return req, nil +} - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewDeprecatedGetHistoricStocksTradesRequest generates requests for DeprecatedGetHistoricStocksTrades +func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams) (*http.Request, error) { + var err error - } + var pathParam0 string - if params.TickerAnyOf != nil { + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + var pathParam1 string + + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v2/ticks/stocks/trades/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.Timestamp != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40520,9 +41394,9 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re } - if params.Order != nil { + if params.TimestampLimit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40536,9 +41410,9 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re } - if params.Limit != nil { + if params.Reverse != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40552,9 +41426,9 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re } - if params.Sort != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40579,16 +41453,23 @@ func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Re return req, nil } -// NewGetIndicesSnapshotRequest generates requests for GetIndicesSnapshot -func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParams) (*http.Request, error) { +// NewGetForexQuotesRequest generates requests for GetForexQuotes +func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQuotesParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/snapshot/indices") + operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40601,25 +41482,9 @@ func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParam if params != nil { queryValues := queryURL.Query() - if params.TickerAnyOf != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.Ticker != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40633,9 +41498,9 @@ func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParam } - if params.TickerGte != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40649,9 +41514,9 @@ func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParam } - if params.TickerGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40665,9 +41530,9 @@ func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParam } - if params.TickerLte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40681,9 +41546,9 @@ func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParam } - if params.TickerLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40756,13 +41621,13 @@ func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParam return req, nil } -// NewGetOptionsChainRequest generates requests for GetOptionsChain -func NewGetOptionsChainRequest(server string, underlyingAsset string, params *GetOptionsChainParams) (*http.Request, error) { +// NewGetOptionsQuotesRequest generates requests for GetOptionsQuotes +func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *GetOptionsQuotesParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -40772,7 +41637,7 @@ func NewGetOptionsChainRequest(server string, underlyingAsset string, params *Ge return nil, err } - operationPath := fmt.Sprintf("/v3/snapshot/options/%s", pathParam0) + operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40785,105 +41650,9 @@ func NewGetOptionsChainRequest(server string, underlyingAsset string, params *Ge if params != nil { queryValues := queryURL.Query() - if params.StrikePrice != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price", runtime.ParamLocationQuery, *params.StrikePrice); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ExpirationDate != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date", runtime.ParamLocationQuery, *params.ExpirationDate); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ContractType != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "contract_type", runtime.ParamLocationQuery, *params.ContractType); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.StrikePriceGte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gte", runtime.ParamLocationQuery, *params.StrikePriceGte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.StrikePriceGt != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gt", runtime.ParamLocationQuery, *params.StrikePriceGt); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.StrikePriceLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lte", runtime.ParamLocationQuery, *params.StrikePriceLte); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.StrikePriceLt != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lt", runtime.ParamLocationQuery, *params.StrikePriceLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40897,9 +41666,9 @@ func NewGetOptionsChainRequest(server string, underlyingAsset string, params *Ge } - if params.ExpirationDateGte != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gte", runtime.ParamLocationQuery, *params.ExpirationDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40913,9 +41682,9 @@ func NewGetOptionsChainRequest(server string, underlyingAsset string, params *Ge } - if params.ExpirationDateGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gt", runtime.ParamLocationQuery, *params.ExpirationDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40929,9 +41698,9 @@ func NewGetOptionsChainRequest(server string, underlyingAsset string, params *Ge } - if params.ExpirationDateLte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lte", runtime.ParamLocationQuery, *params.ExpirationDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40945,9 +41714,9 @@ func NewGetOptionsChainRequest(server string, underlyingAsset string, params *Ge } - if params.ExpirationDateLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lt", runtime.ParamLocationQuery, *params.ExpirationDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41020,54 +41789,13 @@ func NewGetOptionsChainRequest(server string, underlyingAsset string, params *Ge return req, nil } -// NewGetOptionContractRequest generates requests for GetOptionContract -func NewGetOptionContractRequest(server string, underlyingAsset string, optionContract string) (*http.Request, error) { - var err error - - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "optionContract", runtime.ParamLocationPath, optionContract) - if err != nil { - return nil, err - } - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/v3/snapshot/options/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetCryptoTradesRequest generates requests for GetCryptoTrades -func NewGetCryptoTradesRequest(server string, cryptoTicker string, params *GetCryptoTradesParams) (*http.Request, error) { +// NewGetStocksQuotesRequest generates requests for GetStocksQuotes +func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetStocksQuotesParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) if err != nil { return nil, err } @@ -41077,7 +41805,7 @@ func NewGetCryptoTradesRequest(server string, cryptoTicker string, params *GetCr return nil, err } - operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + operationPath := fmt.Sprintf("/v3/quotes/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -41229,23 +41957,16 @@ func NewGetCryptoTradesRequest(server string, cryptoTicker string, params *GetCr return req, nil } -// NewGetOptionsTradesRequest generates requests for GetOptionsTrades -func NewGetOptionsTradesRequest(server string, optionsTicker string, params *GetOptionsTradesParams) (*http.Request, error) { +// NewListConditionsRequest generates requests for ListConditions +func NewListConditionsRequest(server string, params *ListConditionsParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + operationPath := fmt.Sprintf("/v3/reference/conditions") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -41258,25 +41979,9 @@ func NewGetOptionsTradesRequest(server string, optionsTicker string, params *Get if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { - return nil, err - } else if parsed, err := url.ParseQuery(queryFrag); err != nil { - return nil, err - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.TimestampGte != nil { + if params.AssetClass != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41290,9 +41995,9 @@ func NewGetOptionsTradesRequest(server string, optionsTicker string, params *Get } - if params.TimestampGt != nil { + if params.DataType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "data_type", runtime.ParamLocationQuery, *params.DataType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41306,9 +42011,9 @@ func NewGetOptionsTradesRequest(server string, optionsTicker string, params *Get } - if params.TimestampLte != nil { + if params.Id != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "id", runtime.ParamLocationQuery, *params.Id); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41322,9 +42027,9 @@ func NewGetOptionsTradesRequest(server string, optionsTicker string, params *Get } - if params.TimestampLt != nil { + if params.Sip != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip", runtime.ParamLocationQuery, *params.Sip); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41397,23 +42102,16 @@ func NewGetOptionsTradesRequest(server string, optionsTicker string, params *Get return req, nil } -// NewGetStocksTradesRequest generates requests for GetStocksTrades -func NewGetStocksTradesRequest(server string, stockTicker string, params *GetStocksTradesParams) (*http.Request, error) { +// NewListDividendsRequest generates requests for ListDividends +func NewListDividendsRequest(server string, params *ListDividendsParams) (*http.Request, error) { var err error - var pathParam0 string - - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + operationPath := fmt.Sprintf("/v3/reference/dividends") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -41426,9 +42124,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41442,9 +42140,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampGte != nil { + if params.ExDividendDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41458,9 +42156,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampGt != nil { + if params.RecordDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date", runtime.ParamLocationQuery, *params.RecordDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41474,9 +42172,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampLte != nil { + if params.DeclarationDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date", runtime.ParamLocationQuery, *params.DeclarationDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41490,9 +42188,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampLt != nil { + if params.PayDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date", runtime.ParamLocationQuery, *params.PayDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41506,9 +42204,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - if params.Order != nil { + if params.Frequency != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41522,9 +42220,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - if params.Limit != nil { + if params.CashAmount != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount", runtime.ParamLocationQuery, *params.CashAmount); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41538,9 +42236,9 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - if params.Sort != nil { + if params.DividendType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_type", runtime.ParamLocationQuery, *params.DividendType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41554,42 +42252,57 @@ func NewGetStocksTradesRequest(server string, stockTicker string, params *GetSto } - queryURL.RawQuery = queryValues.Encode() - } + if params.TickerGte != nil { - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - return req, nil -} + } -// NewListFinancialsRequest generates requests for ListFinancials -func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*http.Request, error) { - var err error + if params.TickerGt != nil { - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - operationPath := fmt.Sprintf("/vX/reference/financials") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + } - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + if params.TickerLte != nil { - if params != nil { - queryValues := queryURL.Query() + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params.Ticker != nil { + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + if params.TickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41603,9 +42316,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.Cik != nil { + if params.ExDividendDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gte", runtime.ParamLocationQuery, *params.ExDividendDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41619,9 +42332,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.CompanyName != nil { + if params.ExDividendDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "company_name", runtime.ParamLocationQuery, *params.CompanyName); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.gt", runtime.ParamLocationQuery, *params.ExDividendDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41635,9 +42348,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.Sic != nil { + if params.ExDividendDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sic", runtime.ParamLocationQuery, *params.Sic); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lte", runtime.ParamLocationQuery, *params.ExDividendDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41651,9 +42364,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.FilingDate != nil { + if params.ExDividendDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date.lt", runtime.ParamLocationQuery, *params.ExDividendDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41667,9 +42380,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.PeriodOfReportDate != nil { + if params.RecordDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date", runtime.ParamLocationQuery, *params.PeriodOfReportDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.gte", runtime.ParamLocationQuery, *params.RecordDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41683,9 +42396,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.Timeframe != nil { + if params.RecordDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.gt", runtime.ParamLocationQuery, *params.RecordDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41699,9 +42412,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.IncludeSources != nil { + if params.RecordDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_sources", runtime.ParamLocationQuery, *params.IncludeSources); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.lte", runtime.ParamLocationQuery, *params.RecordDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41715,9 +42428,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.CompanyNameSearch != nil { + if params.RecordDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "company_name.search", runtime.ParamLocationQuery, *params.CompanyNameSearch); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.lt", runtime.ParamLocationQuery, *params.RecordDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41731,9 +42444,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.FilingDateGte != nil { + if params.DeclarationDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gte", runtime.ParamLocationQuery, *params.DeclarationDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41747,9 +42460,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.FilingDateGt != nil { + if params.DeclarationDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gt", runtime.ParamLocationQuery, *params.DeclarationDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41763,9 +42476,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.FilingDateLte != nil { + if params.DeclarationDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lte", runtime.ParamLocationQuery, *params.DeclarationDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41779,9 +42492,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.FilingDateLt != nil { + if params.DeclarationDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lt", runtime.ParamLocationQuery, *params.DeclarationDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41795,9 +42508,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.PeriodOfReportDateGte != nil { + if params.PayDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.gte", runtime.ParamLocationQuery, *params.PeriodOfReportDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gte", runtime.ParamLocationQuery, *params.PayDateGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41811,9 +42524,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.PeriodOfReportDateGt != nil { + if params.PayDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.gt", runtime.ParamLocationQuery, *params.PeriodOfReportDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gt", runtime.ParamLocationQuery, *params.PayDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41827,9 +42540,9 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.PeriodOfReportDateLte != nil { + if params.PayDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.lte", runtime.ParamLocationQuery, *params.PeriodOfReportDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lte", runtime.ParamLocationQuery, *params.PayDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41843,9 +42556,73 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt } - if params.PeriodOfReportDateLt != nil { + if params.PayDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.lt", runtime.ParamLocationQuery, *params.PeriodOfReportDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lt", runtime.ParamLocationQuery, *params.PayDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gte", runtime.ParamLocationQuery, *params.CashAmountGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gt", runtime.ParamLocationQuery, *params.CashAmountGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lte", runtime.ParamLocationQuery, *params.CashAmountLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CashAmountLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lt", runtime.ParamLocationQuery, *params.CashAmountLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41918,8 +42695,8 @@ func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*htt return req, nil } -// NewListIPOsRequest generates requests for ListIPOs -func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, error) { +// NewListExchangesRequest generates requests for ListExchanges +func NewListExchangesRequest(server string, params *ListExchangesParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -41927,7 +42704,72 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e return nil, err } - operationPath := fmt.Sprintf("/vX/reference/ipos") + operationPath := fmt.Sprintf("/v3/reference/exchanges") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.AssetClass != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Locale != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "locale", runtime.ParamLocationQuery, *params.Locale); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + queryURL.RawQuery = queryValues.Encode() + } + + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListOptionsContractsRequest generates requests for ListOptionsContracts +func NewListOptionsContractsRequest(server string, params *ListOptionsContractsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/options/contracts") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -41940,6 +42782,22 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e if params != nil { queryValues := queryURL.Query() + if params.UnderlyingTicker != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker", runtime.ParamLocationQuery, *params.UnderlyingTicker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + if params.Ticker != nil { if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { @@ -41956,9 +42814,9 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.UsCode != nil { + if params.ContractType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "contract_type", runtime.ParamLocationQuery, *params.ContractType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41972,9 +42830,9 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.Isin != nil { + if params.ExpirationDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date", runtime.ParamLocationQuery, *params.ExpirationDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -41988,9 +42846,9 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.ListingDate != nil { + if params.AsOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date", runtime.ParamLocationQuery, *params.ListingDate); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -42004,9 +42862,9 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.IpoStatus != nil { + if params.StrikePrice != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status", runtime.ParamLocationQuery, *params.IpoStatus); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price", runtime.ParamLocationQuery, *params.StrikePrice); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -42020,9 +42878,9 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.ListingDateGte != nil { + if params.Expired != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gte", runtime.ParamLocationQuery, *params.ListingDateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expired", runtime.ParamLocationQuery, *params.Expired); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -42036,9 +42894,9 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.ListingDateGt != nil { + if params.UnderlyingTickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gt", runtime.ParamLocationQuery, *params.ListingDateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gte", runtime.ParamLocationQuery, *params.UnderlyingTickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -42052,9 +42910,9 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.ListingDateLte != nil { + if params.UnderlyingTickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lte", runtime.ParamLocationQuery, *params.ListingDateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gt", runtime.ParamLocationQuery, *params.UnderlyingTickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -42068,9 +42926,153 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e } - if params.ListingDateLt != nil { + if params.UnderlyingTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lt", runtime.ParamLocationQuery, *params.ListingDateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lte", runtime.ParamLocationQuery, *params.UnderlyingTickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.UnderlyingTickerLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lt", runtime.ParamLocationQuery, *params.UnderlyingTickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gte", runtime.ParamLocationQuery, *params.ExpirationDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gt", runtime.ParamLocationQuery, *params.ExpirationDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lte", runtime.ParamLocationQuery, *params.ExpirationDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.ExpirationDateLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lt", runtime.ParamLocationQuery, *params.ExpirationDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceGte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gte", runtime.ParamLocationQuery, *params.StrikePriceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceGt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gt", runtime.ParamLocationQuery, *params.StrikePriceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceLte != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lte", runtime.ParamLocationQuery, *params.StrikePriceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.StrikePriceLt != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lt", runtime.ParamLocationQuery, *params.StrikePriceLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -42143,13 +43145,13 @@ func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, e return req, nil } -// NewGetEventsRequest generates requests for GetEvents -func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*http.Request, error) { +// NewGetOptionsContractRequest generates requests for GetOptionsContract +func NewGetOptionsContractRequest(server string, optionsTicker string, params *GetOptionsContractParams) (*http.Request, error) { var err error var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "id", runtime.ParamLocationPath, id) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "options_ticker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -42159,7 +43161,7 @@ func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*ht return nil, err } - operationPath := fmt.Sprintf("/vX/reference/tickers/%s/events", pathParam0) + operationPath := fmt.Sprintf("/v3/reference/options/contracts/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -42172,9 +43174,9 @@ func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*ht if params != nil { queryValues := queryURL.Query() - if params.Types != nil { + if params.AsOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "types", runtime.ParamLocationQuery, *params.Types); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -42199,2425 +43201,2957 @@ func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*ht return req, nil } -func (c *Client) applyEditors(ctx context.Context, req *http.Request, additionalEditors []RequestEditorFn) error { - for _, r := range c.RequestEditors { - if err := r(ctx, req); err != nil { - return err - } - } - for _, r := range additionalEditors { - if err := r(ctx, req); err != nil { - return err - } - } - return nil -} - -// ClientWithResponses builds on ClientInterface to offer response payloads -type ClientWithResponses struct { - ClientInterface -} +// NewListStockSplitsRequest generates requests for ListStockSplits +func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*http.Request, error) { + var err error -// NewClientWithResponses creates a new ClientWithResponses, which wraps -// Client with return type handling -func NewClientWithResponses(server string, opts ...ClientOption) (*ClientWithResponses, error) { - client, err := NewClient(server, opts...) + serverURL, err := url.Parse(server) if err != nil { return nil, err } - return &ClientWithResponses{client}, nil -} -// WithBaseURL overrides the baseURL. -func WithBaseURL(baseURL string) ClientOption { - return func(c *Client) error { - newBaseURL, err := url.Parse(baseURL) - if err != nil { - return err - } - c.Server = newBaseURL.String() - return nil + operationPath := fmt.Sprintf("/v3/reference/splits") + if operationPath[0] == '/' { + operationPath = "." + operationPath } -} -// ClientWithResponsesInterface is the interface specification for the client with responses above. -type ClientWithResponsesInterface interface { - // GetBenzingaV1AnalystInsightsWithResponse request - GetBenzingaV1AnalystInsightsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystInsightsResponse, error) + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // GetBenzingaV1AnalystsWithResponse request - GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) + if params != nil { + queryValues := queryURL.Query() - // GetBenzingaV1BullsBearsSayWithResponse request - GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) + if params.Ticker != nil { - // GetBenzingaV1ConsensusRatingsWithResponse request - GetBenzingaV1ConsensusRatingsWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetBenzingaV1EarningsWithResponse request - GetBenzingaV1EarningsWithResponse(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1EarningsResponse, error) + } - // GetBenzingaV1FirmsWithResponse request - GetBenzingaV1FirmsWithResponse(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1FirmsResponse, error) + if params.ExecutionDate != nil { - // GetBenzingaV1GuidanceWithResponse request - GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date", runtime.ParamLocationQuery, *params.ExecutionDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetBenzingaV1RatingsWithResponse request - GetBenzingaV1RatingsWithResponse(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1RatingsResponse, error) + } - // GetBenzingaV2NewsWithResponse request - GetBenzingaV2NewsWithResponse(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV2NewsResponse, error) + if params.ReverseSplit != nil { - // GetCryptoV1ExchangesWithResponse request - GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse_split", runtime.ParamLocationQuery, *params.ReverseSplit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetEtfGlobalV1AnalyticsWithResponse request - GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, error) + } - // GetEtfGlobalV1ConstituentsWithResponse request - GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) + if params.TickerGte != nil { - // GetEtfGlobalV1FundFlowsWithResponse request - GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetEtfGlobalV1ProfilesWithResponse request - GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, error) + } - // GetEtfGlobalV1TaxonomiesWithResponse request - GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) + if params.TickerGt != nil { - // GetFedV1InflationWithResponse request - GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetFedV1InflationExpectationsWithResponse request - GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, error) + } - // GetFedV1LaborMarketWithResponse request - GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) + if params.TickerLte != nil { - // GetFedV1TreasuryYieldsWithResponse request - GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetForexV1ExchangesWithResponse request - GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, error) + } - // GetFuturesAggregatesWithResponse request - GetFuturesAggregatesWithResponse(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*GetFuturesAggregatesResponse, error) + if params.TickerLt != nil { - // GetFuturesVXContractsWithResponse request - GetFuturesVXContractsWithResponse(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXContractsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetFuturesVXExchangesWithResponse request - GetFuturesVXExchangesWithResponse(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXExchangesResponse, error) + } - // GetFuturesVXMarketStatusWithResponse request - GetFuturesVXMarketStatusWithResponse(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesVXMarketStatusResponse, error) + if params.ExecutionDateGte != nil { - // GetFuturesVXProductsWithResponse request - GetFuturesVXProductsWithResponse(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXProductsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetFuturesVXQuotesNewWithResponse request - GetFuturesVXQuotesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXQuotesNewResponse, error) + } - // GetFuturesQuotesWithResponse request - GetFuturesQuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesQuotesResponse, error) + if params.ExecutionDateGt != nil { - // GetFuturesVXSchedulesWithResponse request - GetFuturesVXSchedulesWithResponse(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSchedulesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetFuturesVXSnapshotWithResponse request - GetFuturesVXSnapshotWithResponse(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotResponse, error) + } - // GetFuturesVXSnapshotNativeWithResponse request - GetFuturesVXSnapshotNativeWithResponse(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotNativeResponse, error) + if params.ExecutionDateLte != nil { - // GetFuturesVXTradesNewWithResponse request - GetFuturesVXTradesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXTradesNewResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetFuturesTradesWithResponse request - GetFuturesTradesWithResponse(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*GetFuturesTradesResponse, error) + } - // GetOptionsV1ExchangesWithResponse request - GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) + if params.ExecutionDateLt != nil { - // GetStocksFilings10KVXSectionsWithResponse request - GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetStocksFilings8KVXTextWithResponse request - GetStocksFilings8KVXTextWithResponse(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXTextResponse, error) + } - // GetStocksFilingsVXIndexWithResponse request - GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) + if params.Order != nil { - // GetStocksFilingsVXRiskFactorsWithResponse request - GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetStocksFinancialsV1BalanceSheetsWithResponse request - GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) + } - // GetStocksFinancialsV1CashFlowStatementsWithResponse request - GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) + if params.Limit != nil { - // GetStocksFinancialsV1IncomeStatementsWithResponse request - GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetStocksFinancialsV1RatiosWithResponse request - GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, error) + } - // GetStocksTaxonomiesVXRiskFactorsWithResponse request - GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) + if params.Sort != nil { - // GetStocksV1DividendsWithResponse request - GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetStocksV1ExchangesWithResponse request - GetStocksV1ExchangesWithResponse(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetStocksV1ExchangesResponse, error) + } - // GetStocksV1ShortInterestWithResponse request - GetStocksV1ShortInterestWithResponse(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortInterestResponse, error) + queryURL.RawQuery = queryValues.Encode() + } - // GetStocksV1ShortVolumeWithResponse request - GetStocksV1ShortVolumeWithResponse(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortVolumeResponse, error) + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // GetStocksV1SplitsWithResponse request - GetStocksV1SplitsWithResponse(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*GetStocksV1SplitsResponse, error) + return req, nil +} - // GetStocksVXFloatWithResponse request - GetStocksVXFloatWithResponse(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*GetStocksVXFloatResponse, error) +// NewListTickersRequest generates requests for ListTickers +func NewListTickersRequest(server string, params *ListTickersParams) (*http.Request, error) { + var err error - // GetTmxV1CorporateEventsWithResponse request - GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // GetCurrencyConversionWithResponse request - GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) + operationPath := fmt.Sprintf("/v3/reference/tickers") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // DeprecatedGetHistoricCryptoTradesWithResponse request - DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // DeprecatedGetHistoricForexQuotesWithResponse request - DeprecatedGetHistoricForexQuotesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricForexQuotesResponse, error) + if params != nil { + queryValues := queryURL.Query() - // GetCryptoEMAWithResponse request - GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) + if params.Ticker != nil { - // GetForexEMAWithResponse request - GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetIndicesEMAWithResponse request - GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) + } - // GetOptionsEMAWithResponse request - GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, error) + if params.Type != nil { - // GetStocksEMAWithResponse request - GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetCryptoMACDWithResponse request - GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) + } - // GetForexMACDWithResponse request - GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) + if params.Market != nil { - // GetIndicesMACDWithResponse request - GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market", runtime.ParamLocationQuery, *params.Market); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetOptionsMACDWithResponse request - GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) + } - // GetStocksMACDWithResponse request - GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) + if params.Exchange != nil { - // GetCryptoRSIWithResponse request - GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "exchange", runtime.ParamLocationQuery, *params.Exchange); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetForexRSIWithResponse request - GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) + } - // GetIndicesRSIWithResponse request - GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) + if params.Cusip != nil { - // GetOptionsRSIWithResponse request - GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cusip", runtime.ParamLocationQuery, *params.Cusip); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetStocksRSIWithResponse request - GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, error) + } - // GetCryptoSMAWithResponse request - GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) + if params.Cik != nil { - // GetForexSMAWithResponse request - GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetIndicesSMAWithResponse request - GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, error) + } - // GetOptionsSMAWithResponse request - GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) + if params.Date != nil { - // GetStocksSMAWithResponse request - GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetLastCryptoTradeWithResponse request - GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, error) + } - // GetLastCurrencyQuoteWithResponse request - GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) + if params.Search != nil { - // GetMarketStatusWithResponse request - GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "search", runtime.ParamLocationQuery, *params.Search); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetMarketHolidaysWithResponse request - GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, error) + } - // GetCryptoOpenCloseWithResponse request - GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) + if params.Active != nil { - // GetIndicesOpenCloseWithResponse request - GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetOptionsOpenCloseWithResponse request - GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, error) + } - // GetStocksOpenCloseWithResponse request - GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) + if params.TickerGte != nil { - // GetV1ReferenceIposWithResponse request - GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetRelatedCompaniesWithResponse request - GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, error) + } - // GetSnapshotSummaryWithResponse request - GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) + if params.TickerGt != nil { - // GetGroupedCryptoAggregatesWithResponse request - GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetGroupedForexAggregatesWithResponse request - GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) + } - // GetGroupedStocksAggregatesWithResponse request - GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) + if params.TickerLte != nil { - // GetPreviousCryptoAggregatesWithResponse request - GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetCryptoAggregatesWithResponse request - GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, error) + } - // GetPreviousForexAggregatesWithResponse request - GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) + if params.TickerLt != nil { - // GetForexAggregatesWithResponse request - GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetPreviousIndicesAggregatesWithResponse request - GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, error) + } - // GetIndicesAggregatesWithResponse request - GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) + if params.Order != nil { - // GetPreviousOptionsAggregatesWithResponse request - GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetOptionsAggregatesWithResponse request - GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, error) + } - // GetPreviousStocksAggregatesWithResponse request - GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) + if params.Limit != nil { - // GetStocksAggregatesWithResponse request - GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetLastStocksQuoteWithResponse request - GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) + } - // GetLastOptionsTradeWithResponse request - GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) + if params.Sort != nil { - // GetLastStocksTradeWithResponse request - GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // ListNewsWithResponse request - ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) + } - // GetCryptoSnapshotTickersWithResponse request - GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) + queryURL.RawQuery = queryValues.Encode() + } - // GetCryptoSnapshotTickerWithResponse request - GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // DeprecatedGetCryptoSnapshotTickerBookWithResponse request - DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) + return req, nil +} - // GetCryptoSnapshotDirectionWithResponse request - GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) +// NewListTickerTypesRequest generates requests for ListTickerTypes +func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*http.Request, error) { + var err error - // GetForexSnapshotTickersWithResponse request - GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // GetForexSnapshotTickerWithResponse request - GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) + operationPath := fmt.Sprintf("/v3/reference/tickers/types") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // GetForexSnapshotDirectionWithResponse request - GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // GetStocksSnapshotTickersWithResponse request - GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, error) + if params != nil { + queryValues := queryURL.Query() - // GetStocksSnapshotTickerWithResponse request - GetStocksSnapshotTickerWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickerResponse, error) + if params.AssetClass != nil { - // GetStocksSnapshotDirectionWithResponse request - GetStocksSnapshotDirectionWithResponse(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotDirectionResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // DeprecatedGetHistoricStocksQuotesWithResponse request - DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, error) + } - // DeprecatedGetHistoricStocksTradesWithResponse request - DeprecatedGetHistoricStocksTradesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksTradesResponse, error) + if params.Locale != nil { - // GetForexQuotesWithResponse request - GetForexQuotesWithResponse(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*GetForexQuotesResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "locale", runtime.ParamLocationQuery, *params.Locale); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetOptionsQuotesWithResponse request - GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, error) + } - // GetStocksQuotesWithResponse request - GetStocksQuotesWithResponse(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*GetStocksQuotesResponse, error) + queryURL.RawQuery = queryValues.Encode() + } - // ListConditionsWithResponse request - ListConditionsWithResponse(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*ListConditionsResponse, error) + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // ListDividendsWithResponse request - ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, error) + return req, nil +} - // ListExchangesWithResponse request - ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) +// NewGetTickerRequest generates requests for GetTicker +func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) (*http.Request, error) { + var err error - // ListOptionsContractsWithResponse request - ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) + var pathParam0 string - // GetOptionsContractWithResponse request - GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, error) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } - // ListStockSplitsWithResponse request - ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // ListTickersWithResponse request - ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) + operationPath := fmt.Sprintf("/v3/reference/tickers/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // ListTickerTypesWithResponse request - ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, error) + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // GetTickerWithResponse request - GetTickerWithResponse(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*GetTickerResponse, error) + if params != nil { + queryValues := queryURL.Query() - // GetSnapshotsWithResponse request - GetSnapshotsWithResponse(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*GetSnapshotsResponse, error) + if params.Date != nil { - // GetIndicesSnapshotWithResponse request - GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, error) + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // GetOptionsChainWithResponse request - GetOptionsChainWithResponse(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*GetOptionsChainResponse, error) + } - // GetOptionContractWithResponse request - GetOptionContractWithResponse(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*GetOptionContractResponse, error) + queryURL.RawQuery = queryValues.Encode() + } - // GetCryptoTradesWithResponse request - GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, error) + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // GetOptionsTradesWithResponse request - GetOptionsTradesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*GetOptionsTradesResponse, error) + return req, nil +} - // GetStocksTradesWithResponse request - GetStocksTradesWithResponse(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*GetStocksTradesResponse, error) +// NewGetSnapshotsRequest generates requests for GetSnapshots +func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Request, error) { + var err error - // ListFinancialsWithResponse request - ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, error) + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // ListIPOsWithResponse request - ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) + operationPath := fmt.Sprintf("/v3/snapshot") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // GetEventsWithResponse request - GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) -} + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } -type GetBenzingaV1AnalystInsightsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if params != nil { + queryValues := queryURL.Query() - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.Ticker != nil { - // Results The results for this request. - Results []struct { - // BenzingaFirmId The identifer used by Benzinga for the firm record. - BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + } - // BenzingaRatingId The identifier used by Benzinga for the rating record. - BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` + if params.Type != nil { - // CompanyName The name of the company being rated. - CompanyName *string `json:"company_name,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. - Date *string `json:"date,omitempty"` + } - // Firm The name of the research firm or investment bank issuing the rating. - Firm *string `json:"firm,omitempty"` + if params.TickerGte != nil { - // Insight Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target. - Insight *string `json:"insight,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + } - // PriceTarget The current price target set by the analyst. - PriceTarget *float64 `json:"price_target,omitempty"` + if params.TickerGt != nil { - // Rating The current rating set by the analyst. - Rating *string `json:"rating,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. - RatingAction *string `json:"rating_action,omitempty"` + } - // Ticker The stock symbol of the company being rated. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + if params.TickerLte != nil { - // Status The status of this request's response. - Status GetBenzingaV1AnalystInsights200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + } - // Status The status of this request's response. - Status GetBenzingaV1AnalystInsights400Status `json:"status"` - } -} -type GetBenzingaV1AnalystInsights200Status string -type GetBenzingaV1AnalystInsights400Status string + if params.TickerLt != nil { -// Status returns HTTPResponse.Status -func (r GetBenzingaV1AnalystInsightsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1AnalystInsightsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + } -type GetBenzingaV1AnalystsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if params.TickerAnyOf != nil { - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Results The results for this request. - Results []struct { - // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. - BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + } - // BenzingaId The identifier used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + if params.Order != nil { - // FirmName The name of the research firm or investment bank issuing the ratings. - FirmName *string `json:"firm_name,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // FullName The full name of the analyst associated with the ratings. - FullName *string `json:"full_name,omitempty"` + } - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the analyst record was last updated in the system. - LastUpdated *string `json:"last_updated,omitempty"` + if params.Limit != nil { - // OverallAvgReturn The average percent price difference per rating since the date of recommendation. - OverallAvgReturn *float64 `json:"overall_avg_return,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. - OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,omitempty"` + } - // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. - OverallSuccessRate *float64 `json:"overall_success_rate,omitempty"` + if params.Sort != nil { - // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. - SmartScore *float64 `json:"smart_score,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. - TotalRatings *float64 `json:"total_ratings,omitempty"` + } - // TotalRatingsPercentile The analyst's percentile rank based on the total number of ratings issued, relative to other analysts. - TotalRatingsPercentile *float64 `json:"total_ratings_percentile,omitempty"` - } `json:"results"` + queryURL.RawQuery = queryValues.Encode() + } - // Status The status of this request's response. - Status GetBenzingaV1Analysts200Status `json:"status"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + return req, nil +} - // Status The status of this request's response. - Status GetBenzingaV1Analysts400Status `json:"status"` +// NewGetIndicesSnapshotRequest generates requests for GetIndicesSnapshot +func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err } -} -type GetBenzingaV1Analysts200Status string -type GetBenzingaV1Analysts400Status string -// Status returns HTTPResponse.Status -func (r GetBenzingaV1AnalystsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status + operationPath := fmt.Sprintf("/v3/snapshot/indices") + if operationPath[0] == '/' { + operationPath = "." + operationPath } - return http.StatusText(0) -} -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1AnalystsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err } - return 0 -} -type GetBenzingaV1BullsBearsSayResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if params != nil { + queryValues := queryURL.Query() - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.TickerAnyOf != nil { - // Results The results for this request. - Results []struct { - // BearCase A concise summary of the bearish investment thesis, highlighting potential risks, challenges, and reasons why the stock could decline in value. - BearCase *string `json:"bear_case,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. - BenzingaId *string `json:"benzinga_id,omitempty"` + } - // BullCase A concise summary of the bullish investment thesis, highlighting positive aspects, growth opportunities, and reasons why the stock could appreciate in value. - BullCase *string `json:"bull_case,omitempty"` + if params.Ticker != nil { - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + } - // Status The status of this request's response. - Status GetBenzingaV1BullsBearsSay200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + if params.TickerGte != nil { - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Status The status of this request's response. - Status GetBenzingaV1BullsBearsSay400Status `json:"status"` - } -} -type GetBenzingaV1BullsBearsSay200Status string -type GetBenzingaV1BullsBearsSay400Status string + } -// Status returns HTTPResponse.Status -func (r GetBenzingaV1BullsBearsSayResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + if params.TickerGt != nil { -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1BullsBearsSayResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -type GetBenzingaV1ConsensusRatingsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.TickerLte != nil { - // Results The results for this request. - Results []struct { - // BuyRatings The count of 'Buy' ratings from contributing analysts. - BuyRatings int64 `json:"buy_ratings"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. - ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` + } - // ConsensusRating The overall rating category determined by the average consensus weight. Possible values: 'strong_buy', 'buy', 'hold', 'sell', 'strong_sell'. - ConsensusRating *string `json:"consensus_rating,omitempty"` + if params.TickerLt != nil { - // ConsensusRatingValue The numerical average of all consensus weights, rounded to 2 decimal places. Scale ranges from 1 (Strong Sell) to 5 (Strong Buy). - ConsensusRatingValue *float64 `json:"consensus_rating_value,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // HighPriceTarget The highest price target among all contributing analysts. - HighPriceTarget *float64 `json:"high_price_target,omitempty"` + } - // HoldRatings The count of 'Hold' ratings from contributing analysts. - HoldRatings int64 `json:"hold_ratings"` - - // LowPriceTarget The lowest price target among all contributing analysts. - LowPriceTarget *float64 `json:"low_price_target,omitempty"` + if params.Order != nil { - // PriceTargetContributors The number of unique analysts contributing price targets. - PriceTargetContributors int64 `json:"price_target_contributors"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. - RatingsContributors int64 `json:"ratings_contributors"` + } - // SellRatings The count of 'Sell' ratings from contributing analysts. - SellRatings int64 `json:"sell_ratings"` + if params.Limit != nil { - // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. - StrongBuyRatings int64 `json:"strong_buy_ratings"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. - StrongSellRatings int64 `json:"strong_sell_ratings"` + } - // Ticker The requested ticker. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + if params.Sort != nil { - // Status The status of this request's response. - Status GetBenzingaV1ConsensusRatings200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + } - // Status The status of this request's response. - Status GetBenzingaV1ConsensusRatings400Status `json:"status"` + queryURL.RawQuery = queryValues.Encode() } -} -type GetBenzingaV1ConsensusRatings200Status string -type GetBenzingaV1ConsensusRatings400Status string -// Status returns HTTPResponse.Status -func (r GetBenzingaV1ConsensusRatingsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err } - return http.StatusText(0) -} -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1ConsensusRatingsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 + return req, nil } -type GetBenzingaV1EarningsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// NewGetOptionsChainRequest generates requests for GetOptionsChain +func NewGetOptionsChainRequest(server string, underlyingAsset string, params *GetOptionsChainParams) (*http.Request, error) { + var err error - // Results The results for this request. - Results []struct { - // ActualEps The actual earnings per share (EPS) reported by the company for the given period. - ActualEps *float64 `json:"actual_eps,omitempty"` + var pathParam0 string - // ActualRevenue The actual revenue reported by the company for the given fiscal period. - ActualRevenue *float64 `json:"actual_revenue,omitempty"` + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) + if err != nil { + return nil, err + } - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // CompanyName The name of the company releasing earnings. - CompanyName *string `json:"company_name,omitempty"` + operationPath := fmt.Sprintf("/v3/snapshot/options/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // Currency The ISO 4217 currency code indicating the denomination in which the figures are reported. - Currency *string `json:"currency,omitempty"` + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. - Date *string `json:"date,omitempty"` + if params != nil { + queryValues := queryURL.Query() - // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. - DateStatus *string `json:"date_status,omitempty"` + if params.StrikePrice != nil { - // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). - EpsMethod *string `json:"eps_method,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price", runtime.ParamLocationQuery, *params.StrikePrice); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // EpsSurprise The difference between the actual and estimated EPS. - EpsSurprise *float64 `json:"eps_surprise,omitempty"` + } - // EpsSurprisePercent The percentage difference between the actual and estimated EPS. - EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` + if params.ExpirationDate != nil { - // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. - EstimatedEps *float64 `json:"estimated_eps,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date", runtime.ParamLocationQuery, *params.ExpirationDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. - EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` + } - // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. - FiscalPeriod *string `json:"fiscal_period,omitempty"` + if params.ContractType != nil { - // FiscalYear The fiscal year in which the earnings period falls. - FiscalYear *int64 `json:"fiscal_year,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "contract_type", runtime.ParamLocationQuery, *params.ContractType); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` + } - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + if params.StrikePriceGte != nil { - // Notes Additional context, commentary, or clarifying notes related to the earnings event. - Notes *string `json:"notes,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gte", runtime.ParamLocationQuery, *params.StrikePriceGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. - PreviousEps *float64 `json:"previous_eps,omitempty"` + } - // PreviousRevenue The company's revenue for the previous comparable fiscal period. - PreviousRevenue *float64 `json:"previous_revenue,omitempty"` + if params.StrikePriceGt != nil { - // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), adj (adjusted, non-GAAP figures that exclude certain items like one-time charges or divestitures), and rental (revenue specifically derived from rental operations, typically used by REITs, leasing companies, or businesses with a rental-based model). - RevenueMethod *string `json:"revenue_method,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gt", runtime.ParamLocationQuery, *params.StrikePriceGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RevenueSurprise The difference between the actual and estimated revenue. - RevenueSurprise *float64 `json:"revenue_surprise,omitempty"` + } - // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. - RevenueSurprisePercent *float64 `json:"revenue_surprise_percent,omitempty"` + if params.StrikePriceLte != nil { - // Ticker The stock symbol of the company reporting earnings. - Ticker *string `json:"ticker,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lte", runtime.ParamLocationQuery, *params.StrikePriceLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Time The time (formatted as 24-hour HH:MM:SS UTC) when the earnings are scheduled or were reported. - Time *string `json:"time,omitempty"` - } `json:"results"` + } - // Status The status of this request's response. - Status GetBenzingaV1Earnings200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + if params.StrikePriceLt != nil { - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lt", runtime.ParamLocationQuery, *params.StrikePriceLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Status The status of this request's response. - Status GetBenzingaV1Earnings400Status `json:"status"` - } -} -type GetBenzingaV1Earnings200Status string -type GetBenzingaV1Earnings400Status string + } -// Status returns HTTPResponse.Status -func (r GetBenzingaV1EarningsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + if params.ExpirationDateGte != nil { -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1EarningsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gte", runtime.ParamLocationQuery, *params.ExpirationDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -type GetBenzingaV1FirmsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.ExpirationDateGt != nil { - // Results The results for this request. - Results []struct { - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gt", runtime.ParamLocationQuery, *params.ExpirationDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Currency Primary currency used by the financial firm, with some entries having null values. - Currency *string `json:"currency,omitempty"` + } - // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. - LastUpdated *string `json:"last_updated,omitempty"` + if params.ExpirationDateLte != nil { - // Name The name of a research firm or investment bank which issues ratings. - Name *string `json:"name,omitempty"` - } `json:"results"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lte", runtime.ParamLocationQuery, *params.ExpirationDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Status The status of this request's response. - Status GetBenzingaV1Firms200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.ExpirationDateLt != nil { - // Status The status of this request's response. - Status GetBenzingaV1Firms400Status `json:"status"` - } -} -type GetBenzingaV1Firms200Status string -type GetBenzingaV1Firms400Status string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lt", runtime.ParamLocationQuery, *params.ExpirationDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// Status returns HTTPResponse.Status -func (r GetBenzingaV1FirmsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + } -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1FirmsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + if params.Order != nil { -type GetBenzingaV1GuidanceResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + } - // Results The results for this request. - Results []struct { - // BenzingaId A unique identifier assigned by Benzinga to the guidance record. - BenzingaId *string `json:"benzinga_id,omitempty"` + if params.Limit != nil { - // CompanyName The name of the company issuing guidance. - CompanyName *string `json:"company_name,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. - Currency *string `json:"currency,omitempty"` + } - // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. - Date *string `json:"date,omitempty"` + if params.Sort != nil { - // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). - EpsMethod *string `json:"eps_method,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // EstimatedEpsGuidance The midpoint or central earnings per share (EPS) value the company expects for the given fiscal period. - EstimatedEpsGuidance *float64 `json:"estimated_eps_guidance,omitempty"` + } - // EstimatedRevenueGuidance The midpoint or central revenue figure the company expects for the given fiscal period. - EstimatedRevenueGuidance *float64 `json:"estimated_revenue_guidance,omitempty"` + queryURL.RawQuery = queryValues.Encode() + } - // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. - FiscalPeriod *string `json:"fiscal_period,omitempty"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. - FiscalYear *int64 `json:"fiscal_year,omitempty"` + return req, nil +} - // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` +// NewGetOptionContractRequest generates requests for GetOptionContract +func NewGetOptionContractRequest(server string, underlyingAsset string, optionContract string) (*http.Request, error) { + var err error - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. - LastUpdated *string `json:"last_updated,omitempty"` + var pathParam0 string - // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. - MaxEpsGuidance *float64 `json:"max_eps_guidance,omitempty"` + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) + if err != nil { + return nil, err + } - // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. - MaxRevenueGuidance *float64 `json:"max_revenue_guidance,omitempty"` + var pathParam1 string - // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. - MinEpsGuidance *float64 `json:"min_eps_guidance,omitempty"` + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "optionContract", runtime.ParamLocationPath, optionContract) + if err != nil { + return nil, err + } - // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. - MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // Notes Additional descriptive text or commentary provided about the guidance record. - Notes *string `json:"notes,omitempty"` + operationPath := fmt.Sprintf("/v3/snapshot/options/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // Positioning Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure) - Positioning *string `json:"positioning,omitempty"` + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. - PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,omitempty"` + return req, nil +} - // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` - - // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. - PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,omitempty"` - - // ReleaseType Indicates whether the guidance was issued as part of a scheduled earnings release ('official') or as an unscheduled update ('preliminary'). - ReleaseType *string `json:"release_type,omitempty"` - - // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles) and adj (adjusted, non-GAAP). - RevenueMethod *string `json:"revenue_method,omitempty"` - - // Ticker The stock symbol of the company issuing guidance. - Ticker *string `json:"ticker,omitempty"` +// NewGetCryptoTradesRequest generates requests for GetCryptoTrades +func NewGetCryptoTradesRequest(server string, cryptoTicker string, params *GetCryptoTradesParams) (*http.Request, error) { + var err error - // Time The time of day the guidance was announced, in HH:mm:ss format. - Time *string `json:"time,omitempty"` - } `json:"results"` + var pathParam0 string - // Status The status of this request's response. - Status GetBenzingaV1Guidance200Status `json:"status"` + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - // Status The status of this request's response. - Status GetBenzingaV1Guidance400Status `json:"status"` + serverURL, err := url.Parse(server) + if err != nil { + return nil, err } -} -type GetBenzingaV1Guidance200Status string -type GetBenzingaV1Guidance400Status string -// Status returns HTTPResponse.Status -func (r GetBenzingaV1GuidanceResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status + operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath } - return http.StatusText(0) -} -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1GuidanceResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err } - return 0 -} - -type GetBenzingaV1RatingsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params != nil { + queryValues := queryURL.Query() - // Results The results for this request. - Results []struct { - // AdjustedPriceTarget The current price target adjusted for stock splits and dividends. - AdjustedPriceTarget *float64 `json:"adjusted_price_target,omitempty"` + if params.Timestamp != nil { - // Analyst The name of the individual analyst who issued the rating. - Analyst *string `json:"analyst,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // BenzingaAnalystId The identifer used by Benzinga for this analyst. - BenzingaAnalystId *string `json:"benzinga_analyst_id,omitempty"` + } - // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker - BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` + if params.TimestampGte != nil { - // BenzingaFirmId The identifer used by Benzinga for this firm. - BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + } - // BenzingaNewsUrl A link to the Benzinga articles page for this ticker - BenzingaNewsUrl *string `json:"benzinga_news_url,omitempty"` + if params.TimestampGt != nil { - // CompanyName The name of the company being rated. - CompanyName *string `json:"company_name,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Currency The ISO 4217 currency code in which the price target is denominated. - Currency *string `json:"currency,omitempty"` + } - // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. - Date *string `json:"date,omitempty"` + if params.TimestampLte != nil { - // Firm The name of the research firm or investment bank issuing the rating. - Firm *string `json:"firm,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Importance A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` + } - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + if params.TimestampLt != nil { - // Notes Additional context or commentary. - Notes *string `json:"notes,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. - PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` + } - // PreviousPriceTarget The previous price target set by the analyst. - PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` + if params.Order != nil { - // PreviousRating The previous rating set by the analyst. - PreviousRating *string `json:"previous_rating,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // PricePercentChange The percentage change in price target if price target and previous price target exists - PricePercentChange *float64 `json:"price_percent_change,omitempty"` + } - // PriceTarget The current price target set by the analyst. - PriceTarget *float64 `json:"price_target,omitempty"` + if params.Limit != nil { - // PriceTargetAction The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets. - PriceTargetAction *string `json:"price_target_action,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Rating The current rating set by the analyst. - Rating *string `json:"rating,omitempty"` + } - // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. - RatingAction *string `json:"rating_action,omitempty"` + if params.Sort != nil { - // Ticker The stock symbol of the company being rated. - Ticker *string `json:"ticker,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. - Time *string `json:"time,omitempty"` - } `json:"results"` + } - // Status The status of this request's response. - Status GetBenzingaV1Ratings200Status `json:"status"` + queryURL.RawQuery = queryValues.Encode() } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - // Status The status of this request's response. - Status GetBenzingaV1Ratings400Status `json:"status"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err } + + return req, nil } -type GetBenzingaV1Ratings200Status string -type GetBenzingaV1Ratings400Status string -// Status returns HTTPResponse.Status -func (r GetBenzingaV1RatingsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status +// NewGetOptionsTradesRequest generates requests for GetOptionsTrades +func NewGetOptionsTradesRequest(server string, optionsTicker string, params *GetOptionsTradesParams) (*http.Request, error) { + var err error + + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err } - return http.StatusText(0) -} -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1RatingsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode + serverURL, err := url.Parse(server) + if err != nil { + return nil, err } - return 0 -} -type GetBenzingaV2NewsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // Results The results for this request. - Results []struct { - // Author The name of the journalist or entity that authored the news article. - Author string `json:"author"` + if params != nil { + queryValues := queryURL.Query() - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId int64 `json:"benzinga_id"` + if params.Timestamp != nil { - // Body The full text content of the news article. - Body *string `json:"body,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). - Channels *[]string `json:"channels,omitempty"` + } - // Images A list of images associated with the article. - Images *[]string `json:"images,omitempty"` + if params.TimestampGte != nil { - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the news article was last updated in the system. - LastUpdated time.Time `json:"last_updated"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. - Published time.Time `json:"published"` + } - // Tags A list of tags that describe the themes or content of the article. - Tags *[]string `json:"tags,omitempty"` + if params.TimestampGt != nil { - // Teaser A short summary or lead-in to the news article's content. - Teaser *string `json:"teaser,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Tickers A list of stock or crypto tickers mentioned in the article. - Tickers *[]string `json:"tickers,omitempty"` + } - // Title The headline of the news article. - Title string `json:"title"` + if params.TimestampLte != nil { - // Url The direct link to the source of the news article. - Url string `json:"url"` - } `json:"results"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Status The status of this request's response. - Status GetBenzingaV2News200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.TimestampLt != nil { - // Status The status of this request's response. - Status GetBenzingaV2News400Status `json:"status"` - } -} -type GetBenzingaV2News200Status string -type GetBenzingaV2News400Status string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// Status returns HTTPResponse.Status -func (r GetBenzingaV2NewsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + } -// StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV2NewsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + if params.Order != nil { -type GetCryptoV1ExchangesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + } - // Results The results for this request. - Results []struct { - // Id Numeric identifier for the cryptocurrency exchange or trading platform. - Id string `json:"id"` + if params.Limit != nil { - // Name Full official name of the cryptocurrency exchange or digital asset trading platform. - Name string `json:"name"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. - Type string `json:"type"` + } - // Url Official website URL of the cryptocurrency exchange. - Url *string `json:"url,omitempty"` - } `json:"results"` + if params.Sort != nil { - // Status The status of this request's response. - Status GetCryptoV1Exchanges200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + } - // Status The status of this request's response. - Status GetCryptoV1Exchanges400Status `json:"status"` + queryURL.RawQuery = queryValues.Encode() } -} -type GetCryptoV1Exchanges200Status string -type GetCryptoV1Exchanges400Status string -// Status returns HTTPResponse.Status -func (r GetCryptoV1ExchangesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err } - return http.StatusText(0) -} -// StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoV1ExchangesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 + return req, nil } -type GetEtfGlobalV1AnalyticsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` +// NewGetStocksTradesRequest generates requests for GetStocksTrades +func NewGetStocksTradesRequest(server string, stockTicker string, params *GetStocksTradesParams) (*http.Request, error) { + var err error - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + var pathParam0 string - // Results The results for this request. - Results []struct { - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. - QuantCompositeBehavioral *float64 `json:"quant_composite_behavioral,omitempty"` + operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. - QuantCompositeFundamental *float64 `json:"quant_composite_fundamental,omitempty"` + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. - QuantCompositeGlobal *float64 `json:"quant_composite_global,omitempty"` + if params != nil { + queryValues := queryURL.Query() - // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. - QuantCompositeQuality *float64 `json:"quant_composite_quality,omitempty"` + if params.Timestamp != nil { - // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. - QuantCompositeSentiment *float64 `json:"quant_composite_sentiment,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. - QuantCompositeTechnical *float64 `json:"quant_composite_technical,omitempty"` + } - // QuantFundamentalDiv Fundamental analysis score based on dividend yields of the ETF's underlying securities. - QuantFundamentalDiv *float64 `json:"quant_fundamental_div,omitempty"` + if params.TimestampGte != nil { - // QuantFundamentalPb Fundamental analysis score based on price-to-book value ratios of the ETF's holdings. - QuantFundamentalPb *float64 `json:"quant_fundamental_pb,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // QuantFundamentalPcf Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets. - QuantFundamentalPcf *float64 `json:"quant_fundamental_pcf,omitempty"` + } - // QuantFundamentalPe Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings. - QuantFundamentalPe *float64 `json:"quant_fundamental_pe,omitempty"` + if params.TimestampGt != nil { - // QuantGlobalCountry Quantitative score analyzing global country themes and country-specific market factors. - QuantGlobalCountry *float64 `json:"quant_global_country,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // QuantGlobalSector Quantitative score analyzing global sector themes and sector-specific performance factors. - QuantGlobalSector *float64 `json:"quant_global_sector,omitempty"` + } - // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. - QuantGrade *string `json:"quant_grade,omitempty"` + if params.TimestampLte != nil { - // QuantQualityDiversification Quality assessment score evaluating the diversification benefits and risk distribution of the ETF. - QuantQualityDiversification *float64 `json:"quant_quality_diversification,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. - QuantQualityFirm *float64 `json:"quant_quality_firm,omitempty"` + } - // QuantQualityLiquidity Quality assessment score measuring the liquidity characteristics and trading ease of the ETF. - QuantQualityLiquidity *float64 `json:"quant_quality_liquidity,omitempty"` + if params.TimestampLt != nil { - // QuantSentimentIv Market sentiment score derived from implied volatility levels in options markets. - QuantSentimentIv *float64 `json:"quant_sentiment_iv,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. - QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` + } - // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. - QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` + if params.Order != nil { - // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. - QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. - QuantTechnicalLt *float64 `json:"quant_technical_lt,omitempty"` + } - // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. - QuantTechnicalSt *float64 `json:"quant_technical_st,omitempty"` + if params.Limit != nil { - // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. - QuantTotalScore *float64 `json:"quant_total_score,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. - RewardScore *float64 `json:"reward_score,omitempty"` + } - // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. - RiskCountry *float64 `json:"risk_country,omitempty"` + if params.Sort != nil { - // RiskDeviation A component score measuring how much the ETF deviates from expected performance. - RiskDeviation *float64 `json:"risk_deviation,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. - RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` + } - // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. - RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` + queryURL.RawQuery = queryValues.Encode() + } - // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. - RiskStructure *float64 `json:"risk_structure,omitempty"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. - RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + return req, nil +} - // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. - RiskVolatility *float64 `json:"risk_volatility,omitempty"` - } `json:"results"` +// NewListFinancialsRequest generates requests for ListFinancials +func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*http.Request, error) { + var err error - // Status The status of this request's response. - Status GetEtfGlobalV1Analytics200Status `json:"status"` + serverURL, err := url.Parse(server) + if err != nil { + return nil, err } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // Status The status of this request's response. - Status GetEtfGlobalV1Analytics400Status `json:"status"` + operationPath := fmt.Sprintf("/vX/reference/financials") + if operationPath[0] == '/' { + operationPath = "." + operationPath } -} -type GetEtfGlobalV1Analytics200Status string -type GetEtfGlobalV1Analytics400Status string -// Status returns HTTPResponse.Status -func (r GetEtfGlobalV1AnalyticsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err } - return http.StatusText(0) -} -// StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1AnalyticsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + if params != nil { + queryValues := queryURL.Query() -type GetEtfGlobalV1ConstituentsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if params.Ticker != nil { - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Results The results for this request. - Results []struct { - // AssetClass The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc. - AssetClass *string `json:"asset_class,omitempty"` + } - // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. - CompositeTicker *string `json:"composite_ticker,omitempty"` + if params.Cik != nil { - // ConstituentName The full company or security name of the constituent holding. - ConstituentName *string `json:"constituent_name,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // ConstituentRank The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding. - ConstituentRank int64 `json:"constituent_rank"` + } - // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. - ConstituentTicker *string `json:"constituent_ticker,omitempty"` + if params.CompanyName != nil { - // CountryOfExchange The country where the exchange that lists this constituent security is located. - CountryOfExchange *string `json:"country_of_exchange,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "company_name", runtime.ParamLocationQuery, *params.CompanyName); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // CurrencyTraded The local currency in which this constituent security is denominated and traded. - CurrencyTraded *string `json:"currency_traded,omitempty"` + } - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + if params.Sic != nil { - // Exchange The name of the stock exchange where this constituent security is primarily traded. - Exchange *string `json:"exchange,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sic", runtime.ParamLocationQuery, *params.Sic); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. - Figi *string `json:"figi,omitempty"` + } - // Isin The International Securities Identification Number, a global standard for identifying securities. - Isin *string `json:"isin,omitempty"` + if params.FilingDate != nil { - // MarketValue The total market value of this constituent position held by the ETF. - MarketValue *float64 `json:"market_value,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + } - // SecurityType The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc. - SecurityType *string `json:"security_type,omitempty"` + if params.PeriodOfReportDate != nil { - // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. - Sedol *string `json:"sedol,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date", runtime.ParamLocationQuery, *params.PeriodOfReportDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // SharesHeld The number of shares of this constituent security that the ETF currently owns. - SharesHeld *float64 `json:"shares_held,omitempty"` + } - // UsCode A unique identifier code for the constituent security in US markets. - UsCode *string `json:"us_code,omitempty"` + if params.Timeframe != nil { - // Weight The percentage weight of this constituent security within the ETF's total portfolio. - Weight *float64 `json:"weight,omitempty"` - } `json:"results"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Status The status of this request's response. - Status GetEtfGlobalV1Constituents200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.IncludeSources != nil { - // Status The status of this request's response. - Status GetEtfGlobalV1Constituents400Status `json:"status"` - } -} -type GetEtfGlobalV1Constituents200Status string -type GetEtfGlobalV1Constituents400Status string + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_sources", runtime.ParamLocationQuery, *params.IncludeSources); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// Status returns HTTPResponse.Status -func (r GetEtfGlobalV1ConstituentsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + } -// StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1ConstituentsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + if params.CompanyNameSearch != nil { -type GetEtfGlobalV1FundFlowsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "company_name.search", runtime.ParamLocationQuery, *params.CompanyNameSearch); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + } - // Results The results for this request. - Results []struct { - // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` + if params.FilingDateGte != nil { - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // FundFlow The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows. - FundFlow *float64 `json:"fund_flow,omitempty"` + } - // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. - Nav *float64 `json:"nav,omitempty"` + if params.FilingDateGt != nil { - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. - SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` - } `json:"results"` + } - // Status The status of this request's response. - Status GetEtfGlobalV1FundFlows200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + if params.FilingDateLte != nil { - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Status The status of this request's response. - Status GetEtfGlobalV1FundFlows400Status `json:"status"` - } -} -type GetEtfGlobalV1FundFlows200Status string -type GetEtfGlobalV1FundFlows400Status string + } -// Status returns HTTPResponse.Status -func (r GetEtfGlobalV1FundFlowsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + if params.FilingDateLt != nil { -// StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1FundFlowsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -type GetEtfGlobalV1ProfilesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if params.PeriodOfReportDateGte != nil { - // Results The results for this request. - Results []struct { - // Administrator The administrator of the ETF. - Administrator *string `json:"administrator,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.gte", runtime.ParamLocationQuery, *params.PeriodOfReportDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Advisor The investment advisor of the ETF. - Advisor *string `json:"advisor,omitempty"` + } - // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. - AssetClass *string `json:"asset_class,omitempty"` + if params.PeriodOfReportDateGt != nil { - // Aum The total assets under management, representing the current market value of all assets held by the ETF. - Aum *float64 `json:"aum,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.gt", runtime.ParamLocationQuery, *params.PeriodOfReportDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // AvgDailyTradingVolume The average number of shares traded daily over the past month, indicating liquidity and investor interest. - AvgDailyTradingVolume *float64 `json:"avg_daily_trading_volume,omitempty"` + } - // BidAskSpread The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day. - BidAskSpread *float64 `json:"bid_ask_spread,omitempty"` + if params.PeriodOfReportDateLte != nil { - // CallVolume Call options volume. - CallVolume *float64 `json:"call_volume,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.lte", runtime.ParamLocationQuery, *params.PeriodOfReportDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Category The broad investment category that describes the ETF's investment focus and strategy. - Category *string `json:"category,omitempty"` + } - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` + if params.PeriodOfReportDateLt != nil { - // CouponExposure Coupon exposure breakdown for fixed income ETFs. - CouponExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"coupon_exposure,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_of_report_date.lt", runtime.ParamLocationQuery, *params.PeriodOfReportDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // CreationFee The fee for creating new shares of the ETF. - CreationFee *float64 `json:"creation_fee,omitempty"` + } - // CreationUnitSize The size of creation units for the ETF. - CreationUnitSize *float64 `json:"creation_unit_size,omitempty"` + if params.Order != nil { - // CurrencyExposure Currency exposure breakdown of the ETF. - CurrencyExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"currency_exposure,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Custodian The custodian of the ETF assets. - Custodian *string `json:"custodian,omitempty"` + } - // Description The official name and description of the ETF product. - Description *string `json:"description,omitempty"` + if params.Limit != nil { - // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. - DevelopmentClass *string `json:"development_class,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // DiscountPremium Discount or premium to net asset value. - DiscountPremium *float64 `json:"discount_premium,omitempty"` + } - // DistributionFrequency How frequently the ETF makes distributions. - DistributionFrequency *string `json:"distribution_frequency,omitempty"` + if params.Sort != nil { - // Distributor The distributor of the ETF. - Distributor *string `json:"distributor,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + } - // FeeWaivers Any fee waivers applied to the ETF. - FeeWaivers *float64 `json:"fee_waivers,omitempty"` + queryURL.RawQuery = queryValues.Encode() + } - // FiscalYearEnd The fiscal year end date for the ETF. - FiscalYearEnd *string `json:"fiscal_year_end,omitempty"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. - Focus *string `json:"focus,omitempty"` + return req, nil +} - // FuturesCommissionMerchant The futures commission merchant, if applicable. - FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` +// NewListIPOsRequest generates requests for ListIPOs +func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, error) { + var err error - // GeographicExposure Geographic exposure breakdown of the ETF. - GeographicExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"geographic_exposure,omitempty"` + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // InceptionDate The date when this ETF was first launched and became available for trading. - InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + operationPath := fmt.Sprintf("/vX/reference/ipos") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // IndustryExposure Industry exposure breakdown of the ETF. - IndustryExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"industry_exposure,omitempty"` + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // IndustryGroupExposure Industry group exposure breakdown of the ETF. - IndustryGroupExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"industry_group_exposure,omitempty"` + if params != nil { + queryValues := queryURL.Query() - // Issuer The financial institution or fund company that created and sponsors this ETF. - Issuer *string `json:"issuer,omitempty"` + if params.Ticker != nil { - // LeadMarketMaker The lead market maker for the ETF. - LeadMarketMaker *string `json:"lead_market_maker,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). - LeverageStyle string `json:"leverage_style"` + } - // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. - LeveredAmount *float64 `json:"levered_amount,omitempty"` + if params.UsCode != nil { - // ListingExchange The primary exchange where the ETF is listed. - ListingExchange *string `json:"listing_exchange,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. - ManagementClassification string `json:"management_classification"` + } - // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. - ManagementFee *float64 `json:"management_fee,omitempty"` + if params.Isin != nil { - // MaturityExposure Maturity exposure breakdown for fixed income ETFs. - MaturityExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"maturity_exposure,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // NetExpenses Net expenses after waivers. - NetExpenses *float64 `json:"net_expenses,omitempty"` + } - // NumHoldings Number of holdings in the ETF. - NumHoldings *float64 `json:"num_holdings,omitempty"` + if params.ListingDate != nil { - // OptionsAvailable Availability of options on the ETF. - OptionsAvailable *int32 `json:"options_available,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date", runtime.ParamLocationQuery, *params.ListingDate); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // OptionsVolume Options trading volume for the ETF. - OptionsVolume *float64 `json:"options_volume,omitempty"` + } - // OtherExpenses Other expenses charged by the ETF. - OtherExpenses *float64 `json:"other_expenses,omitempty"` + if params.IpoStatus != nil { - // PortfolioManager The portfolio manager of the ETF. - PortfolioManager *string `json:"portfolio_manager,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status", runtime.ParamLocationQuery, *params.IpoStatus); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. - PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + } - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + if params.ListingDateGte != nil { - // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). - ProductType string `json:"product_type"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gte", runtime.ParamLocationQuery, *params.ListingDateGte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // PutCallRatio Put/call ratio for options on the ETF. - PutCallRatio *float64 `json:"put_call_ratio,omitempty"` + } - // PutVolume Put options volume. - PutVolume *float64 `json:"put_volume,omitempty"` + if params.ListingDateGt != nil { - // Region The geographic region or area of the world where the ETF concentrates its investments. - Region *string `json:"region,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gt", runtime.ParamLocationQuery, *params.ListingDateGt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // SectorExposure Sector exposure breakdown of the ETF. - SectorExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"sector_exposure,omitempty"` + } - // ShortInterest Short interest in the ETF. - ShortInterest *float64 `json:"short_interest,omitempty"` + if params.ListingDateLte != nil { - // Subadvisor The subadvisor of the ETF, if applicable. - Subadvisor *string `json:"subadvisor,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lte", runtime.ParamLocationQuery, *params.ListingDateLte); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // SubindustryExposure Sub-industry exposure breakdown of the ETF. - SubindustryExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"subindustry_exposure,omitempty"` + } - // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). - TaxClassification *string `json:"tax_classification,omitempty"` + if params.ListingDateLt != nil { - // TotalExpenses The total annual expense ratio of the ETF, including all fees and costs passed on to investors. - TotalExpenses *float64 `json:"total_expenses,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lt", runtime.ParamLocationQuery, *params.ListingDateLt); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // TransferAgent The transfer agent for the ETF. - TransferAgent *string `json:"transfer_agent,omitempty"` + } - // Trustee The trustee of the ETF. - Trustee *string `json:"trustee,omitempty"` - } `json:"results"` + if params.Order != nil { - // Status The status of this request's response. - Status GetEtfGlobalV1Profiles200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + } - // Status The status of this request's response. - Status GetEtfGlobalV1Profiles400Status `json:"status"` - } -} -type GetEtfGlobalV1Profiles200Status string -type GetEtfGlobalV1Profiles400Status string + if params.Limit != nil { -// Status returns HTTPResponse.Status -func (r GetEtfGlobalV1ProfilesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1ProfilesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + } -type GetEtfGlobalV1TaxonomiesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + if params.Sort != nil { - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // Results The results for this request. - Results []struct { - // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. - AssetClass *string `json:"asset_class,omitempty"` + } - // Category The broad investment category that describes the ETF's investment focus and strategy. - Category *string `json:"category,omitempty"` + queryURL.RawQuery = queryValues.Encode() + } - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // Country The specific country focus of the ETF, if applicable. - Country *string `json:"country,omitempty"` + return req, nil +} - // CreditQualityRating Credit quality rating for fixed income ETFs. - CreditQualityRating *string `json:"credit_quality_rating,omitempty"` +// NewGetEventsRequest generates requests for GetEvents +func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*http.Request, error) { + var err error - // Description The official name and description of the ETF product. - Description *string `json:"description,omitempty"` + var pathParam0 string - // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. - DevelopmentClass *string `json:"development_class,omitempty"` + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "id", runtime.ParamLocationPath, id) + if err != nil { + return nil, err + } - // Duration The duration characteristics for fixed income ETFs. - Duration *string `json:"duration,omitempty"` + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + operationPath := fmt.Sprintf("/vX/reference/tickers/%s/events", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - // Esg Environmental, Social, and Governance characteristics. - Esg *string `json:"esg,omitempty"` + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - // ExposureMechanism The mechanism used to achieve exposure. - ExposureMechanism *string `json:"exposure_mechanism,omitempty"` + if params != nil { + queryValues := queryURL.Query() - // Factor Factor exposure characteristics of the ETF. - Factor *string `json:"factor,omitempty"` + if params.Types != nil { - // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. - Focus *string `json:"focus,omitempty"` + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "types", runtime.ParamLocationQuery, *params.Types); err != nil { + return nil, err + } else if parsed, err := url.ParseQuery(queryFrag); err != nil { + return nil, err + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - // HedgeReset The frequency of hedge reset, if applicable. - HedgeReset *string `json:"hedge_reset,omitempty"` + } - // HoldingsDisclosureFrequency How frequently holdings are disclosed. - HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` + queryURL.RawQuery = queryValues.Encode() + } - // InceptionDate The date when this ETF was first launched and became available for trading. - InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - // Isin The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide. - Isin *string `json:"isin,omitempty"` + return req, nil +} - // Issuer The financial institution or fund company that created and sponsors this ETF. - Issuer *string `json:"issuer,omitempty"` +func (c *Client) applyEditors(ctx context.Context, req *http.Request, additionalEditors []RequestEditorFn) error { + for _, r := range c.RequestEditors { + if err := r(ctx, req); err != nil { + return err + } + } + for _, r := range additionalEditors { + if err := r(ctx, req); err != nil { + return err + } + } + return nil +} - // LeverageReset The frequency of leverage reset, if applicable. - LeverageReset *string `json:"leverage_reset,omitempty"` +// ClientWithResponses builds on ClientInterface to offer response payloads +type ClientWithResponses struct { + ClientInterface +} - // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). - LeverageStyle string `json:"leverage_style"` +// NewClientWithResponses creates a new ClientWithResponses, which wraps +// Client with return type handling +func NewClientWithResponses(server string, opts ...ClientOption) (*ClientWithResponses, error) { + client, err := NewClient(server, opts...) + if err != nil { + return nil, err + } + return &ClientWithResponses{client}, nil +} - // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. - LeveredAmount *float64 `json:"levered_amount,omitempty"` +// WithBaseURL overrides the baseURL. +func WithBaseURL(baseURL string) ClientOption { + return func(c *Client) error { + newBaseURL, err := url.Parse(baseURL) + if err != nil { + return err + } + c.Server = newBaseURL.String() + return nil + } +} - // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. - ManagementClassification string `json:"management_classification"` +// ClientWithResponsesInterface is the interface specification for the client with responses above. +type ClientWithResponsesInterface interface { + // GetBenzingaV1AnalystInsightsWithResponse request + GetBenzingaV1AnalystInsightsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystInsightsResponse, error) - // ManagementStyle Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used. - ManagementStyle *string `json:"management_style,omitempty"` + // GetBenzingaV1AnalystsWithResponse request + GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) - // Maturity The maturity profile for fixed income ETFs. - Maturity *string `json:"maturity,omitempty"` + // GetBenzingaV1BullsBearsSayWithResponse request + GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) - // Objective The primary investment objective of the ETF. - Objective *string `json:"objective,omitempty"` + // GetBenzingaV1ConsensusRatingsWithResponse request + GetBenzingaV1ConsensusRatingsWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsResponse, error) - // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. - PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + // GetBenzingaV1EarningsWithResponse request + GetBenzingaV1EarningsWithResponse(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1EarningsResponse, error) - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // GetBenzingaV1FirmsWithResponse request + GetBenzingaV1FirmsWithResponse(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1FirmsResponse, error) - // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). - ProductType string `json:"product_type"` + // GetBenzingaV1GuidanceWithResponse request + GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, error) - // RebalanceFrequency How frequently the ETF rebalances its holdings. - RebalanceFrequency *string `json:"rebalance_frequency,omitempty"` + // GetBenzingaV1RatingsWithResponse request + GetBenzingaV1RatingsWithResponse(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1RatingsResponse, error) - // ReconstitutionFrequency How frequently the index is reconstituted. - ReconstitutionFrequency *string `json:"reconstitution_frequency,omitempty"` + // GetBenzingaV2NewsWithResponse request + GetBenzingaV2NewsWithResponse(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV2NewsResponse, error) - // Region The geographic region or area of the world where the ETF concentrates its investments. - Region *string `json:"region,omitempty"` + // GetConsumerSpendingEuV1MerchantAggregatesWithResponse request + GetConsumerSpendingEuV1MerchantAggregatesWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantAggregatesParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantAggregatesResponse, error) - // SecondaryObjective The secondary investment objective, if applicable. - SecondaryObjective *string `json:"secondary_objective,omitempty"` + // GetConsumerSpendingEuV1MerchantHierarchyWithResponse request + GetConsumerSpendingEuV1MerchantHierarchyWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantHierarchyParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantHierarchyResponse, error) - // SelectionMethodology The methodology used to select securities. - SelectionMethodology *string `json:"selection_methodology,omitempty"` + // GetCryptoV1ExchangesWithResponse request + GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) - // SelectionUniverse The universe from which securities are selected. - SelectionUniverse *string `json:"selection_universe,omitempty"` + // GetEtfGlobalV1AnalyticsWithResponse request + GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, error) - // StrategicFocus The strategic investment focus of the ETF. - StrategicFocus *string `json:"strategic_focus,omitempty"` + // GetEtfGlobalV1ConstituentsWithResponse request + GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) - // TargetedFocus The targeted investment focus of the ETF. - TargetedFocus *string `json:"targeted_focus,omitempty"` + // GetEtfGlobalV1FundFlowsWithResponse request + GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) - // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). - TaxClassification *string `json:"tax_classification,omitempty"` + // GetEtfGlobalV1ProfilesWithResponse request + GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, error) - // UsCode A unique identifier code that identifies this ETF in US markets. - UsCode *string `json:"us_code,omitempty"` + // GetEtfGlobalV1TaxonomiesWithResponse request + GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) - // WeightingMethodology The methodology used to weight holdings. - WeightingMethodology *string `json:"weighting_methodology,omitempty"` - } `json:"results"` + // GetFedV1InflationWithResponse request + GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) - // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // GetFedV1InflationExpectationsWithResponse request + GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetFedV1LaborMarketWithResponse request + GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) - // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies400Status `json:"status"` - } -} -type GetEtfGlobalV1Taxonomies200Status string -type GetEtfGlobalV1Taxonomies400Status string + // GetFedV1TreasuryYieldsWithResponse request + GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) -// Status returns HTTPResponse.Status -func (r GetEtfGlobalV1TaxonomiesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // GetForexV1ExchangesWithResponse request + GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, error) -// StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1TaxonomiesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // AggregatesV1WithResponse request + AggregatesV1WithResponse(ctx context.Context, ticker string, params *AggregatesV1Params, reqEditors ...RequestEditorFn) (*AggregatesV1Response, error) -type GetFedV1InflationResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + // GetFuturesV1ContractsWithResponse request + GetFuturesV1ContractsWithResponse(ctx context.Context, params *GetFuturesV1ContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ContractsResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetFuturesV1ExchangesWithResponse request + GetFuturesV1ExchangesWithResponse(ctx context.Context, params *GetFuturesV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ExchangesResponse, error) - // Results The results for this request. - Results []struct { - // Cpi Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted. - Cpi *float32 `json:"cpi,omitempty"` + // GetFuturesV1MarketStatusWithResponse request + GetFuturesV1MarketStatusWithResponse(ctx context.Context, params *GetFuturesV1MarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesV1MarketStatusResponse, error) - // CpiCore Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility. - CpiCore *float32 `json:"cpi_core,omitempty"` + // GetFuturesV1ProductsWithResponse request + GetFuturesV1ProductsWithResponse(ctx context.Context, params *GetFuturesV1ProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ProductsResponse, error) - // CpiYearOverYear Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy. - CpiYearOverYear *float32 `json:"cpi_year_over_year,omitempty"` + // GetFuturesV1QuotesWithResponse request + GetFuturesV1QuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesV1QuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1QuotesResponse, error) - // Date Calendar date of the observation (YYYY‑MM‑DD). - Date *string `json:"date,omitempty"` + // GetFuturesV1SchedulesWithResponse request + GetFuturesV1SchedulesWithResponse(ctx context.Context, params *GetFuturesV1SchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SchedulesResponse, error) - // Pce Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights. - Pce *float32 `json:"pce,omitempty"` + // GetFuturesV1TradesWithResponse request + GetFuturesV1TradesWithResponse(ctx context.Context, ticker string, params *GetFuturesV1TradesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1TradesResponse, error) - // PceCore Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation. - PceCore *float32 `json:"pce_core,omitempty"` + // GetFuturesAggregatesWithResponse request + GetFuturesAggregatesWithResponse(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*GetFuturesAggregatesResponse, error) - // PceSpending Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.AskSize. economy, reported in billions of dollars and not adjusted for inflation. - PceSpending *float32 `json:"pce_spending,omitempty"` - } `json:"results"` + // GetFuturesVXContractsWithResponse request + GetFuturesVXContractsWithResponse(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXContractsResponse, error) - // Status The status of this request's response. - Status GetFedV1Inflation200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // GetFuturesVXExchangesWithResponse request + GetFuturesVXExchangesWithResponse(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXExchangesResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetFuturesVXMarketStatusWithResponse request + GetFuturesVXMarketStatusWithResponse(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesVXMarketStatusResponse, error) - // Status The status of this request's response. - Status GetFedV1Inflation400Status `json:"status"` - } -} -type GetFedV1Inflation200Status string -type GetFedV1Inflation400Status string + // GetFuturesVXProductsWithResponse request + GetFuturesVXProductsWithResponse(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXProductsResponse, error) -// Status returns HTTPResponse.Status -func (r GetFedV1InflationResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // GetFuturesVXQuotesWithResponse request + GetFuturesVXQuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesVXQuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXQuotesResponse, error) -// StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1InflationResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // GetFuturesVXSchedulesWithResponse request + GetFuturesVXSchedulesWithResponse(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSchedulesResponse, error) -type GetFedV1InflationExpectationsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + // GetFuturesVXSnapshotWithResponse request + GetFuturesVXSnapshotWithResponse(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetFuturesVXTradesWithResponse request + GetFuturesVXTradesWithResponse(ctx context.Context, ticker string, params *GetFuturesVXTradesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXTradesResponse, error) - // Results The results for this request. - Results []struct { - // Date Calendar date of the observation (YYYY‑MM‑DD). - Date *string `json:"date,omitempty"` + // GetOptionsV1ExchangesWithResponse request + GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) - // ForwardYears5To10 5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields. - ForwardYears5To10 *float32 `json:"forward_years_5_to_10,omitempty"` + // GetStocksFilings10KVXSectionsWithResponse request + GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) - // Market10Year 10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields. - Market10Year *float32 `json:"market_10_year,omitempty"` + // GetStocksFilings8KVXTextWithResponse request + GetStocksFilings8KVXTextWithResponse(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXTextResponse, error) - // Market5Year 5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields. - Market5Year *float32 `json:"market_5_year,omitempty"` + // GetStocksFilingsVX13FWithResponse request + GetStocksFilingsVX13FWithResponse(ctx context.Context, params *GetStocksFilingsVX13FParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVX13FResponse, error) - // Model10Year The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model10Year *float32 `json:"model_10_year,omitempty"` + // GetStocksFilingsVXIndexWithResponse request + GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) - // Model1Year The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model1Year *float32 `json:"model_1_year,omitempty"` + // GetStocksFilingsVXRiskFactorsWithResponse request + GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) - // Model30Year The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model30Year *float32 `json:"model_30_year,omitempty"` + // GetStocksFinancialsV1BalanceSheetsWithResponse request + GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) - // Model5Year The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model5Year *float32 `json:"model_5_year,omitempty"` - } `json:"results"` + // GetStocksFinancialsV1CashFlowStatementsWithResponse request + GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) - // Status The status of this request's response. - Status GetFedV1InflationExpectations200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // GetStocksFinancialsV1IncomeStatementsWithResponse request + GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetStocksFinancialsV1RatiosWithResponse request + GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, error) - // Status The status of this request's response. - Status GetFedV1InflationExpectations400Status `json:"status"` - } -} -type GetFedV1InflationExpectations200Status string -type GetFedV1InflationExpectations400Status string + // GetStocksTaxonomiesVXRiskFactorsWithResponse request + GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) -// Status returns HTTPResponse.Status -func (r GetFedV1InflationExpectationsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // GetStocksV1DividendsWithResponse request + GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, error) -// StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1InflationExpectationsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // GetStocksV1ExchangesWithResponse request + GetStocksV1ExchangesWithResponse(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetStocksV1ExchangesResponse, error) -type GetFedV1LaborMarketResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + // GetStocksV1ShortInterestWithResponse request + GetStocksV1ShortInterestWithResponse(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortInterestResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetStocksV1ShortVolumeWithResponse request + GetStocksV1ShortVolumeWithResponse(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortVolumeResponse, error) - // Results The results for this request. - Results []struct { - // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). - AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` + // GetStocksV1SplitsWithResponse request + GetStocksV1SplitsWithResponse(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*GetStocksV1SplitsResponse, error) - // Date Calendar date of the observation (YYYY-MM-DD). - Date *string `json:"date,omitempty"` + // GetStocksVXFloatWithResponse request + GetStocksVXFloatWithResponse(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*GetStocksVXFloatResponse, error) - // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). - JobOpenings *float32 `json:"job_openings,omitempty"` + // GetTmxV1CorporateEventsWithResponse request + GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) - // LaborForceParticipationRate Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED). - LaborForceParticipationRate *float32 `json:"labor_force_participation_rate,omitempty"` + // GetCurrencyConversionWithResponse request + GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) - // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). - UnemploymentRate *float32 `json:"unemployment_rate,omitempty"` - } `json:"results"` + // DeprecatedGetHistoricCryptoTradesWithResponse request + DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) - // Status The status of this request's response. - Status GetFedV1LaborMarket200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // DeprecatedGetHistoricForexQuotesWithResponse request + DeprecatedGetHistoricForexQuotesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricForexQuotesResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetCryptoEMAWithResponse request + GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) - // Status The status of this request's response. - Status GetFedV1LaborMarket400Status `json:"status"` - } -} -type GetFedV1LaborMarket200Status string -type GetFedV1LaborMarket400Status string + // GetForexEMAWithResponse request + GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) -// Status returns HTTPResponse.Status -func (r GetFedV1LaborMarketResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // GetIndicesEMAWithResponse request + GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) -// StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1LaborMarketResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // GetOptionsEMAWithResponse request + GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, error) -type GetFedV1TreasuryYieldsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + // GetStocksEMAWithResponse request + GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetCryptoMACDWithResponse request + GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) - // Results The results for this request. - Results []struct { - // Date Calendar date of the yield observation (YYYY-MM-DD). - Date *string `json:"date,omitempty"` + // GetForexMACDWithResponse request + GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) - // Yield10Year Market Yield on U.AskSize. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis - Yield10Year *float32 `json:"yield_10_year,omitempty"` + // GetIndicesMACDWithResponse request + GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) - // Yield1Month Market Yield on U.AskSize. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis - Yield1Month *float32 `json:"yield_1_month,omitempty"` + // GetOptionsMACDWithResponse request + GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) - // Yield1Year Market Yield on U.AskSize. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis - Yield1Year *float32 `json:"yield_1_year,omitempty"` + // GetStocksMACDWithResponse request + GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) - // Yield20Year Market Yield on U.AskSize. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis - Yield20Year *float32 `json:"yield_20_year,omitempty"` + // GetCryptoRSIWithResponse request + GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) - // Yield2Year Market Yield on U.AskSize. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis - Yield2Year *float32 `json:"yield_2_year,omitempty"` + // GetForexRSIWithResponse request + GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) - // Yield30Year Market Yield on U.AskSize. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis - Yield30Year *float32 `json:"yield_30_year,omitempty"` + // GetIndicesRSIWithResponse request + GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) - // Yield3Month Market Yield on U.AskSize. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis - Yield3Month *float32 `json:"yield_3_month,omitempty"` + // GetOptionsRSIWithResponse request + GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) - // Yield3Year Market Yield on U.AskSize. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis - Yield3Year *float32 `json:"yield_3_year,omitempty"` + // GetStocksRSIWithResponse request + GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, error) - // Yield5Year Market Yield on U.AskSize. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis - Yield5Year *float32 `json:"yield_5_year,omitempty"` + // GetCryptoSMAWithResponse request + GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) - // Yield6Month Market Yield on U.AskSize. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis - Yield6Month *float32 `json:"yield_6_month,omitempty"` + // GetForexSMAWithResponse request + GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) - // Yield7Year Market Yield on U.AskSize. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis - Yield7Year *float32 `json:"yield_7_year,omitempty"` - } `json:"results"` + // GetIndicesSMAWithResponse request + GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, error) - // Status The status of this request's response. - Status GetFedV1TreasuryYields200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // GetOptionsSMAWithResponse request + GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetStocksSMAWithResponse request + GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) - // Status The status of this request's response. - Status GetFedV1TreasuryYields400Status `json:"status"` - } -} -type GetFedV1TreasuryYields200Status string -type GetFedV1TreasuryYields400Status string + // GetLastCryptoTradeWithResponse request + GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, error) -// Status returns HTTPResponse.Status -func (r GetFedV1TreasuryYieldsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // GetLastCurrencyQuoteWithResponse request + GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) -// StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1TreasuryYieldsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // GetMarketStatusWithResponse request + GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) -type GetForexV1ExchangesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + // GetMarketHolidaysWithResponse request + GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetCryptoOpenCloseWithResponse request + GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) - // Results The results for this request. - Results []struct { - // Id Numeric identifier for the forex trading venue or institution. - Id string `json:"id"` + // GetIndicesOpenCloseWithResponse request + GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) - // Name Full name of the foreign exchange trading venue, platform, or financial institution. - Name string `json:"name"` + // GetOptionsOpenCloseWithResponse request + GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, error) - // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. - Type string `json:"type"` - } `json:"results"` + // GetStocksOpenCloseWithResponse request + GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) - // Status The status of this request's response. - Status GetForexV1Exchanges200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // GetV1ReferenceIposWithResponse request + GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // GetRelatedCompaniesWithResponse request + GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, error) - // Status The status of this request's response. - Status GetForexV1Exchanges400Status `json:"status"` - } -} -type GetForexV1Exchanges200Status string -type GetForexV1Exchanges400Status string + // GetSnapshotSummaryWithResponse request + GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) -// Status returns HTTPResponse.Status -func (r GetForexV1ExchangesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // GetGroupedCryptoAggregatesWithResponse request + GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) -// StatusCode returns HTTPResponse.StatusCode -func (r GetForexV1ExchangesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // GetGroupedForexAggregatesWithResponse request + GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) -type GetFuturesAggregatesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, the URL to the next page of results. - NextUrl *string `json:"next_url,omitempty"` - Results []struct { - // Close The last price within the timeframe. - Close float64 `json:"close"` + // GetGroupedStocksAggregatesWithResponse request + GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) - // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. - DollarVolume float64 `json:"dollar_volume"` + // GetPreviousCryptoAggregatesWithResponse request + GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) - // High The highest price within the timeframe. - High float64 `json:"high"` + // GetCryptoAggregatesWithResponse request + GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, error) - // Low The lowest price within the timeframe. - Low float64 `json:"low"` + // GetPreviousForexAggregatesWithResponse request + GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) - // Open The opening price within the timeframe. - Open float64 `json:"open"` + // GetForexAggregatesWithResponse request + GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) - // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. - SessionEndDate string `json:"session_end_date"` + // GetPreviousIndicesAggregatesWithResponse request + GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, error) - // SettlementPrice The price the contract would have cost to settle for this session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // GetIndicesAggregatesWithResponse request + GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) - // Ticker The ticker for the contract. - Ticker string `json:"ticker"` + // GetPreviousOptionsAggregatesWithResponse request + GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) - // Transactions The number of transactions that occurred within the timeframe. - Transactions int64 `json:"transactions"` + // GetOptionsAggregatesWithResponse request + GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, error) - // Volume The number of contracts that traded within the timeframe. - Volume int64 `json:"volume"` + // GetPreviousStocksAggregatesWithResponse request + GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) - // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. - WindowStart int64 `json:"window_start"` - } `json:"results"` + // GetStocksAggregatesWithResponse request + GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) - // Status The status of the response. - Status string `json:"status"` - } -} + // GetLastStocksQuoteWithResponse request + GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) -// Status returns HTTPResponse.Status -func (r GetFuturesAggregatesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // GetLastOptionsTradeWithResponse request + GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) -// StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesAggregatesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 + // GetLastStocksTradeWithResponse request + GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) + + // ListNewsWithResponse request + ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) + + // GetCryptoSnapshotTickersWithResponse request + GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) + + // GetCryptoSnapshotTickerWithResponse request + GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) + + // DeprecatedGetCryptoSnapshotTickerBookWithResponse request + DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) + + // GetCryptoSnapshotDirectionWithResponse request + GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) + + // GetForexSnapshotTickersWithResponse request + GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) + + // GetForexSnapshotTickerWithResponse request + GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) + + // GetForexSnapshotDirectionWithResponse request + GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) + + // GetStocksSnapshotTickersWithResponse request + GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, error) + + // GetStocksSnapshotTickerWithResponse request + GetStocksSnapshotTickerWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickerResponse, error) + + // GetStocksSnapshotDirectionWithResponse request + GetStocksSnapshotDirectionWithResponse(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotDirectionResponse, error) + + // DeprecatedGetHistoricStocksQuotesWithResponse request + DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, error) + + // DeprecatedGetHistoricStocksTradesWithResponse request + DeprecatedGetHistoricStocksTradesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksTradesResponse, error) + + // GetForexQuotesWithResponse request + GetForexQuotesWithResponse(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*GetForexQuotesResponse, error) + + // GetOptionsQuotesWithResponse request + GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, error) + + // GetStocksQuotesWithResponse request + GetStocksQuotesWithResponse(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*GetStocksQuotesResponse, error) + + // ListConditionsWithResponse request + ListConditionsWithResponse(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*ListConditionsResponse, error) + + // ListDividendsWithResponse request + ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, error) + + // ListExchangesWithResponse request + ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) + + // ListOptionsContractsWithResponse request + ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) + + // GetOptionsContractWithResponse request + GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, error) + + // ListStockSplitsWithResponse request + ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) + + // ListTickersWithResponse request + ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) + + // ListTickerTypesWithResponse request + ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, error) + + // GetTickerWithResponse request + GetTickerWithResponse(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*GetTickerResponse, error) + + // GetSnapshotsWithResponse request + GetSnapshotsWithResponse(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*GetSnapshotsResponse, error) + + // GetIndicesSnapshotWithResponse request + GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, error) + + // GetOptionsChainWithResponse request + GetOptionsChainWithResponse(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*GetOptionsChainResponse, error) + + // GetOptionContractWithResponse request + GetOptionContractWithResponse(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*GetOptionContractResponse, error) + + // GetCryptoTradesWithResponse request + GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, error) + + // GetOptionsTradesWithResponse request + GetOptionsTradesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*GetOptionsTradesResponse, error) + + // GetStocksTradesWithResponse request + GetStocksTradesWithResponse(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*GetStocksTradesResponse, error) + + // ListFinancialsWithResponse request + ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, error) + + // ListIPOsWithResponse request + ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) + + // GetEventsWithResponse request + GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) } -type GetFuturesVXContractsResponse struct { +type GetBenzingaV1AnalystInsightsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -44629,60 +46163,45 @@ type GetFuturesVXContractsResponse struct { // Results The results for this request. Results []struct { - // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. - Active bool `json:"active"` - - // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. - Date openapi_types.Date `json:"date"` - - // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. - DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` + // BenzingaFirmId The identifer used by Benzinga for the firm record. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` - // FirstTradeDate The first day on which the contract was tradeable. - FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // GroupCode An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex. - GroupCode *string `json:"group_code,omitempty"` + // BenzingaRatingId The identifier used by Benzinga for the rating record. + BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` - // LastTradeDate The last day on which the contract was tradeable. - LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` - // MaxOrderQuantity The maximum order quantity. - MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` - // MinOrderQuantity The minimum order quantity. - MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` - // Name The name of this contract. - Name *string `json:"name,omitempty"` + // Insight Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target. + Insight *string `json:"insight,omitempty"` - // ProductCode The identifier for the contract's product. - ProductCode *string `json:"product_code,omitempty"` + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` - // SettlementDate The date on which this contract settles. - SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` - // SettlementTickSize The tick size for settlement. - SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` - // SpreadTickSize The tick size for spreads. - SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` - // Ticker The ticker for the contract. + // Ticker The stock symbol of the company being rated. Ticker *string `json:"ticker,omitempty"` - - // TradeTickSize The tick size for trades. - TradeTickSize *float64 `json:"trade_tick_size,omitempty"` - - // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. - TradingVenue *string `json:"trading_venue,omitempty"` - - // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. - Type *string `json:"type,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXContracts200Status `json:"status"` + Status GetBenzingaV1AnalystInsights200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -44692,14 +46211,14 @@ type GetFuturesVXContractsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXContracts400Status `json:"status"` + Status GetBenzingaV1AnalystInsights400Status `json:"status"` } } -type GetFuturesVXContracts200Status string -type GetFuturesVXContracts400Status string +type GetBenzingaV1AnalystInsights200Status string +type GetBenzingaV1AnalystInsights400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXContractsResponse) Status() string { +func (r GetBenzingaV1AnalystInsightsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -44707,14 +46226,14 @@ func (r GetFuturesVXContractsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXContractsResponse) StatusCode() int { +func (r GetBenzingaV1AnalystInsightsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXExchangesResponse struct { +type GetBenzingaV1AnalystsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -44726,33 +46245,42 @@ type GetFuturesVXExchangesResponse struct { // Results The results for this request. Results []struct { - // Acronym Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX'). - Acronym *string `json:"acronym,omitempty"` + // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` - // Id Numeric identifier for the futures exchange or trading venue. - Id string `json:"id"` + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // Locale Geographic location code where the exchange operates. - Locale *string `json:"locale,omitempty"` + // FirmName The name of the research firm or investment bank issuing the ratings. + FirmName *string `json:"firm_name,omitempty"` - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. - Mic *string `json:"mic,omitempty"` + // FullName The full name of the analyst associated with the ratings. + FullName *string `json:"full_name,omitempty"` - // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). - Name string `json:"name"` + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the analyst record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` - // OperatingMic Operating Market Identifier Code for the futures exchange. - OperatingMic *string `json:"operating_mic,omitempty"` + // OverallAvgReturn The average percent price difference per rating since the date of recommendation. + OverallAvgReturn *float64 `json:"overall_avg_return,omitempty"` - // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. - Type string `json:"type"` + // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. + OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,omitempty"` - // Url Official website URL of the futures exchange organization. - Url *string `json:"url,omitempty"` + // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. + OverallSuccessRate *float64 `json:"overall_success_rate,omitempty"` + + // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. + SmartScore *float64 `json:"smart_score,omitempty"` + + // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. + TotalRatings *float64 `json:"total_ratings,omitempty"` + + // TotalRatingsPercentile The analyst's percentile rank based on the total number of ratings issued, relative to other analysts. + TotalRatingsPercentile *float64 `json:"total_ratings_percentile,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXExchanges200Status `json:"status"` + Status GetBenzingaV1Analysts200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -44762,14 +46290,14 @@ type GetFuturesVXExchangesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXExchanges400Status `json:"status"` + Status GetBenzingaV1Analysts400Status `json:"status"` } } -type GetFuturesVXExchanges200Status string -type GetFuturesVXExchanges400Status string +type GetBenzingaV1Analysts200Status string +type GetBenzingaV1Analysts400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXExchangesResponse) Status() string { +func (r GetBenzingaV1AnalystsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -44777,14 +46305,14 @@ func (r GetFuturesVXExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXExchangesResponse) StatusCode() int { +func (r GetBenzingaV1AnalystsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXMarketStatusResponse struct { +type GetBenzingaV1BullsBearsSayResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -44796,27 +46324,24 @@ type GetFuturesVXMarketStatusResponse struct { // Results The results for this request. Results []struct { - // MarketEvent The current status of the market for the product. - MarketEvent *string `json:"market_event,omitempty"` - - // Name The name of the futures product. - Name *string `json:"name,omitempty"` + // BearCase A concise summary of the bearish investment thesis, highlighting potential risks, challenges, and reasons why the stock could decline in value. + BearCase *string `json:"bear_case,omitempty"` - // ProductCode The product code of the futures contracts for which you want statuses. - ProductCode *string `json:"product_code,omitempty"` + // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // SessionEndDate The trading date for the current session. - SessionEndDate *string `json:"session_end_date,omitempty"` + // BullCase A concise summary of the bullish investment thesis, highlighting positive aspects, growth opportunities, and reasons why the stock could appreciate in value. + BullCase *string `json:"bull_case,omitempty"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,omitempty"` + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. - TradingVenue *string `json:"trading_venue,omitempty"` + // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXMarketStatus200Status `json:"status"` + Status GetBenzingaV1BullsBearsSay200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -44826,14 +46351,14 @@ type GetFuturesVXMarketStatusResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXMarketStatus400Status `json:"status"` + Status GetBenzingaV1BullsBearsSay400Status `json:"status"` } } -type GetFuturesVXMarketStatus200Status string -type GetFuturesVXMarketStatus400Status string +type GetBenzingaV1BullsBearsSay200Status string +type GetBenzingaV1BullsBearsSay400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXMarketStatusResponse) Status() string { +func (r GetBenzingaV1BullsBearsSayResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -44841,14 +46366,14 @@ func (r GetFuturesVXMarketStatusResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXMarketStatusResponse) StatusCode() int { +func (r GetBenzingaV1BullsBearsSayResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXProductsResponse struct { +type GetBenzingaV1ConsensusRatingsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -44860,60 +46385,48 @@ type GetFuturesVXProductsResponse struct { // Results The results for this request. Results []struct { - // AssetClass The asset class to which the product belongs. - AssetClass *string `json:"asset_class,omitempty"` - - // AssetSubClass The asset sub-class to which the product belongs. - AssetSubClass *string `json:"asset_sub_class,omitempty"` - - // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. - Date openapi_types.Date `json:"date"` - - // LastUpdated The date and time at which this product was last updated. - LastUpdated *time.Time `json:"last_updated,omitempty"` - - // Name The full name of the product. - Name *string `json:"name,omitempty"` + // BuyRatings The count of 'Buy' ratings from contributing analysts. + BuyRatings int64 `json:"buy_ratings"` - // PriceQuotation The quoted price for this product. - PriceQuotation *string `json:"price_quotation,omitempty"` + // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. + ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` - // ProductCode The identifier for the product. - ProductCode *string `json:"product_code,omitempty"` + // ConsensusRating The overall rating category determined by the average consensus weight. Possible values: 'strong_buy', 'buy', 'hold', 'sell', 'strong_sell'. + ConsensusRating *string `json:"consensus_rating,omitempty"` - // Sector The sector to which the product belongs. - Sector *string `json:"sector,omitempty"` + // ConsensusRatingValue The numerical average of all consensus weights, rounded to 2 decimal places. Scale ranges from 1 (Strong Sell) to 5 (Strong Buy). + ConsensusRatingValue *float64 `json:"consensus_rating_value,omitempty"` - // SettlementCurrencyCode The currency in which this product settles. - SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` + // HighPriceTarget The highest price target among all contributing analysts. + HighPriceTarget *float64 `json:"high_price_target,omitempty"` - // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). - SettlementMethod *string `json:"settlement_method,omitempty"` + // HoldRatings The count of 'Hold' ratings from contributing analysts. + HoldRatings int64 `json:"hold_ratings"` - // SettlementType The type of settlement for this product. - SettlementType *string `json:"settlement_type,omitempty"` + // LowPriceTarget The lowest price target among all contributing analysts. + LowPriceTarget *float64 `json:"low_price_target,omitempty"` - // SubSector The sub-sector to which the product belongs. - SubSector *string `json:"sub_sector,omitempty"` + // PriceTargetContributors The number of unique analysts contributing price targets. + PriceTargetContributors int64 `json:"price_target_contributors"` - // TradeCurrencyCode The currency in which this product's contracts trade. - TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` + // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. + RatingsContributors int64 `json:"ratings_contributors"` - // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. - TradingVenue *string `json:"trading_venue,omitempty"` + // SellRatings The count of 'Sell' ratings from contributing analysts. + SellRatings int64 `json:"sell_ratings"` - // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. - Type *string `json:"type,omitempty"` + // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. + StrongBuyRatings int64 `json:"strong_buy_ratings"` - // UnitOfMeasure The unit of measure for this product. - UnitOfMeasure *string `json:"unit_of_measure,omitempty"` + // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. + StrongSellRatings int64 `json:"strong_sell_ratings"` - // UnitOfMeasureQty The quantity of the unit of measure for this product. - UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,omitempty"` + // Ticker The requested ticker. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXProducts200Status `json:"status"` + Status GetBenzingaV1ConsensusRatings200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -44923,14 +46436,14 @@ type GetFuturesVXProductsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXProducts400Status `json:"status"` + Status GetBenzingaV1ConsensusRatings400Status `json:"status"` } } -type GetFuturesVXProducts200Status string -type GetFuturesVXProducts400Status string +type GetBenzingaV1ConsensusRatings200Status string +type GetBenzingaV1ConsensusRatings400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXProductsResponse) Status() string { +func (r GetBenzingaV1ConsensusRatingsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -44938,14 +46451,14 @@ func (r GetFuturesVXProductsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXProductsResponse) StatusCode() int { +func (r GetBenzingaV1ConsensusRatingsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXQuotesNewResponse struct { +type GetBenzingaV1EarningsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -44957,124 +46470,98 @@ type GetFuturesVXQuotesNewResponse struct { // Results The results for this request. Results []struct { - // AskPrice The ask price. - AskPrice *float64 `json:"ask_price,omitempty"` + // ActualEps The actual earnings per share (EPS) reported by the company for the given period. + ActualEps *float64 `json:"actual_eps,omitempty"` - // AskSize The ask size. - AskSize *int32 `json:"ask_size,omitempty"` + // ActualRevenue The actual revenue reported by the company for the given fiscal period. + ActualRevenue *float64 `json:"actual_revenue,omitempty"` - // AskTimestamp The nanosecond accuracy Unix Timestamp when the ask price was submitted to the exchange. - AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // BidPrice The bid price. - BidPrice *float64 `json:"bid_price,omitempty"` + // CompanyName The name of the company releasing earnings. + CompanyName *string `json:"company_name,omitempty"` - // BidSize The bid size. - BidSize *int32 `json:"bid_size,omitempty"` + // Currency The ISO 4217 currency code indicating the denomination in which the figures are reported. + Currency *string `json:"currency,omitempty"` - // BidTimestamp The nanosecond accuracy Unix Timestamp when the bid price was submitted to the exchange. - BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. + Date *string `json:"date,omitempty"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange *int32 `json:"exchange,omitempty"` + // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. + DateStatus *string `json:"date_status,omitempty"` - // ReportSequence The report sequence number. - ReportSequence int64 `json:"report_sequence"` + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` - // SequenceNumber The sequence number represents the order in which quote events occurred for this ticker. - SequenceNumber int64 `json:"sequence_number"` - - // SessionEndDate The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session. - SessionEndDate string `json:"session_end_date"` - - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // EpsSurprise The difference between the actual and estimated EPS. + EpsSurprise *float64 `json:"eps_surprise,omitempty"` - // Timestamp The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - Timestamp int64 `json:"timestamp"` - } `json:"results"` + // EpsSurprisePercent The percentage difference between the actual and estimated EPS. + EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` - // Status The status of this request's response. - Status GetFuturesVXQuotesNew200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. + EstimatedEps *float64 `json:"estimated_eps,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. + EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` - // Status The status of this request's response. - Status GetFuturesVXQuotesNew400Status `json:"status"` - } -} -type GetFuturesVXQuotesNew200Status string -type GetFuturesVXQuotesNew400Status string + // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. + FiscalPeriod *string `json:"fiscal_period,omitempty"` -// Status returns HTTPResponse.Status -func (r GetFuturesVXQuotesNewResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // FiscalYear The fiscal year in which the earnings period falls. + FiscalYear *int64 `json:"fiscal_year,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXQuotesNewResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` -type GetFuturesQuotesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - Results *[]struct { - // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. - AskPrice *float64 `json:"ask_price,omitempty"` + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` - // AskSize The quote size represents the number of futures contracts available at the given ask price. - AskSize *float64 `json:"ask_size,omitempty"` + // Notes Additional context, commentary, or clarifying notes related to the earnings event. + Notes *string `json:"notes,omitempty"` - // AskTimestamp The time when the ask price was submitted to the exchange. - AskTimestamp *int `json:"ask_timestamp,omitempty"` + // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. + PreviousEps *float64 `json:"previous_eps,omitempty"` - // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. - BidPrice *float64 `json:"bid_price,omitempty"` + // PreviousRevenue The company's revenue for the previous comparable fiscal period. + PreviousRevenue *float64 `json:"previous_revenue,omitempty"` - // BidSize The quote size represents the number of futures contracts available at the given bid price. - BidSize *float64 `json:"bid_size,omitempty"` + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), adj (adjusted, non-GAAP figures that exclude certain items like one-time charges or divestitures), and rental (revenue specifically derived from rental operations, typically used by REITs, leasing companies, or businesses with a rental-based model). + RevenueMethod *string `json:"revenue_method,omitempty"` - // BidTimestamp The time when the bid price was submitted to the exchange. - BidTimestamp *int `json:"bid_timestamp,omitempty"` + // RevenueSurprise The difference between the actual and estimated revenue. + RevenueSurprise *float64 `json:"revenue_surprise,omitempty"` - // ReportSequence The reporting sequence number. - ReportSequence int `json:"report_sequence"` + // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. + RevenueSurprisePercent *float64 `json:"revenue_surprise_percent,omitempty"` - // SequenceNumber The unique sequence number assigned to this quote by the exchange. - SequenceNumber int `json:"sequence_number"` + // Ticker The stock symbol of the company reporting earnings. + Ticker *string `json:"ticker,omitempty"` - // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. - SessionEndDate string `json:"session_end_date"` + // Time The time (formatted as 24-hour HH:MM:SS EST) when the earnings are scheduled or were reported. + Time *string `json:"time,omitempty"` + } `json:"results"` - // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). - Ticker string `json:"ticker"` + // Status The status of this request's response. + Status GetBenzingaV1Earnings200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Timestamp The time when the quote was generated at the exchange to nanosecond precision. - Timestamp int `json:"timestamp"` - } `json:"results,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetBenzingaV1Earnings400Status `json:"status"` } } +type GetBenzingaV1Earnings200Status string +type GetBenzingaV1Earnings400Status string // Status returns HTTPResponse.Status -func (r GetFuturesQuotesResponse) Status() string { +func (r GetBenzingaV1EarningsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45082,14 +46569,14 @@ func (r GetFuturesQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesQuotesResponse) StatusCode() int { +func (r GetBenzingaV1EarningsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXSchedulesResponse struct { +type GetBenzingaV1FirmsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45101,27 +46588,21 @@ type GetFuturesVXSchedulesResponse struct { // Results The results for this request. Results []struct { - // Event The type of session on the given trading date. - Event *string `json:"event,omitempty"` - - // ProductCode The product code of the futures contract. - ProductCode *string `json:"product_code,omitempty"` - - // ProductName The name of the futures product to which this schedule applies. - ProductName *string `json:"product_name,omitempty"` + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // SessionEndDate The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used. - SessionEndDate *string `json:"session_end_date,omitempty"` + // Currency Primary currency used by the financial firm, with some entries having null values. + Currency *string `json:"currency,omitempty"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,omitempty"` + // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. + LastUpdated *string `json:"last_updated,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. - TradingVenue *string `json:"trading_venue,omitempty"` + // Name The name of a research firm or investment bank which issues ratings. + Name *string `json:"name,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXSchedules200Status `json:"status"` + Status GetBenzingaV1Firms200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45131,14 +46612,14 @@ type GetFuturesVXSchedulesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSchedules400Status `json:"status"` + Status GetBenzingaV1Firms400Status `json:"status"` } } -type GetFuturesVXSchedules200Status string -type GetFuturesVXSchedules400Status string +type GetBenzingaV1Firms200Status string +type GetBenzingaV1Firms400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXSchedulesResponse) Status() string { +func (r GetBenzingaV1FirmsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45146,14 +46627,14 @@ func (r GetFuturesVXSchedulesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXSchedulesResponse) StatusCode() int { +func (r GetBenzingaV1FirmsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXSnapshotResponse struct { +type GetBenzingaV1GuidanceResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45165,99 +46646,84 @@ type GetFuturesVXSnapshotResponse struct { // Results The results for this request. Results []struct { - Details *struct { - ProductCode *string `json:"product_code,omitempty"` + // BenzingaId A unique identifier assigned by Benzinga to the guidance record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // SettlementDate The day that this contract is settled. - SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` - Ticker *string `json:"ticker,omitempty"` - } `json:"details,omitempty"` - LastMinute *struct { - // Close The price at the end of the minute bar. - Close *float64 `json:"close,omitempty"` + // CompanyName The name of the company issuing guidance. + CompanyName *string `json:"company_name,omitempty"` - // High The highest price reached in the minute bar. - High *float64 `json:"high,omitempty"` + // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. + Currency *string `json:"currency,omitempty"` - // LastUpdated The timestamp indicating the most recent update to the minute bar. - LastUpdated *int64 `json:"last_updated,omitempty"` + // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. + Date *string `json:"date,omitempty"` - // Low The lowest price reached in the minute bar. - Low *float64 `json:"low,omitempty"` + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` - // Open The opening price at the start of the minute bar. - Open *float64 `json:"open,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` + // EstimatedEpsGuidance The midpoint or central earnings per share (EPS) value the company expects for the given fiscal period. + EstimatedEpsGuidance *float64 `json:"estimated_eps_guidance,omitempty"` - // Volume The number of contracts traded in the minute bar. - Volume *float64 `json:"volume,omitempty"` - } `json:"last_minute,omitempty"` - LastQuote *struct { - // Ask The lowest price a seller is willing to accept. - Ask *float64 `json:"ask,omitempty"` + // EstimatedRevenueGuidance The midpoint or central revenue figure the company expects for the given fiscal period. + EstimatedRevenueGuidance *float64 `json:"estimated_revenue_guidance,omitempty"` - // AskSize The number of contracts available at the ask price. - AskSize *int32 `json:"ask_size,omitempty"` + // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. + FiscalPeriod *string `json:"fiscal_period,omitempty"` - // AskTimestamp The time when the best ask price was last updated. - AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. + FiscalYear *int64 `json:"fiscal_year,omitempty"` - // Bid The highest price a buyer is willing to pay. - Bid *float64 `json:"bid,omitempty"` + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` - // BidSize The number of contracts available at the bid price. - BidSize *int32 `json:"bid_size,omitempty"` + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` - // BidTimestamp The time when the best bid price was last updated. - BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. + MaxEpsGuidance *float64 `json:"max_eps_guidance,omitempty"` - // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` - } `json:"last_quote,omitempty"` - LastTrade *struct { - // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` + // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. + MaxRevenueGuidance *float64 `json:"max_revenue_guidance,omitempty"` - // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. - Price *float64 `json:"price,omitempty"` + // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. + MinEpsGuidance *float64 `json:"min_eps_guidance,omitempty"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` - } `json:"last_trade,omitempty"` - Session *struct { - // Change The change in price during this session. - Change *float64 `json:"change,omitempty"` + // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. + MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` - // ChangePercent The percentage change in price during this session. - ChangePercent *float64 `json:"change_percent,omitempty"` + // Notes Additional descriptive text or commentary provided about the guidance record. + Notes *string `json:"notes,omitempty"` - // Close The price at the end of the session. - Close *float64 `json:"close,omitempty"` + // Positioning Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure) + Positioning *string `json:"positioning,omitempty"` - // High The highest price reached in the session. - High *float64 `json:"high,omitempty"` + // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` - // Low The lowest price reached in the session. - Low *float64 `json:"low,omitempty"` + // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,omitempty"` - // Open The opening price at the start of the session. - Open *float64 `json:"open,omitempty"` + // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` - // PreviousSettlement The settlement price of the previous session. - PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,omitempty"` - // SettlementPrice The final settlement price at the end of the session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // ReleaseType Indicates whether the guidance was issued as part of a scheduled earnings release ('official') or as an unscheduled update ('preliminary'). + ReleaseType *string `json:"release_type,omitempty"` - // Volume The number of contracts traded in the session. - Volume *float64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles) and adj (adjusted, non-GAAP). + RevenueMethod *string `json:"revenue_method,omitempty"` + + // Ticker The stock symbol of the company issuing guidance. + Ticker *string `json:"ticker,omitempty"` + + // Time The time of day the guidance was announced, in HH:mm:ss format. + Time *string `json:"time,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXSnapshot200Status `json:"status"` + Status GetBenzingaV1Guidance200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45267,14 +46733,14 @@ type GetFuturesVXSnapshotResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSnapshot400Status `json:"status"` + Status GetBenzingaV1Guidance400Status `json:"status"` } } -type GetFuturesVXSnapshot200Status string -type GetFuturesVXSnapshot400Status string +type GetBenzingaV1Guidance200Status string +type GetBenzingaV1Guidance400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXSnapshotResponse) Status() string { +func (r GetBenzingaV1GuidanceResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45282,14 +46748,14 @@ func (r GetFuturesVXSnapshotResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXSnapshotResponse) StatusCode() int { +func (r GetBenzingaV1GuidanceResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXSnapshotNativeResponse struct { +type GetBenzingaV1RatingsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45301,99 +46767,81 @@ type GetFuturesVXSnapshotNativeResponse struct { // Results The results for this request. Results []struct { - Details *struct { - ProductCode *string `json:"product_code,omitempty"` + // AdjustedPriceTarget The current price target adjusted for stock splits and dividends. + AdjustedPriceTarget *float64 `json:"adjusted_price_target,omitempty"` - // SettlementDate The day that this contract is settled. - SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` - Ticker *string `json:"ticker,omitempty"` - } `json:"details,omitempty"` - LastMinute *struct { - // Close The price at the end of the minute bar. - Close *float64 `json:"close,omitempty"` + // Analyst The name of the individual analyst who issued the rating. + Analyst *string `json:"analyst,omitempty"` - // High The highest price reached in the minute bar. - High *float64 `json:"high,omitempty"` + // BenzingaAnalystId The identifer used by Benzinga for this analyst. + BenzingaAnalystId *string `json:"benzinga_analyst_id,omitempty"` - // LastUpdated The timestamp indicating the most recent update to the minute bar. - LastUpdated *int64 `json:"last_updated,omitempty"` + // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker + BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` - // Low The lowest price reached in the minute bar. - Low *float64 `json:"low,omitempty"` + // BenzingaFirmId The identifer used by Benzinga for this firm. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` - // Open The opening price at the start of the minute bar. - Open *float64 `json:"open,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // Volume The number of contracts traded in the minute bar. - Volume *float64 `json:"volume,omitempty"` - } `json:"last_minute,omitempty"` - LastQuote *struct { - // Ask The lowest price a seller is willing to accept. - Ask *float64 `json:"ask,omitempty"` + // BenzingaNewsUrl A link to the Benzinga articles page for this ticker + BenzingaNewsUrl *string `json:"benzinga_news_url,omitempty"` - // AskSize The number of contracts available at the ask price. - AskSize *int32 `json:"ask_size,omitempty"` + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` - // AskTimestamp The time when the best ask price was last updated. - AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + // Currency The ISO 4217 currency code in which the price target is denominated. + Currency *string `json:"currency,omitempty"` - // Bid The highest price a buyer is willing to pay. - Bid *float64 `json:"bid,omitempty"` + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` - // BidSize The number of contracts available at the bid price. - BidSize *int32 `json:"bid_size,omitempty"` + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` - // BidTimestamp The time when the best bid price was last updated. - BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + // Importance A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` - // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` - } `json:"last_quote,omitempty"` - LastTrade *struct { - // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` - // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. - Price *float64 `json:"price,omitempty"` + // Notes Additional context or commentary. + Notes *string `json:"notes,omitempty"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` - } `json:"last_trade,omitempty"` - Session *struct { - // Change The change in price during this session. - Change *float64 `json:"change,omitempty"` + // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. + PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` - // ChangePercent The percentage change in price during this session. - ChangePercent *float64 `json:"change_percent,omitempty"` + // PreviousPriceTarget The previous price target set by the analyst. + PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` - // Close The price at the end of the session. - Close *float64 `json:"close,omitempty"` + // PreviousRating The previous rating set by the analyst. + PreviousRating *string `json:"previous_rating,omitempty"` - // High The highest price reached in the session. - High *float64 `json:"high,omitempty"` + // PricePercentChange The percentage change in price target if price target and previous price target exists + PricePercentChange *float64 `json:"price_percent_change,omitempty"` - // Low The lowest price reached in the session. - Low *float64 `json:"low,omitempty"` + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` - // Open The opening price at the start of the session. - Open *float64 `json:"open,omitempty"` + // PriceTargetAction The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets. + PriceTargetAction *string `json:"price_target_action,omitempty"` - // PreviousSettlement The settlement price of the previous session. - PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` - // SettlementPrice The final settlement price at the end of the session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` - // Volume The number of contracts traded in the session. - Volume *float64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` + + // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. + Time *string `json:"time,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXSnapshotNative200Status `json:"status"` + Status GetBenzingaV1Ratings200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45403,14 +46851,14 @@ type GetFuturesVXSnapshotNativeResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSnapshotNative400Status `json:"status"` + Status GetBenzingaV1Ratings400Status `json:"status"` } } -type GetFuturesVXSnapshotNative200Status string -type GetFuturesVXSnapshotNative400Status string +type GetBenzingaV1Ratings200Status string +type GetBenzingaV1Ratings400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXSnapshotNativeResponse) Status() string { +func (r GetBenzingaV1RatingsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45418,14 +46866,14 @@ func (r GetFuturesVXSnapshotNativeResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXSnapshotNativeResponse) StatusCode() int { +func (r GetBenzingaV1RatingsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXTradesNewResponse struct { +type GetBenzingaV2NewsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45437,41 +46885,45 @@ type GetFuturesVXTradesNewResponse struct { // Results The results for this request. Results []struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // Author The name of the journalist or entity that authored the news article. + Author string `json:"author"` - // Correction The trade correction indicator. - Correction *int64 `json:"correction,omitempty"` + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId int64 `json:"benzinga_id"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange *int32 `json:"exchange,omitempty"` + // Body The full text content of the news article. + Body *string `json:"body,omitempty"` - // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. - Price float64 `json:"price"` + // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). + Channels *[]string `json:"channels,omitempty"` - // ReportSequence The report sequence number. - ReportSequence int64 `json:"report_sequence"` + // Images A list of images associated with the article. + Images *[]string `json:"images,omitempty"` - // SequenceNumber The sequence number represents the sequence in which trade events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. - SequenceNumber int64 `json:"sequence_number"` + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the news article was last updated in the system. + LastUpdated time.Time `json:"last_updated"` - // SessionEndDate The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session. - SessionEndDate string `json:"session_end_date"` + // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. + Published time.Time `json:"published"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` + // Tags A list of tags that describe the themes or content of the article. + Tags *[]string `json:"tags,omitempty"` - // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract). - Ticker string `json:"ticker"` + // Teaser A short summary or lead-in to the news article's content. + Teaser *string `json:"teaser,omitempty"` - // Timestamp The time when the trade was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // Tickers A list of stock or crypto tickers mentioned in the article. + Tickers *[]string `json:"tickers,omitempty"` + + // Title The headline of the news article. + Title string `json:"title"` + + // Url The direct link to the source of the news article. + Url string `json:"url"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXTradesNew200Status `json:"status"` + Status GetBenzingaV2News200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45481,14 +46933,14 @@ type GetFuturesVXTradesNewResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXTradesNew400Status `json:"status"` + Status GetBenzingaV2News400Status `json:"status"` } } -type GetFuturesVXTradesNew200Status string -type GetFuturesVXTradesNew400Status string +type GetBenzingaV2News200Status string +type GetBenzingaV2News400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXTradesNewResponse) Status() string { +func (r GetBenzingaV2NewsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45496,105 +46948,103 @@ func (r GetFuturesVXTradesNewResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXTradesNewResponse) StatusCode() int { +func (r GetBenzingaV2NewsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesTradesResponse struct { +type GetConsumerSpendingEuV1MerchantAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` - Results *[]struct { - // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. - Price float64 `json:"price"` - // ReportSequence The reporting sequence number. - ReportSequence int `json:"report_sequence"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // SequenceNumber The unique sequence number assigned to this trade. - SequenceNumber int `json:"sequence_number"` + // Results The results for this request. + Results []struct { + // Channel Transaction channel. Possible values: online, offline, bnpl (buy now pay later platforms such as Scala, Klarna, Zilch). + Channel *string `json:"channel,omitempty"` - // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. - SessionEndDate string `json:"session_end_date"` + // ConsumerType The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking. + ConsumerType *string `json:"consumer_type,omitempty"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size float64 `json:"size"` + // EightDayRollingCategoryAccounts The count of unique consumer accounts active for a given country, consumer type, and that transacted in this merchant category (MCC Group) over the prior 8 days. Used for short-term normalization calculations (e.g., spend per 1000 panelists = (total_spend / eight_day_rolling_category_accounts) * 1000). + EightDayRollingCategoryAccounts *int64 `json:"eight_day_rolling_category_accounts,omitempty"` - // Ticker ticker of the trade - Ticker string `json:"ticker"` + // EightDayRollingTotalAccounts The count of unique consumer accounts active for a given country and consumer type that had any transaction activity (across all categories) over the prior 8 days. Provides a baseline for total panel size. + EightDayRollingTotalAccounts *int64 `json:"eight_day_rolling_total_accounts,omitempty"` - // Timestamp The time when the trade was generated at the exchange to nanosecond precision. - Timestamp int `json:"timestamp"` - } `json:"results,omitempty"` + // MccGroup Merchant category code group associated with the merchant or payment processor. + MccGroup *string `json:"mcc_group,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - } -} + // MerchantIndustry Industry name based on GICS/BICS/ICB data classification for the merchant. + MerchantIndustry *string `json:"merchant_industry,omitempty"` -// Status returns HTTPResponse.Status -func (r GetFuturesTradesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // MerchantTicker Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg tickers and they are point in time. + MerchantTicker *string `json:"merchant_ticker,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesTradesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // Name The merchant or entity name for this aggregate (lowercase). When type is 'merchant', this value can be used as the lookup_name in the merchant-hierarchy endpoint to retrieve full corporate hierarchy details. + Name *string `json:"name,omitempty"` -type GetOptionsV1ExchangesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. Also available in the merchant-hierarchy endpoint for full corporate structure. + ParentName *string `json:"parent_name,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // PublishedDate The date when this data version was published. For original data, this is approximately 7 days after transaction_date. + PublishedDate *openapi_types.Date `json:"published_date,omitempty"` - // Results The results for this request. - Results []struct { - // Acronym Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues. - Acronym *string `json:"acronym,omitempty"` + // SpendInDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with inbound transactions. + SpendInDistinctAccountKeyCount *int64 `json:"spend_in_distinct_account_key_count,omitempty"` - // Id Numeric identifier for the options trading venue or exchange. - Id string `json:"id"` + // SpendInSpend The total inbound transaction amount (refunds, returns, credits) in the specified currency for this aggregation. Values are positive, representing money flowing back into consumer accounts. + SpendInSpend *float64 `json:"spend_in_spend,omitempty"` - // Locale Geographic location code. - Locale *string `json:"locale,omitempty"` + // SpendInTransactionCount The count of inbound transactions (refunds, returns). + SpendInTransactionCount *int64 `json:"spend_in_transaction_count,omitempty"` - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. - Mic *string `json:"mic,omitempty"` + // SpendOutDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with outbound transactions. + SpendOutDistinctAccountKeyCount *int64 `json:"spend_out_distinct_account_key_count,omitempty"` - // Name Full official name of the options exchange or trading venue. - Name string `json:"name"` + // SpendOutSpend The total outbound transaction amount (money spent by consumers) in the specified currency for this aggregation. Values are negative, representing money flowing out of consumer accounts. + SpendOutSpend *float64 `json:"spend_out_spend,omitempty"` - // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. - OperatingMic *string `json:"operating_mic,omitempty"` + // SpendOutTransactionCount The count of outbound transactions (purchases, payments). + SpendOutTransactionCount *int64 `json:"spend_out_transaction_count,omitempty"` - // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. - ParticipantId *string `json:"participant_id,omitempty"` + // TotalAccounts The total count of distinct consumer accounts with any transaction activity for this aggregation. + TotalAccounts *int64 `json:"total_accounts,omitempty"` - // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). - Type string `json:"type"` + // TotalSpend Sum of spend_out_spend and spend_in_spend. Typically negative (net outflow). A positive value indicates refunds exceeded new spending for this aggregation. + TotalSpend *float64 `json:"total_spend,omitempty"` - // Url Official website URL of the organization operating the options exchange. - Url *string `json:"url,omitempty"` + // TotalTransactions The total count of all transactions (outbound + inbound). + TotalTransactions *int64 `json:"total_transactions,omitempty"` + + // TransactionCurrency ISO currency code for the transaction (base card/account currency). Always EUR or GBP in this dataset. All spend amounts are denominated in this currency. + TransactionCurrency *string `json:"transaction_currency,omitempty"` + + // TransactionDate The calendar date when the consumer transactions occurred. + TransactionDate *openapi_types.Date `json:"transaction_date,omitempty"` + + // TwentyEightDayRollingCategoryAccounts The count of unique consumer accounts active for a given country, consumer type, and that transacted in this merchant category (MCC Group) over the prior 28 days. Used for longer-term normalization calculations. + TwentyEightDayRollingCategoryAccounts *int64 `json:"twenty_eight_day_rolling_category_accounts,omitempty"` + + // TwentyEightDayRollingTotalAccounts The count of unique consumer accounts active for a given country and consumer type that had any transaction activity (across all categories) over the prior 28 days. Provides a longer-term baseline for total panel size. + TwentyEightDayRollingTotalAccounts *int64 `json:"twenty_eight_day_rolling_total_accounts,omitempty"` + + // Type The type of aggregation. Can be 'merchant' or 'payment_processor'. + Type *string `json:"type,omitempty"` + + // UserCountry Country of consumer's residence (ISO codes). Available countries: UK, DE, FR, ES, IT, AT. Values outside these are mapped to 'unknown'. + UserCountry *string `json:"user_country,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetOptionsV1Exchanges200Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantAggregates200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45604,14 +47054,14 @@ type GetOptionsV1ExchangesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetOptionsV1Exchanges400Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantAggregates400Status `json:"status"` } } -type GetOptionsV1Exchanges200Status string -type GetOptionsV1Exchanges400Status string +type GetConsumerSpendingEuV1MerchantAggregates200Status string +type GetConsumerSpendingEuV1MerchantAggregates400Status string // Status returns HTTPResponse.Status -func (r GetOptionsV1ExchangesResponse) Status() string { +func (r GetConsumerSpendingEuV1MerchantAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45619,14 +47069,14 @@ func (r GetOptionsV1ExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsV1ExchangesResponse) StatusCode() int { +func (r GetConsumerSpendingEuV1MerchantAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilings10KVXSectionsResponse struct { +type GetConsumerSpendingEuV1MerchantHierarchyResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45638,30 +47088,60 @@ type GetStocksFilings10KVXSectionsResponse struct { // Results The results for this request. Results []struct { - // Cik SEC Central Index Key (10 digits, zero-padded). - Cik *string `json:"cik,omitempty"` + // ActiveFrom Date this merchant hierarchy mapping became applicable. A value of 0001-01-01 indicates no known start date. Use with active_to to match against transaction_date from the merchant-aggregates endpoint to perform point-in-time queries. + ActiveFrom *openapi_types.Date `json:"active_from,omitempty"` - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + // ActiveTo Date after which this merchant hierarchy mapping is no longer applicable due to a corporate action. A value of 9999-12-31 indicates the mapping is currently active. + ActiveTo *openapi_types.Date `json:"active_to,omitempty"` - // FilingUrl SEC URL source for the full filing. - FilingUrl *string `json:"filing_url,omitempty"` + // Category Merchant category assigned by the data provider (Title Case, e.g., 'Groceries', 'General Merchandise', 'Travel'). Values are managed by the data provider and may expand over time. + Category *string `json:"category,omitempty"` - // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). - PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + // GrandparentName Merchant's grandparent business name (Title Case). + GrandparentName *string `json:"grandparent_name,omitempty"` - // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). - Section *string `json:"section,omitempty"` + // GrandparentTicker Stock ticker of the merchant's grandparent company. Uses Bloomberg standard. + GrandparentTicker *string `json:"grandparent_ticker,omitempty"` - // Text Full raw text content of the section, including headers and formatting. - Text *string `json:"text,omitempty"` + // GreatGrandparentName Merchant's great-grandparent business name (Title Case, top-level corporate entity). + GreatGrandparentName *string `json:"great_grandparent_name,omitempty"` - // Ticker Stock ticker symbol for the company. + // GreatGrandparentTicker Stock ticker of the merchant's great-grandparent company (top-level corporate entity). Uses Bloomberg standard. + GreatGrandparentTicker *string `json:"great_grandparent_ticker,omitempty"` + + // Industry Industry classification based on GICS/BICS/ICB standards. + Industry *string `json:"industry,omitempty"` + + // IndustryGroup Industry group classification based on GICS/BICS/ICB standards. + IndustryGroup *string `json:"industry_group,omitempty"` + + // ListingStatus Whether the merchant is a publicly listed company or private. Possible values: public, private. + ListingStatus *string `json:"listing_status,omitempty"` + + // LookupName Lowercase merchant tag used for joining with the merchant-aggregates endpoint name field (e.g., 'asda', 'amazon'). + LookupName *string `json:"lookup_name,omitempty"` + + // NormalizedName Cleaned, standardized merchant display name (Title Case, e.g., 'Asda', 'Amazon'). + NormalizedName *string `json:"normalized_name,omitempty"` + + // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. + ParentName *string `json:"parent_name,omitempty"` + + // ParentTicker Stock ticker of the merchant's parent company. Uses Bloomberg standard. + ParentTicker *string `json:"parent_ticker,omitempty"` + + // Sector Sector classification based on GICS/BICS/ICB standards. + Sector *string `json:"sector,omitempty"` + + // SubIndustry Sub-industry classification based on GICS/BICS/ICB standards. + SubIndustry *string `json:"sub_industry,omitempty"` + + // Ticker Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg standard. Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFilings10KVXSections200Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantHierarchy200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45671,14 +47151,14 @@ type GetStocksFilings10KVXSectionsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFilings10KVXSections400Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantHierarchy400Status `json:"status"` } } -type GetStocksFilings10KVXSections200Status string -type GetStocksFilings10KVXSections400Status string +type GetConsumerSpendingEuV1MerchantHierarchy200Status string +type GetConsumerSpendingEuV1MerchantHierarchy400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilings10KVXSectionsResponse) Status() string { +func (r GetConsumerSpendingEuV1MerchantHierarchyResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45686,14 +47166,14 @@ func (r GetStocksFilings10KVXSectionsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilings10KVXSectionsResponse) StatusCode() int { +func (r GetConsumerSpendingEuV1MerchantHierarchyResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilings8KVXTextResponse struct { +type GetCryptoV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45705,30 +47185,21 @@ type GetStocksFilings8KVXTextResponse struct { // Results The results for this request. Results []struct { - // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000004962-25-000002'). - AccessionNumber *string `json:"accession_number,omitempty"` - - // Cik SEC Central Index Key (10 digits, zero-padded). - Cik *string `json:"cik,omitempty"` - - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - - // FilingUrl SEC URL source for the full filing. - FilingUrl *string `json:"filing_url,omitempty"` + // Id Numeric identifier for the cryptocurrency exchange or trading platform. + Id *string `json:"id,omitempty"` - // FormType SEC form type (e.g., '8-K', '8-K/A' for amendments). - FormType *string `json:"form_type,omitempty"` + // Name Full official name of the cryptocurrency exchange or digital asset trading platform. + Name *string `json:"name,omitempty"` - // ItemsText Parsed text content from the 8-K filing, including item numbers and descriptions. - ItemsText *string `json:"items_text,omitempty"` + // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. + Type *string `json:"type,omitempty"` - // Ticker Stock ticker symbol for the company. - Ticker *string `json:"ticker,omitempty"` + // Url Official website URL of the cryptocurrency exchange. + Url *string `json:"url,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFilings8KVXText200Status `json:"status"` + Status GetCryptoV1Exchanges200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45738,14 +47209,14 @@ type GetStocksFilings8KVXTextResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFilings8KVXText400Status `json:"status"` + Status GetCryptoV1Exchanges400Status `json:"status"` } } -type GetStocksFilings8KVXText200Status string -type GetStocksFilings8KVXText400Status string +type GetCryptoV1Exchanges200Status string +type GetCryptoV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilings8KVXTextResponse) Status() string { +func (r GetCryptoV1ExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45753,14 +47224,14 @@ func (r GetStocksFilings8KVXTextResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilings8KVXTextResponse) StatusCode() int { +func (r GetCryptoV1ExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilingsVXIndexResponse struct { +type GetEtfGlobalV1AnalyticsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45772,97 +47243,111 @@ type GetStocksFilingsVXIndexResponse struct { // Results The results for this request. Results []struct { - // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000320193-24-000123'). - AccessionNumber *string `json:"accession_number,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Cik SEC Central Index Key (CIK) identifying the filing entity. - Cik *string `json:"cik,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // FilingUrl Direct URL to the filing on the SEC EDGAR website. - FilingUrl *string `json:"filing_url,omitempty"` + // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. + QuantCompositeBehavioral *float64 `json:"quant_composite_behavioral,omitempty"` - // FormType SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.). - FormType *string `json:"form_type,omitempty"` + // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. + QuantCompositeFundamental *float64 `json:"quant_composite_fundamental,omitempty"` - // IssuerName Name of the company or entity that submitted the filing. - IssuerName *string `json:"issuer_name,omitempty"` + // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. + QuantCompositeGlobal *float64 `json:"quant_composite_global,omitempty"` - // Ticker Stock ticker symbol for the filing entity, if available. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. + QuantCompositeQuality *float64 `json:"quant_composite_quality,omitempty"` - // Status The status of this request's response. - Status GetStocksFilingsVXIndex200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. + QuantCompositeSentiment *float64 `json:"quant_composite_sentiment,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. + QuantCompositeTechnical *float64 `json:"quant_composite_technical,omitempty"` - // Status The status of this request's response. - Status GetStocksFilingsVXIndex400Status `json:"status"` - } -} -type GetStocksFilingsVXIndex200Status string -type GetStocksFilingsVXIndex400Status string + // QuantFundamentalDiv Fundamental analysis score based on dividend yields of the ETF's underlying securities. + QuantFundamentalDiv *float64 `json:"quant_fundamental_div,omitempty"` -// Status returns HTTPResponse.Status -func (r GetStocksFilingsVXIndexResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // QuantFundamentalPb Fundamental analysis score based on price-to-book value ratios of the ETF's holdings. + QuantFundamentalPb *float64 `json:"quant_fundamental_pb,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilingsVXIndexResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // QuantFundamentalPcf Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets. + QuantFundamentalPcf *float64 `json:"quant_fundamental_pcf,omitempty"` -type GetStocksFilingsVXRiskFactorsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. - NextUrl *string `json:"next_url,omitempty"` + // QuantFundamentalPe Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings. + QuantFundamentalPe *float64 `json:"quant_fundamental_pe,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // QuantGlobalCountry Quantitative score analyzing global country themes and country-specific market factors. + QuantGlobalCountry *float64 `json:"quant_global_country,omitempty"` - // Results The results for this request. - Results []struct { - // Cik SEC Central Index Key (10 digits, zero-padded). - Cik *string `json:"cik,omitempty"` + // QuantGlobalSector Quantitative score analyzing global sector themes and sector-specific performance factors. + QuantGlobalSector *float64 `json:"quant_global_sector,omitempty"` - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *string `json:"filing_date,omitempty"` + // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. + QuantGrade *string `json:"quant_grade,omitempty"` - // PrimaryCategory Top-level risk category - PrimaryCategory *string `json:"primary_category,omitempty"` + // QuantQualityDiversification Quality assessment score evaluating the diversification benefits and risk distribution of the ETF. + QuantQualityDiversification *float64 `json:"quant_quality_diversification,omitempty"` - // SecondaryCategory Mid-level risk category - SecondaryCategory *string `json:"secondary_category,omitempty"` + // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. + QuantQualityFirm *float64 `json:"quant_quality_firm,omitempty"` - // SupportingText Snippet of text to support the given label - SupportingText *string `json:"supporting_text,omitempty"` + // QuantQualityLiquidity Quality assessment score measuring the liquidity characteristics and trading ease of the ETF. + QuantQualityLiquidity *float64 `json:"quant_quality_liquidity,omitempty"` - // TertiaryCategory Most specific risk classification - TertiaryCategory *string `json:"tertiary_category,omitempty"` + // QuantSentimentIv Market sentiment score derived from implied volatility levels in options markets. + QuantSentimentIv *float64 `json:"quant_sentiment_iv,omitempty"` - // Ticker Stock ticker symbol for the company. - Ticker *string `json:"ticker,omitempty"` + // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. + QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` + + // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. + QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` + + // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. + QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` + + // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. + QuantTechnicalLt *float64 `json:"quant_technical_lt,omitempty"` + + // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. + QuantTechnicalSt *float64 `json:"quant_technical_st,omitempty"` + + // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. + QuantTotalScore *float64 `json:"quant_total_score,omitempty"` + + // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. + RewardScore *float64 `json:"reward_score,omitempty"` + + // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. + RiskCountry *float64 `json:"risk_country,omitempty"` + + // RiskDeviation A component score measuring how much the ETF deviates from expected performance. + RiskDeviation *float64 `json:"risk_deviation,omitempty"` + + // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. + RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` + + // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. + RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` + + // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. + RiskStructure *float64 `json:"risk_structure,omitempty"` + + // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. + RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + + // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. + RiskVolatility *float64 `json:"risk_volatility,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFilingsVXRiskFactors200Status `json:"status"` + Status GetEtfGlobalV1Analytics200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -45872,14 +47357,14 @@ type GetStocksFilingsVXRiskFactorsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFilingsVXRiskFactors400Status `json:"status"` + Status GetEtfGlobalV1Analytics400Status `json:"status"` } } -type GetStocksFilingsVXRiskFactors200Status string -type GetStocksFilingsVXRiskFactors400Status string +type GetEtfGlobalV1Analytics200Status string +type GetEtfGlobalV1Analytics400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilingsVXRiskFactorsResponse) Status() string { +func (r GetEtfGlobalV1AnalyticsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -45887,14 +47372,14 @@ func (r GetStocksFilingsVXRiskFactorsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilingsVXRiskFactorsResponse) StatusCode() int { +func (r GetEtfGlobalV1AnalyticsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1BalanceSheetsResponse struct { +type GetEtfGlobalV1ConstituentsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -45906,123 +47391,63 @@ type GetStocksFinancialsV1BalanceSheetsResponse struct { // Results The results for this request. Results []struct { - // AccountsPayable Amounts owed to suppliers and vendors for goods and services purchased on credit. - AccountsPayable *float64 `json:"accounts_payable,omitempty"` - - // AccruedAndOtherCurrentLiabilities Current liabilities not classified elsewhere, including accrued expenses, taxes payable, and other obligations due within one year. - AccruedAndOtherCurrentLiabilities *float64 `json:"accrued_and_other_current_liabilities,omitempty"` - - // AccumulatedOtherComprehensiveIncome Cumulative gains and losses that bypass the income statement, including foreign currency translation adjustments and unrealized gains/losses on securities. - AccumulatedOtherComprehensiveIncome *float64 `json:"accumulated_other_comprehensive_income,omitempty"` - - // AdditionalPaidInCapital Amount received from shareholders in excess of the par or stated value of shares issued. - AdditionalPaidInCapital *float64 `json:"additional_paid_in_capital,omitempty"` - - // CashAndEquivalents Cash on hand and short-term, highly liquid investments that are readily convertible to known amounts of cash. - CashAndEquivalents *float64 `json:"cash_and_equivalents,omitempty"` - - // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company's CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). - Cik *string `json:"cik,omitempty"` - - // CommitmentsAndContingencies Disclosed amount related to contractual commitments and potential liabilities that may arise from uncertain future events. - CommitmentsAndContingencies *float64 `json:"commitments_and_contingencies,omitempty"` - - // CommonStock Par or stated value of common shares outstanding representing basic ownership in the company. - CommonStock *float64 `json:"common_stock,omitempty"` - - // DebtCurrent Short-term borrowings and the current portion of long-term debt due within one year. - DebtCurrent *float64 `json:"debt_current,omitempty"` - - // DeferredRevenueCurrent Customer payments received in advance for goods or services to be delivered within one year. - DeferredRevenueCurrent *float64 `json:"deferred_revenue_current,omitempty"` - - // FilingDate The date when the financial statement was filed with the SEC. - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - - // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. - FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` - - // FiscalYear The fiscal year for the reporting period. - FiscalYear *float64 `json:"fiscal_year,omitempty"` - - // Goodwill Intangible asset representing the excess of purchase price over fair value of net assets acquired in business combinations. - Goodwill *float64 `json:"goodwill,omitempty"` - - // IntangibleAssetsNet Intangible assets other than goodwill, including patents, trademarks, and customer relationships, net of accumulated amortization. - IntangibleAssetsNet *float64 `json:"intangible_assets_net,omitempty"` - - // Inventories Raw materials, work-in-process, and finished goods held for sale in the ordinary course of business. - Inventories *float64 `json:"inventories,omitempty"` - - // LongTermDebtAndCapitalLeaseObligations Long-term borrowings and capital lease obligations with maturities greater than one year. - LongTermDebtAndCapitalLeaseObligations *float64 `json:"long_term_debt_and_capital_lease_obligations,omitempty"` - - // NoncontrollingInterest Equity in consolidated subsidiaries not owned by the parent company, representing minority shareholders' ownership. - NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` - - // OtherAssets Non-current assets not classified elsewhere, including long-term investments, deferred tax assets, and other long-term assets. - OtherAssets *float64 `json:"other_assets,omitempty"` - - // OtherCurrentAssets Current assets not classified elsewhere, including prepaid expenses, taxes receivable, and other assets expected to be converted to cash within one year. - OtherCurrentAssets *float64 `json:"other_current_assets,omitempty"` - - // OtherEquity Equity components not classified elsewhere in shareholders' equity. - OtherEquity *float64 `json:"other_equity,omitempty"` + // AssetClass The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc. + AssetClass *string `json:"asset_class,omitempty"` - // OtherNoncurrentLiabilities Non-current liabilities not classified elsewhere, including deferred tax liabilities, pension obligations, and other long-term liabilities. - OtherNoncurrentLiabilities *float64 `json:"other_noncurrent_liabilities,omitempty"` + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // PeriodEnd The last date of the reporting period, representing the specific point in time when the balance sheet snapshot was taken. - PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + // ConstituentName The full company or security name of the constituent holding. + ConstituentName *string `json:"constituent_name,omitempty"` - // PreferredStock Par or stated value of preferred shares outstanding with preferential rights over common stock. - PreferredStock *float64 `json:"preferred_stock,omitempty"` + // ConstituentRank The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding. + ConstituentRank *int64 `json:"constituent_rank,omitempty"` - // PropertyPlantEquipmentNet Tangible fixed assets used in operations, reported net of accumulated depreciation. - PropertyPlantEquipmentNet *float64 `json:"property_plant_equipment_net,omitempty"` + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `json:"constituent_ticker,omitempty"` - // Receivables Amounts owed to the company by customers and other parties, primarily accounts receivable, net of allowances for doubtful accounts. - Receivables *float64 `json:"receivables,omitempty"` + // CountryOfExchange The country where the exchange that lists this constituent security is located. + CountryOfExchange *string `json:"country_of_exchange,omitempty"` - // RetainedEarningsDeficit Cumulative net income earned by the company less dividends paid to shareholders since inception. - RetainedEarningsDeficit *float64 `json:"retained_earnings_deficit,omitempty"` + // CurrencyTraded The local currency in which this constituent security is denominated and traded. + CurrencyTraded *string `json:"currency_traded,omitempty"` - // ShortTermInvestments Marketable securities and other investments with maturities of one year or less that are not classified as cash equivalents. - ShortTermInvestments *float64 `json:"short_term_investments,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate openapi_types.Date `json:"effective_date"` - // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. - Tickers *[]string `json:"tickers,omitempty"` + // Exchange The name of the stock exchange where this constituent security is primarily traded. + Exchange *string `json:"exchange,omitempty"` - // Timeframe The reporting period type. Possible values include: quarterly, annual. - Timeframe string `json:"timeframe"` + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `json:"figi,omitempty"` - // TotalAssets Sum of all current and non-current assets representing everything the company owns or controls. - TotalAssets *float64 `json:"total_assets,omitempty"` + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `json:"isin,omitempty"` - // TotalCurrentAssets Sum of all current assets expected to be converted to cash, sold, or consumed within one year. - TotalCurrentAssets *float64 `json:"total_current_assets,omitempty"` + // MarketValue The total market value of this constituent position held by the ETF. + MarketValue *float64 `json:"market_value,omitempty"` - // TotalCurrentLiabilities Sum of all liabilities expected to be settled within one year. - TotalCurrentLiabilities *float64 `json:"total_current_liabilities,omitempty"` + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // TotalEquity Sum of all equity components representing shareholders' total ownership interest in the company. - TotalEquity *float64 `json:"total_equity,omitempty"` + // SecurityType The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc. + SecurityType *string `json:"security_type,omitempty"` - // TotalEquityAttributableToParent Total shareholders' equity attributable to the parent company, excluding noncontrolling interests. - TotalEquityAttributableToParent *float64 `json:"total_equity_attributable_to_parent,omitempty"` + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `json:"sedol,omitempty"` - // TotalLiabilities Sum of all current and non-current liabilities representing everything the company owes. - TotalLiabilities *float64 `json:"total_liabilities,omitempty"` + // SharesHeld The number of shares of this constituent security that the ETF currently owns. + SharesHeld *float64 `json:"shares_held,omitempty"` - // TotalLiabilitiesAndEquity Sum of total liabilities and total equity, which should equal total assets per the fundamental accounting equation. - TotalLiabilitiesAndEquity *float64 `json:"total_liabilities_and_equity,omitempty"` + // UsCode A unique identifier code for the constituent security in US markets. + UsCode *string `json:"us_code,omitempty"` - // TreasuryStock Cost of the company's own shares that have been repurchased and are held in treasury, typically reported as a negative value. - TreasuryStock *float64 `json:"treasury_stock,omitempty"` + // Weight The percentage weight of this constituent security within the ETF's total portfolio. + Weight *float64 `json:"weight,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFinancialsV1BalanceSheets200Status `json:"status"` + Status GetEtfGlobalV1Constituents200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46032,14 +47457,14 @@ type GetStocksFinancialsV1BalanceSheetsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFinancialsV1BalanceSheets400Status `json:"status"` + Status GetEtfGlobalV1Constituents400Status `json:"status"` } } -type GetStocksFinancialsV1BalanceSheets200Status string -type GetStocksFinancialsV1BalanceSheets400Status string +type GetEtfGlobalV1Constituents200Status string +type GetEtfGlobalV1Constituents400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1BalanceSheetsResponse) Status() string { +func (r GetEtfGlobalV1ConstituentsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46047,14 +47472,14 @@ func (r GetStocksFinancialsV1BalanceSheetsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1BalanceSheetsResponse) StatusCode() int { +func (r GetEtfGlobalV1ConstituentsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1CashFlowStatementsResponse struct { +type GetEtfGlobalV1FundFlowsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46066,105 +47491,27 @@ type GetStocksFinancialsV1CashFlowStatementsResponse struct { // Results The results for this request. Results []struct { - // CashFromOperatingActivitiesContinuingOperations Cash generated from continuing business operations before discontinued operations. - CashFromOperatingActivitiesContinuingOperations *float64 `json:"cash_from_operating_activities_continuing_operations,omitempty"` - - // ChangeInCashAndEquivalents Net change in cash and cash equivalents during the period, representing the sum of operating, investing, and financing cash flows plus currency effects. - ChangeInCashAndEquivalents *float64 `json:"change_in_cash_and_equivalents,omitempty"` - - // ChangeInOtherOperatingAssetsAndLiabilitiesNet Net change in working capital components including accounts receivable, inventory, accounts payable, and other operating items. - ChangeInOtherOperatingAssetsAndLiabilitiesNet *float64 `json:"change_in_other_operating_assets_and_liabilities_net,omitempty"` - - // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). - Cik *string `json:"cik,omitempty"` - - // DepreciationDepletionAndAmortization Non-cash charges for the reduction in value of tangible and intangible assets over time. - DepreciationDepletionAndAmortization *float64 `json:"depreciation_depletion_and_amortization,omitempty"` - - // Dividends Cash payments to shareholders in the form of dividends, typically reported as negative values. - Dividends *float64 `json:"dividends,omitempty"` - - // EffectOfCurrencyExchangeRate Impact of foreign exchange rate changes on cash and cash equivalents denominated in foreign currencies. - EffectOfCurrencyExchangeRate *float64 `json:"effect_of_currency_exchange_rate,omitempty"` - - // FilingDate The date when the financial statement was filed with the SEC. - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - - // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. - FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` - - // FiscalYear The fiscal year for the reporting period. - FiscalYear *float64 `json:"fiscal_year,omitempty"` - - // IncomeLossFromDiscontinuedOperations After-tax income or loss from business operations that have been discontinued. - IncomeLossFromDiscontinuedOperations *float64 `json:"income_loss_from_discontinued_operations,omitempty"` - - // LongTermDebtIssuancesRepayments Net cash flows from issuing or repaying long-term debt obligations. - LongTermDebtIssuancesRepayments *float64 `json:"long_term_debt_issuances_repayments,omitempty"` - - // NetCashFromFinancingActivities Total cash generated or used by financing activities, including debt issuance, debt repayment, dividends, and share transactions. - NetCashFromFinancingActivities *float64 `json:"net_cash_from_financing_activities,omitempty"` - - // NetCashFromFinancingActivitiesContinuingOperations Cash flows from financing activities of continuing operations before discontinued operations. - NetCashFromFinancingActivitiesContinuingOperations *float64 `json:"net_cash_from_financing_activities_continuing_operations,omitempty"` - - // NetCashFromFinancingActivitiesDiscontinuedOperations Cash flows from financing activities of discontinued business segments. - NetCashFromFinancingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_financing_activities_discontinued_operations,omitempty"` - - // NetCashFromInvestingActivities Total cash generated or used by investing activities, including capital expenditures, acquisitions, and asset sales. - NetCashFromInvestingActivities *float64 `json:"net_cash_from_investing_activities,omitempty"` - - // NetCashFromInvestingActivitiesContinuingOperations Cash flows from investing activities of continuing operations before discontinued operations. - NetCashFromInvestingActivitiesContinuingOperations *float64 `json:"net_cash_from_investing_activities_continuing_operations,omitempty"` - - // NetCashFromInvestingActivitiesDiscontinuedOperations Cash flows from investing activities of discontinued business segments. - NetCashFromInvestingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_investing_activities_discontinued_operations,omitempty"` - - // NetCashFromOperatingActivities Total cash generated or used by operating activities, representing cash flow from core business operations. - NetCashFromOperatingActivities *float64 `json:"net_cash_from_operating_activities,omitempty"` - - // NetCashFromOperatingActivitiesDiscontinuedOperations Cash flows from operating activities of discontinued business segments. - NetCashFromOperatingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_operating_activities_discontinued_operations,omitempty"` - - // NetIncome Net income used as the starting point for operating cash flow calculations. - NetIncome *float64 `json:"net_income,omitempty"` - - // NoncontrollingInterests Cash flows related to minority shareholders in consolidated subsidiaries. - NoncontrollingInterests *float64 `json:"noncontrolling_interests,omitempty"` - - // OtherCashAdjustments Other miscellaneous adjustments to cash flows not classified elsewhere. - OtherCashAdjustments *float64 `json:"other_cash_adjustments,omitempty"` - - // OtherFinancingActivities Cash flows from financing activities not classified elsewhere, including share repurchases and other equity transactions. - OtherFinancingActivities *float64 `json:"other_financing_activities,omitempty"` - - // OtherInvestingActivities Cash flows from investing activities not classified elsewhere, including acquisitions, divestitures, and investments. - OtherInvestingActivities *float64 `json:"other_investing_activities,omitempty"` - - // OtherOperatingActivities Other adjustments to reconcile net income to operating cash flow not classified elsewhere. - OtherOperatingActivities *float64 `json:"other_operating_activities,omitempty"` - - // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). - PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // PurchaseOfPropertyPlantAndEquipment Cash outflows for capital expenditures on fixed assets, typically reported as negative values. - PurchaseOfPropertyPlantAndEquipment *float64 `json:"purchase_of_property_plant_and_equipment,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // SaleOfPropertyPlantAndEquipment Cash inflows from disposing of fixed assets, typically reported as positive values. - SaleOfPropertyPlantAndEquipment *float64 `json:"sale_of_property_plant_and_equipment,omitempty"` + // FundFlow The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows. + FundFlow *float64 `json:"fund_flow,omitempty"` - // ShortTermDebtIssuancesRepayments Net cash flows from issuing or repaying short-term debt obligations. - ShortTermDebtIssuancesRepayments *float64 `json:"short_term_debt_issuances_repayments,omitempty"` + // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. + Nav *float64 `json:"nav,omitempty"` - // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. - Tickers *[]string `json:"tickers,omitempty"` + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. - Timeframe *string `json:"timeframe,omitempty"` + // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. + SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFinancialsV1CashFlowStatements200Status `json:"status"` + Status GetEtfGlobalV1FundFlows200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46174,14 +47521,14 @@ type GetStocksFinancialsV1CashFlowStatementsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFinancialsV1CashFlowStatements400Status `json:"status"` + Status GetEtfGlobalV1FundFlows400Status `json:"status"` } } -type GetStocksFinancialsV1CashFlowStatements200Status string -type GetStocksFinancialsV1CashFlowStatements400Status string +type GetEtfGlobalV1FundFlows200Status string +type GetEtfGlobalV1FundFlows400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1CashFlowStatementsResponse) Status() string { +func (r GetEtfGlobalV1FundFlowsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46189,14 +47536,14 @@ func (r GetStocksFinancialsV1CashFlowStatementsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1CashFlowStatementsResponse) StatusCode() int { +func (r GetEtfGlobalV1FundFlowsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1IncomeStatementsResponse struct { +type GetEtfGlobalV1ProfilesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46208,111 +47555,201 @@ type GetStocksFinancialsV1IncomeStatementsResponse struct { // Results The results for this request. Results []struct { - // BasicEarningsPerShare Earnings per share calculated using the weighted average number of basic shares outstanding. For TTM records, recalculated as TTM net income divided by average basic shares outstanding over the four quarters. - BasicEarningsPerShare *float64 `json:"basic_earnings_per_share,omitempty"` + // Administrator The administrator of the ETF. + Administrator *string `json:"administrator,omitempty"` - // BasicSharesOutstanding Weighted average number of common shares outstanding during the period, used in basic EPS calculation. For TTM records, represents the average over the four most recent quarters. - BasicSharesOutstanding *float64 `json:"basic_shares_outstanding,omitempty"` + // Advisor The investment advisor of the ETF. + Advisor *string `json:"advisor,omitempty"` - // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). - Cik *string `json:"cik,omitempty"` + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` - // ConsolidatedNetIncomeLoss Total net income or loss for the consolidated entity including all subsidiaries. - ConsolidatedNetIncomeLoss *float64 `json:"consolidated_net_income_loss,omitempty"` + // Aum The total assets under management, representing the current market value of all assets held by the ETF. + Aum *float64 `json:"aum,omitempty"` - // CostOfRevenue Direct costs attributable to the production of goods or services sold, also known as cost of goods sold (COGS). - CostOfRevenue *float64 `json:"cost_of_revenue,omitempty"` + // AvgDailyTradingVolume The average number of shares traded daily over the past month, indicating liquidity and investor interest. + AvgDailyTradingVolume *float64 `json:"avg_daily_trading_volume,omitempty"` - // DepreciationDepletionAmortization Non-cash expenses representing the allocation of asset costs over their useful lives. - DepreciationDepletionAmortization *float64 `json:"depreciation_depletion_amortization,omitempty"` + // BidAskSpread The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day. + BidAskSpread *float64 `json:"bid_ask_spread,omitempty"` - // DilutedEarningsPerShare Earnings per share calculated using diluted shares outstanding, including the effect of potentially dilutive securities. For TTM records, recalculated as TTM net income divided by average diluted shares outstanding over the four quarters. - DilutedEarningsPerShare *float64 `json:"diluted_earnings_per_share,omitempty"` + // CallVolume Call options volume. + CallVolume *float64 `json:"call_volume,omitempty"` - // DilutedSharesOutstanding Weighted average number of shares outstanding including the dilutive effect of stock options, warrants, and convertible securities. For TTM records, represents the average over the four most recent quarters. - DilutedSharesOutstanding *float64 `json:"diluted_shares_outstanding,omitempty"` + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // DiscontinuedOperations After-tax results from business segments that have been or will be disposed of. - DiscontinuedOperations *float64 `json:"discontinued_operations,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Ebitda Earnings before interest, taxes, depreciation, and amortization, a measure of operating performance. - Ebitda *float64 `json:"ebitda,omitempty"` + // CouponExposure Coupon exposure breakdown for fixed income ETFs. + CouponExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"coupon_exposure,omitempty"` - // EquityInAffiliates The company's share of income or losses from equity method investments in affiliated companies. - EquityInAffiliates *float64 `json:"equity_in_affiliates,omitempty"` + // CreationFee The fee for creating new shares of the ETF. + CreationFee *float64 `json:"creation_fee,omitempty"` - // ExtraordinaryItems Unusual and infrequent gains or losses that are both unusual in nature and infrequent in occurrence. - ExtraordinaryItems *float64 `json:"extraordinary_items,omitempty"` + // CreationUnitSize The size of creation units for the ETF. + CreationUnitSize *float64 `json:"creation_unit_size,omitempty"` - // FilingDate The date when the financial statement was filed with the SEC. - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + // CurrencyExposure Currency exposure breakdown of the ETF. + CurrencyExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"currency_exposure,omitempty"` - // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. - FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + // Custodian The custodian of the ETF assets. + Custodian *string `json:"custodian,omitempty"` - // FiscalYear The fiscal year for the reporting period. - FiscalYear *float64 `json:"fiscal_year,omitempty"` + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` - // GrossProfit Revenue minus cost of revenue, representing profit before operating expenses. - GrossProfit *float64 `json:"gross_profit,omitempty"` + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` - // IncomeBeforeIncomeTaxes Pre-tax income calculated as operating income plus total other income/expense. - IncomeBeforeIncomeTaxes *float64 `json:"income_before_income_taxes,omitempty"` + // DiscountPremium Discount or premium to net asset value. + DiscountPremium *float64 `json:"discount_premium,omitempty"` - // IncomeTaxes Income tax expense or benefit for the period. - IncomeTaxes *float64 `json:"income_taxes,omitempty"` + // DistributionFrequency How frequently the ETF makes distributions. + DistributionFrequency *string `json:"distribution_frequency,omitempty"` - // InterestExpense Cost of borrowed funds, including interest on debt and other financing obligations. - InterestExpense *float64 `json:"interest_expense,omitempty"` + // Distributor The distributor of the ETF. + Distributor *string `json:"distributor,omitempty"` - // InterestIncome Income earned from interest-bearing investments and cash equivalents. - InterestIncome *float64 `json:"interest_income,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // NetIncomeLossAttributableCommonShareholders Net income or loss available to common shareholders after preferred dividends and noncontrolling interests. - NetIncomeLossAttributableCommonShareholders *float64 `json:"net_income_loss_attributable_common_shareholders,omitempty"` + // FeeWaivers Any fee waivers applied to the ETF. + FeeWaivers *float64 `json:"fee_waivers,omitempty"` - // NoncontrollingInterest The portion of net income attributable to minority shareholders in consolidated subsidiaries. - NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` + // FiscalYearEnd The fiscal year end date for the ETF. + FiscalYearEnd *string `json:"fiscal_year_end,omitempty"` - // OperatingIncome Income from operations calculated as gross profit minus total operating expenses, excluding non-operating items. - OperatingIncome *float64 `json:"operating_income,omitempty"` + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` - // OtherIncomeExpense Non-operating income and expenses not related to the company's core business operations. - OtherIncomeExpense *float64 `json:"other_income_expense,omitempty"` + // FuturesCommissionMerchant The futures commission merchant, if applicable. + FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` - // OtherOperatingExpenses Operating expenses not classified in the main expense categories. - OtherOperatingExpenses *float64 `json:"other_operating_expenses,omitempty"` + // GeographicExposure Geographic exposure breakdown of the ETF. + GeographicExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"geographic_exposure,omitempty"` - // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). - PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` - // PreferredStockDividendsDeclared Dividends declared on preferred stock during the period. - PreferredStockDividendsDeclared *float64 `json:"preferred_stock_dividends_declared,omitempty"` + // IndustryExposure Industry exposure breakdown of the ETF. + IndustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_exposure,omitempty"` - // ResearchDevelopment Expenses incurred for research and development activities to create new products or improve existing ones. - ResearchDevelopment *float64 `json:"research_development,omitempty"` + // IndustryGroupExposure Industry group exposure breakdown of the ETF. + IndustryGroupExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_group_exposure,omitempty"` - // Revenue Total revenue or net sales for the period, representing the company's gross income from operations. - Revenue *float64 `json:"revenue,omitempty"` + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` - // SellingGeneralAdministrative Expenses related to selling products and general administrative costs not directly tied to production. - SellingGeneralAdministrative *float64 `json:"selling_general_administrative,omitempty"` + // LeadMarketMaker The lead market maker for the ETF. + LeadMarketMaker *string `json:"lead_market_maker,omitempty"` - // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. - Tickers *[]string `json:"tickers,omitempty"` + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle *string `json:"leverage_style,omitempty"` - // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. - Timeframe *string `json:"timeframe,omitempty"` + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` - // TotalOperatingExpenses Sum of all operating expenses including cost of revenue, SG&A, R&D, depreciation, and other operating expenses. - TotalOperatingExpenses *float64 `json:"total_operating_expenses,omitempty"` + // ListingExchange The primary exchange where the ETF is listed. + ListingExchange *string `json:"listing_exchange,omitempty"` - // TotalOtherIncomeExpense Net total of all non-operating income and expenses including interest income, interest expense, and other items. - TotalOtherIncomeExpense *float64 `json:"total_other_income_expense,omitempty"` + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification *string `json:"management_classification,omitempty"` + + // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. + ManagementFee *float64 `json:"management_fee,omitempty"` + + // MaturityExposure Maturity exposure breakdown for fixed income ETFs. + MaturityExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"maturity_exposure,omitempty"` + + // NetExpenses Net expenses after waivers. + NetExpenses *float64 `json:"net_expenses,omitempty"` + + // NumHoldings Number of holdings in the ETF. + NumHoldings *float64 `json:"num_holdings,omitempty"` + + // OptionsAvailable Availability of options on the ETF. + OptionsAvailable *int32 `json:"options_available,omitempty"` + + // OptionsVolume Options trading volume for the ETF. + OptionsVolume *float64 `json:"options_volume,omitempty"` + + // OtherExpenses Other expenses charged by the ETF. + OtherExpenses *float64 `json:"other_expenses,omitempty"` + + // PortfolioManager The portfolio manager of the ETF. + PortfolioManager *string `json:"portfolio_manager,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType *string `json:"product_type,omitempty"` + + // PutCallRatio Put/call ratio for options on the ETF. + PutCallRatio *float64 `json:"put_call_ratio,omitempty"` + + // PutVolume Put options volume. + PutVolume *float64 `json:"put_volume,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SectorExposure Sector exposure breakdown of the ETF. + SectorExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"sector_exposure,omitempty"` + + // ShortInterest Short interest in the ETF. + ShortInterest *float64 `json:"short_interest,omitempty"` + + // Subadvisor The subadvisor of the ETF, if applicable. + Subadvisor *string `json:"subadvisor,omitempty"` + + // SubindustryExposure Sub-industry exposure breakdown of the ETF. + SubindustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"subindustry_exposure,omitempty"` + + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` + + // TotalExpenses The total annual expense ratio of the ETF, including all fees and costs passed on to investors. + TotalExpenses *float64 `json:"total_expenses,omitempty"` + + // TransferAgent The transfer agent for the ETF. + TransferAgent *string `json:"transfer_agent,omitempty"` + + // Trustee The trustee of the ETF. + Trustee *string `json:"trustee,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFinancialsV1IncomeStatements200Status `json:"status"` + Status GetEtfGlobalV1Profiles200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46322,14 +47759,14 @@ type GetStocksFinancialsV1IncomeStatementsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFinancialsV1IncomeStatements400Status `json:"status"` + Status GetEtfGlobalV1Profiles400Status `json:"status"` } } -type GetStocksFinancialsV1IncomeStatements200Status string -type GetStocksFinancialsV1IncomeStatements400Status string +type GetEtfGlobalV1Profiles200Status string +type GetEtfGlobalV1Profiles400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1IncomeStatementsResponse) Status() string { +func (r GetEtfGlobalV1ProfilesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46337,14 +47774,14 @@ func (r GetStocksFinancialsV1IncomeStatementsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1IncomeStatementsResponse) StatusCode() int { +func (r GetEtfGlobalV1ProfilesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1RatiosResponse struct { +type GetEtfGlobalV1TaxonomiesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46356,78 +47793,126 @@ type GetStocksFinancialsV1RatiosResponse struct { // Results The results for this request. Results []struct { - // AverageVolume Average trading volume over the last 30 trading days, providing context for liquidity. - AverageVolume *float64 `json:"average_volume,omitempty"` + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` - // Cash Cash ratio, calculated as cash and cash equivalents divided by current liabilities, measuring the most liquid form of liquidity coverage. - Cash *float64 `json:"cash,omitempty"` + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // Cik Central Index Key (CIK) number assigned by the SEC to identify the company. - Cik *string `json:"cik,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Current Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. - Current *float64 `json:"current,omitempty"` + // Country The specific country focus of the ETF, if applicable. + Country *string `json:"country,omitempty"` - // Date Date for which the ratios are calculated, representing the trading date with available price data. - Date string `json:"date"` + // CreditQualityRating Credit quality rating for fixed income ETFs. + CreditQualityRating *string `json:"credit_quality_rating,omitempty"` - // DebtToEquity Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage. - DebtToEquity *float64 `json:"debt_to_equity,omitempty"` + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` - // DividendYield Dividend yield, calculated as annual dividends per share divided by stock price, measuring the income return on investment. - DividendYield *float64 `json:"dividend_yield,omitempty"` + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` - // EarningsPerShare Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. - EarningsPerShare *float64 `json:"earnings_per_share,omitempty"` + // Duration The duration characteristics for fixed income ETFs. + Duration *string `json:"duration,omitempty"` - // EnterpriseValue Enterprise value, calculated as market capitalization plus total debt minus cash and cash equivalents, representing total company value. - EnterpriseValue *float64 `json:"enterprise_value,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // EvToEbitda Enterprise value to EBITDA ratio, calculated as enterprise value divided by EBITDA, measuring company valuation relative to earnings before interest, taxes, depreciation, and amortization. - EvToEbitda *float64 `json:"ev_to_ebitda,omitempty"` + // Esg Environmental, Social, and Governance characteristics. + Esg *string `json:"esg,omitempty"` - // EvToSales Enterprise value to sales ratio, calculated as enterprise value divided by revenue, measuring company valuation relative to sales. - EvToSales *float64 `json:"ev_to_sales,omitempty"` + // ExposureMechanism The mechanism used to achieve exposure. + ExposureMechanism *string `json:"exposure_mechanism,omitempty"` - // FreeCashFlow Free cash flow, calculated as operating cash flow minus capital expenditures (purchase of property, plant, and equipment). - FreeCashFlow *float64 `json:"free_cash_flow,omitempty"` + // Factor Factor exposure characteristics of the ETF. + Factor *string `json:"factor,omitempty"` - // MarketCap Market capitalization, calculated as stock price multiplied by total shares outstanding. - MarketCap *float64 `json:"market_cap,omitempty"` + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` - // Price Stock price used in ratio calculations, typically the closing price for the given date. - Price *float64 `json:"price,omitempty"` + // HedgeReset The frequency of hedge reset, if applicable. + HedgeReset *string `json:"hedge_reset,omitempty"` - // PriceToBook Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. - PriceToBook *float64 `json:"price_to_book,omitempty"` + // HoldingsDisclosureFrequency How frequently holdings are disclosed. + HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` - // PriceToCashFlow Price-to-cash-flow ratio, calculated as stock price divided by operating cash flow per share. Only calculated when operating cash flow per share is positive. - PriceToCashFlow *float64 `json:"price_to_cash_flow,omitempty"` + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` - // PriceToEarnings Price-to-earnings ratio, calculated as stock price divided by earnings per share. Only calculated when earnings per share is positive. - PriceToEarnings *float64 `json:"price_to_earnings,omitempty"` + // Isin The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide. + Isin *string `json:"isin,omitempty"` - // PriceToFreeCashFlow Price-to-free-cash-flow ratio, calculated as stock price divided by free cash flow per share. Only calculated when free cash flow per share is positive. - PriceToFreeCashFlow *float64 `json:"price_to_free_cash_flow,omitempty"` + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` - // PriceToSales Price-to-sales ratio, calculated as stock price divided by revenue per share, measuring valuation relative to sales. - PriceToSales *float64 `json:"price_to_sales,omitempty"` + // LeverageReset The frequency of leverage reset, if applicable. + LeverageReset *string `json:"leverage_reset,omitempty"` - // Quick Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity. - Quick *float64 `json:"quick,omitempty"` + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle *string `json:"leverage_style,omitempty"` - // ReturnOnAssets Return on assets ratio, calculated as net income divided by total assets, measuring how efficiently a company uses its assets to generate profit. - ReturnOnAssets *float64 `json:"return_on_assets,omitempty"` + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` - // ReturnOnEquity Return on equity ratio, calculated as net income divided by total shareholders' equity, measuring profitability relative to shareholders' equity. - ReturnOnEquity *float64 `json:"return_on_equity,omitempty"` + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification *string `json:"management_classification,omitempty"` - // Ticker Stock ticker symbol for the company. - Ticker string `json:"ticker"` + // ManagementStyle Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used. + ManagementStyle *string `json:"management_style,omitempty"` + + // Maturity The maturity profile for fixed income ETFs. + Maturity *string `json:"maturity,omitempty"` + + // Objective The primary investment objective of the ETF. + Objective *string `json:"objective,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType *string `json:"product_type,omitempty"` + + // RebalanceFrequency How frequently the ETF rebalances its holdings. + RebalanceFrequency *string `json:"rebalance_frequency,omitempty"` + + // ReconstitutionFrequency How frequently the index is reconstituted. + ReconstitutionFrequency *string `json:"reconstitution_frequency,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SecondaryObjective The secondary investment objective, if applicable. + SecondaryObjective *string `json:"secondary_objective,omitempty"` + + // SelectionMethodology The methodology used to select securities. + SelectionMethodology *string `json:"selection_methodology,omitempty"` + + // SelectionUniverse The universe from which securities are selected. + SelectionUniverse *string `json:"selection_universe,omitempty"` + + // StrategicFocus The strategic investment focus of the ETF. + StrategicFocus *string `json:"strategic_focus,omitempty"` + + // TargetedFocus The targeted investment focus of the ETF. + TargetedFocus *string `json:"targeted_focus,omitempty"` + + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` + + // UsCode A unique identifier code that identifies this ETF in US markets. + UsCode *string `json:"us_code,omitempty"` + + // WeightingMethodology The methodology used to weight holdings. + WeightingMethodology *string `json:"weighting_methodology,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFinancialsV1Ratios200Status `json:"status"` + Status GetEtfGlobalV1Taxonomies200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46437,14 +47922,14 @@ type GetStocksFinancialsV1RatiosResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFinancialsV1Ratios400Status `json:"status"` + Status GetEtfGlobalV1Taxonomies400Status `json:"status"` } } -type GetStocksFinancialsV1Ratios200Status string -type GetStocksFinancialsV1Ratios400Status string +type GetEtfGlobalV1Taxonomies200Status string +type GetEtfGlobalV1Taxonomies400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1RatiosResponse) Status() string { +func (r GetEtfGlobalV1TaxonomiesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46452,14 +47937,14 @@ func (r GetStocksFinancialsV1RatiosResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1RatiosResponse) StatusCode() int { +func (r GetEtfGlobalV1TaxonomiesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksTaxonomiesVXRiskFactorsResponse struct { +type GetFedV1InflationResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46471,24 +47956,30 @@ type GetStocksTaxonomiesVXRiskFactorsResponse struct { // Results The results for this request. Results []struct { - // Description Detailed explanation of what this risk category encompasses, including specific examples and potential impacts - Description *string `json:"description,omitempty"` + // Cpi Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted. + Cpi *float32 `json:"cpi,omitempty"` - // PrimaryCategory Top-level risk category - PrimaryCategory *string `json:"primary_category,omitempty"` + // CpiCore Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility. + CpiCore *float32 `json:"cpi_core,omitempty"` - // SecondaryCategory Mid-level risk category - SecondaryCategory *string `json:"secondary_category,omitempty"` + // CpiYearOverYear Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy. + CpiYearOverYear *float32 `json:"cpi_year_over_year,omitempty"` - // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy - Taxonomy float64 `json:"taxonomy"` + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` - // TertiaryCategory Most specific risk classification - TertiaryCategory *string `json:"tertiary_category,omitempty"` + // Pce Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights. + Pce *float32 `json:"pce,omitempty"` + + // PceCore Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation. + PceCore *float32 `json:"pce_core,omitempty"` + + // PceSpending Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.AskSize. economy, reported in billions of dollars and not adjusted for inflation. + PceSpending *float32 `json:"pce_spending,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksTaxonomiesVXRiskFactors200Status `json:"status"` + Status GetFedV1Inflation200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46498,14 +47989,14 @@ type GetStocksTaxonomiesVXRiskFactorsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksTaxonomiesVXRiskFactors400Status `json:"status"` + Status GetFedV1Inflation400Status `json:"status"` } } -type GetStocksTaxonomiesVXRiskFactors200Status string -type GetStocksTaxonomiesVXRiskFactors400Status string +type GetFedV1Inflation200Status string +type GetFedV1Inflation400Status string // Status returns HTTPResponse.Status -func (r GetStocksTaxonomiesVXRiskFactorsResponse) Status() string { +func (r GetFedV1InflationResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46513,14 +48004,14 @@ func (r GetStocksTaxonomiesVXRiskFactorsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksTaxonomiesVXRiskFactorsResponse) StatusCode() int { +func (r GetFedV1InflationResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1DividendsResponse struct { +type GetFedV1InflationExpectationsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46532,45 +48023,33 @@ type GetStocksV1DividendsResponse struct { // Results The results for this request. Results []struct { - // CashAmount Original dividend amount per share in the specified currency - CashAmount *float64 `json:"cash_amount,omitempty"` - - // Currency Currency code for the dividend payment (e.g., USD, CAD) - Currency *string `json:"currency,omitempty"` - - // DeclarationDate Date when the company officially announced the dividend - DeclarationDate *openapi_types.Date `json:"declaration_date,omitempty"` - - // DistributionType Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data) - DistributionType string `json:"distribution_type"` - - // ExDividendDate Date when the stock begins trading without the dividend value - ExDividendDate *openapi_types.Date `json:"ex_dividend_date,omitempty"` + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` - // Frequency How many times per year this dividend is expected to occur. A value of 0 means the distribution is non-recurring or irregular (e.g., special, supplemental, or a one-off dividend). Other possible values include 1 (annual), 2 (semi-annual), 3 (trimester), 4 (quarterly), 12 (monthly), 24 (bi-monthly), 52 (weekly), 104 (bi-weekly), and 365 (daily) depending on the issuer's declared or inferred payout cadence. - Frequency *int64 `json:"frequency,omitempty"` + // ForwardYears5To10 5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields. + ForwardYears5To10 *float32 `json:"forward_years_5_to_10,omitempty"` - // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset dividend effects on historical prices. To adjust a historical price for dividends: for a price on date D, find the first dividend whose `ex_dividend_date` is after date D and multiply the price by that dividend's `historical_adjustment_factor`. - HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` + // Market10Year 10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields. + Market10Year *float32 `json:"market_10_year,omitempty"` - // Id Unique identifier for each dividend record - Id *string `json:"id,omitempty"` + // Market5Year 5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields. + Market5Year *float32 `json:"market_5_year,omitempty"` - // PayDate Date when the dividend payment is distributed to shareholders - PayDate *openapi_types.Date `json:"pay_date,omitempty"` + // Model10Year The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model10Year *float32 `json:"model_10_year,omitempty"` - // RecordDate Date when shareholders must be on record to be eligible for the dividend payment - RecordDate *openapi_types.Date `json:"record_date,omitempty"` + // Model1Year The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model1Year *float32 `json:"model_1_year,omitempty"` - // SplitAdjustedCashAmount Dividend amount adjusted for stock splits that occurred after the dividend was paid, expressed on a current share basis - SplitAdjustedCashAmount *float64 `json:"split_adjusted_cash_amount,omitempty"` + // Model30Year The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model30Year *float32 `json:"model_30_year,omitempty"` - // Ticker Stock symbol for the company issuing the dividend - Ticker *string `json:"ticker,omitempty"` + // Model5Year The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model5Year *float32 `json:"model_5_year,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksV1Dividends200Status `json:"status"` + Status GetFedV1InflationExpectations200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46580,14 +48059,14 @@ type GetStocksV1DividendsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksV1Dividends400Status `json:"status"` + Status GetFedV1InflationExpectations400Status `json:"status"` } } -type GetStocksV1Dividends200Status string -type GetStocksV1Dividends400Status string +type GetFedV1InflationExpectations200Status string +type GetFedV1InflationExpectations400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1DividendsResponse) Status() string { +func (r GetFedV1InflationExpectationsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46595,14 +48074,14 @@ func (r GetStocksV1DividendsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1DividendsResponse) StatusCode() int { +func (r GetFedV1InflationExpectationsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1ExchangesResponse struct { +type GetFedV1LaborMarketResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46614,36 +48093,24 @@ type GetStocksV1ExchangesResponse struct { // Results The results for this request. Results []struct { - // Acronym Short acronym or abbreviation (may be null for some venues). - Acronym *string `json:"acronym,omitempty"` - - // Id Numeric identifier for the trading venue or exchange. - Id string `json:"id"` - - // Locale Geographic location code. - Locale *string `json:"locale,omitempty"` - - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the market (may be empty for some venues). - Mic *string `json:"mic,omitempty"` - - // Name Full official name of the exchange, trading venue, or reporting facility. - Name string `json:"name"` + // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). + AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` - // OperatingMic Operating Market Identifier Code - identifies the specific operating entity or parent organization. - OperatingMic *string `json:"operating_mic,omitempty"` + // Date Calendar date of the observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` - // ParticipantId Single-character participant identifier used in market data feeds and trade reporting. - ParticipantId *string `json:"participant_id,omitempty"` + // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). + JobOpenings *float32 `json:"job_openings,omitempty"` - // Type Type of trading venue: 'exchange' for stock exchanges, 'TRF' for Trade Reporting Facilities, 'SIP' for Securities Information Processors, 'ORF' for OTC Reporting Facility. - Type string `json:"type"` + // LaborForceParticipationRate Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED). + LaborForceParticipationRate *float32 `json:"labor_force_participation_rate,omitempty"` - // Url Official website URL of the organization operating the venue. - Url *string `json:"url,omitempty"` + // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). + UnemploymentRate *float32 `json:"unemployment_rate,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksV1Exchanges200Status `json:"status"` + Status GetFedV1LaborMarket200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46653,14 +48120,14 @@ type GetStocksV1ExchangesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksV1Exchanges400Status `json:"status"` + Status GetFedV1LaborMarket400Status `json:"status"` } } -type GetStocksV1Exchanges200Status string -type GetStocksV1Exchanges400Status string +type GetFedV1LaborMarket200Status string +type GetFedV1LaborMarket400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1ExchangesResponse) Status() string { +func (r GetFedV1LaborMarketResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46668,14 +48135,14 @@ func (r GetStocksV1ExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1ExchangesResponse) StatusCode() int { +func (r GetFedV1LaborMarketResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1ShortInterestResponse struct { +type GetFedV1TreasuryYieldsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46687,24 +48154,45 @@ type GetStocksV1ShortInterestResponse struct { // Results The results for this request. Results []struct { - // AvgDailyVolume The average daily trading volume for the stock over a specified period, typically used to contextualize short interest. - AvgDailyVolume int64 `json:"avg_daily_volume"` - - // DaysToCover Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume. - DaysToCover float64 `json:"days_to_cover"` + // Date Calendar date of the yield observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` - // SettlementDate The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules. - SettlementDate string `json:"settlement_date"` + // Yield10Year Market Yield on U.AskSize. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis + Yield10Year *float32 `json:"yield_10_year,omitempty"` - // ShortInterest The total number of shares that have been sold short but have not yet been covered or closed out. - ShortInterest *int64 `json:"short_interest,omitempty"` + // Yield1Month Market Yield on U.AskSize. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis + Yield1Month *float32 `json:"yield_1_month,omitempty"` - // Ticker The primary ticker symbol for the stock. - Ticker *string `json:"ticker,omitempty"` + // Yield1Year Market Yield on U.AskSize. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis + Yield1Year *float32 `json:"yield_1_year,omitempty"` + + // Yield20Year Market Yield on U.AskSize. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis + Yield20Year *float32 `json:"yield_20_year,omitempty"` + + // Yield2Year Market Yield on U.AskSize. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis + Yield2Year *float32 `json:"yield_2_year,omitempty"` + + // Yield30Year Market Yield on U.AskSize. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis + Yield30Year *float32 `json:"yield_30_year,omitempty"` + + // Yield3Month Market Yield on U.AskSize. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis + Yield3Month *float32 `json:"yield_3_month,omitempty"` + + // Yield3Year Market Yield on U.AskSize. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis + Yield3Year *float32 `json:"yield_3_year,omitempty"` + + // Yield5Year Market Yield on U.AskSize. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis + Yield5Year *float32 `json:"yield_5_year,omitempty"` + + // Yield6Month Market Yield on U.AskSize. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis + Yield6Month *float32 `json:"yield_6_month,omitempty"` + + // Yield7Year Market Yield on U.AskSize. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis + Yield7Year *float32 `json:"yield_7_year,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksV1ShortInterest200Status `json:"status"` + Status GetFedV1TreasuryYields200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46714,14 +48202,14 @@ type GetStocksV1ShortInterestResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksV1ShortInterest400Status `json:"status"` + Status GetFedV1TreasuryYields400Status `json:"status"` } } -type GetStocksV1ShortInterest200Status string -type GetStocksV1ShortInterest400Status string +type GetFedV1TreasuryYields200Status string +type GetFedV1TreasuryYields400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1ShortInterestResponse) Status() string { +func (r GetFedV1TreasuryYieldsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46729,14 +48217,14 @@ func (r GetStocksV1ShortInterestResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1ShortInterestResponse) StatusCode() int { +func (r GetFedV1TreasuryYieldsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1ShortVolumeResponse struct { +type GetForexV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46748,71 +48236,97 @@ type GetStocksV1ShortVolumeResponse struct { // Results The results for this request. Results []struct { - // AdfShortVolume Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume. - AdfShortVolume *int64 `json:"adf_short_volume,omitempty"` + // Id Numeric identifier for the forex trading venue or institution. + Id *string `json:"id,omitempty"` - // AdfShortVolumeExempt Short volume reported via ADF that was marked as exempt. - AdfShortVolumeExempt *int64 `json:"adf_short_volume_exempt,omitempty"` + // Name Full name of the foreign exchange trading venue, platform, or financial institution. + Name *string `json:"name,omitempty"` - // Date The date of trade activity reported in the format YYYY-MM-DD - Date string `json:"date"` + // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. + Type *string `json:"type,omitempty"` + } `json:"results"` - // ExemptVolume Portion of short volume that was marked as exempt from regulation SHO. - ExemptVolume *float64 `json:"exempt_volume,omitempty"` + // Status The status of this request's response. + Status GetForexV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // NasdaqCarteretShortVolume Short volume reported from Nasdaq's Carteret facility, excluding exempt volume. - NasdaqCarteretShortVolume *int64 `json:"nasdaq_carteret_short_volume,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // NasdaqCarteretShortVolumeExempt Short volume from Nasdaq Carteret that was marked as exempt. - NasdaqCarteretShortVolumeExempt *int64 `json:"nasdaq_carteret_short_volume_exempt,omitempty"` + // Status The status of this request's response. + Status GetForexV1Exchanges400Status `json:"status"` + } +} +type GetForexV1Exchanges200Status string +type GetForexV1Exchanges400Status string - // NasdaqChicagoShortVolume Short volume reported from Nasdaq's Chicago facility, excluding exempt volume. - NasdaqChicagoShortVolume *int64 `json:"nasdaq_chicago_short_volume,omitempty"` +// Status returns HTTPResponse.Status +func (r GetForexV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // NasdaqChicagoShortVolumeExempt Short volume from Nasdaq Chicago that was marked as exempt. - NasdaqChicagoShortVolumeExempt *int64 `json:"nasdaq_chicago_short_volume_exempt,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // NonExemptVolume Portion of short volume that was not exempt from regulation SHO (i.e., short_volume - exempt_volume). - NonExemptVolume *float64 `json:"non_exempt_volume,omitempty"` +type AggregatesV1Response struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, the URL to the next page of results. + NextUrl *string `json:"next_url,omitempty"` + Results []struct { + // Close The last price within the timeframe. + Close float64 `json:"close"` - // NyseShortVolume Short volume reported from NYSE facilities, excluding exempt volume. - NyseShortVolume *int64 `json:"nyse_short_volume,omitempty"` + // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. + DollarVolume float64 `json:"dollar_volume"` - // NyseShortVolumeExempt Short volume from NYSE facilities that was marked as exempt. - NyseShortVolumeExempt *int64 `json:"nyse_short_volume_exempt,omitempty"` + // High The highest price within the timeframe. + High float64 `json:"high"` - // ShortVolume Total number of shares sold short across all venues for the ticker on the given date. - ShortVolume *float64 `json:"short_volume,omitempty"` + // Low The lowest price within the timeframe. + Low float64 `json:"low"` - // ShortVolumeRatio The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100. - ShortVolumeRatio *float32 `json:"short_volume_ratio,omitempty"` + // Open The opening price within the timeframe. + Open float64 `json:"open"` - // Ticker The primary ticker symbol for the stock. - Ticker *string `json:"ticker,omitempty"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` - // TotalVolume Total reported volume across all venues for the ticker on the given date. - TotalVolume *float64 `json:"total_volume,omitempty"` - } `json:"results"` + // SettlementPrice The price the contract would have cost to settle for this session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` - // Status The status of this request's response. - Status GetStocksV1ShortVolume200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // Ticker The ticker for the contract. + Ticker string `json:"ticker"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // Transactions The number of transactions that occurred within the timeframe. + Transactions int64 `json:"transactions"` - // Status The status of this request's response. - Status GetStocksV1ShortVolume400Status `json:"status"` + // Volume The number of contracts that traded within the timeframe. + Volume int64 `json:"volume"` + + // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. + WindowStart int64 `json:"window_start"` + } `json:"results"` + + // Status The status of the response. + Status string `json:"status"` } } -type GetStocksV1ShortVolume200Status string -type GetStocksV1ShortVolume400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1ShortVolumeResponse) Status() string { +func (r AggregatesV1Response) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46820,14 +48334,14 @@ func (r GetStocksV1ShortVolumeResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1ShortVolumeResponse) StatusCode() int { +func (r AggregatesV1Response) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1SplitsResponse struct { +type GetFuturesV1ContractsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46839,30 +48353,60 @@ type GetStocksV1SplitsResponse struct { // Results The results for this request. Results []struct { - // AdjustmentType Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend) - AdjustmentType string `json:"adjustment_type"` + // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. + Active *bool `json:"active,omitempty"` - // ExecutionDate Date when the stock split was applied and shares adjusted - ExecutionDate *openapi_types.Date `json:"execution_date,omitempty"` + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. + Date *openapi_types.Date `json:"date,omitempty"` - // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset split effects on historical prices. To adjust a historical price for splits: for a price on date D, find the first split whose `execution_date` is after date D and multiply the unadjusted price by the `historical_adjustment_factor`. - HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` + // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. + DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` - // Id Unique identifier for each stock split event - Id *string `json:"id,omitempty"` + // FirstTradeDate The first day on which the contract was tradeable. + FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` - // SplitFrom Denominator of the split ratio (old shares) - SplitFrom *float64 `json:"split_from,omitempty"` + // GroupCode An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex. + GroupCode *string `json:"group_code,omitempty"` - // SplitTo Numerator of the split ratio (new shares) - SplitTo *float64 `json:"split_to,omitempty"` + // LastTradeDate The last day on which the contract was tradeable. + LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` - // Ticker Stock symbol for the company that executed the split + // MaxOrderQuantity The maximum order quantity. + MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` + + // MinOrderQuantity The minimum order quantity. + MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` + + // Name The name of this contract. + Name *string `json:"name,omitempty"` + + // ProductCode The identifier for the contract's product. + ProductCode *string `json:"product_code,omitempty"` + + // SettlementDate The date on which this contract settles. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + + // SettlementTickSize The tick size for settlement. + SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` + + // SpreadTickSize The tick size for spreads. + SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` + + // Ticker The ticker for the contract. Ticker *string `json:"ticker,omitempty"` + + // TradeTickSize The tick size for trades. + TradeTickSize *float64 `json:"trade_tick_size,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12. + Type *string `json:"type,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksV1Splits200Status `json:"status"` + Status GetFuturesV1Contracts200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46872,14 +48416,14 @@ type GetStocksV1SplitsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksV1Splits400Status `json:"status"` + Status GetFuturesV1Contracts400Status `json:"status"` } } -type GetStocksV1Splits200Status string -type GetStocksV1Splits400Status string +type GetFuturesV1Contracts200Status string +type GetFuturesV1Contracts400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1SplitsResponse) Status() string { +func (r GetFuturesV1ContractsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46887,14 +48431,14 @@ func (r GetStocksV1SplitsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1SplitsResponse) StatusCode() int { +func (r GetFuturesV1ContractsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksVXFloatResponse struct { +type GetFuturesV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46906,21 +48450,33 @@ type GetStocksVXFloatResponse struct { // Results The results for this request. Results []struct { - // EffectiveDate The effective date of the free float measurement. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + // Acronym Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX'). + Acronym *string `json:"acronym,omitempty"` - // FreeFloat Number of shares freely tradable in the market. Free float shares represent the portion of a company's outstanding shares that is freely tradable in the market, excluding any holdings considered strategic, controlling, or long term. This excludes insiders, directors, founders, 5 percent plus shareholders, cross holdings, government stakes except pensions, restricted or locked up shares, employee plans, and any entities with board influence, leaving only shares that are genuinely available for public trading. - FreeFloat *int64 `json:"free_float,omitempty"` + // Id Numeric identifier for the futures exchange or trading venue. + Id *string `json:"id,omitempty"` - // FreeFloatPercent Percentage of total shares outstanding that are available for public trading, rounded to two decimal places. - FreeFloatPercent *float64 `json:"free_float_percent,omitempty"` + // Locale Geographic location code where the exchange operates. + Locale *string `json:"locale,omitempty"` - // Ticker The primary ticker symbol for the stock. - Ticker *string `json:"ticker,omitempty"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). + Name *string `json:"name,omitempty"` + + // OperatingMic Operating Market Identifier Code for the futures exchange. + OperatingMic *string `json:"operating_mic,omitempty"` + + // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. + Type *string `json:"type,omitempty"` + + // Url Official website URL of the futures exchange organization. + Url *string `json:"url,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksVXFloat200Status `json:"status"` + Status GetFuturesV1Exchanges200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -46930,14 +48486,14 @@ type GetStocksVXFloatResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksVXFloat400Status `json:"status"` + Status GetFuturesV1Exchanges400Status `json:"status"` } } -type GetStocksVXFloat200Status string -type GetStocksVXFloat400Status string +type GetFuturesV1Exchanges200Status string +type GetFuturesV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetStocksVXFloatResponse) Status() string { +func (r GetFuturesV1ExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -46945,14 +48501,14 @@ func (r GetStocksVXFloatResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksVXFloatResponse) StatusCode() int { +func (r GetFuturesV1ExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetTmxV1CorporateEventsResponse struct { +type GetFuturesV1MarketStatusResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -46964,42 +48520,27 @@ type GetTmxV1CorporateEventsResponse struct { // Results The results for this request. Results []struct { - // CompanyName Full name of the company. - CompanyName *string `json:"company_name,omitempty"` - - // Date Scheduled date of the corporate event, formatted as YYYY-MM-DD. - Date *string `json:"date,omitempty"` - - // Isin Standard international identifier for the company's common stock. - Isin *string `json:"isin,omitempty"` + // MarketEvent The current status of the market for the product. + MarketEvent *string `json:"market_event,omitempty"` - // Name Name or title of the event. + // Name The name of the futures product. Name *string `json:"name,omitempty"` - // Status The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed. - Status *string `json:"status,omitempty"` - - // Ticker The company's stock symbol. - Ticker *string `json:"ticker,omitempty"` + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `json:"product_code,omitempty"` - // TmxCompanyId Unique numeric identifier for the company used by TMX. - TmxCompanyId *int64 `json:"tmx_company_id,omitempty"` + // SessionEndDate The trading date for the current session. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` - // TmxRecordId The unique alphanumeric identifier for the event record used by TMX. - TmxRecordId *string `json:"tmx_record_id,omitempty"` + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` - // TradingVenue MIC (Market Identifier Code) of the exchange where the company's stock is listed. + // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. TradingVenue *string `json:"trading_venue,omitempty"` - - // Type The normalized type of corporate event. Possible values include: analyst_day, business_update, capital_markets_day, conference, dividend, earnings_announcement_date, earnings_conference_call, earnings_results_announcement, forum, interim_statement, other_interim_announcement, production_update, research_and_development_day, seminar, shareholder_meeting, sales_update, stock_split, summit, service_level_update, tradeshow, company_travel, and workshop. - Type *string `json:"type,omitempty"` - - // Url URL linking to the primary public source of the event announcement, if available. - Url *string `json:"url,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetTmxV1CorporateEvents200Status `json:"status"` + Status GetFuturesV1MarketStatus200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -47009,14 +48550,14 @@ type GetTmxV1CorporateEventsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetTmxV1CorporateEvents400Status `json:"status"` + Status GetFuturesV1MarketStatus400Status `json:"status"` } } -type GetTmxV1CorporateEvents200Status string -type GetTmxV1CorporateEvents400Status string +type GetFuturesV1MarketStatus200Status string +type GetFuturesV1MarketStatus400Status string // Status returns HTTPResponse.Status -func (r GetTmxV1CorporateEventsResponse) Status() string { +func (r GetFuturesV1MarketStatusResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47024,57 +48565,96 @@ func (r GetTmxV1CorporateEventsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetTmxV1CorporateEventsResponse) StatusCode() int { +func (r GetFuturesV1MarketStatusResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCurrencyConversionResponse struct { +type GetFuturesV1ProductsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Converted The result of the conversion. - Converted float64 `json:"converted"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // From The "from" currency symbol. - From string `json:"from"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // InitialAmount The amount to convert. - InitialAmount float64 `json:"initialAmount"` + // Results The results for this request. + Results []struct { + // AssetClass The asset class to which the product belongs. + AssetClass *string `json:"asset_class,omitempty"` - // Last Contains the requested quote data for the specified forex currency pair. - Last *struct { - // Ask The ask price. - Ask float64 `json:"ask"` + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *string `json:"asset_sub_class,omitempty"` - // Bid The bid price. - Bid float64 `json:"bid"` + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. + Date openapi_types.Date `json:"date"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` + // LastUpdated The date and time at which this product was last updated. + LastUpdated *time.Time `json:"last_updated,omitempty"` - // Timestamp The Unix millisecond timestamp. - Timestamp int `json:"timestamp"` - } `json:"last,omitempty"` + // Name The full name of the product. + Name *string `json:"name,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // PriceQuotation The quoted price for this product. + PriceQuotation *string `json:"price_quotation,omitempty"` + + // ProductCode The identifier for the product. + ProductCode *string `json:"product_code,omitempty"` + + // Sector The sector to which the product belongs. + Sector *string `json:"sector,omitempty"` + + // SettlementCurrencyCode The currency in which this product settles. + SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` + + // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). + SettlementMethod *string `json:"settlement_method,omitempty"` + + // SettlementType The type of settlement for this product. + SettlementType *string `json:"settlement_type,omitempty"` + + // SubSector The sub-sector to which the product belongs. + SubSector *string `json:"sub_sector,omitempty"` + + // TradeCurrencyCode The currency in which this product's contracts trade. + TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *string `json:"type,omitempty"` + + // UnitOfMeasure The unit of measure for this product. + UnitOfMeasure *string `json:"unit_of_measure,omitempty"` + + // UnitOfMeasureQty The quantity of the unit of measure for this product. + UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,omitempty"` + } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesV1Products200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Symbol The symbol pair that was evaluated from the request. - Symbol string `json:"symbol"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // To The "to" currency symbol. - To string `json:"to"` + // Status The status of this request's response. + Status GetFuturesV1Products400Status `json:"status"` } } +type GetFuturesV1Products200Status string +type GetFuturesV1Products400Status string // Status returns HTTPResponse.Status -func (r GetCurrencyConversionResponse) Status() string { +func (r GetFuturesV1ProductsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47082,60 +48662,81 @@ func (r GetCurrencyConversionResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCurrencyConversionResponse) StatusCode() int { +func (r GetFuturesV1ProductsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetHistoricCryptoTradesResponse struct { +type GetFuturesV1QuotesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Embedded fields due to inline allOf schema - // Day The date that was evaluated from the request. - Day openapi_types.Date `json:"day"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // Map A map for shortened result keys. - Map map[string]interface{} `json:"map"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // MsLatency The milliseconds of latency for the query results. - MsLatency int `json:"msLatency"` + // Results The results for this request. + Results []struct { + // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + AskPrice *float64 `json:"ask_price,omitempty"` - // Symbol The symbol pair that was evaluated from the request. - Symbol string `json:"symbol"` - Ticks []struct { - // C A list of condition codes. - C []int `json:"c"` + // AskSize The quote size represents the number of futures contracts available at the given ask price. + AskSize *int32 `json:"ask_size,omitempty"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // AskTimestamp The time when the ask price was submitted to the exchange. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + BidPrice *float64 `json:"bid_price,omitempty"` - // S The size of a trade (also known as volume). - BidSize float64 `json:"s"` + // BidSize The quote size represents the number of futures contracts available at the given bid price. + BidSize *int32 `json:"bid_size,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // BidTimestamp The time when the bid price was submitted to the exchange. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"ticks"` + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` + + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` + + // SequenceNumber The unique sequence number assigned to this quote by the exchange. + SequenceNumber *int64 `json:"sequence_number,omitempty"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` + + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesV1Quotes200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesV1Quotes400Status `json:"status"` } } +type GetFuturesV1Quotes200Status string +type GetFuturesV1Quotes400Status string // Status returns HTTPResponse.Status -func (r DeprecatedGetHistoricCryptoTradesResponse) Status() string { +func (r GetFuturesV1QuotesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47143,50 +48744,63 @@ func (r DeprecatedGetHistoricCryptoTradesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricCryptoTradesResponse) StatusCode() int { +func (r GetFuturesV1QuotesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetHistoricForexQuotesResponse struct { +type GetFuturesV1SchedulesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Day The date that was evaluated from the request. - Day openapi_types.Date `json:"day"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // Map A map for shortened result keys. - Map map[string]interface{} `json:"map"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // MsLatency The milliseconds of latency for the query results. - MsLatency int `json:"msLatency"` + // Results The results for this request. + Results []struct { + // Event The type of session on the given trading date. + Event *string `json:"event,omitempty"` - // Pair The currency pair that was evaluated from the request. - Pair string `json:"pair"` - Ticks []struct { - // A The ask price. - A float64 `json:"a"` + // ProductCode The product code of the futures contract. + ProductCode *string `json:"product_code,omitempty"` - // B The bid price. - B float64 `json:"b"` + // ProductName The name of the futures product to which this schedule applies. + ProductName *string `json:"product_name,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // SessionEndDate The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` - } `json:"ticks"` + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. + TradingVenue *string `json:"trading_venue,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetFuturesV1Schedules200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesV1Schedules400Status `json:"status"` } } +type GetFuturesV1Schedules200Status string +type GetFuturesV1Schedules400Status string // Status returns HTTPResponse.Status -func (r DeprecatedGetHistoricForexQuotesResponse) Status() string { +func (r GetFuturesV1SchedulesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47194,78 +48808,69 @@ func (r DeprecatedGetHistoricForexQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricForexQuotesResponse) StatusCode() int { +func (r GetFuturesV1SchedulesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoEMAResponse struct { +type GetFuturesV1TradesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // Results The results for this request. + Results []struct { + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // SequenceNumber The unique sequence number assigned to this trade. + SequenceNumber *int64 `json:"sequence_number,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetFuturesV1Trades200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesV1Trades400Status `json:"status"` } } +type GetFuturesV1Trades200Status string +type GetFuturesV1Trades400Status string // Status returns HTTPResponse.Status -func (r GetCryptoEMAResponse) Status() string { +func (r GetFuturesV1TradesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47273,78 +48878,61 @@ func (r GetCryptoEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoEMAResponse) StatusCode() int { +func (r GetFuturesV1TradesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexEMAResponse struct { +type GetFuturesAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, the URL to the next page of results. NextUrl *string `json:"next_url,omitempty"` + Results []struct { + // Close The last price within the timeframe. + Close float64 `json:"close"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // Results The results of the EMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. + DollarVolume float64 `json:"dollar_volume"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // High The highest price within the timeframe. + High float64 `json:"high"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Low The lowest price within the timeframe. + Low float64 `json:"low"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Open The opening price within the timeframe. + Open float64 `json:"open"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // SettlementPrice The price the contract would have cost to settle for this session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Ticker The ticker for the contract. + Ticker string `json:"ticker"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Transactions The number of transactions that occurred within the timeframe. + Transactions int64 `json:"transactions"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Volume The number of contracts that traded within the timeframe. + Volume int64 `json:"volume"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. + WindowStart int64 `json:"window_start"` } `json:"results"` - // Status The status of this request's response. + // Status The status of the response. Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetForexEMAResponse) Status() string { +func (r GetFuturesAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47352,78 +48940,96 @@ func (r GetForexEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexEMAResponse) StatusCode() int { +func (r GetFuturesAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesEMAResponse struct { +type GetFuturesVXContractsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // Results The results for this request. + Results []struct { + // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. + Active *bool `json:"active,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. + Date *openapi_types.Date `json:"date,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. + DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // FirstTradeDate The first day on which the contract was tradeable. + FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // GroupCode An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex. + GroupCode *string `json:"group_code,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // LastTradeDate The last day on which the contract was tradeable. + LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // MaxOrderQuantity The maximum order quantity. + MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // MinOrderQuantity The minimum order quantity. + MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Name The name of this contract. + Name *string `json:"name,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // ProductCode The identifier for the contract's product. + ProductCode *string `json:"product_code,omitempty"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // SettlementDate The date on which this contract settles. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // SettlementTickSize The tick size for settlement. + SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` + + // SpreadTickSize The tick size for spreads. + SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` + + // Ticker The ticker for the contract. + Ticker *string `json:"ticker,omitempty"` + + // TradeTickSize The tick size for trades. + TradeTickSize *float64 `json:"trade_tick_size,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12. + Type *string `json:"type,omitempty"` } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXContracts200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXContracts400Status `json:"status"` } } +type GetFuturesVXContracts200Status string +type GetFuturesVXContracts400Status string // Status returns HTTPResponse.Status -func (r GetIndicesEMAResponse) Status() string { +func (r GetFuturesVXContractsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47431,78 +49037,69 @@ func (r GetIndicesEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesEMAResponse) StatusCode() int { +func (r GetFuturesVXContractsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsEMAResponse struct { +type GetFuturesVXExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // Results The results for this request. + Results []struct { + // Acronym Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX'). + Acronym *string `json:"acronym,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Id Numeric identifier for the futures exchange or trading venue. + Id *string `json:"id,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Locale Geographic location code where the exchange operates. + Locale *string `json:"locale,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. + Mic *string `json:"mic,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). + Name *string `json:"name,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // OperatingMic Operating Market Identifier Code for the futures exchange. + OperatingMic *string `json:"operating_mic,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. + Type *string `json:"type,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Url Official website URL of the futures exchange organization. + Url *string `json:"url,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetFuturesVXExchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXExchanges400Status `json:"status"` } } +type GetFuturesVXExchanges200Status string +type GetFuturesVXExchanges400Status string // Status returns HTTPResponse.Status -func (r GetOptionsEMAResponse) Status() string { +func (r GetFuturesVXExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47510,78 +49107,63 @@ func (r GetOptionsEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsEMAResponse) StatusCode() int { +func (r GetFuturesVXExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksEMAResponse struct { +type GetFuturesVXMarketStatusResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` - - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Results The results for this request. + Results []struct { + // MarketEvent The current status of the market for the product. + MarketEvent *string `json:"market_event,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Name The name of the futures product. + Name *string `json:"name,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `json:"product_code,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // SessionEndDate The trading date for the current session. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. + TradingVenue *string `json:"trading_venue,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetFuturesVXMarketStatus200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXMarketStatus400Status `json:"status"` } } +type GetFuturesVXMarketStatus200Status string +type GetFuturesVXMarketStatus400Status string // Status returns HTTPResponse.Status -func (r GetStocksEMAResponse) Status() string { +func (r GetFuturesVXMarketStatusResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47589,84 +49171,96 @@ func (r GetStocksEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksEMAResponse) StatusCode() int { +func (r GetFuturesVXMarketStatusResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoMACDResponse struct { +type GetFuturesVXProductsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the MACD indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // Results The results for this request. + Results []struct { + // AssetClass The asset class to which the product belongs. + AssetClass *string `json:"asset_class,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *string `json:"asset_sub_class,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. + Date openapi_types.Date `json:"date"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // LastUpdated The date and time at which this product was last updated. + LastUpdated *time.Time `json:"last_updated,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Name The full name of the product. + Name *string `json:"name,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // PriceQuotation The quoted price for this product. + PriceQuotation *string `json:"price_quotation,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // ProductCode The identifier for the product. + ProductCode *string `json:"product_code,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // Sector The sector to which the product belongs. + Sector *string `json:"sector,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // SettlementCurrencyCode The currency in which this product settles. + SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). + SettlementMethod *string `json:"settlement_method,omitempty"` - // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: - Values *[]struct { - // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. - Histogram *float32 `json:"histogram,omitempty"` + // SettlementType The type of settlement for this product. + SettlementType *string `json:"settlement_type,omitempty"` - // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. - Signal *float32 `json:"signal,omitempty"` + // SubSector The sub-sector to which the product belongs. + SubSector *string `json:"sub_sector,omitempty"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // TradeCurrencyCode The currency in which this product's contracts trade. + TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *string `json:"type,omitempty"` + + // UnitOfMeasure The unit of measure for this product. + UnitOfMeasure *string `json:"unit_of_measure,omitempty"` + + // UnitOfMeasureQty The quantity of the unit of measure for this product. + UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,omitempty"` } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXProducts200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXProducts400Status `json:"status"` } } +type GetFuturesVXProducts200Status string +type GetFuturesVXProducts400Status string // Status returns HTTPResponse.Status -func (r GetCryptoMACDResponse) Status() string { +func (r GetFuturesVXProductsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47674,84 +49268,81 @@ func (r GetCryptoMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoMACDResponse) StatusCode() int { +func (r GetFuturesVXProductsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexMACDResponse struct { +type GetFuturesVXQuotesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the MACD indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // Results The results for this request. + Results []struct { + // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + AskPrice *float64 `json:"ask_price,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // AskSize The quote size represents the number of futures contracts available at the given ask price. + AskSize *int32 `json:"ask_size,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // AskTimestamp The time when the ask price was submitted to the exchange. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + BidPrice *float64 `json:"bid_price,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` - - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // BidSize The quote size represents the number of futures contracts available at the given bid price. + BidSize *int32 `json:"bid_size,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // BidTimestamp The time when the bid price was submitted to the exchange. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` - // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: - Values *[]struct { - // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. - Histogram *float32 `json:"histogram,omitempty"` + // SequenceNumber The unique sequence number assigned to this quote by the exchange. + SequenceNumber *int64 `json:"sequence_number,omitempty"` - // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. - Signal *float32 `json:"signal,omitempty"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXQuotes200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXQuotes400Status `json:"status"` } } +type GetFuturesVXQuotes200Status string +type GetFuturesVXQuotes400Status string // Status returns HTTPResponse.Status -func (r GetForexMACDResponse) Status() string { +func (r GetFuturesVXQuotesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47759,84 +49350,63 @@ func (r GetForexMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexMACDResponse) StatusCode() int { +func (r GetFuturesVXQuotesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesMACDResponse struct { +type GetFuturesVXSchedulesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the MACD indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` - - // O The open price for the symbol in the given time period. - O float32 `json:"o"` - - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` - - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // Results The results for this request. + Results []struct { + // Event The type of session on the given trading date. + Event *string `json:"event,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // ProductCode The product code of the futures contract. + ProductCode *string `json:"product_code,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // ProductName The name of the futures product to which this schedule applies. + ProductName *string `json:"product_name,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // SessionEndDate The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` - // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: - Values *[]struct { - // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. - Histogram *float32 `json:"histogram,omitempty"` + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` - // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. - Signal *float32 `json:"signal,omitempty"` + // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. + TradingVenue *string `json:"trading_venue,omitempty"` + } `json:"results"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetFuturesVXSchedules200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXSchedules400Status `json:"status"` } } +type GetFuturesVXSchedules200Status string +type GetFuturesVXSchedules400Status string // Status returns HTTPResponse.Status -func (r GetIndicesMACDResponse) Status() string { +func (r GetFuturesVXSchedulesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47844,84 +49414,141 @@ func (r GetIndicesMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesMACDResponse) StatusCode() int { +func (r GetFuturesVXSchedulesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsMACDResponse struct { +type GetFuturesVXSnapshotResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the MACD indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // Results The results for this request. + Results []struct { + Details *struct { + ProductCode *string `json:"product_code,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // SettlementDate The day that this contract is settled. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + Ticker *string `json:"ticker,omitempty"` + } `json:"details,omitempty"` + LastMinute *struct { + // Close The price at the end of the minute bar. + Close *float64 `json:"close,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // High The highest price reached in the minute bar. + High *float64 `json:"high,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // LastUpdated The timestamp indicating the most recent update to the minute bar. + LastUpdated *int64 `json:"last_updated,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Low The lowest price reached in the minute bar. + Low *float64 `json:"low,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Open The opening price at the start of the minute bar. + Open *float64 `json:"open,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. + Timeframe *string `json:"timeframe,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // Volume The number of contracts traded in the minute bar. + Volume *float64 `json:"volume,omitempty"` + } `json:"last_minute,omitempty"` + LastQuote *struct { + // Ask The lowest price a seller is willing to accept. + Ask *float64 `json:"ask,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // AskSize The number of contracts available at the ask price. + AskSize *int32 `json:"ask_size,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // AskTimestamp The time when the best ask price was last updated. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` - // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: - Values *[]struct { - // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. - Histogram *float32 `json:"histogram,omitempty"` + // Bid The highest price a buyer is willing to pay. + Bid *float64 `json:"bid,omitempty"` - // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. - Signal *float32 `json:"signal,omitempty"` + // BidSize The number of contracts available at the bid price. + BidSize *int32 `json:"bid_size,omitempty"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // BidTimestamp The time when the best bid price was last updated. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_quote,omitempty"` + LastTrade *struct { + // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + + // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. + Timeframe *string `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + Session *struct { + // Change The change in price during this session. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percentage change in price during this session. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The price at the end of the session. + Close *float64 `json:"close,omitempty"` + + // High The highest price reached in the session. + High *float64 `json:"high,omitempty"` + + // Low The lowest price reached in the session. + Low *float64 `json:"low,omitempty"` + + // Open The opening price at the start of the session. + Open *float64 `json:"open,omitempty"` + + // PreviousSettlement The settlement price of the previous session. + PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + + // SettlementPrice The final settlement price at the end of the session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` + + // Volume The number of contracts traded in the session. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXSnapshot200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetFuturesVXSnapshot400Status `json:"status"` } } +type GetFuturesVXSnapshot200Status string +type GetFuturesVXSnapshot400Status string // Status returns HTTPResponse.Status -func (r GetOptionsMACDResponse) Status() string { +func (r GetFuturesVXSnapshotResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47929,84 +49556,69 @@ func (r GetOptionsMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsMACDResponse) StatusCode() int { +func (r GetFuturesVXSnapshotResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksMACDResponse struct { +type GetFuturesVXTradesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the MACD indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` - - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Results The results for this request. + Results []struct { + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // SequenceNumber The unique sequence number assigned to this trade. + SequenceNumber *int64 `json:"sequence_number,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` - // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: - Values *[]struct { - // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. - Histogram *float32 `json:"histogram,omitempty"` + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` - // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. - Signal *float32 `json:"signal,omitempty"` + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` + } `json:"results"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetFuturesVXTrades200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetFuturesVXTrades400Status `json:"status"` } } +type GetFuturesVXTrades200Status string +type GetFuturesVXTrades400Status string // Status returns HTTPResponse.Status -func (r GetStocksMACDResponse) Status() string { +func (r GetFuturesVXTradesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48014,78 +49626,72 @@ func (r GetStocksMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksMACDResponse) StatusCode() int { +func (r GetFuturesVXTradesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoRSIResponse struct { +type GetOptionsV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the RSI indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // Results The results for this request. + Results []struct { + // Acronym Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues. + Acronym *string `json:"acronym,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // Id Numeric identifier for the options trading venue or exchange. + Id *string `json:"id,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. + Mic *string `json:"mic,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Name Full official name of the options exchange or trading venue. + Name *string `json:"name,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. + OperatingMic *string `json:"operating_mic,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). + Type *string `json:"type,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Url Official website URL of the organization operating the options exchange. + Url *string `json:"url,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetOptionsV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetOptionsV1Exchanges400Status `json:"status"` } } +type GetOptionsV1Exchanges200Status string +type GetOptionsV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetCryptoRSIResponse) Status() string { +func (r GetOptionsV1ExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48093,78 +49699,66 @@ func (r GetCryptoRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoRSIResponse) StatusCode() int { +func (r GetOptionsV1ExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexRSIResponse struct { +type GetStocksFilings10KVXSectionsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the RSI indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Results The results for this request. + Results []struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *string `json:"section,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Text Full raw text content of the section, including headers and formatting. + Text *string `json:"text,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetStocksFilings10KVXSections200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksFilings10KVXSections400Status `json:"status"` } } +type GetStocksFilings10KVXSections200Status string +type GetStocksFilings10KVXSections400Status string // Status returns HTTPResponse.Status -func (r GetForexRSIResponse) Status() string { +func (r GetStocksFilings10KVXSectionsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48172,78 +49766,66 @@ func (r GetForexRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexRSIResponse) StatusCode() int { +func (r GetStocksFilings10KVXSectionsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesRSIResponse struct { +type GetStocksFilings8KVXTextResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the RSI indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // Results The results for this request. + Results []struct { + // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000004962-25-000002'). + AccessionNumber *string `json:"accession_number,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` - - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // FormType SEC form type (e.g., '8-K', '8-K/A' for amendments). + FormType *string `json:"form_type,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // ItemsText Parsed text content from the 8-K filing, including item numbers and descriptions. + ItemsText *string `json:"items_text,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetStocksFilings8KVXText200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksFilings8KVXText400Status `json:"status"` } } +type GetStocksFilings8KVXText200Status string +type GetStocksFilings8KVXText400Status string // Status returns HTTPResponse.Status -func (r GetIndicesRSIResponse) Status() string { +func (r GetStocksFilings8KVXTextResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48251,78 +49833,108 @@ func (r GetIndicesRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesRSIResponse) StatusCode() int { +func (r GetStocksFilings8KVXTextResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsRSIResponse struct { +type GetStocksFilingsVX13FResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the RSI indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // Results The results for this request. + Results []struct { + // AccessionNumber Unique SEC accession number for the filing (e.g., '0000950123-24-011775'). + AccessionNumber *string `json:"accession_number,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // Cusip The CUSIP identifier for the held security. + Cusip *string `json:"cusip,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // FileNumber The 13F-specific file number assigned to the filer. + FileNumber *string `json:"file_number,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // FilerCik SEC Central Index Key (10 digits, zero-padded) of the filing entity. + FilerCik *string `json:"filer_cik,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // FilmNumber SEC EDGAR film number for the filing. + FilmNumber *string `json:"film_number,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // FormType SEC form type (e.g., '13F-HR' for holdings report, '13F-HR/A' for amended report). + FormType *string `json:"form_type,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // InvestmentDiscretion Type of investment discretion. Possible values: SOLE, SHARED, DFND (defined). + InvestmentDiscretion *string `json:"investment_discretion,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // IssuerName Name of the company whose securities are held. + IssuerName *string `json:"issuer_name,omitempty"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // MarketValue Market value of the holding in USD. + MarketValue *int64 `json:"market_value,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // OtherManagers List of names of other manager(s) sharing investment discretion over the reported holdings, if applicable. + OtherManagers *[]string `json:"other_managers,omitempty"` + + // Period The quarter end date that the filing covers (formatted as YYYY-MM-DD). + Period *openapi_types.Date `json:"period,omitempty"` + + // PutCall Indicates if the holding is a put or call option. Possible values: PUT, CALL, or empty for common stock. + PutCall *string `json:"put_call,omitempty"` + + // SharesOrPrincipalAmount Number of shares or principal amount held. + SharesOrPrincipalAmount *int64 `json:"shares_or_principal_amount,omitempty"` + + // SharesOrPrincipalType Type of amount reported. Possible values: SH (shares), PRN (principal amount). + SharesOrPrincipalType *string `json:"shares_or_principal_type,omitempty"` + + // Tickers A list of ticker symbols for the filing entity. Multiple symbols may indicate different share classes (e.g., BRK.A and BRK.B for Berkshire Hathaway). + Tickers *[]string `json:"tickers,omitempty"` + + // TitleOfClass Description of the class of securities held (e.g., 'COM', 'CL A'). + TitleOfClass *string `json:"title_of_class,omitempty"` + + // VotingAuthorityNone Number of shares with no voting authority. + VotingAuthorityNone *int64 `json:"voting_authority_none,omitempty"` + + // VotingAuthorityShared Number of shares with shared voting authority. + VotingAuthorityShared *int64 `json:"voting_authority_shared,omitempty"` + + // VotingAuthoritySole Number of shares with sole voting authority. + VotingAuthoritySole *int64 `json:"voting_authority_sole,omitempty"` } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksFilingsVX13F200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFilingsVX13F400Status `json:"status"` } } +type GetStocksFilingsVX13F200Status string +type GetStocksFilingsVX13F400Status string // Status returns HTTPResponse.Status -func (r GetOptionsRSIResponse) Status() string { +func (r GetStocksFilingsVX13FResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48330,78 +49942,66 @@ func (r GetOptionsRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsRSIResponse) StatusCode() int { +func (r GetStocksFilingsVX13FResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksRSIResponse struct { +type GetStocksFilingsVXIndexResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the RSI indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Results The results for this request. + Results []struct { + // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000320193-24-000123'). + AccessionNumber *string `json:"accession_number,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Cik SEC Central Index Key (CIK) identifying the filing entity. + Cik *string `json:"cik,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // FormType SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.). + FormType *string `json:"form_type,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // IssuerName Name of the company or entity that submitted the filing. + IssuerName *string `json:"issuer_name,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Ticker Stock ticker symbol for the filing entity, if available. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetStocksFilingsVXIndex200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksFilingsVXIndex400Status `json:"status"` } } +type GetStocksFilingsVXIndex200Status string +type GetStocksFilingsVXIndex400Status string // Status returns HTTPResponse.Status -func (r GetStocksRSIResponse) Status() string { +func (r GetStocksFilingsVXIndexResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48409,78 +50009,66 @@ func (r GetStocksRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksRSIResponse) StatusCode() int { +func (r GetStocksFilingsVXIndexResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoSMAResponse struct { +type GetStocksFilingsVXRiskFactorsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the SMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Results The results for this request. + Results []struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *string `json:"filing_date,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // SupportingText Snippet of text to support the given label + SupportingText *string `json:"supporting_text,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Status The status of this request's response. + Status GetStocksFilingsVXRiskFactors200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksFilingsVXRiskFactors400Status `json:"status"` } } +type GetStocksFilingsVXRiskFactors200Status string +type GetStocksFilingsVXRiskFactors400Status string // Status returns HTTPResponse.Status -func (r GetCryptoSMAResponse) Status() string { +func (r GetStocksFilingsVXRiskFactorsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48488,157 +50076,159 @@ func (r GetCryptoSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSMAResponse) StatusCode() int { +func (r GetStocksFilingsVXRiskFactorsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexSMAResponse struct { +type GetStocksFinancialsV1BalanceSheetsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the SMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // Results The results for this request. + Results []struct { + // AccountsPayable Amounts owed to suppliers and vendors for goods and services purchased on credit. + AccountsPayable *float64 `json:"accounts_payable,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // AccruedAndOtherCurrentLiabilities Current liabilities not classified elsewhere, including accrued expenses, taxes payable, and other obligations due within one year. + AccruedAndOtherCurrentLiabilities *float64 `json:"accrued_and_other_current_liabilities,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // AccumulatedOtherComprehensiveIncome Cumulative gains and losses that bypass the income statement, including foreign currency translation adjustments and unrealized gains/losses on securities. + AccumulatedOtherComprehensiveIncome *float64 `json:"accumulated_other_comprehensive_income,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // AdditionalPaidInCapital Amount received from shareholders in excess of the par or stated value of shares issued. + AdditionalPaidInCapital *float64 `json:"additional_paid_in_capital,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // CashAndEquivalents Cash on hand and short-term, highly liquid investments that are readily convertible to known amounts of cash. + CashAndEquivalents *float64 `json:"cash_and_equivalents,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company's CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // CommitmentsAndContingencies Disclosed amount related to contractual commitments and potential liabilities that may arise from uncertain future events. + CommitmentsAndContingencies *float64 `json:"commitments_and_contingencies,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // CommonStock Par or stated value of common shares outstanding representing basic ownership in the company. + CommonStock *float64 `json:"common_stock,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // DebtCurrent Short-term borrowings and the current portion of long-term debt due within one year. + DebtCurrent *float64 `json:"debt_current,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // DeferredRevenueCurrent Customer payments received in advance for goods or services to be delivered within one year. + DeferredRevenueCurrent *float64 `json:"deferred_revenue_current,omitempty"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - } -} + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` -// Status returns HTTPResponse.Status -func (r GetForexSMAResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // Goodwill Intangible asset representing the excess of purchase price over fair value of net assets acquired in business combinations. + Goodwill *float64 `json:"goodwill,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetForexSMAResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // IntangibleAssetsNet Intangible assets other than goodwill, including patents, trademarks, and customer relationships, net of accumulated amortization. + IntangibleAssetsNet *float64 `json:"intangible_assets_net,omitempty"` -type GetIndicesSMAResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Inventories Raw materials, work-in-process, and finished goods held for sale in the ordinary course of business. + Inventories *float64 `json:"inventories,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // LongTermDebtAndCapitalLeaseObligations Long-term borrowings and capital lease obligations with maturities greater than one year. + LongTermDebtAndCapitalLeaseObligations *float64 `json:"long_term_debt_and_capital_lease_obligations,omitempty"` - // Results The results of the SMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // NoncontrollingInterest Equity in consolidated subsidiaries not owned by the parent company, representing minority shareholders' ownership. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // OtherAssets Non-current assets not classified elsewhere, including long-term investments, deferred tax assets, and other long-term assets. + OtherAssets *float64 `json:"other_assets,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // OtherCurrentAssets Current assets not classified elsewhere, including prepaid expenses, taxes receivable, and other assets expected to be converted to cash within one year. + OtherCurrentAssets *float64 `json:"other_current_assets,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // OtherEquity Equity components not classified elsewhere in shareholders' equity. + OtherEquity *float64 `json:"other_equity,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // OtherNoncurrentLiabilities Non-current liabilities not classified elsewhere, including deferred tax liabilities, pension obligations, and other long-term liabilities. + OtherNoncurrentLiabilities *float64 `json:"other_noncurrent_liabilities,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // PeriodEnd The last date of the reporting period, representing the specific point in time when the balance sheet snapshot was taken. + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // PreferredStock Par or stated value of preferred shares outstanding with preferential rights over common stock. + PreferredStock *float64 `json:"preferred_stock,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // PropertyPlantEquipmentNet Tangible fixed assets used in operations, reported net of accumulated depreciation. + PropertyPlantEquipmentNet *float64 `json:"property_plant_equipment_net,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Receivables Amounts owed to the company by customers and other parties, primarily accounts receivable, net of allowances for doubtful accounts. + Receivables *float64 `json:"receivables,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // RetainedEarningsDeficit Cumulative net income earned by the company less dividends paid to shareholders since inception. + RetainedEarningsDeficit *float64 `json:"retained_earnings_deficit,omitempty"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // ShortTermInvestments Marketable securities and other investments with maturities of one year or less that are not classified as cash equivalents. + ShortTermInvestments *float64 `json:"short_term_investments,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual. + Timeframe *string `json:"timeframe,omitempty"` + + // TotalAssets Sum of all current and non-current assets representing everything the company owns or controls. + TotalAssets *float64 `json:"total_assets,omitempty"` + + // TotalCurrentAssets Sum of all current assets expected to be converted to cash, sold, or consumed within one year. + TotalCurrentAssets *float64 `json:"total_current_assets,omitempty"` + + // TotalCurrentLiabilities Sum of all liabilities expected to be settled within one year. + TotalCurrentLiabilities *float64 `json:"total_current_liabilities,omitempty"` + + // TotalEquity Sum of all equity components representing shareholders' total ownership interest in the company. + TotalEquity *float64 `json:"total_equity,omitempty"` + + // TotalEquityAttributableToParent Total shareholders' equity attributable to the parent company, excluding noncontrolling interests. + TotalEquityAttributableToParent *float64 `json:"total_equity_attributable_to_parent,omitempty"` + + // TotalLiabilities Sum of all current and non-current liabilities representing everything the company owes. + TotalLiabilities *float64 `json:"total_liabilities,omitempty"` + + // TotalLiabilitiesAndEquity Sum of total liabilities and total equity, which should equal total assets per the fundamental accounting equation. + TotalLiabilitiesAndEquity *float64 `json:"total_liabilities_and_equity,omitempty"` + + // TreasuryStock Cost of the company's own shares that have been repurchased and are held in treasury, typically reported as a negative value. + TreasuryStock *float64 `json:"treasury_stock,omitempty"` } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksFinancialsV1BalanceSheets200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1BalanceSheets400Status `json:"status"` } } +type GetStocksFinancialsV1BalanceSheets200Status string +type GetStocksFinancialsV1BalanceSheets400Status string // Status returns HTTPResponse.Status -func (r GetIndicesSMAResponse) Status() string { +func (r GetStocksFinancialsV1BalanceSheetsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48646,78 +50236,141 @@ func (r GetIndicesSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesSMAResponse) StatusCode() int { +func (r GetStocksFinancialsV1BalanceSheetsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsSMAResponse struct { +type GetStocksFinancialsV1CashFlowStatementsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the SMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // Results The results for this request. + Results []struct { + // CashFromOperatingActivitiesContinuingOperations Cash generated from continuing business operations before discontinued operations. + CashFromOperatingActivitiesContinuingOperations *float64 `json:"cash_from_operating_activities_continuing_operations,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // ChangeInCashAndEquivalents Net change in cash and cash equivalents during the period, representing the sum of operating, investing, and financing cash flows plus currency effects. + ChangeInCashAndEquivalents *float64 `json:"change_in_cash_and_equivalents,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // ChangeInOtherOperatingAssetsAndLiabilitiesNet Net change in working capital components including accounts receivable, inventory, accounts payable, and other operating items. + ChangeInOtherOperatingAssetsAndLiabilitiesNet *float64 `json:"change_in_other_operating_assets_and_liabilities_net,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // DepreciationDepletionAndAmortization Non-cash charges for the reduction in value of tangible and intangible assets over time. + DepreciationDepletionAndAmortization *float64 `json:"depreciation_depletion_and_amortization,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Dividends Cash payments to shareholders in the form of dividends, typically reported as negative values. + Dividends *float64 `json:"dividends,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // EffectOfCurrencyExchangeRate Impact of foreign exchange rate changes on cash and cash equivalents denominated in foreign currencies. + EffectOfCurrencyExchangeRate *float64 `json:"effect_of_currency_exchange_rate,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // IncomeLossFromDiscontinuedOperations After-tax income or loss from business operations that have been discontinued. + IncomeLossFromDiscontinuedOperations *float64 `json:"income_loss_from_discontinued_operations,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` + // LongTermDebtIssuancesRepayments Net cash flows from issuing or repaying long-term debt obligations. + LongTermDebtIssuancesRepayments *float64 `json:"long_term_debt_issuances_repayments,omitempty"` + + // NetCashFromFinancingActivities Total cash generated or used by financing activities, including debt issuance, debt repayment, dividends, and share transactions. + NetCashFromFinancingActivities *float64 `json:"net_cash_from_financing_activities,omitempty"` + + // NetCashFromFinancingActivitiesContinuingOperations Cash flows from financing activities of continuing operations before discontinued operations. + NetCashFromFinancingActivitiesContinuingOperations *float64 `json:"net_cash_from_financing_activities_continuing_operations,omitempty"` + + // NetCashFromFinancingActivitiesDiscontinuedOperations Cash flows from financing activities of discontinued business segments. + NetCashFromFinancingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_financing_activities_discontinued_operations,omitempty"` + + // NetCashFromInvestingActivities Total cash generated or used by investing activities, including capital expenditures, acquisitions, and asset sales. + NetCashFromInvestingActivities *float64 `json:"net_cash_from_investing_activities,omitempty"` + + // NetCashFromInvestingActivitiesContinuingOperations Cash flows from investing activities of continuing operations before discontinued operations. + NetCashFromInvestingActivitiesContinuingOperations *float64 `json:"net_cash_from_investing_activities_continuing_operations,omitempty"` + + // NetCashFromInvestingActivitiesDiscontinuedOperations Cash flows from investing activities of discontinued business segments. + NetCashFromInvestingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_investing_activities_discontinued_operations,omitempty"` + + // NetCashFromOperatingActivities Total cash generated or used by operating activities, representing cash flow from core business operations. + NetCashFromOperatingActivities *float64 `json:"net_cash_from_operating_activities,omitempty"` + + // NetCashFromOperatingActivitiesDiscontinuedOperations Cash flows from operating activities of discontinued business segments. + NetCashFromOperatingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_operating_activities_discontinued_operations,omitempty"` + + // NetIncome Net income used as the starting point for operating cash flow calculations. + NetIncome *float64 `json:"net_income,omitempty"` + + // NoncontrollingInterests Cash flows related to minority shareholders in consolidated subsidiaries. + NoncontrollingInterests *float64 `json:"noncontrolling_interests,omitempty"` + + // OtherCashAdjustments Other miscellaneous adjustments to cash flows not classified elsewhere. + OtherCashAdjustments *float64 `json:"other_cash_adjustments,omitempty"` + + // OtherFinancingActivities Cash flows from financing activities not classified elsewhere, including share repurchases and other equity transactions. + OtherFinancingActivities *float64 `json:"other_financing_activities,omitempty"` + + // OtherInvestingActivities Cash flows from investing activities not classified elsewhere, including acquisitions, divestitures, and investments. + OtherInvestingActivities *float64 `json:"other_investing_activities,omitempty"` + + // OtherOperatingActivities Other adjustments to reconcile net income to operating cash flow not classified elsewhere. + OtherOperatingActivities *float64 `json:"other_operating_activities,omitempty"` + + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PurchaseOfPropertyPlantAndEquipment Cash outflows for capital expenditures on fixed assets, typically reported as negative values. + PurchaseOfPropertyPlantAndEquipment *float64 `json:"purchase_of_property_plant_and_equipment,omitempty"` + + // SaleOfPropertyPlantAndEquipment Cash inflows from disposing of fixed assets, typically reported as positive values. + SaleOfPropertyPlantAndEquipment *float64 `json:"sale_of_property_plant_and_equipment,omitempty"` + + // ShortTermDebtIssuancesRepayments Net cash flows from issuing or repaying short-term debt obligations. + ShortTermDebtIssuancesRepayments *float64 `json:"short_term_debt_issuances_repayments,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `json:"timeframe,omitempty"` } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksFinancialsV1CashFlowStatements200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1CashFlowStatements400Status `json:"status"` } } +type GetStocksFinancialsV1CashFlowStatements200Status string +type GetStocksFinancialsV1CashFlowStatements400Status string // Status returns HTTPResponse.Status -func (r GetOptionsSMAResponse) Status() string { +func (r GetStocksFinancialsV1CashFlowStatementsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48725,176 +50378,147 @@ func (r GetOptionsSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsSMAResponse) StatusCode() int { +func (r GetStocksFinancialsV1CashFlowStatementsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSMAResponse struct { +type GetStocksFinancialsV1IncomeStatementsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the SMA indicator calculation. - Results struct { - // Underlying The underlying aggregates used. - Underlying *struct { - // Aggregates The array of aggregates used in the calculation of this indicator. - Aggregates *[]struct { - // C The close price for the symbol in the given time period. - C float32 `json:"c"` + // Results The results for this request. + Results []struct { + // BasicEarningsPerShare Earnings per share calculated using the weighted average number of basic shares outstanding. For TTM records, recalculated as TTM net income divided by average basic shares outstanding over the four quarters. + BasicEarningsPerShare *float64 `json:"basic_earnings_per_share,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // BasicSharesOutstanding Weighted average number of common shares outstanding during the period, used in basic EPS calculation. For TTM records, represents the average over the four most recent quarters. + BasicSharesOutstanding *float64 `json:"basic_shares_outstanding,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // Cik The company's Central Index Key (CIK), a unique identifier assigned by the U.AskSize. Securities and Exchange Commission (SEC). You can look up a company’s CIK using the [SEC CIK Lookup tool](https://www.sec.gov/search-filings/cik-lookup). + Cik *string `json:"cik,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // ConsolidatedNetIncomeLoss Total net income or loss for the consolidated entity including all subsidiaries. + ConsolidatedNetIncomeLoss *float64 `json:"consolidated_net_income_loss,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // CostOfRevenue Direct costs attributable to the production of goods or services sold, also known as cost of goods sold (COGS). + CostOfRevenue *float64 `json:"cost_of_revenue,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // DepreciationDepletionAmortization Non-cash expenses representing the allocation of asset costs over their useful lives. + DepreciationDepletionAmortization *float64 `json:"depreciation_depletion_amortization,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // DilutedEarningsPerShare Earnings per share calculated using diluted shares outstanding, including the effect of potentially dilutive securities. For TTM records, recalculated as TTM net income divided by average diluted shares outstanding over the four quarters. + DilutedEarningsPerShare *float64 `json:"diluted_earnings_per_share,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // DilutedSharesOutstanding Weighted average number of shares outstanding including the dilutive effect of stock options, warrants, and convertible securities. For TTM records, represents the average over the four most recent quarters. + DilutedSharesOutstanding *float64 `json:"diluted_shares_outstanding,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // DiscontinuedOperations After-tax results from business segments that have been or will be disposed of. + DiscontinuedOperations *float64 `json:"discontinued_operations,omitempty"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Ebitda Earnings before interest, taxes, depreciation, and amortization, a measure of operating performance. + Ebitda *float64 `json:"ebitda,omitempty"` - // Values Timestamp or indicator value. - Values *[]struct { - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // EquityInAffiliates The company's share of income or losses from equity method investments in affiliated companies. + EquityInAffiliates *float64 `json:"equity_in_affiliates,omitempty"` - // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. - Value *float32 `json:"value,omitempty"` - } `json:"values,omitempty"` - } `json:"results"` + // ExtraordinaryItems Unusual and infrequent gains or losses that are both unusual in nature and infrequent in occurrence. + ExtraordinaryItems *float64 `json:"extraordinary_items,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - } -} + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` -// Status returns HTTPResponse.Status -func (r GetStocksSMAResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSMAResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` -type GetLastCryptoTradeResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // Last Contains the requested trade data for the specified cryptocurrency pair. - Last *struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // GrossProfit Revenue minus cost of revenue, representing profit before operating expenses. + GrossProfit *float64 `json:"gross_profit,omitempty"` - // Exchange The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - Exchange int `json:"exchange"` + // IncomeBeforeIncomeTaxes Pre-tax income calculated as operating income plus total other income/expense. + IncomeBeforeIncomeTaxes *float64 `json:"income_before_income_taxes,omitempty"` - // Price The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - Price float64 `json:"price"` + // IncomeTaxes Income tax expense or benefit for the period. + IncomeTaxes *float64 `json:"income_taxes,omitempty"` - // Size The size of a trade (also known as volume). - Size float64 `json:"size"` + // InterestExpense Cost of borrowed funds, including interest on debt and other financing obligations. + InterestExpense *float64 `json:"interest_expense,omitempty"` - // Timestamp The Unix millisecond timestamp. - Timestamp int `json:"timestamp"` - } `json:"last,omitempty"` + // InterestIncome Income earned from interest-bearing investments and cash equivalents. + InterestIncome *float64 `json:"interest_income,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // NetIncomeLossAttributableCommonShareholders Net income or loss available to common shareholders after preferred dividends and noncontrolling interests. + NetIncomeLossAttributableCommonShareholders *float64 `json:"net_income_loss_attributable_common_shareholders,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` + // NoncontrollingInterest The portion of net income attributable to minority shareholders in consolidated subsidiaries. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` - // Symbol The symbol pair that was evaluated from the request. - Symbol string `json:"symbol"` - } -} + // OperatingIncome Income from operations calculated as gross profit minus total operating expenses, excluding non-operating items. + OperatingIncome *float64 `json:"operating_income,omitempty"` -// Status returns HTTPResponse.Status -func (r GetLastCryptoTradeResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // OtherIncomeExpense Non-operating income and expenses not related to the company's core business operations. + OtherIncomeExpense *float64 `json:"other_income_expense,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetLastCryptoTradeResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // OtherOperatingExpenses Operating expenses not classified in the main expense categories. + OtherOperatingExpenses *float64 `json:"other_operating_expenses,omitempty"` -type GetLastCurrencyQuoteResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // Last Contains the requested quote data for the specified forex currency pair. - Last *struct { - // Ask The ask price. - Ask float64 `json:"ask"` + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` - // Bid The bid price. - Bid float64 `json:"bid"` + // PreferredStockDividendsDeclared Dividends declared on preferred stock during the period. + PreferredStockDividendsDeclared *float64 `json:"preferred_stock_dividends_declared,omitempty"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` + // ResearchDevelopment Expenses incurred for research and development activities to create new products or improve existing ones. + ResearchDevelopment *float64 `json:"research_development,omitempty"` - // Timestamp The Unix millisecond timestamp. - Timestamp int `json:"timestamp"` - } `json:"last,omitempty"` + // Revenue Total revenue or net sales for the period, representing the company's gross income from operations. + Revenue *float64 `json:"revenue,omitempty"` + + // SellingGeneralAdministrative Expenses related to selling products and general administrative costs not directly tied to production. + SellingGeneralAdministrative *float64 `json:"selling_general_administrative,omitempty"` + + // Tickers A list of ticker symbols under which the company is listed. Multiple symbols may indicate different share classes for the same company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. + Timeframe *string `json:"timeframe,omitempty"` + + // TotalOperatingExpenses Sum of all operating expenses including cost of revenue, SG&A, R&D, depreciation, and other operating expenses. + TotalOperatingExpenses *float64 `json:"total_operating_expenses,omitempty"` + + // TotalOtherIncomeExpense Net total of all non-operating income and expenses including interest income, interest expense, and other items. + TotalOtherIncomeExpense *float64 `json:"total_other_income_expense,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1IncomeStatements200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` // Status The status of this request's response. - Status string `json:"status"` - - // Symbol The symbol pair that was evaluated from the request. - Symbol string `json:"symbol"` + Status GetStocksFinancialsV1IncomeStatements400Status `json:"status"` } } +type GetStocksFinancialsV1IncomeStatements200Status string +type GetStocksFinancialsV1IncomeStatements400Status string // Status returns HTTPResponse.Status -func (r GetLastCurrencyQuoteResponse) Status() string { +func (r GetStocksFinancialsV1IncomeStatementsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48902,87 +50526,114 @@ func (r GetLastCurrencyQuoteResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetLastCurrencyQuoteResponse) StatusCode() int { +func (r GetStocksFinancialsV1IncomeStatementsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetMarketStatusResponse struct { +type GetStocksFinancialsV1RatiosResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // AfterHours Whether or not the market is in post-market hours. - AfterHours *bool `json:"afterHours,omitempty"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // Currencies Contains the status of various currency markets. - Currencies *struct { - // Crypto The status of the crypto market. - Crypto *string `json:"crypto,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Fx The status of the forex market. - Fx *string `json:"fx,omitempty"` - } `json:"currencies,omitempty"` + // Results The results for this request. + Results []struct { + // AverageVolume Average trading volume over the last 30 trading days, providing context for liquidity. + AverageVolume *float64 `json:"average_volume,omitempty"` - // EarlyHours Whether or not the market is in pre-market hours. - EarlyHours *bool `json:"earlyHours,omitempty"` + // Cash Cash ratio, calculated as cash and cash equivalents divided by current liabilities, measuring the most liquid form of liquidity coverage. + Cash *float64 `json:"cash,omitempty"` - // Exchanges Contains the status of different US stock exchanges (e.g., Nasdaq, NYSE). - Exchanges *struct { - // Nasdaq The status of the Nasdaq market. - Nasdaq *string `json:"nasdaq,omitempty"` + // Cik Central Index Key (CIK) number assigned by the SEC to identify the company. + Cik *string `json:"cik,omitempty"` - // Nyse The status of the NYSE market. - Nyse *string `json:"nyse,omitempty"` + // Current Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. + Current *float64 `json:"current,omitempty"` - // Otc The status of the OTC market. - Otc *string `json:"otc,omitempty"` - } `json:"exchanges,omitempty"` + // Date Date for which the ratios are calculated, representing the trading date with available price data. + Date *string `json:"date,omitempty"` - // IndicesGroups Contains the status of various index groups (e.g., MSCI, FTSE Russell). - IndicesGroups *struct { - // Cccy The status of Cboe Streaming Market Indices Cryptocurrency ("CCCY") indices trading hours. - Cccy *string `json:"cccy,omitempty"` + // DebtToEquity Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage. + DebtToEquity *float64 `json:"debt_to_equity,omitempty"` - // Cgi The status of Cboe Global Indices ("CGI") trading hours. - Cgi *string `json:"cgi,omitempty"` + // DividendYield Dividend yield, calculated as annual dividends per share divided by stock price, measuring the income return on investment. + DividendYield *float64 `json:"dividend_yield,omitempty"` - // DowJones The status of Dow Jones indices trading hours - DowJones *string `json:"dow_jones,omitempty"` + // EarningsPerShare Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. + EarningsPerShare *float64 `json:"earnings_per_share,omitempty"` - // FtseRussell The status of Financial Times Stock Exchange Group ("FTSE") Russell indices trading hours. - FtseRussell *string `json:"ftse_russell,omitempty"` + // EnterpriseValue Enterprise value, calculated as market capitalization plus total debt minus cash and cash equivalents, representing total company value. + EnterpriseValue *float64 `json:"enterprise_value,omitempty"` - // Msci The status of Morgan Stanley Capital International ("MSCI") indices trading hours. - Msci *string `json:"msci,omitempty"` + // EvToEbitda Enterprise value to EBITDA ratio, calculated as enterprise value divided by EBITDA, measuring company valuation relative to earnings before interest, taxes, depreciation, and amortization. + EvToEbitda *float64 `json:"ev_to_ebitda,omitempty"` - // Mstar The status of Morningstar ("MSTAR") indices trading hours. - Mstar *string `json:"mstar,omitempty"` + // EvToSales Enterprise value to sales ratio, calculated as enterprise value divided by revenue, measuring company valuation relative to sales. + EvToSales *float64 `json:"ev_to_sales,omitempty"` - // Mstarc The status of Morningstar Customer ("MSTARC") indices trading hours. - Mstarc *string `json:"mstarc,omitempty"` + // FreeCashFlow Free cash flow, calculated as operating cash flow minus capital expenditures (purchase of property, plant, and equipment). + FreeCashFlow *float64 `json:"free_cash_flow,omitempty"` - // Nasdaq The status of National Association of Securities Dealers Automated Quotations ("Nasdaq") indices trading hours. - Nasdaq *string `json:"nasdaq,omitempty"` + // MarketCap Market capitalization, calculated as stock price multiplied by total shares outstanding. + MarketCap *float64 `json:"market_cap,omitempty"` - // SAndP The status of Standard & Poor's ("S&P") indices trading hours. - SAndP *string `json:"s_and_p,omitempty"` + // Price Stock price used in ratio calculations, typically the closing price for the given date. + Price *float64 `json:"price,omitempty"` - // SocieteGenerale The status of Societe Generale indices trading hours. - SocieteGenerale *string `json:"societe_generale,omitempty"` - } `json:"indicesGroups,omitempty"` + // PriceToBook Price-to-book ratio, calculated as stock price divided by book value per share, comparing market value to book value. + PriceToBook *float64 `json:"price_to_book,omitempty"` - // Market The status of the market as a whole. - Market *string `json:"market,omitempty"` + // PriceToCashFlow Price-to-cash-flow ratio, calculated as stock price divided by operating cash flow per share. Only calculated when operating cash flow per share is positive. + PriceToCashFlow *float64 `json:"price_to_cash_flow,omitempty"` - // ServerTime The current time of the server, returned as a date-time in RFC3339 format. - ServerTime *string `json:"serverTime,omitempty"` + // PriceToEarnings Price-to-earnings ratio, calculated as stock price divided by earnings per share. Only calculated when earnings per share is positive. + PriceToEarnings *float64 `json:"price_to_earnings,omitempty"` + + // PriceToFreeCashFlow Price-to-free-cash-flow ratio, calculated as stock price divided by free cash flow per share. Only calculated when free cash flow per share is positive. + PriceToFreeCashFlow *float64 `json:"price_to_free_cash_flow,omitempty"` + + // PriceToSales Price-to-sales ratio, calculated as stock price divided by revenue per share, measuring valuation relative to sales. + PriceToSales *float64 `json:"price_to_sales,omitempty"` + + // Quick Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity. + Quick *float64 `json:"quick,omitempty"` + + // ReturnOnAssets Return on assets ratio, calculated as net income divided by total assets, measuring how efficiently a company uses its assets to generate profit. + ReturnOnAssets *float64 `json:"return_on_assets,omitempty"` + + // ReturnOnEquity Return on equity ratio, calculated as net income divided by total shareholders' equity, measuring profitability relative to shareholders' equity. + ReturnOnEquity *float64 `json:"return_on_equity,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1Ratios200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksFinancialsV1Ratios400Status `json:"status"` } } +type GetStocksFinancialsV1Ratios200Status string +type GetStocksFinancialsV1Ratios400Status string // Status returns HTTPResponse.Status -func (r GetMarketStatusResponse) Status() string { +func (r GetStocksFinancialsV1RatiosResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48990,39 +50641,60 @@ func (r GetMarketStatusResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetMarketStatusResponse) StatusCode() int { +func (r GetStocksFinancialsV1RatiosResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetMarketHolidaysResponse struct { +type GetStocksTaxonomiesVXRiskFactorsResponse struct { Body []byte HTTPResponse *http.Response - JSON200 *[]struct { - // Close The market close time on the holiday (if it's not closed). - Close *string `json:"close,omitempty"` + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // Date The date of the holiday. - Date *string `json:"date,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Exchange Which market the record is for. - Exchange *string `json:"exchange,omitempty"` + // Results The results for this request. + Results []struct { + // Description Detailed explanation of what this risk category encompasses, including specific examples and potential impacts + Description *string `json:"description,omitempty"` - // Name The name of the holiday. - Name *string `json:"name,omitempty"` + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` - // Open The market open time on the holiday (if it's not closed). - Open *string `json:"open,omitempty"` + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` - // Status The status of the market on the holiday. - Status *string `json:"status,omitempty"` + // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy + Taxonomy *float64 `json:"taxonomy,omitempty"` + + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksTaxonomiesVXRiskFactors200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksTaxonomiesVXRiskFactors400Status `json:"status"` } } +type GetStocksTaxonomiesVXRiskFactors200Status string +type GetStocksTaxonomiesVXRiskFactors400Status string // Status returns HTTPResponse.Status -func (r GetMarketHolidaysResponse) Status() string { +func (r GetStocksTaxonomiesVXRiskFactorsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49030,90 +50702,81 @@ func (r GetMarketHolidaysResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetMarketHolidaysResponse) StatusCode() int { +func (r GetStocksTaxonomiesVXRiskFactorsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoOpenCloseResponse struct { +type GetStocksV1DividendsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Close The close price for the symbol in the given time period. - Close float64 `json:"close"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // ClosingTrades An array of results containing the requested data. - ClosingTrades []struct { - // C A list of condition codes. - C []int `json:"c"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // Results The results for this request. + Results []struct { + // CashAmount Original dividend amount per share in the specified currency + CashAmount *float64 `json:"cash_amount,omitempty"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // Currency Currency code for the dividend payment (e.g., USD, CAD) + Currency *string `json:"currency,omitempty"` - // S The size of a trade (also known as volume). - BidSize float64 `json:"s"` + // DeclarationDate Date when the company officially announced the dividend + DeclarationDate *openapi_types.Date `json:"declaration_date,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // DistributionType Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data) + DistributionType *string `json:"distribution_type,omitempty"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"closingTrades"` + // ExDividendDate Date when the stock begins trading without the dividend value + ExDividendDate *openapi_types.Date `json:"ex_dividend_date,omitempty"` - // Day The date requested. - Day openapi_types.Date `json:"day"` + // Frequency How many times per year this dividend is expected to occur. A value of 0 means the distribution is non-recurring or irregular (e.g., special, supplemental, or a one-off dividend). Other possible values include 1 (annual), 2 (semi-annual), 3 (trimester), 4 (quarterly), 12 (monthly), 24 (bi-monthly), 52 (weekly), 104 (bi-weekly), and 365 (daily) depending on the issuer's declared or inferred payout cadence. + Frequency *int64 `json:"frequency,omitempty"` - // IsUTC Whether or not the timestamps are in UTC timezone. - IsUTC bool `json:"isUTC"` + // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset dividend effects on historical prices. To adjust a historical price for dividends: for a price on date D, find the first dividend whose `ex_dividend_date` is after date D and multiply the price by that dividend's `historical_adjustment_factor`. + HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` - // Open The open price for the symbol in the given time period. - Open float64 `json:"open"` + // Id Unique identifier for each dividend record + Id *string `json:"id,omitempty"` - // OpenTrades An array of results containing the requested data. - OpenTrades []struct { - // C A list of condition codes. - C []int `json:"c"` + // PayDate Date when the dividend payment is distributed to shareholders + PayDate *openapi_types.Date `json:"pay_date,omitempty"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // RecordDate Date when shareholders must be on record to be eligible for the dividend payment + RecordDate *openapi_types.Date `json:"record_date,omitempty"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // SplitAdjustedCashAmount Dividend amount adjusted for stock splits that occurred after the dividend was paid, expressed on a current share basis + SplitAdjustedCashAmount *float64 `json:"split_adjusted_cash_amount,omitempty"` - // S The size of a trade (also known as volume). - BidSize float64 `json:"s"` + // Ticker Stock symbol for the company issuing the dividend + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // Status The status of this request's response. + Status GetStocksV1Dividends200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"openTrades"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Symbol The symbol pair that was evaluated from the request. - Symbol string `json:"symbol"` + // Status The status of this request's response. + Status GetStocksV1Dividends400Status `json:"status"` } } +type GetStocksV1Dividends200Status string +type GetStocksV1Dividends400Status string // Status returns HTTPResponse.Status -func (r GetCryptoOpenCloseResponse) Status() string { +func (r GetStocksV1DividendsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49121,48 +50784,72 @@ func (r GetCryptoOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoOpenCloseResponse) StatusCode() int { +func (r GetStocksV1DividendsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesOpenCloseResponse struct { +type GetStocksV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // AfterHours The close value of the ticker symbol in after hours trading. - AfterHours *float64 `json:"afterHours,omitempty"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // Close The close value for the symbol in the given time period. - Close float64 `json:"close"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // From The requested date. - From openapi_types.Date `json:"from"` + // Results The results for this request. + Results []struct { + // Acronym Short acronym or abbreviation (may be null for some venues). + Acronym *string `json:"acronym,omitempty"` - // High The highest value for the symbol in the given time period. - High float64 `json:"high"` + // Id Numeric identifier for the trading venue or exchange. + Id *string `json:"id,omitempty"` - // Low The lowest value for the symbol in the given time period. - Low float64 `json:"low"` + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` - // Open The open value for the symbol in the given time period. - Open float64 `json:"open"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the market (may be empty for some venues). + Mic *string `json:"mic,omitempty"` - // PreMarket The open value of the ticker symbol in pre-market trading. - PreMarket *int `json:"preMarket,omitempty"` + // Name Full official name of the exchange, trading venue, or reporting facility. + Name *string `json:"name,omitempty"` + + // OperatingMic Operating Market Identifier Code - identifies the specific operating entity or parent organization. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId Single-character participant identifier used in market data feeds and trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Type of trading venue: 'exchange' for stock exchanges, 'TRF' for Trade Reporting Facilities, 'SIP' for Securities Information Processors, 'ORF' for OTC Reporting Facility. + Type *string `json:"type,omitempty"` + + // Url Official website URL of the organization operating the venue. + Url *string `json:"url,omitempty"` + } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Symbol The exchange symbol that this item is traded under. - Symbol string `json:"symbol"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksV1Exchanges400Status `json:"status"` } } +type GetStocksV1Exchanges200Status string +type GetStocksV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetIndicesOpenCloseResponse) Status() string { +func (r GetStocksV1ExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49170,54 +50857,60 @@ func (r GetIndicesOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesOpenCloseResponse) StatusCode() int { +func (r GetStocksV1ExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsOpenCloseResponse struct { +type GetStocksV1ShortInterestResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // AfterHours The close price of the ticker symbol in after hours trading. - AfterHours *float64 `json:"afterHours,omitempty"` - - // Close The close price for the symbol in the given time period. - Close float64 `json:"close"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // From The requested date. - From openapi_types.Date `json:"from"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // High The highest price for the symbol in the given time period. - High float64 `json:"high"` + // Results The results for this request. + Results []struct { + // AvgDailyVolume The average daily trading volume for the stock over a specified period, typically used to contextualize short interest. + AvgDailyVolume *int64 `json:"avg_daily_volume,omitempty"` - // Low The lowest price for the symbol in the given time period. - Low float64 `json:"low"` + // DaysToCover Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume. + DaysToCover *float64 `json:"days_to_cover,omitempty"` - // Open The open price for the symbol in the given time period. - Open float64 `json:"open"` + // SettlementDate The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules. + SettlementDate *string `json:"settlement_date,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // ShortInterest The total number of shares that have been sold short but have not yet been covered or closed out. + ShortInterest *int64 `json:"short_interest,omitempty"` - // PreMarket The open price of the ticker symbol in pre-market trading. - PreMarket *int `json:"preMarket,omitempty"` + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksV1ShortInterest200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Symbol The exchange symbol that this item is traded under. - Symbol string `json:"symbol"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Volume The trading volume of the symbol in the given time period. - Volume float64 `json:"volume"` + // Status The status of this request's response. + Status GetStocksV1ShortInterest400Status `json:"status"` } } +type GetStocksV1ShortInterest200Status string +type GetStocksV1ShortInterest400Status string // Status returns HTTPResponse.Status -func (r GetOptionsOpenCloseResponse) Status() string { +func (r GetStocksV1ShortInterestResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49225,54 +50918,90 @@ func (r GetOptionsOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsOpenCloseResponse) StatusCode() int { +func (r GetStocksV1ShortInterestResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksOpenCloseResponse struct { +type GetStocksV1ShortVolumeResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // AfterHours The close price of the ticker symbol in after hours trading. - AfterHours *float64 `json:"afterHours,omitempty"` + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // Close The close price for the symbol in the given time period. - Close float64 `json:"close"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // From The requested date. - From openapi_types.Date `json:"from"` + // Results The results for this request. + Results []struct { + // AdfShortVolume Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume. + AdfShortVolume *int64 `json:"adf_short_volume,omitempty"` - // High The highest price for the symbol in the given time period. - High float64 `json:"high"` + // AdfShortVolumeExempt Short volume reported via ADF that was marked as exempt. + AdfShortVolumeExempt *int64 `json:"adf_short_volume_exempt,omitempty"` - // Low The lowest price for the symbol in the given time period. - Low float64 `json:"low"` + // Date The date of trade activity reported in the format YYYY-MM-DD + Date *string `json:"date,omitempty"` - // Open The open price for the symbol in the given time period. - Open float64 `json:"open"` + // ExemptVolume Portion of short volume that was marked as exempt from regulation SHO. + ExemptVolume *float64 `json:"exempt_volume,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // NasdaqCarteretShortVolume Short volume reported from Nasdaq's Carteret facility, excluding exempt volume. + NasdaqCarteretShortVolume *int64 `json:"nasdaq_carteret_short_volume,omitempty"` - // PreMarket The open price of the ticker symbol in pre-market trading. - PreMarket *int `json:"preMarket,omitempty"` + // NasdaqCarteretShortVolumeExempt Short volume from Nasdaq Carteret that was marked as exempt. + NasdaqCarteretShortVolumeExempt *int64 `json:"nasdaq_carteret_short_volume_exempt,omitempty"` + + // NasdaqChicagoShortVolume Short volume reported from Nasdaq's Chicago facility, excluding exempt volume. + NasdaqChicagoShortVolume *int64 `json:"nasdaq_chicago_short_volume,omitempty"` + + // NasdaqChicagoShortVolumeExempt Short volume from Nasdaq Chicago that was marked as exempt. + NasdaqChicagoShortVolumeExempt *int64 `json:"nasdaq_chicago_short_volume_exempt,omitempty"` + + // NonExemptVolume Portion of short volume that was not exempt from regulation SHO (i.e., short_volume - exempt_volume). + NonExemptVolume *float64 `json:"non_exempt_volume,omitempty"` + + // NyseShortVolume Short volume reported from NYSE facilities, excluding exempt volume. + NyseShortVolume *int64 `json:"nyse_short_volume,omitempty"` + + // NyseShortVolumeExempt Short volume from NYSE facilities that was marked as exempt. + NyseShortVolumeExempt *int64 `json:"nyse_short_volume_exempt,omitempty"` + + // ShortVolume Total number of shares sold short across all venues for the ticker on the given date. + ShortVolume *float64 `json:"short_volume,omitempty"` + + // ShortVolumeRatio The percentage of total volume that was sold short. Calculated as (short_volume / total_volume) * 100. + ShortVolumeRatio *float32 `json:"short_volume_ratio,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + + // TotalVolume Total reported volume across all venues for the ticker on the given date. + TotalVolume *float64 `json:"total_volume,omitempty"` + } `json:"results"` // Status The status of this request's response. - Status string `json:"status"` + Status GetStocksV1ShortVolume200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Symbol The exchange symbol that this item is traded under. - Symbol string `json:"symbol"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Volume The trading volume of the symbol in the given time period. - Volume float64 `json:"volume"` + // Status The status of this request's response. + Status GetStocksV1ShortVolume400Status `json:"status"` } } +type GetStocksV1ShortVolume200Status string +type GetStocksV1ShortVolume400Status string // Status returns HTTPResponse.Status -func (r GetStocksOpenCloseResponse) Status() string { +func (r GetStocksV1ShortVolumeResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49280,14 +51009,14 @@ func (r GetStocksOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksOpenCloseResponse) StatusCode() int { +func (r GetStocksV1ShortVolumeResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetV1ReferenceIposResponse struct { +type GetStocksV1SplitsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49299,69 +51028,30 @@ type GetV1ReferenceIposResponse struct { // Results The results for this request. Results []struct { - // AnnouncedDate The date when the IPO event was announced. - AnnouncedDate *int64 `json:"announced_date,omitempty"` - - // CurrencyCode Underlying currency of the security. - CurrencyCode *string `json:"currency_code,omitempty"` - - // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. - FinalIssuePrice *float64 `json:"final_issue_price,omitempty"` - - // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. - HighestOfferPrice *float64 `json:"highest_offer_price,omitempty"` - - // IpoStatus The status of the IPO. - IpoStatus *string `json:"ipo_status,omitempty"` - - // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. - Isin *string `json:"isin,omitempty"` - - // IssuerName Name of issuer. - IssuerName *string `json:"issuer_name,omitempty"` - - // LastUpdated The date when the IPO event was last modified. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // ListingDate First trading date for the newly listed entity. - ListingDate *int64 `json:"listing_date,omitempty"` - - // LotSize The minimum number of shares that an investor may apply for during an IPO. - LotSize *int64 `json:"lot_size,omitempty"` - - // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. - LowestOfferPrice *float64 `json:"lowest_offer_price,omitempty"` - - // MaxSharesOffered The upper limit of the shares that the company is offering to investors. - MaxSharesOffered *int64 `json:"max_shares_offered,omitempty"` + // AdjustmentType Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend) + AdjustmentType *string `json:"adjustment_type,omitempty"` - // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. - MinSharesOffered *int64 `json:"min_shares_offered,omitempty"` + // ExecutionDate Date when the stock split was applied and shares adjusted + ExecutionDate *openapi_types.Date `json:"execution_date,omitempty"` - // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // HistoricalAdjustmentFactor Cumulative adjustment factor used to offset split effects on historical prices. To adjust a historical price for splits: for a price on date D, find the first split whose `execution_date` is after date D and multiply the unadjusted price by the `historical_adjustment_factor`. + HistoricalAdjustmentFactor *float64 `json:"historical_adjustment_factor,omitempty"` - // SecurityDescription A brief description of the security. e.g. Class A Shares - SecurityDescription *string `json:"security_description,omitempty"` + // Id Unique identifier for each stock split event + Id *string `json:"id,omitempty"` - // SecurityType The classification of the stock. For example, CS stands for Common Stock. - SecurityType *string `json:"security_type,omitempty"` + // SplitFrom Denominator of the split ratio (old shares) + SplitFrom *float64 `json:"split_from,omitempty"` - // SharesOutstanding The total number of shares that the company has issued and are held by investors. - SharesOutstanding *int64 `json:"shares_outstanding,omitempty"` + // SplitTo Numerator of the split ratio (new shares) + SplitTo *float64 `json:"split_to,omitempty"` - // Ticker The ticker symbol of the IPO event. + // Ticker Stock symbol for the company that executed the split Ticker *string `json:"ticker,omitempty"` - - // TotalOfferSize The total amount raised by the company for IPO. - TotalOfferSize *float64 `json:"total_offer_size,omitempty"` - - // UsCode Nine-character alphanumeric code that uniquely identifies a financial security in North America. - UsCode *string `json:"us_code,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetV1ReferenceIpos200Status `json:"status"` + Status GetStocksV1Splits200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49371,14 +51061,14 @@ type GetV1ReferenceIposResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetV1ReferenceIpos400Status `json:"status"` + Status GetStocksV1Splits400Status `json:"status"` } } -type GetV1ReferenceIpos200Status string -type GetV1ReferenceIpos400Status string +type GetStocksV1Splits200Status string +type GetStocksV1Splits400Status string // Status returns HTTPResponse.Status -func (r GetV1ReferenceIposResponse) Status() string { +func (r GetStocksV1SplitsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49386,36 +51076,57 @@ func (r GetV1ReferenceIposResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetV1ReferenceIposResponse) StatusCode() int { +func (r GetStocksV1SplitsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetRelatedCompaniesResponse struct { +type GetStocksVXFloatResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` - // Results An array of results containing the requested data. - Results *[]struct { - // Ticker A ticker related to the requested ticker. - Ticker string `json:"ticker"` - } `json:"results,omitempty"` + // Results The results for this request. + Results []struct { + // EffectiveDate The effective date of the free float measurement. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + + // FreeFloat Number of shares freely tradable in the market. Free float shares represent the portion of a company's outstanding shares that is freely tradable in the market, excluding any holdings considered strategic, controlling, or long term. This excludes insiders, directors, founders, 5 percent plus shareholders, cross holdings, government stakes except pensions, restricted or locked up shares, employee plans, and any entities with board influence, leaving only shares that are genuinely available for public trading. + FreeFloat *int64 `json:"free_float,omitempty"` + + // FreeFloatPercent Percentage of total shares outstanding that are available for public trading, rounded to two decimal places. + FreeFloatPercent *float64 `json:"free_float_percent,omitempty"` + + // Ticker The primary ticker symbol for the stock. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` // Status The status of this request's response. - Status *string `json:"status,omitempty"` + Status GetStocksVXFloat200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Ticker The ticker being queried. - Ticker *string `json:"ticker,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetStocksVXFloat400Status `json:"status"` } } +type GetStocksVXFloat200Status string +type GetStocksVXFloat400Status string // Status returns HTTPResponse.Status -func (r GetRelatedCompaniesResponse) Status() string { +func (r GetStocksVXFloatResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49423,137 +51134,136 @@ func (r GetRelatedCompaniesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetRelatedCompaniesResponse) StatusCode() int { +func (r GetStocksVXFloatResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetSnapshotSummaryResponse struct { +type GetTmxV1CorporateEventsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results An array of results containing the requested data. - Results *[]struct { - Branding *struct { - // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. - // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. - IconUrl *string `json:"icon_url,omitempty"` - - // LogoUrl A link to this ticker's company's logo. - // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. - LogoUrl *string `json:"logo_url,omitempty"` - } `json:"branding,omitempty"` + // Results The results for this request. + Results []struct { + // CompanyName Full name of the company. + CompanyName *string `json:"company_name,omitempty"` - // Error The error while looking for this ticker. - Error *string `json:"error,omitempty"` + // Date Scheduled date of the corporate event, formatted as YYYY-MM-DD. + Date *string `json:"date,omitempty"` - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` + // Isin Standard international identifier for the company's common stock. + Isin *string `json:"isin,omitempty"` - // MarketStatus The market status for the market that trades this ticker. - MarketStatus *string `json:"market_status,omitempty"` + // Name Name or title of the event. + Name *string `json:"name,omitempty"` - // Message The error message while looking for this ticker. - Message *string `json:"message,omitempty"` + // Status The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed. + Status *string `json:"status,omitempty"` - // Name Name of ticker, forex, or crypto asset. - Name *string `json:"name,omitempty"` - Options *struct { - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType GetSnapshotSummary200ResultsOptionsContractType `json:"contract_type"` + // Ticker The company's stock symbol. + Ticker *string `json:"ticker,omitempty"` - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle GetSnapshotSummary200ResultsOptionsExerciseStyle `json:"exercise_style"` + // TmxCompanyId Unique numeric identifier for the company used by TMX. + TmxCompanyId *int64 `json:"tmx_company_id,omitempty"` - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate openapi_types.Date `json:"expiration_date"` + // TmxRecordId The unique alphanumeric identifier for the event record used by TMX. + TmxRecordId *string `json:"tmx_record_id,omitempty"` - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract float64 `json:"shares_per_contract"` + // TradingVenue MIC (Market Identifier Code) of the exchange where the company's stock is listed. + TradingVenue *string `json:"trading_venue,omitempty"` - // StrikePrice The strike price of the option contract. - StrikePrice float64 `json:"strike_price"` + // Type The normalized type of corporate event. Possible values include: analyst_day, business_update, capital_markets_day, conference, dividend, earnings_announcement_date, earnings_conference_call, earnings_results_announcement, forum, interim_statement, other_interim_announcement, production_update, research_and_development_day, seminar, shareholder_meeting, sales_update, stock_split, summit, service_level_update, tradeshow, company_travel, and workshop. + Type *string `json:"type,omitempty"` - // UnderlyingTicker The ticker for the option contract. - UnderlyingTicker string `json:"underlying_ticker"` - } `json:"options,omitempty"` + // Url URL linking to the primary public source of the event announcement, if available. + Url *string `json:"url,omitempty"` + } `json:"results"` - // Price The most up to date ticker price. - Price *float64 `json:"price,omitempty"` + // Status The status of this request's response. + Status GetTmxV1CorporateEvents200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. - Session *struct { - // Change The value of the price change for the asset from the previous trading day. - Change float64 `json:"change"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // ChangePercent The percent of the price change for the asset from the previous trading day. - ChangePercent float64 `json:"change_percent"` + // Status The status of this request's response. + Status GetTmxV1CorporateEvents400Status `json:"status"` + } +} +type GetTmxV1CorporateEvents200Status string +type GetTmxV1CorporateEvents400Status string - // Close The closing price of the asset for the day. - Close float64 `json:"close"` +// Status returns HTTPResponse.Status +func (r GetTmxV1CorporateEventsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. - DecimalVolume *string `json:"decimal_volume,omitempty"` - - // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. - EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` - - // EarlyTradingChangePercent Today's early trading change as a percentage. - EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` - - // High The highest price of the asset for the day. - High float64 `json:"high"` - - // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. - LateTradingChange *float64 `json:"late_trading_change,omitempty"` - - // LateTradingChangePercent Today's late trading change as a percentage. - LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` - - // Low The lowest price of the asset for the day. - Low float64 `json:"low"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetTmxV1CorporateEventsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // Open The open price of the asset for the day. - Open float64 `json:"open"` +type GetCurrencyConversionResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Converted The result of the conversion. + Converted float64 `json:"converted"` - // PreviousClose The closing price of the asset for the previous trading day. - PreviousClose float64 `json:"previous_close"` + // From The "from" currency symbol. + From string `json:"from"` - // Price The price of the most recent trade or bid price for this asset. - Price *float64 `json:"price,omitempty"` + // InitialAmount The amount to convert. + InitialAmount float64 `json:"initialAmount"` - // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. - RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` - // RegularTradingChangePercent Today's regular trading change as a percentage. - RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + // Bid The bid price. + Bid float64 `json:"bid"` - // Volume The trading volume for the asset for the day. - Volume *float64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` - // Ticker Ticker of asset queried. - Ticker string `json:"ticker"` + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` - // Type The market for this ticker of stock, crypto, fx, option. - Type *GetSnapshotSummary200ResultsType `json:"type,omitempty"` - } `json:"results,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` // Status The status of this request's response. Status string `json:"status"` + + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + + // To The "to" currency symbol. + To string `json:"to"` } } -type GetSnapshotSummary200ResultsOptionsContractType string -type GetSnapshotSummary200ResultsOptionsExerciseStyle string -type GetSnapshotSummary200ResultsType string // Status returns HTTPResponse.Status -func (r GetSnapshotSummaryResponse) Status() string { +func (r GetCurrencyConversionResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49561,67 +51271,60 @@ func (r GetSnapshotSummaryResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetSnapshotSummaryResponse) StatusCode() int { +func (r GetCurrencyConversionResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetGroupedCryptoAggregatesResponse struct { +type DeprecatedGetHistoricCryptoTradesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` - - // Status The status of this request's response. - Status string `json:"status"` // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` + // Day The date that was evaluated from the request. + Day openapi_types.Date `json:"day"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + Ticks []struct { + // C A list of condition codes. + C []int `json:"c"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // T The Unix millisecond timestamp for the end of the aggregate window. - Timestamp int `json:"t"` + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"ticks"` } } // Status returns HTTPResponse.Status -func (r GetGroupedCryptoAggregatesResponse) Status() string { +func (r DeprecatedGetHistoricCryptoTradesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49629,67 +51332,50 @@ func (r GetGroupedCryptoAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetGroupedCryptoAggregatesResponse) StatusCode() int { +func (r DeprecatedGetHistoricCryptoTradesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetGroupedForexAggregatesResponse struct { +type DeprecatedGetHistoricForexQuotesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` - // Status The status of this request's response. Status string `json:"status"` // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` - - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Day The date that was evaluated from the request. + Day openapi_types.Date `json:"day"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // Pair The currency pair that was evaluated from the request. + Pair string `json:"pair"` + Ticks []struct { + // A The ask price. + A float64 `json:"a"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // B The bid price. + B float64 `json:"b"` - // T The Unix millisecond timestamp for the end of the aggregate window. + // T The Unix millisecond timestamp for the start of the aggregate window. Timestamp int `json:"t"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"ticks"` } } // Status returns HTTPResponse.Status -func (r GetGroupedForexAggregatesResponse) Status() string { +func (r DeprecatedGetHistoricForexQuotesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49697,70 +51383,78 @@ func (r GetGroupedForexAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetGroupedForexAggregatesResponse) StatusCode() int { +func (r DeprecatedGetHistoricForexQuotesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetGroupedStocksAggregatesResponse struct { +type GetCryptoEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // T The Unix millisecond timestamp for the end of the aggregate window. - Timestamp int `json:"t"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetGroupedStocksAggregatesResponse) Status() string { +func (r GetCryptoEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49768,70 +51462,78 @@ func (r GetGroupedStocksAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetGroupedStocksAggregatesResponse) StatusCode() int { +func (r GetCryptoEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousCryptoAggregatesResponse struct { +type GetForexEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // T The Unix millisecond timestamp for the end of the aggregate window. - Timestamp int `json:"t"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetPreviousCryptoAggregatesResponse) Status() string { +func (r GetForexEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49839,67 +51541,78 @@ func (r GetPreviousCryptoAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousCryptoAggregatesResponse) StatusCode() int { +func (r GetForexEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoAggregatesResponse struct { +type GetIndicesEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetCryptoAggregatesResponse) Status() string { +func (r GetIndicesEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49907,70 +51620,78 @@ func (r GetCryptoAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoAggregatesResponse) StatusCode() int { +func (r GetIndicesEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousForexAggregatesResponse struct { +type GetOptionsEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetPreviousForexAggregatesResponse) Status() string { +func (r GetOptionsEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49978,67 +51699,78 @@ func (r GetPreviousForexAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousForexAggregatesResponse) StatusCode() int { +func (r GetOptionsEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexAggregatesResponse struct { +type GetStocksEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the EMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetForexAggregatesResponse) Status() string { +func (r GetStocksEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50046,111 +51778,84 @@ func (r GetForexAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexAggregatesResponse) StatusCode() int { +func (r GetStocksEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousIndicesAggregatesResponse struct { +type GetCryptoMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` - - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close value for the symbol in the given time period. - C float64 `json:"c"` + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // H The highest value for the symbol in the given time period. - H float64 `json:"h"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // L The lowest value for the symbol in the given time period. - L float64 `json:"l"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // O The open value for the symbol in the given time period. - O float64 `json:"o"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` - } `json:"results,omitempty"` - } -} + // O The open price for the symbol in the given time period. + O float32 `json:"o"` -// Status returns HTTPResponse.Status -func (r GetPreviousIndicesAggregatesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousIndicesAggregatesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` -type GetIndicesAggregatesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close value for the symbol in the given time period. - C float64 `json:"c"` + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` - // H The highest value for the symbol in the given time period. - H float64 `json:"h"` + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` - // L The lowest value for the symbol in the given time period. - L float64 `json:"l"` + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // O The open value for the symbol in the given time period. - O float64 `json:"o"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` - } `json:"results,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetIndicesAggregatesResponse) Status() string { +func (r GetCryptoMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50158,67 +51863,84 @@ func (r GetIndicesAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesAggregatesResponse) StatusCode() int { +func (r GetCryptoMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousOptionsAggregatesResponse struct { +type GetForexMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetPreviousOptionsAggregatesResponse) Status() string { +func (r GetForexMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50226,67 +51948,84 @@ func (r GetPreviousOptionsAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousOptionsAggregatesResponse) StatusCode() int { +func (r GetForexMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsAggregatesResponse struct { +type GetIndicesMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetOptionsAggregatesResponse) Status() string { +func (r GetIndicesMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50294,67 +52033,84 @@ func (r GetOptionsAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsAggregatesResponse) StatusCode() int { +func (r GetIndicesMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousStocksAggregatesResponse struct { +type GetOptionsMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetPreviousStocksAggregatesResponse) Status() string { +func (r GetOptionsMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50362,73 +52118,84 @@ func (r GetPreviousStocksAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousStocksAggregatesResponse) StatusCode() int { +func (r GetOptionsMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksAggregatesResponse struct { +type GetStocksMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` - - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // Results The results of the MACD indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Results An array of results containing the requested data. - Results *[]struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` - // Embedded fields due to inline allOf schema - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Each entry in the values array represents MACD indicator data for a specific timestamp and includes: + Values *[]struct { + // Histogram The difference between the MACD line (value) and the signal line (signal). Positive histogram values indicate upward (bullish) momentum, while negative histogram values indicate downward (bearish) momentum. + Histogram *float32 `json:"histogram,omitempty"` + + // Signal The signal line value, calculated as the exponential moving average (EMA) of the MACD line (value) over the signal period defined in the request parameters. Traders typically use crossovers between the MACD and signal lines as trading signals. + Signal *float32 `json:"signal,omitempty"` + + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetStocksAggregatesResponse) Status() string { +func (r GetStocksMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50436,67 +52203,70 @@ func (r GetStocksAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksAggregatesResponse) StatusCode() int { +func (r GetStocksMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetLastStocksQuoteResponse struct { +type GetCryptoRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - Results *struct { - // P The ask price. - AskPrice *float64 `json:"P,omitempty"` - - // S The total number of shares available for sale at the current ask price. - AskSize *int `json:"S,omitempty"` - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange *int `json:"X,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // C A list of condition codes. - C *[]int32 `json:"c,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. - F *int `json:"f,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // I A list of indicator codes. - I *[]int32 `json:"i,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // P The bid price. - BidPrice *float64 `json:"p,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // Q The sequence number represents the sequence in which message events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). - Q int64 `json:"q"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // S The total number of shares that buyers want to purchase at the current bid price. - BidSize *int `json:"s,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange *int `json:"x,omitempty"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - Y int `json:"y"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. - // * Tape A is NYSE listed securities - // * Tape B is NYSE ARCA / NYSE American - // * Tape C is NASDAQ - Z *int `json:"z,omitempty"` - } `json:"results,omitempty"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` // Status The status of this request's response. Status string `json:"status"` @@ -50504,7 +52274,7 @@ type GetLastStocksQuoteResponse struct { } // Status returns HTTPResponse.Status -func (r GetLastStocksQuoteResponse) Status() string { +func (r GetCryptoRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50512,69 +52282,70 @@ func (r GetLastStocksQuoteResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetLastStocksQuoteResponse) StatusCode() int { +func (r GetCryptoRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetLastOptionsTradeResponse struct { +type GetForexRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - Results *struct { - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` - // C A list of condition codes. - C *[]int32 `json:"c,omitempty"` + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // E The trade correction indicator. - E *int `json:"e,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. - F *int `json:"f,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // Q The sequence number represents the sequence in which message events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). - Q int64 `json:"q"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // R The ID for the Trade Reporting Facility where the trade took place. - R *int `json:"r,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // S The size of a trade (also known as volume). - BidSize *float64 `json:"s,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - Y int `json:"y"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. - // * Tape A is NYSE listed securities - // * Tape B is NYSE ARCA / NYSE American - // * Tape C is NASDAQ - Z *int `json:"z,omitempty"` - } `json:"results,omitempty"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` // Status The status of this request's response. Status string `json:"status"` @@ -50582,7 +52353,7 @@ type GetLastOptionsTradeResponse struct { } // Status returns HTTPResponse.Status -func (r GetLastOptionsTradeResponse) Status() string { +func (r GetForexRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50590,72 +52361,70 @@ func (r GetLastOptionsTradeResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetLastOptionsTradeResponse) StatusCode() int { +func (r GetForexRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetLastStocksTradeResponse struct { +type GetIndicesRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - Results *struct { - // T The exchange symbol that this item is traded under. - Ticker string `json:"T"` - - // C A list of condition codes. - C *[]int32 `json:"c,omitempty"` - // Ds The size of the trade including the fractional component. This is represented as a decimal string. - Ds string `json:"ds"` + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // E The trade correction indicator. - E *int `json:"e,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. - F *int `json:"f,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // Q The sequence number represents the sequence in which message events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). - Q int64 `json:"q"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // R The ID for the Trade Reporting Facility where the trade took place. - R *int `json:"r,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // S The size of a trade (also known as volume). - BidSize *float64 `json:"s,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - Y int `json:"y"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. - // * Tape A is NYSE listed securities - // * Tape B is NYSE ARCA / NYSE American - // * Tape C is NASDAQ - Z *int `json:"z,omitempty"` - } `json:"results,omitempty"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` // Status The status of this request's response. Status string `json:"status"` @@ -50663,7 +52432,7 @@ type GetLastStocksTradeResponse struct { } // Status returns HTTPResponse.Status -func (r GetLastStocksTradeResponse) Status() string { +func (r GetIndicesRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50671,95 +52440,78 @@ func (r GetLastStocksTradeResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetLastStocksTradeResponse) StatusCode() int { +func (r GetIndicesRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListNewsResponse struct { +type GetOptionsRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` - // NextUrl If present, this value can be used to fetch the next page of data. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` - - // Results An array of results containing the requested data. - Results *[]struct { - // AmpUrl The mobile friendly Accelerated Mobile Page (AMP) URL. - AmpUrl *string `json:"amp_url,omitempty"` - - // ArticleUrl A link to the news article. - ArticleUrl string `json:"article_url"` - - // Author The article's author. - Author string `json:"author"` - - // Description A description of the article. - Description *string `json:"description,omitempty"` - - // Id Unique identifier for the article. - Id string `json:"id"` + RequestId string `json:"request_id"` - // ImageUrl The article's image URL. - ImageUrl *string `json:"image_url,omitempty"` + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Insights The insights related to the article. - Insights *[]struct { - // Sentiment The sentiment of the insight. - Sentiment ListNews200ResultsInsightsSentiment `json:"sentiment"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // SentimentReasoning The reasoning behind the sentiment. - SentimentReasoning string `json:"sentiment_reasoning"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // Ticker The ticker symbol associated with the insight. - Ticker string `json:"ticker"` - } `json:"insights,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Keywords The keywords associated with the article (which will vary depending on - // the publishing source). - Keywords *[]string `json:"keywords,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // PublishedUtc The UTC date and time when the article was published, formatted in RFC3339 standard (e.g. YYYY-MM-DDTHH:MM:SSZ). - PublishedUtc time.Time `json:"published_utc"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // Publisher Details the source of the news article, including the publisher's name, logo, and homepage URLs. This information helps users identify and access the original source of news content. - Publisher struct { - // FaviconUrl The publisher's homepage favicon URL. - FaviconUrl *string `json:"favicon_url,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // HomepageUrl The publisher's homepage URL. - HomepageUrl string `json:"homepage_url"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // LogoUrl The publisher's logo URL. - LogoUrl string `json:"logo_url"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Name The publisher's name. - Name string `json:"name"` - } `json:"publisher"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // Tickers The ticker symbols associated with the article. - Tickers []string `json:"tickers"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // Title The title of the news article. - Title string `json:"title"` - } `json:"results,omitempty"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` // Status The status of this request's response. - Status *string `json:"status,omitempty"` + Status string `json:"status"` } } -type ListNews200ResultsInsightsSentiment string // Status returns HTTPResponse.Status -func (r ListNewsResponse) Status() string { +func (r GetOptionsRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50767,139 +52519,157 @@ func (r ListNewsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListNewsResponse) StatusCode() int { +func (r GetOptionsRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoSnapshotTickersResponse struct { +type GetStocksRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Tickers An array of snapshot data for the specified tickers. - Tickers *[]struct { - // Day The most recent daily bar for this ticker. - Day struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Results The results of the RSI indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"day"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // LastTrade The most recent trade for this ticker. - LastTrade struct { - // C The trade conditions. - C []int `json:"c"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // S The size (volume) of the trade. - BidSize float32 `json:"s"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. - Timestamp int `json:"t"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"lastTrade"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // Min The most recent minute bar for this ticker. - Min struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Status The status of this request's response. + Status string `json:"status"` + } +} - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` +// Status returns HTTPResponse.Status +func (r GetStocksRSIResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // N The number of transactions in the aggregate window. - N int `json:"n"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksRSIResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // O The open price for the symbol in the given time period. - O float64 `json:"o"` +type GetCryptoSMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // PrevDay The previous day's bar for this ticker. - PrevDay struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"tickers,omitempty"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetCryptoSnapshotTickersResponse) Status() string { +func (r GetCryptoSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50907,142 +52677,157 @@ func (r GetCryptoSnapshotTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSnapshotTickersResponse) StatusCode() int { +func (r GetCryptoSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoSnapshotTickerResponse struct { +type GetForexSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Embedded fields due to inline allOf schema - // Ticker Contains the requested snapshot data for the specified ticker. - Ticker *struct { - // Day The most recent daily bar for this ticker. - Day struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"day"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // LastTrade The most recent trade for this ticker. - LastTrade struct { - // C The trade conditions. - C []int `json:"c"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // S The size (volume) of the trade. - BidSize float32 `json:"s"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. - Timestamp int `json:"t"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"lastTrade"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` - // Min The most recent minute bar for this ticker. - Min struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Status The status of this request's response. + Status string `json:"status"` + } +} - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` +// Status returns HTTPResponse.Status +func (r GetForexSMAResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexSMAResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // N The number of transactions in the aggregate window. - N int `json:"n"` +type GetIndicesSMAResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // PrevDay The previous day's bar for this ticker. - PrevDay struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"ticker,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetCryptoSnapshotTickerResponse) Status() string { +func (r GetIndicesSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51050,84 +52835,78 @@ func (r GetCryptoSnapshotTickerResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSnapshotTickerResponse) StatusCode() int { +func (r GetIndicesSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetCryptoSnapshotTickerBookResponse struct { +type GetOptionsSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Embedded fields due to inline allOf schema - Data *struct { - // AskCount The combined total number of asks in the book. - AskCount float64 `json:"askCount"` - Asks []struct { - // P The price of this book level. - BidPrice float64 `json:"p"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` - // X A map of the exchange ID to number of shares at this price level. - //
- //
- // **Example:** - //
- // `{ - // "p": 16302.94, - // "x": { - // "1": 0.02859424, - // "6": 0.023455 - // } - // }` - //
- //
- // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, - // and exchange ID 6 has 0.023455 shares at the same price level. - BidExchange map[string]interface{} `json:"x"` - } `json:"asks"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // BidCount The combined total number of bids in the book. - BidCount float64 `json:"bidCount"` - Bids []struct { - // P The price of this book level. - BidPrice float64 `json:"p"` + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // X A map of the exchange ID to number of shares at this price level. - //
- //
- // **Example:** - //
- // `{ - // "p": 16302.94, - // "x": { - // "1": 0.02859424, - // "6": 0.023455 - // } - // }` - //
- //
- // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, - // and exchange ID 6 has 0.023455 shares at the same price level. - BidExchange map[string]interface{} `json:"x"` - } `json:"bids"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // Spread The difference between the best bid and the best ask price across exchanges. - Spread float64 `json:"spread"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"data,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` + + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` + + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` + + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` + + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r DeprecatedGetCryptoSnapshotTickerBookResponse) Status() string { +func (r GetOptionsSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51135,137 +52914,78 @@ func (r DeprecatedGetCryptoSnapshotTickerBookResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetCryptoSnapshotTickerBookResponse) StatusCode() int { +func (r GetOptionsSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoSnapshotDirectionResponse struct { +type GetStocksSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Embedded fields due to inline allOf schema - // Tickers An array of snapshot data for the specified tickers. - Tickers *[]struct { - // Day The most recent daily bar for this ticker. - Day struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Results The results of the SMA indicator calculation. + Results struct { + // Underlying The underlying aggregates used. + Underlying *struct { + // Aggregates The array of aggregates used in the calculation of this indicator. + Aggregates *[]struct { + // C The close price for the symbol in the given time period. + C float32 `json:"c"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"day"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // LastTrade The most recent trade for this ticker. - LastTrade struct { - // C The trade conditions. - C []int `json:"c"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // S The size (volume) of the trade. - BidSize float32 `json:"s"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. - Timestamp int `json:"t"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"lastTrade"` + // Values Timestamp or indicator value. + Values *[]struct { + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // Min The most recent minute bar for this ticker. - Min struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Value The MACD line value, calculated as the difference between the short-term and long-term exponential moving averages (EMAs) based on the periods specified in the request parameters. + Value *float32 `json:"value,omitempty"` + } `json:"values,omitempty"` + } `json:"results"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` - - // N The number of transactions in the aggregate window. - N int `json:"n"` - - // O The open price for the symbol in the given time period. - O float64 `json:"o"` - - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` - - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min"` - - // PrevDay The previous day's bar for this ticker. - PrevDay struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` - - // O The open price for the symbol in the given time period. - O float64 `json:"o"` - - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` - - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` - - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` - - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` - - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"tickers,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetCryptoSnapshotDirectionResponse) Status() string { +func (r GetStocksSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51273,121 +52993,97 @@ func (r GetCryptoSnapshotDirectionResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSnapshotDirectionResponse) StatusCode() int { +func (r GetStocksSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexSnapshotTickersResponse struct { +type GetLastCryptoTradeResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Tickers An array of snapshot data for the specified tickers. - Tickers *[]struct { - // Day The most recent daily bar for this ticker. - Day struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` - - // O The open price for the symbol in the given time period. - O float64 `json:"o"` - - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - } `json:"day"` - - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` - - // LastQuote The most recent quote for this ticker. - LastQuote struct { - // A The ask price. - A float64 `json:"a"` - - // B The bid price. - B float64 `json:"b"` - - // T The millisecond accuracy timestamp of the quote. - Timestamp int `json:"t"` - - // X The exchange ID on which this quote happened. - BidExchange int `json:"x"` - } `json:"lastQuote"` - - // Min The most recent minute bar for this ticker. - Min struct { - // C The close price for the symbol in the given time period. - C *float64 `json:"c,omitempty"` + // Last Contains the requested trade data for the specified cryptocurrency pair. + Last *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // H The highest price for the symbol in the given time period. - H *float64 `json:"h,omitempty"` + // Exchange The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + Exchange int `json:"exchange"` - // L The lowest price for the symbol in the given time period. - L *float64 `json:"l,omitempty"` + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` - // O The open price for the symbol in the given time period. - O *float64 `json:"o,omitempty"` + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp *int `json:"t,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // V The trading volume of the symbol in the given time period. - V *float64 `json:"v,omitempty"` - } `json:"min"` + // Status The status of this request's response. + Status string `json:"status"` - // PrevDay The previous day's bar for this ticker. - PrevDay struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` + } +} - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` +// Status returns HTTPResponse.Status +func (r GetLastCryptoTradeResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetLastCryptoTradeResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // O The open price for the symbol in the given time period. - O float64 `json:"o"` +type GetLastCurrencyQuoteResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Bid The bid price. + Bid float64 `json:"bid"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // Status The status of this request's response. + Status string `json:"status"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"tickers,omitempty"` + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` } } // Status returns HTTPResponse.Status -func (r GetForexSnapshotTickersResponse) Status() string { +func (r GetLastCurrencyQuoteResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51395,124 +53091,127 @@ func (r GetForexSnapshotTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexSnapshotTickersResponse) StatusCode() int { +func (r GetLastCurrencyQuoteResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexSnapshotTickerResponse struct { +type GetMarketStatusResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - // Embedded fields due to inline allOf schema - // Ticker Contains the requested snapshot data for the specified ticker. - Ticker *struct { - // Day The most recent daily bar for this ticker. - Day struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // AfterHours Whether or not the market is in post-market hours. + AfterHours *bool `json:"afterHours,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Currencies Contains the status of various currency markets. + Currencies *struct { + // Crypto The status of the crypto market. + Crypto *string `json:"crypto,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Fx The status of the forex market. + Fx *string `json:"fx,omitempty"` + } `json:"currencies,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // EarlyHours Whether or not the market is in pre-market hours. + EarlyHours *bool `json:"earlyHours,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - } `json:"day"` + // Exchanges Contains the status of different US stock exchanges (e.g., Nasdaq, NYSE). + Exchanges *struct { + // Nasdaq The status of the Nasdaq market. + Nasdaq *string `json:"nasdaq,omitempty"` - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` + // Nyse The status of the NYSE market. + Nyse *string `json:"nyse,omitempty"` - // LastQuote The most recent quote for this ticker. - LastQuote struct { - // A The ask price. - A float64 `json:"a"` + // Otc The status of the OTC market. + Otc *string `json:"otc,omitempty"` + } `json:"exchanges,omitempty"` - // B The bid price. - B float64 `json:"b"` + // IndicesGroups Contains the status of various index groups (e.g., MSCI, FTSE Russell). + IndicesGroups *struct { + // Cccy The status of Cboe Streaming Market Indices Cryptocurrency ("CCCY") indices trading hours. + Cccy *string `json:"cccy,omitempty"` - // T The millisecond accuracy timestamp of the quote. - Timestamp int `json:"t"` + // Cgi The status of Cboe Global Indices ("CGI") trading hours. + Cgi *string `json:"cgi,omitempty"` - // X The exchange ID on which this quote happened. - BidExchange int `json:"x"` - } `json:"lastQuote"` + // DowJones The status of Dow Jones indices trading hours + DowJones *string `json:"dow_jones,omitempty"` - // Min The most recent minute bar for this ticker. - Min struct { - // C The close price for the symbol in the given time period. - C *float64 `json:"c,omitempty"` + // FtseRussell The status of Financial Times Stock Exchange Group ("FTSE") Russell indices trading hours. + FtseRussell *string `json:"ftse_russell,omitempty"` - // H The highest price for the symbol in the given time period. - H *float64 `json:"h,omitempty"` + // Msci The status of Morgan Stanley Capital International ("MSCI") indices trading hours. + Msci *string `json:"msci,omitempty"` - // L The lowest price for the symbol in the given time period. - L *float64 `json:"l,omitempty"` + // Mstar The status of Morningstar ("MSTAR") indices trading hours. + Mstar *string `json:"mstar,omitempty"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // Mstarc The status of Morningstar Customer ("MSTARC") indices trading hours. + Mstarc *string `json:"mstarc,omitempty"` - // O The open price for the symbol in the given time period. - O *float64 `json:"o,omitempty"` + // Nasdaq The status of National Association of Securities Dealers Automated Quotations ("Nasdaq") indices trading hours. + Nasdaq *string `json:"nasdaq,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp *int `json:"t,omitempty"` + // SAndP The status of Standard & Poor's ("S&P") indices trading hours. + SAndP *string `json:"s_and_p,omitempty"` - // V The trading volume of the symbol in the given time period. - V *float64 `json:"v,omitempty"` - } `json:"min"` + // SocieteGenerale The status of Societe Generale indices trading hours. + SocieteGenerale *string `json:"societe_generale,omitempty"` + } `json:"indicesGroups,omitempty"` - // PrevDay The previous day's bar for this ticker. - PrevDay struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Market The status of the market as a whole. + Market *string `json:"market,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // ServerTime The current time of the server, returned as a date-time in RFC3339 format. + ServerTime *string `json:"serverTime,omitempty"` + } +} - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` +// Status returns HTTPResponse.Status +func (r GetMarketStatusResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // O The open price for the symbol in the given time period. - O float64 `json:"o"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetMarketStatusResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` +type GetMarketHolidaysResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *[]struct { + // Close The market close time on the holiday (if it's not closed). + Close *string `json:"close,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // Date The date of the holiday. + Date *string `json:"date,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // Exchange Which market the record is for. + Exchange *string `json:"exchange,omitempty"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // Name The name of the holiday. + Name *string `json:"name,omitempty"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // Open The market open time on the holiday (if it's not closed). + Open *string `json:"open,omitempty"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"ticker,omitempty"` + // Status The status of the market on the holiday. + Status *string `json:"status,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetForexSnapshotTickerResponse) Status() string { +func (r GetMarketHolidaysResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51520,121 +53219,90 @@ func (r GetForexSnapshotTickerResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexSnapshotTickerResponse) StatusCode() int { +func (r GetMarketHolidaysResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexSnapshotDirectionResponse struct { +type GetCryptoOpenCloseResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Tickers An array of snapshot data for the specified tickers. - Tickers *[]struct { - // Day The most recent daily bar for this ticker. - Day struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` - - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` - - // O The open price for the symbol in the given time period. - O float64 `json:"o"` - - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - } `json:"day"` - - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` - - // LastQuote The most recent quote for this ticker. - LastQuote struct { - // A The ask price. - A float64 `json:"a"` - - // B The bid price. - B float64 `json:"b"` - - // T The millisecond accuracy timestamp of the quote. - Timestamp int `json:"t"` - - // X The exchange ID on which this quote happened. - BidExchange int `json:"x"` - } `json:"lastQuote"` - - // Min The most recent minute bar for this ticker. - Min struct { - // C The close price for the symbol in the given time period. - C *float64 `json:"c,omitempty"` + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` - // H The highest price for the symbol in the given time period. - H *float64 `json:"h,omitempty"` + // ClosingTrades An array of results containing the requested data. + ClosingTrades []struct { + // C A list of condition codes. + C []int `json:"c"` - // L The lowest price for the symbol in the given time period. - L *float64 `json:"l,omitempty"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // O The open price for the symbol in the given time period. - O *float64 `json:"o,omitempty"` + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp *int `json:"t,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // V The trading volume of the symbol in the given time period. - V *float64 `json:"v,omitempty"` - } `json:"min"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"closingTrades"` - // PrevDay The previous day's bar for this ticker. - PrevDay struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Day The date requested. + Day openapi_types.Date `json:"day"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // IsUTC Whether or not the timestamps are in UTC timezone. + IsUTC bool `json:"isUTC"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // OpenTrades An array of results containing the requested data. + OpenTrades []struct { + // C A list of condition codes. + C []int `json:"c"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"openTrades"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"tickers,omitempty"` + // Symbol The symbol pair that was evaluated from the request. + Symbol string `json:"symbol"` } } // Status returns HTTPResponse.Status -func (r GetForexSnapshotDirectionResponse) Status() string { +func (r GetCryptoOpenCloseResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51642,183 +53310,158 @@ func (r GetForexSnapshotDirectionResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexSnapshotDirectionResponse) StatusCode() int { +func (r GetCryptoOpenCloseResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSnapshotTickersResponse struct { +type GetIndicesOpenCloseResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` - - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Tickers An array of snapshot data for the specified tickers. - Tickers *[]struct { - // Day The most recent daily bar for this ticker. - Day *struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` - - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` - - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` - - // O The open price for the symbol in the given time period. - O float64 `json:"o"` - - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` - - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"day,omitempty"` - - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` - - // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. - LastQuote *struct { - // P The ask price. - AskPrice float64 `json:"P"` + // AfterHours The close value of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` - // S The ask size in lots. - AskSize int `json:"S"` + // Close The close value for the symbol in the given time period. + Close float64 `json:"close"` - // P The bid price. - BidPrice float64 `json:"p"` + // From The requested date. + From openapi_types.Date `json:"from"` - // S The bid size in lots. - BidSize int `json:"s"` + // High The highest value for the symbol in the given time period. + High float64 `json:"high"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` - } `json:"lastQuote,omitempty"` + // Low The lowest value for the symbol in the given time period. + Low float64 `json:"low"` - // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. - LastTrade *struct { - // C The trade conditions. - C []int `json:"c"` + // Open The open value for the symbol in the given time period. + Open float64 `json:"open"` - // Ds The size of the trade including fractional shares, respresented as a string. - Ds string `json:"ds"` + // PreMarket The open value of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // Status The status of this request's response. + Status string `json:"status"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + } +} - // S The size (volume) of the trade. - BidSize int `json:"s"` +// Status returns HTTPResponse.Status +func (r GetIndicesOpenCloseResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesOpenCloseResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` - } `json:"lastTrade,omitempty"` +type GetOptionsOpenCloseResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` - // Min The most recent minute bar for this ticker. - Min *struct { - // Av The accumulated volume. - Av int `json:"av"` + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // From The requested date. + From openapi_types.Date `json:"from"` - // Dav The accumulated volume including fractional shares, respresented as a string. - Dav string `json:"dav"` + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Status The status of this request's response. + Status string `json:"status"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` + } +} - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` +// Status returns HTTPResponse.Status +func (r GetOptionsOpenCloseResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsOpenCloseResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // PrevDay The previous day's bar for this ticker. - PrevDay *struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` +type GetStocksOpenCloseResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // From The requested date. + From openapi_types.Date `json:"from"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker *string `json:"ticker,omitempty"` + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` - // TodaysChange The value of the change from the previous day. - TodaysChange *float64 `json:"todaysChange,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` - // Updated The last updated timestamp. - Updated *int `json:"updated,omitempty"` - } `json:"tickers,omitempty"` + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` } } // Status returns HTTPResponse.Status -func (r GetStocksSnapshotTickersResponse) Status() string { +func (r GetStocksOpenCloseResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51826,183 +53469,142 @@ func (r GetStocksSnapshotTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSnapshotTickersResponse) StatusCode() int { +func (r GetStocksOpenCloseResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSnapshotTickerResponse struct { +type GetV1ReferenceIposResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Embedded fields due to inline allOf schema - // Ticker Contains the requested snapshot data for the specified ticker. - Ticker *struct { - // Day The most recent daily bar for this ticker. - Day *struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` - - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` - - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` - - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` - - // O The open price for the symbol in the given time period. - O float64 `json:"o"` - - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` - - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"day,omitempty"` - - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` - - // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. - LastQuote *struct { - // P The ask price. - AskPrice float64 `json:"P"` - - // S The ask size in lots. - AskSize int `json:"S"` - - // P The bid price. - BidPrice float64 `json:"p"` - - // S The bid size in lots. - BidSize int `json:"s"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` - } `json:"lastQuote,omitempty"` - - // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. - LastTrade *struct { - // C The trade conditions. - C []int `json:"c"` - - // Ds The size of the trade including fractional shares, respresented as a string. - Ds string `json:"ds"` + // Results The results for this request. + Results []struct { + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *int64 `json:"announced_date,omitempty"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float64 `json:"final_issue_price,omitempty"` - // S The size (volume) of the trade. - BidSize int `json:"s"` + // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. + HighestOfferPrice *float64 `json:"highest_offer_price,omitempty"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` + // IpoStatus The status of the IPO. + IpoStatus *string `json:"ipo_status,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` - } `json:"lastTrade,omitempty"` + // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `json:"isin,omitempty"` - // Min The most recent minute bar for this ticker. - Min *struct { - // Av The accumulated volume. - Av int `json:"av"` + // IssuerName Name of issuer. + IssuerName *string `json:"issuer_name,omitempty"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // LastUpdated The date when the IPO event was last modified. + LastUpdated *int64 `json:"last_updated,omitempty"` - // Dav The accumulated volume including fractional shares, respresented as a string. - Dav string `json:"dav"` + // ListingDate First trading date for the newly listed entity. + ListingDate *int64 `json:"listing_date,omitempty"` - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` + // LotSize The minimum number of shares that an investor may apply for during an IPO. + LotSize *int64 `json:"lot_size,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. + LowestOfferPrice *float64 `json:"lowest_offer_price,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *int64 `json:"max_shares_offered,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *int64 `json:"min_shares_offered,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. + PrimaryExchange *string `json:"primary_exchange,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // SecurityDescription A brief description of the security. e.g. Class A Shares + SecurityDescription *string `json:"security_description,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // SecurityType The classification of the stock. For example, CS stands for Common Stock. + SecurityType *string `json:"security_type,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // SharesOutstanding The total number of shares that the company has issued and are held by investors. + SharesOutstanding *int64 `json:"shares_outstanding,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min,omitempty"` + // Ticker The ticker symbol of the IPO event. + Ticker *string `json:"ticker,omitempty"` - // PrevDay The previous day's bar for this ticker. - PrevDay *struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // TotalOfferSize The total amount raised by the company for IPO. + TotalOfferSize *float64 `json:"total_offer_size,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // UsCode Nine-character alphanumeric code that uniquely identifies a financial security in North America. + UsCode *string `json:"us_code,omitempty"` + } `json:"results"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Status The status of this request's response. + Status GetV1ReferenceIpos200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Status The status of this request's response. + Status GetV1ReferenceIpos400Status `json:"status"` + } +} +type GetV1ReferenceIpos200Status string +type GetV1ReferenceIpos400Status string - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` +// Status returns HTTPResponse.Status +func (r GetV1ReferenceIposResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetV1ReferenceIposResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // Ticker The exchange symbol that this item is traded under. - Ticker *string `json:"ticker,omitempty"` +type GetRelatedCompaniesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` - // TodaysChange The value of the change from the previous day. - TodaysChange *float64 `json:"todaysChange,omitempty"` + // Results An array of results containing the requested data. + Results *[]struct { + // Ticker A ticker related to the requested ticker. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + // Status The status of this request's response. + Status *string `json:"status,omitempty"` - // Updated The last updated timestamp. - Updated *int `json:"updated,omitempty"` - } `json:"ticker,omitempty"` + // Ticker The ticker being queried. + Ticker *string `json:"ticker,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetStocksSnapshotTickerResponse) Status() string { +func (r GetRelatedCompaniesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52010,180 +53612,205 @@ func (r GetStocksSnapshotTickerResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSnapshotTickerResponse) StatusCode() int { +func (r GetRelatedCompaniesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSnapshotDirectionResponse struct { +type GetSnapshotSummaryResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Embedded fields due to inline allOf schema - // Status The status of this request's response. - Status string `json:"status"` - // Embedded fields due to inline allOf schema - // Tickers An array of snapshot data for the specified tickers. - Tickers *[]struct { - // Day The most recent daily bar for this ticker. - Day *struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` + // Results An array of results containing the requested data. + Results *[]struct { + Branding *struct { + // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + IconUrl *string `json:"icon_url,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // LogoUrl A link to this ticker's company's logo. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + LogoUrl *string `json:"logo_url,omitempty"` + } `json:"branding,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"day,omitempty"` + // Name Name of ticker, forex, or crypto asset. + Name *string `json:"name,omitempty"` + Options *struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetSnapshotSummary200ResultsOptionsContractType `json:"contract_type"` - // Fmv 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, contact us. - Fmv *float64 `json:"fmv,omitempty"` + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshotSummary200ResultsOptionsExerciseStyle `json:"exercise_style"` - // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. - LastQuote *struct { - // P The ask price. - AskPrice float64 `json:"P"` + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` - // S The ask size in lots. - AskSize int `json:"S"` + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float64 `json:"shares_per_contract"` - // P The bid price. - BidPrice float64 `json:"p"` + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` - // S The bid size in lots. - BidSize int `json:"s"` + // UnderlyingTicker The ticker for the option contract. + UnderlyingTicker string `json:"underlying_ticker"` + } `json:"options,omitempty"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` - } `json:"lastQuote,omitempty"` + // Price The most up to date ticker price. + Price *float64 `json:"price,omitempty"` - // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. - LastTrade *struct { - // C The trade conditions. - C []int `json:"c"` + // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. + Session *struct { + // Change The value of the price change for the asset from the previous trading day. + Change float64 `json:"change"` - // Ds The size of the trade including fractional shares, respresented as a string. - Ds string `json:"ds"` + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // Close The closing price of the asset for the day. + Close float64 `json:"close"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` - // S The size (volume) of the trade. - BidSize int `json:"s"` + // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. + EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` - } `json:"lastTrade,omitempty"` + // High The highest price of the asset for the day. + High float64 `json:"high"` - // Min The most recent minute bar for this ticker. - Min *struct { - // Av The accumulated volume. - Av int `json:"av"` + // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. + LateTradingChange *float64 `json:"late_trading_change,omitempty"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` - // Dav The accumulated volume including fractional shares, respresented as a string. - Dav string `json:"dav"` + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` + // Open The open price of the asset for the day. + Open float64 `json:"open"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. + RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // Ticker Ticker of asset queried. + Ticker string `json:"ticker"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Type The market for this ticker of stock, crypto, fx, option. + Type *GetSnapshotSummary200ResultsType `json:"type,omitempty"` + } `json:"results,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetSnapshotSummary200ResultsOptionsContractType string +type GetSnapshotSummary200ResultsOptionsExerciseStyle string +type GetSnapshotSummary200ResultsType string - // PrevDay The previous day's bar for this ticker. - PrevDay *struct { - // C The close price for the symbol in the given time period. - C float64 `json:"c"` +// Status returns HTTPResponse.Status +func (r GetSnapshotSummaryResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetSnapshotSummaryResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` +type GetGroupedCryptoAggregatesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` - // Ticker The exchange symbol that this item is traded under. - Ticker *string `json:"ticker,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // TodaysChange The value of the change from the previous day. - TodaysChange *float64 `json:"todaysChange,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Updated The last updated timestamp. - Updated *int `json:"updated,omitempty"` - } `json:"tickers,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetStocksSnapshotDirectionResponse) Status() string { +func (r GetGroupedCryptoAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52191,85 +53818,67 @@ func (r GetStocksSnapshotDirectionResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSnapshotDirectionResponse) StatusCode() int { +func (r GetGroupedCryptoAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetHistoricStocksQuotesResponse struct { +type GetGroupedForexAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { // Embedded fields due to inline allOf schema - // DbLatency Latency in milliseconds for the query results from the database. - DbLatency *int `json:"db_latency,omitempty"` + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` - // ResultsCount The total number of results for this request. - ResultsCount *int `json:"results_count,omitempty"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // Success Whether or not this query was executed successfully. - Success *bool `json:"success,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Ticker The exchange symbol that this item is traded under. - Ticker *string `json:"ticker,omitempty"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. Results *[]struct { - // Embedded fields due to inline allOf schema // T The exchange symbol that this item is traded under. Ticker string `json:"T"` - // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. - F int `json:"f"` - - // Q The sequence number represents the sequence in which message events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). - Q int64 `json:"q"` - - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` - - // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - Y int `json:"y"` - // Embedded fields due to inline allOf schema - // P The ask price. - AskPrice float64 `json:"P"` - - // S The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. - AskSize int `json:"S"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // X The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange int `json:"X"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // C A list of condition codes. - C []int `json:"c"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // I The indicators. For more information, see our glossary of [Conditions and - // Indicators](https://massive.com/glossary/conditions-indicators). - I []int `json:"i"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // P The bid price. - BidPrice float64 `json:"p"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // S The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. - BidSize int `json:"s"` + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` - // X The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. - // * Tape A is NYSE listed securities - // * Tape B is NYSE ARCA / NYSE American - // * Tape C is NASDAQ - Z int `json:"z"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r DeprecatedGetHistoricStocksQuotesResponse) Status() string { +func (r GetGroupedForexAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52277,86 +53886,70 @@ func (r DeprecatedGetHistoricStocksQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricStocksQuotesResponse) StatusCode() int { +func (r GetGroupedForexAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetHistoricStocksTradesResponse struct { +type GetGroupedStocksAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { // Embedded fields due to inline allOf schema - // DbLatency Latency in milliseconds for the query results from the database. - DbLatency *int `json:"db_latency,omitempty"` + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` - // ResultsCount The total number of results for this request. - ResultsCount *int `json:"results_count,omitempty"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // Success Whether or not this query was executed successfully. - Success *bool `json:"success,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Ticker The exchange symbol that this item is traded under. - Ticker *string `json:"ticker,omitempty"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. Results *[]struct { - // Embedded fields due to inline allOf schema // T The exchange symbol that this item is traded under. Ticker string `json:"T"` - // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. - F int `json:"f"` - - // Q The sequence number represents the sequence in which message events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). - Q int64 `json:"q"` - - // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. - Timestamp int `json:"t"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - Y int `json:"y"` - // Embedded fields due to inline allOf schema - // C A list of condition codes. - C []int `json:"c"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // E The trade correction indicator. - E int `json:"e"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // I The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - I string `json:"i"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // P The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - BidPrice float64 `json:"p"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // R The ID for the Trade Reporting Facility where the trade took place. - R int `json:"r"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // S The size of a trade (also known as volume). - BidSize float64 `json:"s"` + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. - // * Tape A is NYSE listed securities - // * Tape B is NYSE ARCA / NYSE American - // * Tape C is NASDAQ - Z int `json:"z"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r DeprecatedGetHistoricStocksTradesResponse) Status() string { +func (r GetGroupedStocksAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52364,48 +53957,70 @@ func (r DeprecatedGetHistoricStocksTradesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricStocksTradesResponse) StatusCode() int { +func (r GetGroupedStocksAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexQuotesResponse struct { +type GetPreviousCryptoAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // Results An array of results containing the requested data. Results *[]struct { - // AskExchange The ask exchange ID - AskExchange *int `json:"ask_exchange,omitempty"` + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` - // AskPrice The ask price. - AskPrice *float64 `json:"ask_price,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // BidExchange The bid exchange ID - BidExchange *int `json:"bid_exchange,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // BidPrice The bid price. - BidPrice *float64 `json:"bid_price,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the quote was generated at the exchange. - ParticipantTimestamp int64 `json:"participant_timestamp"` - } `json:"results,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetForexQuotesResponse) Status() string { +func (r GetPreviousCryptoAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52413,59 +54028,67 @@ func (r GetForexQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexQuotesResponse) StatusCode() int { +func (r GetPreviousCryptoAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsQuotesResponse struct { +type GetCryptoAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // Results An array of results containing the requested data. Results *[]struct { - // AskExchange The ask exchange ID - AskExchange *int `json:"ask_exchange,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // AskPrice The ask price. - AskPrice *float64 `json:"ask_price,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. - AskSize *float64 `json:"ask_size,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // BidExchange The bid exchange ID - BidExchange *int `json:"bid_exchange,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // BidPrice The bid price. - BidPrice *float64 `json:"bid_price,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. - BidSize *float64 `json:"bid_size,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // SequenceNumber The sequence number represents the sequence in which quote events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). - SequenceNumber int64 `json:"sequence_number"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. - SipTimestamp int64 `json:"sip_timestamp"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` } `json:"results,omitempty"` - - // Status The status of this request's response. - Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetOptionsQuotesResponse) Status() string { +func (r GetCryptoAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52473,77 +54096,70 @@ func (r GetOptionsQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsQuotesResponse) StatusCode() int { +func (r GetCryptoAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksQuotesResponse struct { +type GetPreviousForexAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // Results An array of results containing the requested data. Results *[]struct { - // AskExchange The ask exchange ID - AskExchange *int `json:"ask_exchange,omitempty"` - - // AskPrice The ask price. - AskPrice *float64 `json:"ask_price,omitempty"` - - // AskSize The total number of shares available for sale at the current ask price. - AskSize *float64 `json:"ask_size,omitempty"` - - // BidExchange The bid exchange ID - BidExchange *int `json:"bid_exchange,omitempty"` - - // BidPrice The bid price. - BidPrice *float64 `json:"bid_price,omitempty"` + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` - // BidSize The total number of shares that buyers want to purchase at the current bid price. - BidSize *float64 `json:"bid_size,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Indicators A list of indicator codes. - Indicators *[]int32 `json:"indicators,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - ParticipantTimestamp int64 `json:"participant_timestamp"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // SequenceNumber The sequence number represents the sequence in which quote events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. - SequenceNumber int64 `json:"sequence_number"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. - SipTimestamp int64 `json:"sip_timestamp"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. - // * Tape A is NYSE listed securities - // * Tape B is NYSE ARCA / NYSE American - // * Tape C is NASDAQ - Tape *int32 `json:"tape,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote. - TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` } `json:"results,omitempty"` - - // Status The status of this request's response. - Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r GetStocksQuotesResponse) Status() string { +func (r GetPreviousForexAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52551,281 +54167,67 @@ func (r GetStocksQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksQuotesResponse) StatusCode() int { +func (r GetPreviousForexAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListConditionsResponse struct { +type GetForexAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Count The total number of results for this request. - Count int `json:"count"` - - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` - - // Results An array of conditions that match your query. - Results []struct { - // Abbreviation A commonly-used abbreviation for this condition. - Abbreviation *string `json:"abbreviation,omitempty"` - - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListConditions200ResultsAssetClass `json:"asset_class"` - - // DataTypes Data types that this condition applies to. - DataTypes []ListConditions200ResultsDataTypes `json:"data_types"` - - // Description A short description of the semantics of this condition. - Description *string `json:"description,omitempty"` - - // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. - // In other words, data with this condition attached comes exclusively from the given exchange. - Exchange *int `json:"exchange,omitempty"` - - // Id An identifier used by Massive for this condition. Unique per data type. - Id int `json:"id"` - - // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. - // Other conditions may or may not reuse the same symbol as this one. - Legacy *bool `json:"legacy,omitempty"` - - // Name The name of this condition. - Name string `json:"name"` - - // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. - SipMapping struct { - // CTA Condition code from the Consolidated Tape Association (CTA). - CTA *string `json:"CTA,omitempty"` - - // OPRA Condition code from the Options Price Reporting Authority (OPRA). - OPRA *string `json:"OPRA,omitempty"` - - // UTP Condition code from UTP Plan (UTP). - UTP *string `json:"UTP,omitempty"` - } `json:"sip_mapping"` - - // Type An identifier for a collection of related conditions. - Type ListConditions200ResultsType `json:"type"` - - // UpdateRules A list of aggregation rules. - UpdateRules *struct { - // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. - Consolidated struct { - // UpdatesHighLow Whether or not trades with this condition update the high/low. - UpdatesHighLow bool `json:"updates_high_low"` - - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` - - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"consolidated"` - - // MarketCenter Describes aggregation rules on a per-market-center basis. - MarketCenter struct { - // UpdatesHighLow Whether or not trades with this condition update the high/low. - UpdatesHighLow bool `json:"updates_high_low"` - - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` - - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"market_center"` - } `json:"update_rules,omitempty"` - } `json:"results"` - - // Status The status of this request's response. - Status string `json:"status"` - } - JSON400 *struct { - // Count The total number of results for this request. - Count int `json:"count"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // RequestId A request ID assigned by the server. + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results An array of conditions that match your query. - Results []struct { - // Abbreviation A commonly-used abbreviation for this condition. - Abbreviation *string `json:"abbreviation,omitempty"` - - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListConditions400ResultsAssetClass `json:"asset_class"` - - // DataTypes Data types that this condition applies to. - DataTypes []ListConditions400ResultsDataTypes `json:"data_types"` - - // Description A short description of the semantics of this condition. - Description *string `json:"description,omitempty"` - - // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. - // In other words, data with this condition attached comes exclusively from the given exchange. - Exchange *int `json:"exchange,omitempty"` - - // Id An identifier used by Massive for this condition. Unique per data type. - Id int `json:"id"` - - // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. - // Other conditions may or may not reuse the same symbol as this one. - Legacy *bool `json:"legacy,omitempty"` - - // Name The name of this condition. - Name string `json:"name"` - - // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. - SipMapping struct { - // CTA Condition code from the Consolidated Tape Association (CTA). - CTA *string `json:"CTA,omitempty"` - - // OPRA Condition code from the Options Price Reporting Authority (OPRA). - OPRA *string `json:"OPRA,omitempty"` - - // UTP Condition code from UTP Plan (UTP). - UTP *string `json:"UTP,omitempty"` - } `json:"sip_mapping"` - - // Type An identifier for a collection of related conditions. - Type ListConditions400ResultsType `json:"type"` - - // UpdateRules A list of aggregation rules. - UpdateRules *struct { - // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. - Consolidated struct { - // UpdatesHighLow Whether or not trades with this condition update the high/low. - UpdatesHighLow bool `json:"updates_high_low"` - - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` - - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"consolidated"` - - // MarketCenter Describes aggregation rules on a per-market-center basis. - MarketCenter struct { - // UpdatesHighLow Whether or not trades with this condition update the high/low. - UpdatesHighLow bool `json:"updates_high_low"` - - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` - - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"market_center"` - } `json:"update_rules,omitempty"` - } `json:"results"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` // Status The status of this request's response. Status string `json:"status"` - } - JSONDefault *struct { - // Count The total number of results for this request. - Count int `json:"count"` - - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` - - // Results An array of conditions that match your query. - Results []struct { - // Abbreviation A commonly-used abbreviation for this condition. - Abbreviation *string `json:"abbreviation,omitempty"` - - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListConditionsDefaultResultsAssetClass `json:"asset_class"` - - // DataTypes Data types that this condition applies to. - DataTypes []ListConditionsDefaultResultsDataTypes `json:"data_types"` - - // Description A short description of the semantics of this condition. - Description *string `json:"description,omitempty"` - - // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. - // In other words, data with this condition attached comes exclusively from the given exchange. - Exchange *int `json:"exchange,omitempty"` - - // Id An identifier used by Massive for this condition. Unique per data type. - Id int `json:"id"` - - // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. - // Other conditions may or may not reuse the same symbol as this one. - Legacy *bool `json:"legacy,omitempty"` - - // Name The name of this condition. - Name string `json:"name"` - - // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. - SipMapping struct { - // CTA Condition code from the Consolidated Tape Association (CTA). - CTA *string `json:"CTA,omitempty"` - - // OPRA Condition code from the Options Price Reporting Authority (OPRA). - OPRA *string `json:"OPRA,omitempty"` - - // UTP Condition code from UTP Plan (UTP). - UTP *string `json:"UTP,omitempty"` - } `json:"sip_mapping"` - - // Type An identifier for a collection of related conditions. - Type ListConditionsDefaultResultsType `json:"type"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // UpdateRules A list of aggregation rules. - UpdateRules *struct { - // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. - Consolidated struct { - // UpdatesHighLow Whether or not trades with this condition update the high/low. - UpdatesHighLow bool `json:"updates_high_low"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"consolidated"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // MarketCenter Describes aggregation rules on a per-market-center basis. - MarketCenter struct { - // UpdatesHighLow Whether or not trades with this condition update the high/low. - UpdatesHighLow bool `json:"updates_high_low"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"market_center"` - } `json:"update_rules,omitempty"` - } `json:"results"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Status The status of this request's response. - Status string `json:"status"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` } } -type ListConditions200ResultsAssetClass string -type ListConditions200ResultsDataTypes string -type ListConditions200ResultsType string -type ListConditions400ResultsAssetClass string -type ListConditions400ResultsDataTypes string -type ListConditions400ResultsType string -type ListConditionsDefaultResultsAssetClass string -type ListConditionsDefaultResultsDataTypes string -type ListConditionsDefaultResultsType string // Status returns HTTPResponse.Status -func (r ListConditionsResponse) Status() string { +func (r GetForexAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52833,66 +54235,55 @@ func (r ListConditionsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListConditionsResponse) StatusCode() int { +func (r GetForexAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListDividendsResponse struct { +type GetPreviousIndicesAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // Results An array of results containing the requested data. Results *[]struct { - // CashAmount The cash amount of the dividend per share owned. - CashAmount float32 `json:"cash_amount"` - - // Currency The currency in which the dividend is paid. - Currency *string `json:"currency,omitempty"` - - // DeclarationDate The date that the dividend was announced. - DeclarationDate *string `json:"declaration_date,omitempty"` - - // DividendType The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD. - // Special Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC. - // Long-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively. - DividendType ListDividends200ResultsDividendType `json:"dividend_type"` - - // ExDividendDate The date that the stock first trades without the dividend, determined by the exchange. - ExDividendDate string `json:"ex_dividend_date"` - - // Frequency The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), 12 (monthly), 24 (bi-monthly), and 52 (weekly). - Frequency int `json:"frequency"` + // C The close value for the symbol in the given time period. + C float64 `json:"c"` - // Id The unique identifier of the dividend. - Id string `json:"id"` + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` - // PayDate The date that the dividend is paid out. - PayDate *string `json:"pay_date,omitempty"` + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` - // RecordDate The date that the stock must be held to receive the dividend, set by the company. - RecordDate *string `json:"record_date,omitempty"` + // O The open value for the symbol in the given time period. + O float64 `json:"o"` - // Ticker The ticker symbol of the dividend. - Ticker string `json:"ticker"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` } `json:"results,omitempty"` - - // Status The status of this request's response. - Status *string `json:"status,omitempty"` } } -type ListDividends200ResultsDividendType string // Status returns HTTPResponse.Status -func (r ListDividendsResponse) Status() string { +func (r GetPreviousIndicesAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52900,86 +54291,55 @@ func (r ListDividendsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListDividendsResponse) StatusCode() int { +func (r GetPreviousIndicesAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListExchangesResponse struct { +type GetIndicesAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // RequestId A request ID assigned by the server. + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results An array of results containing the requested data. - Results *[]struct { - // Acronym A commonly used abbreviation for this exchange. - Acronym *string `json:"acronym,omitempty"` - - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListExchanges200ResultsAssetClass `json:"asset_class"` - - // Id A unique identifier used by Massive for this exchange. - Id int `json:"id"` - - // Locale An identifier for a geographical location. - Locale ListExchanges200ResultsLocale `json:"locale"` - - // Mic The Market Identifier Code of this exchange (see ISO 10383). - Mic *string `json:"mic,omitempty"` - - // Name Name of this exchange. - Name string `json:"name"` - - // OperatingMic The MIC of the entity that operates this exchange. - OperatingMic *string `json:"operating_mic,omitempty"` - - // ParticipantId The ID used by SIP's to represent this exchange. - ParticipantId *string `json:"participant_id,omitempty"` - - // Type Represents the type of exchange. - Type ListExchanges200ResultsType `json:"type"` - - // Url A link to this exchange's website, if one exists. - Url *string `json:"url,omitempty"` - } `json:"results,omitempty"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` // Status The status of this request's response. Status string `json:"status"` - } - JSON400 *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close value for the symbol in the given time period. + C float64 `json:"c"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` - // Status The status of this request's response. - Status string `json:"status"` - } - JSONDefault *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // O The open value for the symbol in the given time period. + O float64 `json:"o"` - // Status The status of this request's response. - Status string `json:"status"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + } `json:"results,omitempty"` } } -type ListExchanges200ResultsAssetClass string -type ListExchanges200ResultsLocale string -type ListExchanges200ResultsType string // Status returns HTTPResponse.Status -func (r ListExchangesResponse) Status() string { +func (r GetIndicesAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52987,77 +54347,67 @@ func (r ListExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListExchangesResponse) StatusCode() int { +func (r GetIndicesAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListOptionsContractsResponse struct { +type GetPreviousOptionsAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // Results An array of results containing the requested data. Results *[]struct { - // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. - // See here for some examples of what might cause a contract to have additional underlyings. - AdditionalUnderlyings *[]struct { - // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. - Amount *float32 `json:"amount,omitempty"` - - // Type The type of the additional underlying asset, either equity or currency. - Type *string `json:"type,omitempty"` - - // Underlying The name of the additional underlying asset. - Underlying *string `json:"underlying,omitempty"` - } `json:"additional_underlyings,omitempty"` - - // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) - Cfi *string `json:"cfi,omitempty"` - - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType *string `json:"contract_type,omitempty"` - - // Correction The correction number for this option contract. - Correction *int `json:"correction,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle *ListOptionsContracts200ResultsExerciseStyle `json:"exercise_style,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate *string `json:"expiration_date,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // StrikePrice The strike price of the option contract. - StrikePrice *float32 `json:"strike_price,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // Ticker The ticker for the option contract. - Ticker *string `json:"ticker,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // UnderlyingTicker The underlying ticker that the option contract relates to. - UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` } `json:"results,omitempty"` - - // Status The status of this request's response. - Status *string `json:"status,omitempty"` } } -type ListOptionsContracts200ResultsExerciseStyle string // Status returns HTTPResponse.Status -func (r ListOptionsContractsResponse) Status() string { +func (r GetPreviousOptionsAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53065,74 +54415,67 @@ func (r ListOptionsContractsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListOptionsContractsResponse) StatusCode() int { +func (r GetPreviousOptionsAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsContractResponse struct { +type GetOptionsAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` - - // Results Contains the requested data for the specified options contract. - Results *struct { - // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. - // See here for some examples of what might cause a contract to have additional underlyings. - AdditionalUnderlyings *[]struct { - // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. - Amount *float32 `json:"amount,omitempty"` - - // Type The type of the additional underlying asset, either equity or currency. - Type *string `json:"type,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` - // Underlying The name of the additional underlying asset. - Underlying *string `json:"underlying,omitempty"` - } `json:"additional_underlyings,omitempty"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) - Cfi *string `json:"cfi,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType *string `json:"contract_type,omitempty"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Correction The correction number for this option contract. - Correction *int `json:"correction,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle *GetOptionsContract200ResultsExerciseStyle `json:"exercise_style,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate *string `json:"expiration_date,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // StrikePrice The strike price of the option contract. - StrikePrice *float32 `json:"strike_price,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // Ticker The ticker for the option contract. - Ticker *string `json:"ticker,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // UnderlyingTicker The underlying ticker that the option contract relates to. - UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` } `json:"results,omitempty"` - - // Status The status of this request's response. - Status *string `json:"status,omitempty"` } } -type GetOptionsContract200ResultsExerciseStyle string // Status returns HTTPResponse.Status -func (r GetOptionsContractResponse) Status() string { +func (r GetOptionsAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53140,52 +54483,67 @@ func (r GetOptionsContractResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsContractResponse) StatusCode() int { +func (r GetOptionsAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListStockSplitsResponse struct { +type GetPreviousStocksAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` + + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` + + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // Results An array of results containing the requested data. Results *[]struct { - // ExecutionDate The execution date of the stock split. On this date the stock split was applied. - ExecutionDate string `json:"execution_date"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Id The unique identifier for this stock split. - Id string `json:"id"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // SplitFrom The second number in the split ratio. - // - // For example: In a 2-for-1 split, split_from would be 1. - SplitFrom float32 `json:"split_from"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // SplitTo The first number in the split ratio. - // - // For example: In a 2-for-1 split, split_to would be 2. - SplitTo float32 `json:"split_to"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Ticker The ticker symbol of the stock split. - Ticker string `json:"ticker"` - } `json:"results,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // Status The status of this request's response. - Status *string `json:"status,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r ListStockSplitsResponse) Status() string { +func (r GetPreviousStocksAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53193,88 +54551,73 @@ func (r ListStockSplitsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListStockSplitsResponse) StatusCode() int { +func (r GetPreviousStocksAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListTickersResponse struct { +type GetStocksAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` + // Embedded fields due to inline allOf schema + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + // Embedded fields due to inline allOf schema + // Adjusted Whether or not this response was adjusted for splits. + Adjusted bool `json:"adjusted"` - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` - - // Results An array of tickers that match your query. - // - // Note: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response. - Results *[]struct { - // Active Whether or not the asset is actively traded. False means the asset has been delisted. - Active *bool `json:"active,omitempty"` - - // BaseCurrencyName The name of the currency that this asset is priced against. - BaseCurrencyName *string `json:"base_currency_name,omitempty"` - - // BaseCurrencySymbol The ISO 4217 code of the currency that this asset is priced against. - BaseCurrencySymbol *string `json:"base_currency_symbol,omitempty"` - - // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). - Cik *string `json:"cik,omitempty"` - - // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) - CompositeFigi *string `json:"composite_figi,omitempty"` - - // CurrencyName The name of the currency that this asset is traded with. - CurrencyName *string `json:"currency_name,omitempty"` + RequestId string `json:"request_id"` - // CurrencySymbol The ISO 4217 code of the currency that this asset is traded with. - CurrencySymbol *string `json:"currency_symbol,omitempty"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // DelistedUtc The last date that the asset was traded. - DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Results An array of results containing the requested data. + Results *[]struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // LastUpdatedUtc The information is accurate up to this time. - LastUpdatedUtc *time.Time `json:"last_updated_utc,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Locale The locale of the asset. - Locale ListTickers200ResultsLocale `json:"locale"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Market The market type of the asset. - Market ListTickers200ResultsMarket `json:"market"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. - Name string `json:"name"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // PrimaryExchange The ISO code of the primary listing exchange for this asset. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) - ShareClassFigi *string `json:"share_class_figi,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). - Type *string `json:"type,omitempty"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` } `json:"results,omitempty"` - - // Status The status of this request's response. - Status *string `json:"status,omitempty"` + // Embedded fields due to inline allOf schema + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` } } -type ListTickers200ResultsLocale string -type ListTickers200ResultsMarket string // Status returns HTTPResponse.Status -func (r ListTickersResponse) Status() string { +func (r GetStocksAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53282,67 +54625,75 @@ func (r ListTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListTickersResponse) StatusCode() int { +func (r GetStocksAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListTickerTypesResponse struct { +type GetLastStocksQuoteResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` - - // RequestId A request ID assigned by the server. + // RequestId A request id assigned by the server. RequestId string `json:"request_id"` + Results *struct { + // P The ask price. + AskPrice *float64 `json:"P,omitempty"` - // Results An array of results containing the requested data. - Results *[]struct { - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListTickerTypes200ResultsAssetClass `json:"asset_class"` + // S The total number of shares available for sale at the current ask price. + AskSize *int `json:"S,omitempty"` - // Code A code used by Massive to refer to this ticker type. - Code string `json:"code"` + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` - // Description A short description of this ticker type. - Description string `json:"description"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"X,omitempty"` - // Locale An identifier for a geographical location. - Locale ListTickerTypes200ResultsLocale `json:"locale"` - } `json:"results,omitempty"` + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - } - JSON400 *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // I A list of indicator codes. + I *[]int32 `json:"i,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - } - JSONDefault *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` + // P The bid price. + BidPrice *float64 `json:"p,omitempty"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // Q The sequence number represents the sequence in which message events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + Q int64 `json:"q"` + + // S The total number of shares that buyers want to purchase at the current bid price. + BidSize *int `json:"s,omitempty"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"x,omitempty"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` // Status The status of this request's response. Status string `json:"status"` } } -type ListTickerTypes200ResultsAssetClass string -type ListTickerTypes200ResultsLocale string // Status returns HTTPResponse.Status -func (r ListTickerTypesResponse) Status() string { +func (r GetLastStocksQuoteResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53350,139 +54701,158 @@ func (r ListTickerTypesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListTickerTypesResponse) StatusCode() int { +func (r GetLastStocksQuoteResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetTickerResponse struct { +type GetLastOptionsTradeResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Count The total number of results for this request. - Count *int `json:"count,omitempty"` - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + Results *struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` - // Results Ticker with details. - Results *struct { - // Active Whether or not the asset is actively traded. False means the asset has been delisted. - Active bool `json:"active"` + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` - // Address Company headquarters address details. - Address *struct { - // Address1 The first line of the company's headquarters address. - Address1 *string `json:"address1,omitempty"` + // E The trade correction indicator. + E *int `json:"e,omitempty"` - // Address2 The second line of the company's headquarters address, if applicable. - Address2 *string `json:"address2,omitempty"` + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` - // City The city of the company's headquarters address. - City *string `json:"city,omitempty"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // PostalCode The postal code of the company's headquarters address. - PostalCode *string `json:"postal_code,omitempty"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // State The state of the company's headquarters address. - State *string `json:"state,omitempty"` - } `json:"address,omitempty"` + // Q The sequence number represents the sequence in which message events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + Q int64 `json:"q"` - // Branding Provides URLs aiding in visual identification. - Branding *struct { - // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. - // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. - IconUrl *string `json:"icon_url,omitempty"` + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,omitempty"` - // LogoUrl A link to this ticker's company's logo. - // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. - LogoUrl *string `json:"logo_url,omitempty"` - } `json:"branding,omitempty"` + // S The size of a trade (also known as volume). + BidSize *float64 `json:"s,omitempty"` - // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). - Cik *string `json:"cik,omitempty"` + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` - // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) - CompositeFigi *string `json:"composite_figi,omitempty"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` - // CurrencyName The name of the currency that this asset is traded with. - CurrencyName string `json:"currency_name"` + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` - // DelistedUtc The last date that the asset was traded. - DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` + } `json:"results,omitempty"` - // Description A description of the company and what they do/offer. - Description *string `json:"description,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` + } +} - // HomepageUrl The URL of the company's website homepage. - HomepageUrl *string `json:"homepage_url,omitempty"` +// Status returns HTTPResponse.Status +func (r GetLastOptionsTradeResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // ListDate The date that the symbol was first publicly listed in the format YYYY-MM-DD. - ListDate *string `json:"list_date,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetLastOptionsTradeResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // Locale The locale of the asset. - Locale GetTicker200ResultsLocale `json:"locale"` +type GetLastStocksTradeResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + Results *struct { + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` - // Market The market type of the asset. - Market GetTicker200ResultsMarket `json:"market"` + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` - // MarketCap The most recent close price of the ticker multiplied by weighted outstanding shares. - MarketCap *float64 `json:"market_cap,omitempty"` + // Ds The size of the trade including the fractional component. This is represented as a decimal string. + Ds string `json:"ds"` - // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. - Name string `json:"name"` + // E The trade correction indicator. + E *int `json:"e,omitempty"` - // PhoneNumber The phone number for the company behind this ticker. - PhoneNumber *string `json:"phone_number,omitempty"` + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F *int `json:"f,omitempty"` - // PrimaryExchange The ISO code of the primary listing exchange for this asset. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // RoundLot Round lot size of this security. - RoundLot *float64 `json:"round_lot,omitempty"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) - ShareClassFigi *string `json:"share_class_figi,omitempty"` - - // ShareClassSharesOutstanding The recorded number of outstanding shares for this particular share class. - ShareClassSharesOutstanding *float64 `json:"share_class_shares_outstanding,omitempty"` - - // SicCode The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List. - SicCode *string `json:"sic_code,omitempty"` - - // SicDescription A description of this ticker's SIC code. - SicDescription *string `json:"sic_description,omitempty"` + // Q The sequence number represents the sequence in which message events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + Q int64 `json:"q"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,omitempty"` - // TickerRoot The root of a specified ticker. For example, the root of BRK.A is BRK. - TickerRoot *string `json:"ticker_root,omitempty"` + // S The size of a trade (also known as volume). + BidSize *float64 `json:"s,omitempty"` - // TickerSuffix The suffix of a specified ticker. For example, the suffix of BRK.A is A. - TickerSuffix *string `json:"ticker_suffix,omitempty"` + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` - // TotalEmployees The approximate number of employees for the company. - TotalEmployees *float32 `json:"total_employees,omitempty"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` - // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). - Type *string `json:"type,omitempty"` + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` - // WeightedSharesOutstanding The shares outstanding calculated assuming all shares of other share classes are converted to this share class. - WeightedSharesOutstanding *float64 `json:"weighted_shares_outstanding,omitempty"` + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z *int `json:"z,omitempty"` } `json:"results,omitempty"` // Status The status of this request's response. - Status *string `json:"status,omitempty"` + Status string `json:"status"` } } -type GetTicker200ResultsLocale string -type GetTicker200ResultsMarket string // Status returns HTTPResponse.Status -func (r GetTickerResponse) Status() string { +func (r GetLastStocksTradeResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53490,284 +54860,235 @@ func (r GetTickerResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetTickerResponse) StatusCode() int { +func (r GetLastStocksTradeResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetSnapshotsResponse struct { +type ListNewsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + // NextUrl If present, this value can be used to fetch the next page of data. NextUrl *string `json:"next_url,omitempty"` // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + RequestId *string `json:"request_id,omitempty"` // Results An array of results containing the requested data. Results *[]struct { - // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). - BreakEvenPrice *float64 `json:"break_even_price,omitempty"` - - // Details The details for this contract. - Details *struct { - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType GetSnapshots200ResultsDetailsContractType `json:"contract_type"` - - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle GetSnapshots200ResultsDetailsExerciseStyle `json:"exercise_style"` - - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate openapi_types.Date `json:"expiration_date"` - - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract float32 `json:"shares_per_contract"` - - // StrikePrice The strike price of the option contract. - StrikePrice float64 `json:"strike_price"` - } `json:"details,omitempty"` - - // Error The error while looking for this ticker. - Error *string `json:"error,omitempty"` - - // Fmv 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, contact us. - Fmv *float32 `json:"fmv,omitempty"` - - // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. - FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + // AmpUrl The mobile friendly Accelerated Mobile Page (AMP) URL. + AmpUrl *string `json:"amp_url,omitempty"` - // Greeks The greeks for this contract. - // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. - // See this article for more information. - Greeks *struct { - // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. - Delta float64 `json:"delta"` + // ArticleUrl A link to the news article. + ArticleUrl string `json:"article_url"` - // Gamma The change in delta per $0.01 change in the price of the underlying asset. - Gamma float64 `json:"gamma"` + // Author The article's author. + Author string `json:"author"` - // Theta The change in the option's price per day. - Theta float64 `json:"theta"` + // Description A description of the article. + Description *string `json:"description,omitempty"` - // Vega The change in the option's price per 1% increment in volatility. - Vega float64 `json:"vega"` - } `json:"greeks,omitempty"` + // Id Unique identifier for the article. + Id string `json:"id"` - // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. - ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + // ImageUrl The article's image URL. + ImageUrl *string `json:"image_url,omitempty"` - // LastMinute The most recent minute aggregate for this stock. - LastMinute *struct { - // Close The closing value for the minute aggreate. - Close float64 `json:"close"` + // Insights The insights related to the article. + Insights *[]struct { + // Sentiment The sentiment of the insight. + Sentiment ListNews200ResultsInsightsSentiment `json:"sentiment"` - // DecimalVolume The trading volume for the minute aggregate with decimal precision. This field provides support for fractional shares, representing volume as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. - DecimalVolume *string `json:"decimal_volume,omitempty"` + // SentimentReasoning The reasoning behind the sentiment. + SentimentReasoning string `json:"sentiment_reasoning"` - // High The highest value for the minute aggregate. - High float64 `json:"high"` + // Ticker The ticker symbol associated with the insight. + Ticker string `json:"ticker"` + } `json:"insights,omitempty"` - // Low The lowest value for the minute aggregate. - Low float64 `json:"low"` + // Keywords The keywords associated with the article (which will vary depending on + // the publishing source). + Keywords *[]string `json:"keywords,omitempty"` - // Open The open value for the minute aggregate. - Open float64 `json:"open"` + // PublishedUtc The UTC date and time when the article was published, formatted in RFC3339 standard (e.g. YYYY-MM-DDTHH:MM:SSZ). + PublishedUtc time.Time `json:"published_utc"` - // Transactions The number of transactions that took place within the minute aggregate. - Transactions int32 `json:"transactions"` + // Publisher Details the source of the news article, including the publisher's name, logo, and homepage URLs. This information helps users identify and access the original source of news content. + Publisher struct { + // FaviconUrl The publisher's homepage favicon URL. + FaviconUrl *string `json:"favicon_url,omitempty"` - // Volume The trading volume for the minute aggregate. - Volume float64 `json:"volume"` + // HomepageUrl The publisher's homepage URL. + HomepageUrl string `json:"homepage_url"` - // Vwap The trading volume weighted average price for the minute aggregate. - Vwap float64 `json:"vwap"` - } `json:"last_minute,omitempty"` + // LogoUrl The publisher's logo URL. + LogoUrl string `json:"logo_url"` - // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. - LastQuote *struct { - // Ask The ask price. - Ask float64 `json:"ask"` + // Name The publisher's name. + Name string `json:"name"` + } `json:"publisher"` - // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange *int `json:"ask_exchange,omitempty"` + // Tickers The ticker symbols associated with the article. + Tickers []string `json:"tickers"` - // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. - AskSize *float64 `json:"ask_size,omitempty"` + // Title The title of the news article. + Title string `json:"title"` + } `json:"results,omitempty"` - // Bid The bid price. - Bid float64 `json:"bid"` + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListNews200ResultsInsightsSentiment string - // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange *int `json:"bid_exchange,omitempty"` +// Status returns HTTPResponse.Status +func (r ListNewsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. - BidSize *float64 `json:"bid_size,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r ListNewsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated int64 `json:"last_updated"` +type GetCryptoSnapshotTickersResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Midpoint The average of the bid and ask price. - Midpoint *float64 `json:"midpoint,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Timeframe The time relevance of the data. - Timeframe GetSnapshots200ResultsLastQuoteTimeframe `json:"timeframe"` - } `json:"last_quote,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // LastTrade The most recent quote for this contract. This is only returned if your current plan includes trades. - LastTrade *struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // DecimalSize The size of a trade, including fractional shares, represented as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. - DecimalSize *string `json:"decimal_size,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange *int `json:"exchange,omitempty"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` - // Id The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID. - Id *string `json:"id,omitempty"` + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` - // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. - ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // Price The price of the trade. This is the actual dollar value per whole share of + // P The price of the trade. This is the actual dollar value per whole share of // this trade. A trade of 100 shares with a price of $2.00 would be worth a // total dollar value of $200.00. - Price float64 `json:"price"` - - // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. - SipTimestamp *int64 `json:"sip_timestamp,omitempty"` - - // Size The size of a trade (also known as volume). - Size int32 `json:"size"` - - // Timeframe The time relevance of the data. - Timeframe *GetSnapshots200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` - } `json:"last_trade,omitempty"` - - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // MarketStatus The market status for the market that trades this ticker. Possible values for stocks, options, crypto, and forex snapshots are open, closed, early_trading, or late_trading. - // Possible values for indices snapshots are regular_trading, closed, early_trading, and late_trading. - MarketStatus *string `json:"market_status,omitempty"` - - // Message The error message while looking for this ticker. - Message *string `json:"message,omitempty"` - - // Name The name of this contract. - Name *string `json:"name,omitempty"` + BidPrice float64 `json:"p"` - // OpenInterest The quantity of this contract held at the end of the last trading day. - OpenInterest *float64 `json:"open_interest,omitempty"` + // S The size (volume) of the trade. + BidSize float32 `json:"s"` - // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. - Session *struct { - // Change The value of the price change for the asset from the previous trading day. - Change float64 `json:"change"` + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` - // ChangePercent The percent of the price change for the asset from the previous trading day. - ChangePercent float64 `json:"change_percent"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` - // Close The closing price of the asset for the day. - Close float64 `json:"close"` + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. - DecimalVolume *string `json:"decimal_volume,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. - EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // EarlyTradingChangePercent Today's early trading change as a percentage. - EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // High The highest price of the asset for the day. - High float64 `json:"high"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. - LateTradingChange *float64 `json:"late_trading_change,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // LateTradingChangePercent Today's late trading change as a percentage. - LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Low The lowest price of the asset for the day. - Low float64 `json:"low"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` - // Open The open price of the asset for the day. - Open float64 `json:"open"` + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // PreviousClose The closing price of the asset for the previous trading day. - PreviousClose float64 `json:"previous_close"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Price The price of the most recent trade or bid price for this asset. - Price *float64 `json:"price,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. - RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // RegularTradingChangePercent Today's regular trading change as a percentage. - RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Volume The trading volume for the asset for the day. - Volume *float64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` - // Ticker The ticker symbol for the asset. + // Ticker The exchange symbol that this item is traded under. Ticker string `json:"ticker"` - // Timeframe The time relevance of the data. - Timeframe *GetSnapshots200ResultsTimeframe `json:"timeframe,omitempty"` - - // Type The asset class for this ticker. - Type *GetSnapshots200ResultsType `json:"type,omitempty"` - - // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. - UnderlyingAsset *struct { - // ChangeToBreakEven The change in price for the contract to break even. - ChangeToBreakEven float64 `json:"change_to_break_even"` - - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. - Price *float64 `json:"price,omitempty"` - - // Ticker The ticker symbol for the contract's underlying asset. - Ticker string `json:"ticker"` - - // Timeframe The time relevance of the data. - Timeframe *GetSnapshots200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` - - // Value The value of the underlying index. - Value *float64 `json:"value,omitempty"` - } `json:"underlying_asset,omitempty"` + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` - // Value Value of Index. - Value *float32 `json:"value,omitempty"` - } `json:"results,omitempty"` + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` - // Status The status of this request's response. - Status string `json:"status"` + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` } } -type GetSnapshots200ResultsDetailsContractType string -type GetSnapshots200ResultsDetailsExerciseStyle string -type GetSnapshots200ResultsLastQuoteTimeframe string -type GetSnapshots200ResultsLastTradeTimeframe string -type GetSnapshots200ResultsTimeframe string -type GetSnapshots200ResultsType string -type GetSnapshots200ResultsUnderlyingAssetTimeframe string // Status returns HTTPResponse.Status -func (r GetSnapshotsResponse) Status() string { +func (r GetCryptoSnapshotTickersResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53775,86 +55096,142 @@ func (r GetSnapshotsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetSnapshotsResponse) StatusCode() int { +func (r GetCryptoSnapshotTickersResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesSnapshotResponse struct { +type GetCryptoSnapshotTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // RequestId A request id assigned by the server. RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Results An array of results containing the requested data. - Results *[]struct { - // Error The error while looking for this ticker. - Error *string `json:"error,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // MarketStatus The market status for the market that trades this ticker. - MarketStatus *string `json:"market_status,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // Message The error message while looking for this ticker. - Message *string `json:"message,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Name Name of Index. - Name *string `json:"name,omitempty"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` - // Session Trading session metrics, detailing change percentages and key price points (open, close, high, low) for the asset within the current trading day. - Session *struct { - // Change The value of the change for the index from the previous trading day. - Change *float64 `json:"change,omitempty"` + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` - // ChangePercent The percent of the change for the index from the previous trading day. - ChangePercent *float64 `json:"change_percent,omitempty"` + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` - // Close The closing value for the index of the day. - Close *float64 `json:"close,omitempty"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // High The highest value for the index of the day. - High *float64 `json:"high,omitempty"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // Low The lowest value for the index of the day. - Low *float64 `json:"low,omitempty"` + // S The size (volume) of the trade. + BidSize float32 `json:"s"` - // Open The open value for the index of the day. - Open *float64 `json:"open,omitempty"` + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` - // PreviousClose The closing value for the index of previous trading day. - PreviousClose *float64 `json:"previous_close,omitempty"` - } `json:"session,omitempty"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` - // Ticker Ticker of asset queried. - Ticker string `json:"ticker"` + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Timeframe The time relevance of the data. - Timeframe *GetIndicesSnapshot200ResultsTimeframe `json:"timeframe,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Type The indices market. - Type *GetIndicesSnapshot200ResultsType `json:"type,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Value Value of Index. - Value *float32 `json:"value,omitempty"` - } `json:"results,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Status The status of this request's response. - Status string `json:"status"` - } + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` + + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` + + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"ticker,omitempty"` + } } -type GetIndicesSnapshot200ResultsTimeframe string -type GetIndicesSnapshot200ResultsType string // Status returns HTTPResponse.Status -func (r GetIndicesSnapshotResponse) Status() string { +func (r GetCryptoSnapshotTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53862,200 +55239,222 @@ func (r GetIndicesSnapshotResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesSnapshotResponse) StatusCode() int { +func (r GetCryptoSnapshotTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsChainResponse struct { +type DeprecatedGetCryptoSnapshotTickerBookResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // Results An array of results containing the requested data. - Results *[]struct { - // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). - BreakEvenPrice float64 `json:"break_even_price"` - - // Day The most recent daily bar for this contract. - Day struct { - // Change The value of the price change for the contract from the previous trading day. - Change float64 `json:"change"` - - // ChangePercent The percent of the price change for the contract from the previous trading day. - ChangePercent float64 `json:"change_percent"` - - // Close The closing price for the contract of the day. - Close float64 `json:"close"` - - // High The highest price for the contract of the day. - High float64 `json:"high"` - - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // Low The lowest price for the contract of the day. - Low float64 `json:"low"` - - // Open The open price for the contract of the day. - Open float64 `json:"open"` + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + Data *struct { + // AskCount The combined total number of asks in the book. + AskCount float64 `json:"askCount"` + Asks []struct { + // P The price of this book level. + BidPrice float64 `json:"p"` - // PreviousClose The closing price for the contract of previous trading day. - PreviousClose float64 `json:"previous_close"` + // X A map of the exchange ID to number of shares at this price level. + //
+ //
+ // **Example:** + //
+ // `{ + // "p": 16302.94, + // "x": { + // "1": 0.02859424, + // "6": 0.023455 + // } + // }` + //
+ //
+ // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, + // and exchange ID 6 has 0.023455 shares at the same price level. + BidExchange map[string]interface{} `json:"x"` + } `json:"asks"` - // Volume The trading volume for the contract of the day. - Volume float64 `json:"volume"` + // BidCount The combined total number of bids in the book. + BidCount float64 `json:"bidCount"` + Bids []struct { + // P The price of this book level. + BidPrice float64 `json:"p"` - // Vwap The trading volume weighted average price for the contract of the day. - Vwap float64 `json:"vwap"` - } `json:"day"` + // X A map of the exchange ID to number of shares at this price level. + //
+ //
+ // **Example:** + //
+ // `{ + // "p": 16302.94, + // "x": { + // "1": 0.02859424, + // "6": 0.023455 + // } + // }` + //
+ //
+ // In this example, exchange ID 1 has 0.02859424 shares available at $16,302.94, + // and exchange ID 6 has 0.023455 shares at the same price level. + BidExchange map[string]interface{} `json:"x"` + } `json:"bids"` - // Details The details for this contract. - Details struct { - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType GetOptionsChain200ResultsDetailsContractType `json:"contract_type"` + // Spread The difference between the best bid and the best ask price across exchanges. + Spread float64 `json:"spread"` - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle GetOptionsChain200ResultsDetailsExerciseStyle `json:"exercise_style"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate openapi_types.Date `json:"expiration_date"` + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"data,omitempty"` + } +} - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract float32 `json:"shares_per_contract"` +// Status returns HTTPResponse.Status +func (r DeprecatedGetCryptoSnapshotTickerBookResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // StrikePrice The strike price of the option contract. - StrikePrice float64 `json:"strike_price"` +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetCryptoSnapshotTickerBookResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // Ticker The ticker symbol for the asset. - Ticker string `json:"ticker"` - } `json:"details"` +type GetCryptoSnapshotDirectionResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Fmv 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, contact us. - Fmv *float32 `json:"fmv,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. - FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Greeks The greeks for this contract. - // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. - // See this article for more information. - Greeks *struct { - // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. - Delta float64 `json:"delta"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // Gamma The change in delta per $0.01 change in the price of the underlying asset. - Gamma float64 `json:"gamma"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Theta The change in the option's price per day. - Theta float64 `json:"theta"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` - // Vega The change in the option's price per 1% increment in volatility. - Vega float64 `json:"vega"` - } `json:"greeks,omitempty"` + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` - // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. - ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` - // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. - LastQuote struct { - // Ask The ask price. - Ask float64 `json:"ask"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange *int32 `json:"ask_exchange,omitempty"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // AskSize The ask size. - AskSize float64 `json:"ask_size"` + // S The size (volume) of the trade. + BidSize float32 `json:"s"` - // Bid The bid price. - Bid float64 `json:"bid"` + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` - // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange *int32 `json:"bid_exchange,omitempty"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` - // BidSize The bid size. - BidSize float64 `json:"bid_size"` + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Midpoint The average of the bid and ask price. - Midpoint float64 `json:"midpoint"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Timeframe The time relevance of the data. - Timeframe *GetOptionsChain200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` - } `json:"last_quote"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. - LastTrade *struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // Price The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - Price float64 `json:"price"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. - SipTimestamp int64 `json:"sip_timestamp"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min"` - // Size The size of a trade (also known as volume). - Size int32 `json:"size"` + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Timeframe The time relevance of the data. - Timeframe *GetOptionsChain200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` - } `json:"last_trade,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // OpenInterest The quantity of this contract held at the end of the last trading day. - OpenInterest float64 `json:"open_interest"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. - UnderlyingAsset struct { - // ChangeToBreakEven The change in price for the contract to break even. - ChangeToBreakEven float64 `json:"change_to_break_even"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. - Price *float64 `json:"price,omitempty"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` - // Ticker The ticker symbol for the contract's underlying asset. - Ticker string `json:"ticker"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // Timeframe The time relevance of the data. - Timeframe *GetOptionsChain200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` - // Value The value of the underlying index. - Value *float64 `json:"value,omitempty"` - } `json:"underlying_asset"` - } `json:"results,omitempty"` + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` - // Status The status of this request's response. - Status string `json:"status"` + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` } } -type GetOptionsChain200ResultsDetailsContractType string -type GetOptionsChain200ResultsDetailsExerciseStyle string -type GetOptionsChain200ResultsLastQuoteTimeframe string -type GetOptionsChain200ResultsLastTradeTimeframe string -type GetOptionsChain200ResultsUnderlyingAssetTimeframe string // Status returns HTTPResponse.Status -func (r GetOptionsChainResponse) Status() string { +func (r GetCryptoSnapshotDirectionResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54063,200 +55462,121 @@ func (r GetOptionsChainResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsChainResponse) StatusCode() int { +func (r GetCryptoSnapshotDirectionResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionContractResponse struct { +type GetForexSnapshotTickersResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // Results Contains the requested snapshot data for the specified contract. - Results *struct { - // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). - BreakEvenPrice float64 `json:"break_even_price"` - - // Day The most recent daily bar for this contract. + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. Day struct { - // Change The value of the price change for the contract from the previous trading day. - Change float64 `json:"change"` - - // ChangePercent The percent of the price change for the contract from the previous trading day. - ChangePercent float64 `json:"change_percent"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Close The closing price for the contract of the day. - Close float64 `json:"close"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // High The highest price for the contract of the day. - High float64 `json:"high"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // Low The lowest price for the contract of the day. - Low float64 `json:"low"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` - // Open The open price for the contract of the day. - Open float64 `json:"open"` + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` - // PreviousClose The closing price for the contract of previous trading day. - PreviousClose float64 `json:"previous_close"` + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` - // Volume The trading volume for the contract of the day. - Volume float64 `json:"volume"` + // B The bid price. + B float64 `json:"b"` - // Vwap The trading volume weighted average price for the contract of the day. - Vwap float64 `json:"vwap"` - } `json:"day"` + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` - // Details The details for this contract. - Details struct { - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType GetOptionContract200ResultsDetailsContractType `json:"contract_type"` + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle GetOptionContract200ResultsDetailsExerciseStyle `json:"exercise_style"` + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate openapi_types.Date `json:"expiration_date"` + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract float32 `json:"shares_per_contract"` + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` - // StrikePrice The strike price of the option contract. - StrikePrice float64 `json:"strike_price"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Ticker The ticker symbol for the asset. - Ticker string `json:"ticker"` - } `json:"details"` + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` - // Fmv 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, contact us. - Fmv *float32 `json:"fmv,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` - // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. - FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` - // Greeks The greeks for this contract. - // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. - // See this article for more information. - Greeks *struct { - // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. - Delta float64 `json:"delta"` + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Gamma The change in delta per $0.01 change in the price of the underlying asset. - Gamma float64 `json:"gamma"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Theta The change in the option's price per day. - Theta float64 `json:"theta"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Vega The change in the option's price per 1% increment in volatility. - Vega float64 `json:"vega"` - } `json:"greeks,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. - ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. - LastQuote struct { - // Ask The ask price. - Ask float64 `json:"ask"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` - // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange *int32 `json:"ask_exchange,omitempty"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // AskSize The ask size. - AskSize float64 `json:"ask_size"` + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` - // Bid The bid price. - Bid float64 `json:"bid"` + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` - // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange *int32 `json:"bid_exchange,omitempty"` - - // BidSize The bid size. - BidSize float64 `json:"bid_size"` - - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // Midpoint The average of the bid and ask price. - Midpoint float64 `json:"midpoint"` - - // Timeframe The time relevance of the data. - Timeframe *GetOptionContract200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` - } `json:"last_quote"` - - // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. - LastTrade *struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` - - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` - - // Price The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - Price float64 `json:"price"` - - // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. - SipTimestamp int64 `json:"sip_timestamp"` - - // Size The size of a trade (also known as volume). - Size int32 `json:"size"` - - // Timeframe The time relevance of the data. - Timeframe *GetOptionContract200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` - } `json:"last_trade,omitempty"` - - // OpenInterest The quantity of this contract held at the end of the last trading day. - OpenInterest float64 `json:"open_interest"` - - // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. - UnderlyingAsset struct { - // ChangeToBreakEven The change in price for the contract to break even. - ChangeToBreakEven float64 `json:"change_to_break_even"` - - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. - Price *float64 `json:"price,omitempty"` - - // Ticker The ticker symbol for the contract's underlying asset. - Ticker string `json:"ticker"` - - // Timeframe The time relevance of the data. - Timeframe *GetOptionContract200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` - - // Value The value of the underlying index. - Value *float64 `json:"value,omitempty"` - } `json:"underlying_asset"` - } `json:"results,omitempty"` - - // Status The status of this request's response. - Status string `json:"status"` + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` } } -type GetOptionContract200ResultsDetailsContractType string -type GetOptionContract200ResultsDetailsExerciseStyle string -type GetOptionContract200ResultsLastQuoteTimeframe string -type GetOptionContract200ResultsLastTradeTimeframe string -type GetOptionContract200ResultsUnderlyingAssetTimeframe string // Status returns HTTPResponse.Status -func (r GetOptionContractResponse) Status() string { +func (r GetForexSnapshotTickersResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54264,191 +55584,124 @@ func (r GetOptionContractResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionContractResponse) StatusCode() int { +func (r GetForexSnapshotTickersResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoTradesResponse struct { +type GetForexSnapshotTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` - - // Results An array of results containing the requested data. - Results *[]struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` - - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` - - // Id The Trade ID which uniquely identifies a trade on the exchange that the trade happened on. - Id *string `json:"id,omitempty"` - - // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. - ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` - - // Price The price of the trade in the base currency of the crypto pair. - Price float64 `json:"price"` - - // Size The size of a trade (also known as volume). - Size float64 `json:"size"` - } `json:"results,omitempty"` - + // Embedded fields due to inline allOf schema // Status The status of this request's response. Status string `json:"status"` - } -} - -// Status returns HTTPResponse.Status -func (r GetCryptoTradesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoTradesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type GetOptionsTradesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - + // Embedded fields due to inline allOf schema // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Results An array of results containing the requested data. - Results *[]struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Correction The trade correction indicator. - Correction *int `json:"correction,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. - ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` - // Price The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - Price float64 `json:"price"` + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` - // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. - SipTimestamp int64 `json:"sip_timestamp"` + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` - // Size The size of a trade (also known as volume). - Size float64 `json:"size"` - } `json:"results,omitempty"` + // B The bid price. + B float64 `json:"b"` - // Status The status of this request's response. - Status string `json:"status"` - } -} + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` -// Status returns HTTPResponse.Status -func (r GetOptionsTradesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsTradesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` -type GetStocksTradesResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` - // Results An array of results containing the requested data. - Results *[]struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Correction The trade correction indicator. - Correction *int `json:"correction,omitempty"` + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` - // DecimalSize The size of the trade including the fractional component. This is represented as a decimal string. - DecimalSize string `json:"decimal_size"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` - // Id The Trade ID which uniquely identifies a trade. These are unique per - // combination of ticker, exchange, and TRF. For example: A trade for AAPL - // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially - // have the same Trade ID. - Id string `json:"id"` + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. - ParticipantTimestamp int64 `json:"participant_timestamp"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Price The price of the trade. This is the actual dollar value per whole share of - // this trade. A trade of 100 shares with a price of $2.00 would be worth a - // total dollar value of $200.00. - Price float64 `json:"price"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // SequenceNumber The sequence number represents the sequence in which trade events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. - SequenceNumber int64 `json:"sequence_number"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. - SipTimestamp int64 `json:"sip_timestamp"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Size The size of a trade (also known as volume). - Size float64 `json:"size"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` - // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. - // * Tape A is NYSE listed securities - // * Tape B is NYSE ARCA / NYSE American - // * Tape C is NASDAQ - Tape *int32 `json:"tape,omitempty"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // TrfId The ID for the Trade Reporting Facility where the trade took place. - TrfId *int `json:"trf_id,omitempty"` + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` - // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade. - TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` - } `json:"results,omitempty"` + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` - // Status The status of this request's response. - Status string `json:"status"` + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"ticker,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetStocksTradesResponse) Status() string { +func (r GetForexSnapshotTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54456,128 +55709,121 @@ func (r GetStocksTradesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksTradesResponse) StatusCode() int { +func (r GetForexSnapshotTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListFinancialsResponse struct { +type GetForexSnapshotDirectionResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Count The total number of results for this request. - Count int `json:"count"` - - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Results An array of results containing the requested data. - Results []struct { - // AcceptanceDatetime The datetime (EST timezone) the filing was accepted by EDGAR in YYYYMMDDHHMMSS format. - AcceptanceDatetime *string `json:"acceptance_datetime,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Cik The CIK number for the company. - Cik string `json:"cik"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // CompanyName The company name. - CompanyName string `json:"company_name"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` - // EndDate The end date of the period that these financials cover in YYYYMMDD format. - EndDate *string `json:"end_date,omitempty"` + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` - // FilingDate The date that the SEC filing which these financials were derived from was made available. Note that this is not necessarily the date when this information became public, as some companies may publish a press release before filing with the SEC. - FilingDate *string `json:"filing_date,omitempty"` + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` - // Financials Structured financial statements with detailed data points and metadata. - Financials struct { - // BalanceSheet Balance sheet. - // The keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms. - BalanceSheet *struct { - // Asterisk An individual financial data point. - Asterisk *struct { - // DerivedFrom The list of report IDs (or errata) which were used to derive this data point. - // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceInterReportDerived. - DerivedFrom *[]string `json:"derived_from,omitempty"` + // B The bid price. + B float64 `json:"b"` - // Formula The name of the formula used to derive this data point from other financial data points. - // Information about the formulas can be found here. - // This value is only returned for data points that are not explicitly expressed within the XBRL source file when the `include_sources` query parameter is `true` and if source is SourceIntraReportImpute. - Formula *string `json:"formula,omitempty"` + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` - // Label A human readable label for the financial data point. - Label string `json:"label"` + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` - // Order An indicator of what order within the statement that you would find this data point. - Order int `json:"order"` + // Min The most recent minute bar for this ticker. + Min struct { + // C The close price for the symbol in the given time period. + C *float64 `json:"c,omitempty"` - // Source The source where this data point came from. This will be one of: SourceDirectReport, SourceIntraReportImpute or SourceInterReportDerived. - Source *string `json:"source,omitempty"` + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` - // Unit The unit of the financial data point. - Unit string `json:"unit"` + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,omitempty"` - // Value The value of the financial data point. - Value float32 `json:"value"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Xpath The XPath 1.0 query that identifies the fact from within the XBRL source file. - // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceDirectReport. - Xpath *string `json:"xpath,omitempty"` - } `json:"*,omitempty"` - } `json:"balance_sheet,omitempty"` + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` - // CashFlowStatement Cash flow statement. - // The keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms. - // See the attributes of the objects within `balance_sheet` for more details. - CashFlowStatement *map[string]interface{} `json:"cash_flow_statement,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` - // ComprehensiveIncome Comprehensive income. - // The keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms. - // See the attributes of the objects within `balance_sheet` for more details. - ComprehensiveIncome *map[string]interface{} `json:"comprehensive_income,omitempty"` + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` - // IncomeStatement Income statement. - // The keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms. - // See the attributes of the objects within `balance_sheet` for more details. - IncomeStatement *map[string]interface{} `json:"income_statement,omitempty"` - } `json:"financials"` + // PrevDay The previous day's bar for this ticker. + PrevDay struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // FiscalPeriod Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY). - FiscalPeriod string `json:"fiscal_period"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // FiscalYear Fiscal year of the report according to the company. - FiscalYear *string `json:"fiscal_year,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Sic The Standard Industrial Classification (SIC) code for the company. - Sic *string `json:"sic,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // SourceFilingFileUrl The URL of the specific XBRL instance document within the SEC filing that these financials were derived from. - SourceFilingFileUrl *string `json:"source_filing_file_url,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // SourceFilingUrl The URL of the SEC filing that these financials were derived from. - SourceFilingUrl *string `json:"source_filing_url,omitempty"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` - // StartDate The start date of the period that these financials cover in YYYYMMDD format. - StartDate *string `json:"start_date,omitempty"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // Tickers The list of ticker symbols for the company. - Tickers *[]string `json:"tickers,omitempty"` + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` - // Timeframe The timeframe of the report (quarterly, annual or ttm). - Timeframe string `json:"timeframe"` - } `json:"results"` + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc float64 `json:"todaysChangePerc"` - // Status The status of this request's response. - Status string `json:"status"` + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"tickers,omitempty"` } } // Status returns HTTPResponse.Status -func (r ListFinancialsResponse) Status() string { +func (r GetForexSnapshotDirectionResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54585,96 +55831,183 @@ func (r ListFinancialsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListFinancialsResponse) StatusCode() int { +func (r GetForexSnapshotDirectionResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListIPOsResponse struct { +type GetStocksSnapshotTickersResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + // Embedded fields due to inline allOf schema + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` - // Results An array of results containing the requested data. - Results *[]struct { - // AnnouncedDate The date when the IPO event was announced. - AnnouncedDate *openapi_types.Date `json:"announced_date,omitempty"` + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // CurrencyCode Underlying currency of the security. - CurrencyCode *string `json:"currency_code,omitempty"` + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` - // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. - FinalIssuePrice *float32 `json:"final_issue_price,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. - HighestOfferPrice *float32 `json:"highest_offer_price,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // IpoStatus The status of the IPO event. IPO events start out as status "rumor" or "pending". On listing day, the status changes to "new". After the listing day, the status changes to "history". - // - // The status "direct_listing_process" corresponds to a type of offering where, instead of going through all the IPO processes, the company decides to list its shares directly on an exchange, without using an investment bank or other intermediaries. This is called a direct listing, direct placement, or direct public offering (DPO). - IpoStatus ListIPOs200ResultsIpoStatus `json:"ipo_status"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. - Isin *string `json:"isin,omitempty"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // IssuerName Name of issuer. - IssuerName string `json:"issuer_name"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // LastUpdated The date when the IPO event was last modified. - LastUpdated openapi_types.Date `json:"last_updated"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` - // ListingDate First trading date for the newly listed entity. - ListingDate *openapi_types.Date `json:"listing_date,omitempty"` + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` - // LotSize The minimum number of shares that can be bought or sold in a single transaction. - LotSize *float32 `json:"lot_size,omitempty"` + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` - // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. - LowestOfferPrice *float32 `json:"lowest_offer_price,omitempty"` + // S The ask size in lots. + AskSize int `json:"S"` - // MaxSharesOffered The upper limit of the shares that the company is offering to investors. - MaxSharesOffered *float32 `json:"max_shares_offered,omitempty"` + // P The bid price. + BidPrice float64 `json:"p"` - // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. - MinSharesOffered *float32 `json:"min_shares_offered,omitempty"` + // S The bid size in lots. + BidSize int `json:"s"` - // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` - // SecurityDescription Description of the security. - SecurityDescription *string `json:"security_description,omitempty"` + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` - // SecurityType The classification of the stock. For example, "CS" stands for Common Stock. - SecurityType string `json:"security_type"` + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` - // SharesOutstanding The total number of shares that the company has issued and are held by investors. - SharesOutstanding *float32 `json:"shares_outstanding,omitempty"` + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` - // Ticker The ticker symbol of the IPO event. - Ticker string `json:"ticker"` + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` - // TotalOfferSize The total amount raised by the company for IPO. - TotalOfferSize *float32 `json:"total_offer_size,omitempty"` + // S The size (volume) of the trade. + BidSize int `json:"s"` - // UsCode This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades. - UsCode *string `json:"us_code,omitempty"` - } `json:"results,omitempty"` + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` - // Status The status of this request's response. - Status *string `json:"status,omitempty"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"tickers,omitempty"` } } -type ListIPOs200ResultsIpoStatus string // Status returns HTTPResponse.Status -func (r ListIPOsResponse) Status() string { +func (r GetStocksSnapshotTickersResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54682,1281 +56015,5085 @@ func (r ListIPOsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListIPOsResponse) StatusCode() int { +func (r GetStocksSnapshotTickersResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetEventsResponse struct { +type GetStocksSnapshotTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + RequestId string `json:"request_id"` + // Embedded fields due to inline allOf schema + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // Results Contains the requested event data for the specified ticker. - Results *struct { - // Events An array of event containing the requested data. - Events *[]GetEvents_200_Results_Events_Item `json:"events,omitempty"` + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` - // Name The name of the asset. - Name *string `json:"name,omitempty"` - } `json:"results,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Status The status of this request's response. - Status *string `json:"status,omitempty"` - } -} -type GetEvents200ResultsEvents0 struct { - // Date The date the event took place - Date openapi_types.Date `json:"date"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // EventType The type of historical event for the asset - EventType string `json:"event_type"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // TickerChange Details about a ticker change - TickerChange *struct { - // Ticker A ticker symbol - Ticker *string `json:"ticker,omitempty"` - } `json:"ticker_change,omitempty"` -} -type GetEvents_200_Results_Events_Item struct { - union json.RawMessage -} + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` -// Status returns HTTPResponse.Status -func (r GetEventsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetEventsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` -// GetBenzingaV1AnalystInsightsWithResponse request returning *GetBenzingaV1AnalystInsightsResponse -func (c *ClientWithResponses) GetBenzingaV1AnalystInsightsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystInsightsResponse, error) { - rsp, err := c.GetBenzingaV1AnalystInsights(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1AnalystInsightsResponse(rsp) -} + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` -// GetBenzingaV1AnalystsWithResponse request returning *GetBenzingaV1AnalystsResponse -func (c *ClientWithResponses) GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) { - rsp, err := c.GetBenzingaV1Analysts(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1AnalystsResponse(rsp) -} + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` -// GetBenzingaV1BullsBearsSayWithResponse request returning *GetBenzingaV1BullsBearsSayResponse -func (c *ClientWithResponses) GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) { - rsp, err := c.GetBenzingaV1BullsBearsSay(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1BullsBearsSayResponse(rsp) -} + // S The ask size in lots. + AskSize int `json:"S"` -// GetBenzingaV1ConsensusRatingsWithResponse request returning *GetBenzingaV1ConsensusRatingsResponse -func (c *ClientWithResponses) GetBenzingaV1ConsensusRatingsWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsResponse, error) { - rsp, err := c.GetBenzingaV1ConsensusRatings(ctx, ticker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1ConsensusRatingsResponse(rsp) -} + // P The bid price. + BidPrice float64 `json:"p"` -// GetBenzingaV1EarningsWithResponse request returning *GetBenzingaV1EarningsResponse -func (c *ClientWithResponses) GetBenzingaV1EarningsWithResponse(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1EarningsResponse, error) { - rsp, err := c.GetBenzingaV1Earnings(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1EarningsResponse(rsp) -} + // S The bid size in lots. + BidSize int `json:"s"` -// GetBenzingaV1FirmsWithResponse request returning *GetBenzingaV1FirmsResponse -func (c *ClientWithResponses) GetBenzingaV1FirmsWithResponse(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1FirmsResponse, error) { - rsp, err := c.GetBenzingaV1Firms(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1FirmsResponse(rsp) -} + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` -// GetBenzingaV1GuidanceWithResponse request returning *GetBenzingaV1GuidanceResponse -func (c *ClientWithResponses) GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, error) { - rsp, err := c.GetBenzingaV1Guidance(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1GuidanceResponse(rsp) -} + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` -// GetBenzingaV1RatingsWithResponse request returning *GetBenzingaV1RatingsResponse -func (c *ClientWithResponses) GetBenzingaV1RatingsWithResponse(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1RatingsResponse, error) { - rsp, err := c.GetBenzingaV1Ratings(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV1RatingsResponse(rsp) -} + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` -// GetBenzingaV2NewsWithResponse request returning *GetBenzingaV2NewsResponse -func (c *ClientWithResponses) GetBenzingaV2NewsWithResponse(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV2NewsResponse, error) { - rsp, err := c.GetBenzingaV2News(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetBenzingaV2NewsResponse(rsp) -} + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` -// GetCryptoV1ExchangesWithResponse request returning *GetCryptoV1ExchangesResponse -func (c *ClientWithResponses) GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) { - rsp, err := c.GetCryptoV1Exchanges(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoV1ExchangesResponse(rsp) -} + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` -// GetEtfGlobalV1AnalyticsWithResponse request returning *GetEtfGlobalV1AnalyticsResponse -func (c *ClientWithResponses) GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, error) { - rsp, err := c.GetEtfGlobalV1Analytics(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetEtfGlobalV1AnalyticsResponse(rsp) -} + // S The size (volume) of the trade. + BidSize int `json:"s"` -// GetEtfGlobalV1ConstituentsWithResponse request returning *GetEtfGlobalV1ConstituentsResponse -func (c *ClientWithResponses) GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) { - rsp, err := c.GetEtfGlobalV1Constituents(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetEtfGlobalV1ConstituentsResponse(rsp) -} + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` -// GetEtfGlobalV1FundFlowsWithResponse request returning *GetEtfGlobalV1FundFlowsResponse -func (c *ClientWithResponses) GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) { - rsp, err := c.GetEtfGlobalV1FundFlows(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetEtfGlobalV1FundFlowsResponse(rsp) -} + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` -// GetEtfGlobalV1ProfilesWithResponse request returning *GetEtfGlobalV1ProfilesResponse -func (c *ClientWithResponses) GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, error) { - rsp, err := c.GetEtfGlobalV1Profiles(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetEtfGlobalV1ProfilesResponse(rsp) -} + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` -// GetEtfGlobalV1TaxonomiesWithResponse request returning *GetEtfGlobalV1TaxonomiesResponse -func (c *ClientWithResponses) GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) { - rsp, err := c.GetEtfGlobalV1Taxonomies(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetEtfGlobalV1TaxonomiesResponse(rsp) -} + // C The close price for the symbol in the given time period. + C float64 `json:"c"` -// GetFedV1InflationWithResponse request returning *GetFedV1InflationResponse -func (c *ClientWithResponses) GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) { - rsp, err := c.GetFedV1Inflation(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetFedV1InflationResponse(rsp) -} + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` -// GetFedV1InflationExpectationsWithResponse request returning *GetFedV1InflationExpectationsResponse -func (c *ClientWithResponses) GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, error) { - rsp, err := c.GetFedV1InflationExpectations(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetFedV1InflationExpectationsResponse(rsp) -} + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` -// GetFedV1LaborMarketWithResponse request returning *GetFedV1LaborMarketResponse -func (c *ClientWithResponses) GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) { - rsp, err := c.GetFedV1LaborMarket(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetFedV1LaborMarketResponse(rsp) -} + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` -// GetFedV1TreasuryYieldsWithResponse request returning *GetFedV1TreasuryYieldsResponse -func (c *ClientWithResponses) GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) { - rsp, err := c.GetFedV1TreasuryYields(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetFedV1TreasuryYieldsResponse(rsp) -} + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` -// GetForexV1ExchangesWithResponse request returning *GetForexV1ExchangesResponse -func (c *ClientWithResponses) GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, error) { - rsp, err := c.GetForexV1Exchanges(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetForexV1ExchangesResponse(rsp) -} + // N The number of transactions in the aggregate window. + N int `json:"n"` -// GetFuturesAggregatesWithResponse request returning *GetFuturesAggregatesResponse -func (c *ClientWithResponses) GetFuturesAggregatesWithResponse(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*GetFuturesAggregatesResponse, error) { - rsp, err := c.GetFuturesAggregates(ctx, ticker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetFuturesAggregatesResponse(rsp) -} + // O The open price for the symbol in the given time period. + O float64 `json:"o"` -// GetFuturesVXContractsWithResponse request returning *GetFuturesVXContractsResponse -func (c *ClientWithResponses) GetFuturesVXContractsWithResponse(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXContractsResponse, error) { - rsp, err := c.GetFuturesVXContracts(ctx, params, reqEditors...) - if err != nil { - return nil, err + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"ticker,omitempty"` } - return ParseGetFuturesVXContractsResponse(rsp) } -// GetFuturesVXExchangesWithResponse request returning *GetFuturesVXExchangesResponse -func (c *ClientWithResponses) GetFuturesVXExchangesWithResponse(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXExchangesResponse, error) { - rsp, err := c.GetFuturesVXExchanges(ctx, params, reqEditors...) - if err != nil { - return nil, err +// Status returns HTTPResponse.Status +func (r GetStocksSnapshotTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status } - return ParseGetFuturesVXExchangesResponse(rsp) + return http.StatusText(0) } -// GetFuturesVXMarketStatusWithResponse request returning *GetFuturesVXMarketStatusResponse -func (c *ClientWithResponses) GetFuturesVXMarketStatusWithResponse(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesVXMarketStatusResponse, error) { - rsp, err := c.GetFuturesVXMarketStatus(ctx, params, reqEditors...) - if err != nil { - return nil, err +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksSnapshotTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode } - return ParseGetFuturesVXMarketStatusResponse(rsp) + return 0 } -// GetFuturesVXProductsWithResponse request returning *GetFuturesVXProductsResponse -func (c *ClientWithResponses) GetFuturesVXProductsWithResponse(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXProductsResponse, error) { +type GetStocksSnapshotDirectionResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // Status The status of this request's response. + Status string `json:"status"` + // Embedded fields due to inline allOf schema + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { + // Day The most recent daily bar for this ticker. + Day *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` + + // Fmv 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, contact us. + Fmv *float64 `json:"fmv,omitempty"` + + // LastQuote The most recent quote for this ticker. This is only returned if your current plan includes quotes. + LastQuote *struct { + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size in lots. + AskSize int `json:"S"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size in lots. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + } `json:"lastQuote,omitempty"` + + // LastTrade The most recent trade for this ticker. This is only returned if your current plan includes trades. + LastTrade *struct { + // C The trade conditions. + C []int `json:"c"` + + // Ds The size of the trade including fractional shares, respresented as a string. + Ds string `json:"ds"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // S The size (volume) of the trade. + BidSize int `json:"s"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + } `json:"lastTrade,omitempty"` + + // Min The most recent minute bar for this ticker. + Min *struct { + // Av The accumulated volume. + Av int `json:"av"` + + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // Dav The accumulated volume including fractional shares, respresented as a string. + Dav string `json:"dav"` + + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // N The number of transactions in the aggregate window. + N int `json:"n"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"min,omitempty"` + + // PrevDay The previous day's bar for this ticker. + PrevDay *struct { + // C The close price for the symbol in the given time period. + C float64 `json:"c"` + + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` + + // O The open price for the symbol in the given time period. + O float64 `json:"o"` + + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` + + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + + // TodaysChange The value of the change from the previous day. + TodaysChange *float64 `json:"todaysChange,omitempty"` + + // TodaysChangePerc The percentage change since the previous day. + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` + + // Updated The last updated timestamp. + Updated *int `json:"updated,omitempty"` + } `json:"tickers,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksSnapshotDirectionResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksSnapshotDirectionResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type DeprecatedGetHistoricStocksQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,omitempty"` + + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,omitempty"` + + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + // Embedded fields due to inline allOf schema + Results *[]struct { + // Embedded fields due to inline allOf schema + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F int `json:"f"` + + // Q The sequence number represents the sequence in which message events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + Q int64 `json:"q"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + // Embedded fields due to inline allOf schema + // P The ask price. + AskPrice float64 `json:"P"` + + // S The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize int `json:"S"` + + // X The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange int `json:"X"` + + // C A list of condition codes. + C []int `json:"c"` + + // I The indicators. For more information, see our glossary of [Conditions and + // Indicators](https://massive.com/glossary/conditions-indicators). + I []int `json:"i"` + + // P The bid price. + BidPrice float64 `json:"p"` + + // S The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize int `json:"s"` + + // X The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z int `json:"z"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r DeprecatedGetHistoricStocksQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetHistoricStocksQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type DeprecatedGetHistoricStocksTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,omitempty"` + + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,omitempty"` + + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker *string `json:"ticker,omitempty"` + // Embedded fields due to inline allOf schema + Results *[]struct { + // Embedded fields due to inline allOf schema + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` + + // F The nanosecond accuracy TRF(Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this message. + F int `json:"f"` + + // Q The sequence number represents the sequence in which message events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + Q int64 `json:"q"` + + // T The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this message from the exchange which produced it. + Timestamp int `json:"t"` + + // Y The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + Y int `json:"y"` + // Embedded fields due to inline allOf schema + // C A list of condition codes. + C []int `json:"c"` + + // E The trade correction indicator. + E int `json:"e"` + + // I The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + I string `json:"i"` + + // P The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + BidPrice float64 `json:"p"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R int `json:"r"` + + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` + + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` + + // Z There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Z int `json:"z"` + } `json:"results,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r DeprecatedGetHistoricStocksTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetHistoricStocksTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetForexQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the quote was generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetForexQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // SequenceNumber The sequence number represents the sequence in which quote events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` + + // AskSize The total number of shares available for sale at the current ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` + + // BidSize The total number of shares that buyers want to purchase at the current bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Indicators A list of indicator codes. + Indicators *[]int32 `json:"indicators,omitempty"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + + // SequenceNumber The sequence number represents the sequence in which quote events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Tape *int32 `json:"tape,omitempty"` + + // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote. + TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksQuotesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksQuotesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListConditionsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions200ResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions200ResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditions200ResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSON400 *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions400ResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions400ResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditions400ResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSONDefault *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditionsDefaultResultsAssetClass `json:"asset_class"` + + // DataTypes Data types that this condition applies to. + DataTypes []ListConditionsDefaultResultsDataTypes `json:"data_types"` + + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` + + // Exchange If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. + // In other words, data with this condition attached comes exclusively from the given exchange. + Exchange *int `json:"exchange,omitempty"` + + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` + + // Legacy If true, this condition is from an old version of the SIPs' specs and no longer is used. + // Other conditions may or may not reuse the same symbol as this one. + Legacy *bool `json:"legacy,omitempty"` + + // Name The name of this condition. + Name string `json:"name"` + + // SipMapping A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting. + SipMapping struct { + // CTA Condition code from the Consolidated Tape Association (CTA). + CTA *string `json:"CTA,omitempty"` + + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` + + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` + + // Type An identifier for a collection of related conditions. + Type ListConditionsDefaultResultsType `json:"type"` + + // UpdateRules A list of aggregation rules. + UpdateRules *struct { + // Consolidated Describes aggregation rules on a consolidated (all exchanges) basis. + Consolidated struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` + + // MarketCenter Describes aggregation rules on a per-market-center basis. + MarketCenter struct { + // UpdatesHighLow Whether or not trades with this condition update the high/low. + UpdatesHighLow bool `json:"updates_high_low"` + + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` + + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"market_center"` + } `json:"update_rules,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type ListConditions200ResultsAssetClass string +type ListConditions200ResultsDataTypes string +type ListConditions200ResultsType string +type ListConditions400ResultsAssetClass string +type ListConditions400ResultsDataTypes string +type ListConditions400ResultsType string +type ListConditionsDefaultResultsAssetClass string +type ListConditionsDefaultResultsDataTypes string +type ListConditionsDefaultResultsType string + +// Status returns HTTPResponse.Status +func (r ListConditionsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListConditionsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListDividendsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // CashAmount The cash amount of the dividend per share owned. + CashAmount float32 `json:"cash_amount"` + + // Currency The currency in which the dividend is paid. + Currency *string `json:"currency,omitempty"` + + // DeclarationDate The date that the dividend was announced. + DeclarationDate *string `json:"declaration_date,omitempty"` + + // DividendType The type of dividend. Dividends that have been paid and/or are expected to be paid on consistent schedules are denoted as CD. + // Special Cash dividends that have been paid that are infrequent or unusual, and/or can not be expected to occur in the future are denoted as SC. + // Long-Term and Short-Term capital gain distributions are denoted as LT and ST, respectively. + DividendType ListDividends200ResultsDividendType `json:"dividend_type"` + + // ExDividendDate The date that the stock first trades without the dividend, determined by the exchange. + ExDividendDate string `json:"ex_dividend_date"` + + // Frequency The number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2 (bi-annually), 4 (quarterly), 12 (monthly), 24 (bi-monthly), and 52 (weekly). + Frequency int `json:"frequency"` + + // Id The unique identifier of the dividend. + Id string `json:"id"` + + // PayDate The date that the dividend is paid out. + PayDate *string `json:"pay_date,omitempty"` + + // RecordDate The date that the stock must be held to receive the dividend, set by the company. + RecordDate *string `json:"record_date,omitempty"` + + // Ticker The ticker symbol of the dividend. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListDividends200ResultsDividendType string + +// Status returns HTTPResponse.Status +func (r ListDividendsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListDividendsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Acronym A commonly used abbreviation for this exchange. + Acronym *string `json:"acronym,omitempty"` + + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListExchanges200ResultsAssetClass `json:"asset_class"` + + // Id A unique identifier used by Massive for this exchange. + Id int `json:"id"` + + // Locale An identifier for a geographical location. + Locale ListExchanges200ResultsLocale `json:"locale"` + + // Mic The Market Identifier Code of this exchange (see ISO 10383). + Mic *string `json:"mic,omitempty"` + + // Name Name of this exchange. + Name string `json:"name"` + + // OperatingMic The MIC of the entity that operates this exchange. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId The ID used by SIP's to represent this exchange. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Represents the type of exchange. + Type ListExchanges200ResultsType `json:"type"` + + // Url A link to this exchange's website, if one exists. + Url *string `json:"url,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSON400 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSONDefault *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type ListExchanges200ResultsAssetClass string +type ListExchanges200ResultsLocale string +type ListExchanges200ResultsType string + +// Status returns HTTPResponse.Status +func (r ListExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListOptionsContractsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. + // See here for some examples of what might cause a contract to have additional underlyings. + AdditionalUnderlyings *[]struct { + // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. + Amount *float32 `json:"amount,omitempty"` + + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,omitempty"` + + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` + + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,omitempty"` + + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,omitempty"` + + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *ListOptionsContracts200ResultsExerciseStyle `json:"exercise_style,omitempty"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_date,omitempty"` + + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` + + // Ticker The ticker for the option contract. + Ticker *string `json:"ticker,omitempty"` + + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListOptionsContracts200ResultsExerciseStyle string + +// Status returns HTTPResponse.Status +func (r ListOptionsContractsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListOptionsContractsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsContractResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Contains the requested data for the specified options contract. + Results *struct { + // AdditionalUnderlyings If an option contract has additional underlyings or deliverables associated with it, they will appear here. + // See here for some examples of what might cause a contract to have additional underlyings. + AdditionalUnderlyings *[]struct { + // Amount The number of shares per contract of the additional underlying, or the cash-in-lieu amount of the currency. + Amount *float32 `json:"amount,omitempty"` + + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,omitempty"` + + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` + + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,omitempty"` + + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,omitempty"` + + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *GetOptionsContract200ResultsExerciseStyle `json:"exercise_style,omitempty"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_date,omitempty"` + + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` + + // Ticker The ticker for the option contract. + Ticker *string `json:"ticker,omitempty"` + + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type GetOptionsContract200ResultsExerciseStyle string + +// Status returns HTTPResponse.Status +func (r GetOptionsContractResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsContractResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListStockSplitsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // ExecutionDate The execution date of the stock split. On this date the stock split was applied. + ExecutionDate string `json:"execution_date"` + + // Id The unique identifier for this stock split. + Id string `json:"id"` + + // SplitFrom The second number in the split ratio. + // + // For example: In a 2-for-1 split, split_from would be 1. + SplitFrom float32 `json:"split_from"` + + // SplitTo The first number in the split ratio. + // + // For example: In a 2-for-1 split, split_to would be 2. + SplitTo float32 `json:"split_to"` + + // Ticker The ticker symbol of the stock split. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} + +// Status returns HTTPResponse.Status +func (r ListStockSplitsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListStockSplitsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListTickersResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of tickers that match your query. + // + // Note: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response. + Results *[]struct { + // Active Whether or not the asset is actively traded. False means the asset has been delisted. + Active *bool `json:"active,omitempty"` + + // BaseCurrencyName The name of the currency that this asset is priced against. + BaseCurrencyName *string `json:"base_currency_name,omitempty"` + + // BaseCurrencySymbol The ISO 4217 code of the currency that this asset is priced against. + BaseCurrencySymbol *string `json:"base_currency_symbol,omitempty"` + + // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,omitempty"` + + // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + CompositeFigi *string `json:"composite_figi,omitempty"` + + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName *string `json:"currency_name,omitempty"` + + // CurrencySymbol The ISO 4217 code of the currency that this asset is traded with. + CurrencySymbol *string `json:"currency_symbol,omitempty"` + + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + + // LastUpdatedUtc The information is accurate up to this time. + LastUpdatedUtc *time.Time `json:"last_updated_utc,omitempty"` + + // Locale The locale of the asset. + Locale ListTickers200ResultsLocale `json:"locale"` + + // Market The market type of the asset. + Market ListTickers200ResultsMarket `json:"market"` + + // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. + Name string `json:"name"` + + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + ShareClassFigi *string `json:"share_class_figi,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). + Type *string `json:"type,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListTickers200ResultsLocale string +type ListTickers200ResultsMarket string + +// Status returns HTTPResponse.Status +func (r ListTickersResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListTickersResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListTickerTypesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListTickerTypes200ResultsAssetClass `json:"asset_class"` + + // Code A code used by Massive to refer to this ticker type. + Code string `json:"code"` + + // Description A short description of this ticker type. + Description string `json:"description"` + + // Locale An identifier for a geographical location. + Locale ListTickerTypes200ResultsLocale `json:"locale"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSON400 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } + JSONDefault *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type ListTickerTypes200ResultsAssetClass string +type ListTickerTypes200ResultsLocale string + +// Status returns HTTPResponse.Status +func (r ListTickerTypesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListTickerTypesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetTickerResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Ticker with details. + Results *struct { + // Active Whether or not the asset is actively traded. False means the asset has been delisted. + Active bool `json:"active"` + + // Address Company headquarters address details. + Address *struct { + // Address1 The first line of the company's headquarters address. + Address1 *string `json:"address1,omitempty"` + + // Address2 The second line of the company's headquarters address, if applicable. + Address2 *string `json:"address2,omitempty"` + + // City The city of the company's headquarters address. + City *string `json:"city,omitempty"` + + // PostalCode The postal code of the company's headquarters address. + PostalCode *string `json:"postal_code,omitempty"` + + // State The state of the company's headquarters address. + State *string `json:"state,omitempty"` + } `json:"address,omitempty"` + + // Branding Provides URLs aiding in visual identification. + Branding *struct { + // IconUrl A link to this ticker's company's icon. Icon's are generally smaller, square images that represent the company at a glance. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + IconUrl *string `json:"icon_url,omitempty"` + + // LogoUrl A link to this ticker's company's logo. + // Note that you must provide an API key when accessing this URL. See the "Authentication" section at the top of this page for more details. + LogoUrl *string `json:"logo_url,omitempty"` + } `json:"branding,omitempty"` + + // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,omitempty"` + + // CompositeFigi The composite OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + CompositeFigi *string `json:"composite_figi,omitempty"` + + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName string `json:"currency_name"` + + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` + + // Description A description of the company and what they do/offer. + Description *string `json:"description,omitempty"` + + // HomepageUrl The URL of the company's website homepage. + HomepageUrl *string `json:"homepage_url,omitempty"` + + // ListDate The date that the symbol was first publicly listed in the format YYYY-MM-DD. + ListDate *string `json:"list_date,omitempty"` + + // Locale The locale of the asset. + Locale GetTicker200ResultsLocale `json:"locale"` + + // Market The market type of the asset. + Market GetTicker200ResultsMarket `json:"market"` + + // MarketCap The most recent close price of the ticker multiplied by weighted outstanding shares. + MarketCap *float64 `json:"market_cap,omitempty"` + + // Name The name of the asset. For stocks/equities this will be the companies registered name. For crypto/fx this will be the name of the currency or coin pair. + Name string `json:"name"` + + // PhoneNumber The phone number for the company behind this ticker. + PhoneNumber *string `json:"phone_number,omitempty"` + + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // RoundLot Round lot size of this security. + RoundLot *float64 `json:"round_lot,omitempty"` + + // ShareClassFigi The share Class OpenFIGI number for this ticker. Find more information [here](https://www.openfigi.com/about/figi) + ShareClassFigi *string `json:"share_class_figi,omitempty"` + + // ShareClassSharesOutstanding The recorded number of outstanding shares for this particular share class. + ShareClassSharesOutstanding *float64 `json:"share_class_shares_outstanding,omitempty"` + + // SicCode The standard industrial classification code for this ticker. For a list of SIC Codes, see the SEC's SIC Code List. + SicCode *string `json:"sic_code,omitempty"` + + // SicDescription A description of this ticker's SIC code. + SicDescription *string `json:"sic_description,omitempty"` + + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` + + // TickerRoot The root of a specified ticker. For example, the root of BRK.A is BRK. + TickerRoot *string `json:"ticker_root,omitempty"` + + // TickerSuffix The suffix of a specified ticker. For example, the suffix of BRK.A is A. + TickerSuffix *string `json:"ticker_suffix,omitempty"` + + // TotalEmployees The approximate number of employees for the company. + TotalEmployees *float32 `json:"total_employees,omitempty"` + + // Type The type of the asset. Find the types that we support via our [Ticker Types API](https://massive.com/docs/rest/stocks/tickers/ticker-types). + Type *string `json:"type,omitempty"` + + // WeightedSharesOutstanding The shares outstanding calculated assuming all shares of other share classes are converted to this share class. + WeightedSharesOutstanding *float64 `json:"weighted_shares_outstanding,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type GetTicker200ResultsLocale string +type GetTicker200ResultsMarket string + +// Status returns HTTPResponse.Status +func (r GetTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetSnapshotsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice *float64 `json:"break_even_price,omitempty"` + + // Details The details for this contract. + Details *struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetSnapshots200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshots200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + } `json:"details,omitempty"` + + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // Fmv 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, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastMinute The most recent minute aggregate for this stock. + LastMinute *struct { + // Close The closing value for the minute aggreate. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the minute aggregate with decimal precision. This field provides support for fractional shares, representing volume as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // High The highest value for the minute aggregate. + High float64 `json:"high"` + + // Low The lowest value for the minute aggregate. + Low float64 `json:"low"` + + // Open The open value for the minute aggregate. + Open float64 `json:"open"` + + // Transactions The number of transactions that took place within the minute aggregate. + Transactions int32 `json:"transactions"` + + // Volume The trading volume for the minute aggregate. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the minute aggregate. + Vwap float64 `json:"vwap"` + } `json:"last_minute,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote *struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"ask_exchange,omitempty"` + + // AskSize The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price. + AskSize *float64 `json:"ask_size,omitempty"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"bid_exchange,omitempty"` + + // BidSize The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price. + BidSize *float64 `json:"bid_size,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated int64 `json:"last_updated"` + + // Midpoint The average of the bid and ask price. + Midpoint *float64 `json:"midpoint,omitempty"` + + // Timeframe The time relevance of the data. + Timeframe GetSnapshots200ResultsLastQuoteTimeframe `json:"timeframe"` + } `json:"last_quote,omitempty"` + + // LastTrade The most recent quote for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // DecimalSize The size of a trade, including fractional shares, represented as a decimal string where the fractional part is expressed in millionths. This field is only returned for stocks snapshots. + DecimalSize *string `json:"decimal_size,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int `json:"exchange,omitempty"` + + // Id The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID. + Id *string `json:"id,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp *int64 `json:"sip_timestamp,omitempty"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. Possible values for stocks, options, crypto, and forex snapshots are open, closed, early_trading, or late_trading. + // Possible values for indices snapshots are regular_trading, closed, early_trading, and late_trading. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name The name of this contract. + Name *string `json:"name,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest *float64 `json:"open_interest,omitempty"` + + // Session Comprehensive trading session metrics, detailing price changes, trading volume, and key price points (open, close, high, low) for the asset within the current trading day. Includes specific changes during early, regular, and late trading periods to enable detailed performance analysis and trend tracking. + Session *struct { + // Change The value of the price change for the asset from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price of the asset for the day. + Close float64 `json:"close"` + + // DecimalVolume The trading volume for the asset for the day with decimal precision. This field provides support for fractional shares, representing volume as a decimal string. This field is only returned for stocks snapshots. + DecimalVolume *string `json:"decimal_volume,omitempty"` + + // EarlyTradingChange Today's early trading change amount, difference between price and previous close if in early trading hours, otherwise difference between last price during early trading and previous close. + EarlyTradingChange *float64 `json:"early_trading_change,omitempty"` + + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` + + // High The highest price of the asset for the day. + High float64 `json:"high"` + + // LateTradingChange Today's late trading change amount, difference between price and today's close if in late trading hours, otherwise difference between last price during late trading and today's close. + LateTradingChange *float64 `json:"late_trading_change,omitempty"` + + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` + + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` + + // Open The open price of the asset for the day. + Open float64 `json:"open"` + + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,omitempty"` + + // RegularTradingChange Today's change in regular trading hours, difference between current price and previous trading day's close, otherwise difference between today's close and previous day's close. + RegularTradingChange *float64 `json:"regular_trading_change,omitempty"` + + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsTimeframe `json:"timeframe,omitempty"` + + // Type The asset class for this ticker. + Type *GetSnapshots200ResultsType `json:"type,omitempty"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset *struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset,omitempty"` + + // Value Value of Index. + Value *float32 `json:"value,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetSnapshots200ResultsDetailsContractType string +type GetSnapshots200ResultsDetailsExerciseStyle string +type GetSnapshots200ResultsLastQuoteTimeframe string +type GetSnapshots200ResultsLastTradeTimeframe string +type GetSnapshots200ResultsTimeframe string +type GetSnapshots200ResultsType string +type GetSnapshots200ResultsUnderlyingAssetTimeframe string + +// Status returns HTTPResponse.Status +func (r GetSnapshotsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetSnapshotsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetIndicesSnapshotResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,omitempty"` + + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` + + // Name Name of Index. + Name *string `json:"name,omitempty"` + + // Session Trading session metrics, detailing change percentages and key price points (open, close, high, low) for the asset within the current trading day. + Session *struct { + // Change The value of the change for the index from the previous trading day. + Change *float64 `json:"change,omitempty"` + + // ChangePercent The percent of the change for the index from the previous trading day. + ChangePercent *float64 `json:"change_percent,omitempty"` + + // Close The closing value for the index of the day. + Close *float64 `json:"close,omitempty"` + + // High The highest value for the index of the day. + High *float64 `json:"high,omitempty"` + + // Low The lowest value for the index of the day. + Low *float64 `json:"low,omitempty"` + + // Open The open value for the index of the day. + Open *float64 `json:"open,omitempty"` + + // PreviousClose The closing value for the index of previous trading day. + PreviousClose *float64 `json:"previous_close,omitempty"` + } `json:"session,omitempty"` + + // Ticker Ticker of asset queried. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetIndicesSnapshot200ResultsTimeframe `json:"timeframe,omitempty"` + + // Type The indices market. + Type *GetIndicesSnapshot200ResultsType `json:"type,omitempty"` + + // Value Value of Index. + Value *float32 `json:"value,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetIndicesSnapshot200ResultsTimeframe string +type GetIndicesSnapshot200ResultsType string + +// Status returns HTTPResponse.Status +func (r GetIndicesSnapshotResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetIndicesSnapshotResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsChainResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results *[]struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice float64 `json:"break_even_price"` + + // Day The most recent daily bar for this contract. + Day struct { + // Change The value of the price change for the contract from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price for the contract of the day. + Close float64 `json:"close"` + + // High The highest price for the contract of the day. + High float64 `json:"high"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` + + // Open The open price for the contract of the day. + Open float64 `json:"open"` + + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` + + // Details The details for this contract. + Details struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetOptionsChain200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetOptionsChain200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + } `json:"details"` + + // Fmv 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, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int32 `json:"ask_exchange,omitempty"` + + // AskSize The ask size. + AskSize float64 `json:"ask_size"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int32 `json:"bid_exchange,omitempty"` + + // BidSize The bid size. + BidSize float64 `json:"bid_size"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Midpoint The average of the bid and ask price. + Midpoint float64 `json:"midpoint"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` + } `json:"last_quote"` + + // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest float64 `json:"open_interest"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetOptionsChain200ResultsDetailsContractType string +type GetOptionsChain200ResultsDetailsExerciseStyle string +type GetOptionsChain200ResultsLastQuoteTimeframe string +type GetOptionsChain200ResultsLastTradeTimeframe string +type GetOptionsChain200ResultsUnderlyingAssetTimeframe string + +// Status returns HTTPResponse.Status +func (r GetOptionsChainResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsChainResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionContractResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results Contains the requested snapshot data for the specified contract. + Results *struct { + // BreakEvenPrice The price of the underlying asset for the contract to break even. For a call, this value is (strike price + premium paid). For a put, this value is (strike price - premium paid). + BreakEvenPrice float64 `json:"break_even_price"` + + // Day The most recent daily bar for this contract. + Day struct { + // Change The value of the price change for the contract from the previous trading day. + Change float64 `json:"change"` + + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` + + // Close The closing price for the contract of the day. + Close float64 `json:"close"` + + // High The highest price for the contract of the day. + High float64 `json:"high"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` + + // Open The open price for the contract of the day. + Open float64 `json:"open"` + + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` + + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` + + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` + + // Details The details for this contract. + Details struct { + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType GetOptionContract200ResultsDetailsContractType `json:"contract_type"` + + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetOptionContract200ResultsDetailsExerciseStyle `json:"exercise_style"` + + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` + + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` + + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` + } `json:"details"` + + // Fmv 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, contact us. + Fmv *float32 `json:"fmv,omitempty"` + + // FmvLastUpdated If Fair Market Value (FMV) is available, this field is the nanosecond timestamp of the last FMV calculation. + FmvLastUpdated *int64 `json:"fmv_last_updated,omitempty"` + + // Greeks The greeks for this contract. + // There are certain circumstances where greeks will not be returned, such as options contracts that are deep in the money. + // See this article for more information. + Greeks *struct { + // Delta The change in the option's price per $0.01 increment in the price of the underlying asset. + Delta float64 `json:"delta"` + + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` + + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` + + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` + + // ImpliedVolatility The market's forecast for the volatility of the underlying asset, based on this option's current price. + ImpliedVolatility *float64 `json:"implied_volatility,omitempty"` + + // LastQuote The most recent quote for this contract. This is only returned if your current plan includes quotes. + LastQuote struct { + // Ask The ask price. + Ask float64 `json:"ask"` + + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int32 `json:"ask_exchange,omitempty"` + + // AskSize The ask size. + AskSize float64 `json:"ask_size"` + + // Bid The bid price. + Bid float64 `json:"bid"` + + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int32 `json:"bid_exchange,omitempty"` + + // BidSize The bid size. + BidSize float64 `json:"bid_size"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Midpoint The average of the bid and ask price. + Midpoint float64 `json:"midpoint"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` + } `json:"last_quote"` + + // LastTrade The most recent trade for this contract. This is only returned if your current plan includes trades. + LastTrade *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` + + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest float64 `json:"open_interest"` + + // UnderlyingAsset Information on the underlying stock for this options contract. The market data returned depends on your current stocks plan. + UnderlyingAsset struct { + // ChangeToBreakEven The change in price for the contract to break even. + ChangeToBreakEven float64 `json:"change_to_break_even"` + + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` + + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` + + // Timeframe The time relevance of the data. + Timeframe *GetOptionContract200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` + + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} +type GetOptionContract200ResultsDetailsContractType string +type GetOptionContract200ResultsDetailsExerciseStyle string +type GetOptionContract200ResultsLastQuoteTimeframe string +type GetOptionContract200ResultsLastTradeTimeframe string +type GetOptionContract200ResultsUnderlyingAssetTimeframe string + +// Status returns HTTPResponse.Status +func (r GetOptionContractResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionContractResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetCryptoTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Id The Trade ID which uniquely identifies a trade on the exchange that the trade happened on. + Id *string `json:"id,omitempty"` + + // ParticipantTimestamp The nanosecond Exchange Unix Timestamp. This is the timestamp of when the trade was generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade in the base currency of the crypto pair. + Price float64 `json:"price"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetCryptoTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetOptionsTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. + ParticipantTimestamp *int64 `json:"participant_timestamp,omitempty"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetOptionsTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetStocksTradesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` + + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` + + // DecimalSize The size of the trade including the fractional component. This is represented as a decimal string. + DecimalSize string `json:"decimal_size"` + + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` + + // Id The Trade ID which uniquely identifies a trade. These are unique per + // combination of ticker, exchange, and TRF. For example: A trade for AAPL + // executed on NYSE and a trade for AAPL executed on NASDAQ could potentially + // have the same Trade ID. + Id string `json:"id"` + + // ParticipantTimestamp The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange. + ParticipantTimestamp int64 `json:"participant_timestamp"` + + // Price The price of the trade. This is the actual dollar value per whole share of + // this trade. A trade of 100 shares with a price of $2.00 would be worth a + // total dollar value of $200.00. + Price float64 `json:"price"` + + // SequenceNumber The sequence number represents the sequence in which trade events happened. + // These are increasing and unique per ticker symbol, but will not always be + // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` + + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. + SipTimestamp int64 `json:"sip_timestamp"` + + // Size The size of a trade (also known as volume). + Size float64 `json:"size"` + + // Tape There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. + // * Tape A is NYSE listed securities + // * Tape B is NYSE ARCA / NYSE American + // * Tape C is NASDAQ + Tape *int32 `json:"tape,omitempty"` + + // TrfId The ID for the Trade Reporting Facility where the trade took place. + TrfId *int `json:"trf_id,omitempty"` + + // TrfTimestamp The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade. + TrfTimestamp *int64 `json:"trf_timestamp,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r GetStocksTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListFinancialsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count int `json:"count"` + + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results An array of results containing the requested data. + Results []struct { + // AcceptanceDatetime The datetime (EST timezone) the filing was accepted by EDGAR in YYYYMMDDHHMMSS format. + AcceptanceDatetime *string `json:"acceptance_datetime,omitempty"` + + // Cik The CIK number for the company. + Cik string `json:"cik"` + + // CompanyName The company name. + CompanyName string `json:"company_name"` + + // EndDate The end date of the period that these financials cover in YYYYMMDD format. + EndDate *string `json:"end_date,omitempty"` + + // FilingDate The date that the SEC filing which these financials were derived from was made available. Note that this is not necessarily the date when this information became public, as some companies may publish a press release before filing with the SEC. + FilingDate *string `json:"filing_date,omitempty"` + + // Financials Structured financial statements with detailed data points and metadata. + Financials struct { + // BalanceSheet Balance sheet. + // The keys in this object can be any of the fields listed in the Balance Sheet section of the financials API glossary of terms. + BalanceSheet *struct { + // Asterisk An individual financial data point. + Asterisk *struct { + // DerivedFrom The list of report IDs (or errata) which were used to derive this data point. + // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceInterReportDerived. + DerivedFrom *[]string `json:"derived_from,omitempty"` + + // Formula The name of the formula used to derive this data point from other financial data points. + // Information about the formulas can be found here. + // This value is only returned for data points that are not explicitly expressed within the XBRL source file when the `include_sources` query parameter is `true` and if source is SourceIntraReportImpute. + Formula *string `json:"formula,omitempty"` + + // Label A human readable label for the financial data point. + Label string `json:"label"` + + // Order An indicator of what order within the statement that you would find this data point. + Order int `json:"order"` + + // Source The source where this data point came from. This will be one of: SourceDirectReport, SourceIntraReportImpute or SourceInterReportDerived. + Source *string `json:"source,omitempty"` + + // Unit The unit of the financial data point. + Unit string `json:"unit"` + + // Value The value of the financial data point. + Value float32 `json:"value"` + + // Xpath The XPath 1.0 query that identifies the fact from within the XBRL source file. + // This value is only returned for data points taken directly from XBRL when the `include_sources` query parameter is `true` and if source is SourceDirectReport. + Xpath *string `json:"xpath,omitempty"` + } `json:"*,omitempty"` + } `json:"balance_sheet,omitempty"` + + // CashFlowStatement Cash flow statement. + // The keys in this object can be any of the fields listed in the Cash Flow Statement section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + CashFlowStatement *map[string]interface{} `json:"cash_flow_statement,omitempty"` + + // ComprehensiveIncome Comprehensive income. + // The keys in this object can be any of the fields listed in the Comprehensive Income section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + ComprehensiveIncome *map[string]interface{} `json:"comprehensive_income,omitempty"` + + // IncomeStatement Income statement. + // The keys in this object can be any of the fields listed in the Income Statement section of the financials API glossary of terms. + // See the attributes of the objects within `balance_sheet` for more details. + IncomeStatement *map[string]interface{} `json:"income_statement,omitempty"` + } `json:"financials"` + + // FiscalPeriod Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY). + FiscalPeriod string `json:"fiscal_period"` + + // FiscalYear Fiscal year of the report according to the company. + FiscalYear *string `json:"fiscal_year,omitempty"` + + // Sic The Standard Industrial Classification (SIC) code for the company. + Sic *string `json:"sic,omitempty"` + + // SourceFilingFileUrl The URL of the specific XBRL instance document within the SEC filing that these financials were derived from. + SourceFilingFileUrl *string `json:"source_filing_file_url,omitempty"` + + // SourceFilingUrl The URL of the SEC filing that these financials were derived from. + SourceFilingUrl *string `json:"source_filing_url,omitempty"` + + // StartDate The start date of the period that these financials cover in YYYYMMDD format. + StartDate *string `json:"start_date,omitempty"` + + // Tickers The list of ticker symbols for the company. + Tickers *[]string `json:"tickers,omitempty"` + + // Timeframe The timeframe of the report (quarterly, annual or ttm). + Timeframe string `json:"timeframe"` + } `json:"results"` + + // Status The status of this request's response. + Status string `json:"status"` + } +} + +// Status returns HTTPResponse.Status +func (r ListFinancialsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListFinancialsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type ListIPOsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results An array of results containing the requested data. + Results *[]struct { + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *openapi_types.Date `json:"announced_date,omitempty"` + + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` + + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float32 `json:"final_issue_price,omitempty"` + + // HighestOfferPrice The highest price within the IPO price range that the company might use to price the shares. + HighestOfferPrice *float32 `json:"highest_offer_price,omitempty"` + + // IpoStatus The status of the IPO event. IPO events start out as status "rumor" or "pending". On listing day, the status changes to "new". After the listing day, the status changes to "history". + // + // The status "direct_listing_process" corresponds to a type of offering where, instead of going through all the IPO processes, the company decides to list its shares directly on an exchange, without using an investment bank or other intermediaries. This is called a direct listing, direct placement, or direct public offering (DPO). + IpoStatus ListIPOs200ResultsIpoStatus `json:"ipo_status"` + + // Isin International Securities Identification Number. This is a unique twelve-digit code that is assigned to every security issuance in the world. + Isin *string `json:"isin,omitempty"` + + // IssuerName Name of issuer. + IssuerName string `json:"issuer_name"` + + // LastUpdated The date when the IPO event was last modified. + LastUpdated openapi_types.Date `json:"last_updated"` + + // ListingDate First trading date for the newly listed entity. + ListingDate *openapi_types.Date `json:"listing_date,omitempty"` + + // LotSize The minimum number of shares that can be bought or sold in a single transaction. + LotSize *float32 `json:"lot_size,omitempty"` + + // LowestOfferPrice The lowest price within the IPO price range that the company is willing to offer its shares to investors. + LowestOfferPrice *float32 `json:"lowest_offer_price,omitempty"` + + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *float32 `json:"max_shares_offered,omitempty"` + + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *float32 `json:"min_shares_offered,omitempty"` + + // PrimaryExchange Market Identifier Code (MIC) of the primary exchange where the security is listed. The Market Identifier Code (MIC) (ISO 10383) is a unique identification code used to identify securities trading exchanges, regulated and non-regulated trading markets. + PrimaryExchange *string `json:"primary_exchange,omitempty"` + + // SecurityDescription Description of the security. + SecurityDescription *string `json:"security_description,omitempty"` + + // SecurityType The classification of the stock. For example, "CS" stands for Common Stock. + SecurityType string `json:"security_type"` + + // SharesOutstanding The total number of shares that the company has issued and are held by investors. + SharesOutstanding *float32 `json:"shares_outstanding,omitempty"` + + // Ticker The ticker symbol of the IPO event. + Ticker string `json:"ticker"` + + // TotalOfferSize The total amount raised by the company for IPO. + TotalOfferSize *float32 `json:"total_offer_size,omitempty"` + + // UsCode This is a unique nine-character alphanumeric code that identifies a North American financial security for the purposes of facilitating clearing and settlement of trades. + UsCode *string `json:"us_code,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListIPOs200ResultsIpoStatus string + +// Status returns HTTPResponse.Status +func (r ListIPOsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r ListIPOsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetEventsResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` + + // Results Contains the requested event data for the specified ticker. + Results *struct { + // Events An array of event containing the requested data. + Events *[]GetEvents_200_Results_Events_Item `json:"events,omitempty"` + + // Name The name of the asset. + Name *string `json:"name,omitempty"` + } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type GetEvents200ResultsEvents0 struct { + // Date The date the event took place + Date openapi_types.Date `json:"date"` + + // EventType The type of historical event for the asset + EventType string `json:"event_type"` + + // TickerChange Details about a ticker change + TickerChange *struct { + // Ticker A ticker symbol + Ticker *string `json:"ticker,omitempty"` + } `json:"ticker_change,omitempty"` +} +type GetEvents_200_Results_Events_Item struct { + union json.RawMessage +} + +// Status returns HTTPResponse.Status +func (r GetEventsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEventsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +// GetBenzingaV1AnalystInsightsWithResponse request returning *GetBenzingaV1AnalystInsightsResponse +func (c *ClientWithResponses) GetBenzingaV1AnalystInsightsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystInsightsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystInsightsResponse, error) { + rsp, err := c.GetBenzingaV1AnalystInsights(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1AnalystInsightsResponse(rsp) +} + +// GetBenzingaV1AnalystsWithResponse request returning *GetBenzingaV1AnalystsResponse +func (c *ClientWithResponses) GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) { + rsp, err := c.GetBenzingaV1Analysts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1AnalystsResponse(rsp) +} + +// GetBenzingaV1BullsBearsSayWithResponse request returning *GetBenzingaV1BullsBearsSayResponse +func (c *ClientWithResponses) GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) { + rsp, err := c.GetBenzingaV1BullsBearsSay(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1BullsBearsSayResponse(rsp) +} + +// GetBenzingaV1ConsensusRatingsWithResponse request returning *GetBenzingaV1ConsensusRatingsResponse +func (c *ClientWithResponses) GetBenzingaV1ConsensusRatingsWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsResponse, error) { + rsp, err := c.GetBenzingaV1ConsensusRatings(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1ConsensusRatingsResponse(rsp) +} + +// GetBenzingaV1EarningsWithResponse request returning *GetBenzingaV1EarningsResponse +func (c *ClientWithResponses) GetBenzingaV1EarningsWithResponse(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1EarningsResponse, error) { + rsp, err := c.GetBenzingaV1Earnings(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1EarningsResponse(rsp) +} + +// GetBenzingaV1FirmsWithResponse request returning *GetBenzingaV1FirmsResponse +func (c *ClientWithResponses) GetBenzingaV1FirmsWithResponse(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1FirmsResponse, error) { + rsp, err := c.GetBenzingaV1Firms(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1FirmsResponse(rsp) +} + +// GetBenzingaV1GuidanceWithResponse request returning *GetBenzingaV1GuidanceResponse +func (c *ClientWithResponses) GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, error) { + rsp, err := c.GetBenzingaV1Guidance(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1GuidanceResponse(rsp) +} + +// GetBenzingaV1RatingsWithResponse request returning *GetBenzingaV1RatingsResponse +func (c *ClientWithResponses) GetBenzingaV1RatingsWithResponse(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1RatingsResponse, error) { + rsp, err := c.GetBenzingaV1Ratings(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1RatingsResponse(rsp) +} + +// GetBenzingaV2NewsWithResponse request returning *GetBenzingaV2NewsResponse +func (c *ClientWithResponses) GetBenzingaV2NewsWithResponse(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV2NewsResponse, error) { + rsp, err := c.GetBenzingaV2News(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV2NewsResponse(rsp) +} + +// GetConsumerSpendingEuV1MerchantAggregatesWithResponse request returning *GetConsumerSpendingEuV1MerchantAggregatesResponse +func (c *ClientWithResponses) GetConsumerSpendingEuV1MerchantAggregatesWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantAggregatesParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantAggregatesResponse, error) { + rsp, err := c.GetConsumerSpendingEuV1MerchantAggregates(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetConsumerSpendingEuV1MerchantAggregatesResponse(rsp) +} + +// GetConsumerSpendingEuV1MerchantHierarchyWithResponse request returning *GetConsumerSpendingEuV1MerchantHierarchyResponse +func (c *ClientWithResponses) GetConsumerSpendingEuV1MerchantHierarchyWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantHierarchyParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantHierarchyResponse, error) { + rsp, err := c.GetConsumerSpendingEuV1MerchantHierarchy(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetConsumerSpendingEuV1MerchantHierarchyResponse(rsp) +} + +// GetCryptoV1ExchangesWithResponse request returning *GetCryptoV1ExchangesResponse +func (c *ClientWithResponses) GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) { + rsp, err := c.GetCryptoV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoV1ExchangesResponse(rsp) +} + +// GetEtfGlobalV1AnalyticsWithResponse request returning *GetEtfGlobalV1AnalyticsResponse +func (c *ClientWithResponses) GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, error) { + rsp, err := c.GetEtfGlobalV1Analytics(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1AnalyticsResponse(rsp) +} + +// GetEtfGlobalV1ConstituentsWithResponse request returning *GetEtfGlobalV1ConstituentsResponse +func (c *ClientWithResponses) GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) { + rsp, err := c.GetEtfGlobalV1Constituents(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1ConstituentsResponse(rsp) +} + +// GetEtfGlobalV1FundFlowsWithResponse request returning *GetEtfGlobalV1FundFlowsResponse +func (c *ClientWithResponses) GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) { + rsp, err := c.GetEtfGlobalV1FundFlows(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1FundFlowsResponse(rsp) +} + +// GetEtfGlobalV1ProfilesWithResponse request returning *GetEtfGlobalV1ProfilesResponse +func (c *ClientWithResponses) GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, error) { + rsp, err := c.GetEtfGlobalV1Profiles(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1ProfilesResponse(rsp) +} + +// GetEtfGlobalV1TaxonomiesWithResponse request returning *GetEtfGlobalV1TaxonomiesResponse +func (c *ClientWithResponses) GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) { + rsp, err := c.GetEtfGlobalV1Taxonomies(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEtfGlobalV1TaxonomiesResponse(rsp) +} + +// GetFedV1InflationWithResponse request returning *GetFedV1InflationResponse +func (c *ClientWithResponses) GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) { + rsp, err := c.GetFedV1Inflation(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1InflationResponse(rsp) +} + +// GetFedV1InflationExpectationsWithResponse request returning *GetFedV1InflationExpectationsResponse +func (c *ClientWithResponses) GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, error) { + rsp, err := c.GetFedV1InflationExpectations(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1InflationExpectationsResponse(rsp) +} + +// GetFedV1LaborMarketWithResponse request returning *GetFedV1LaborMarketResponse +func (c *ClientWithResponses) GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) { + rsp, err := c.GetFedV1LaborMarket(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1LaborMarketResponse(rsp) +} + +// GetFedV1TreasuryYieldsWithResponse request returning *GetFedV1TreasuryYieldsResponse +func (c *ClientWithResponses) GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) { + rsp, err := c.GetFedV1TreasuryYields(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFedV1TreasuryYieldsResponse(rsp) +} + +// GetForexV1ExchangesWithResponse request returning *GetForexV1ExchangesResponse +func (c *ClientWithResponses) GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, error) { + rsp, err := c.GetForexV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexV1ExchangesResponse(rsp) +} + +// AggregatesV1WithResponse request returning *AggregatesV1Response +func (c *ClientWithResponses) AggregatesV1WithResponse(ctx context.Context, ticker string, params *AggregatesV1Params, reqEditors ...RequestEditorFn) (*AggregatesV1Response, error) { + rsp, err := c.AggregatesV1(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseAggregatesV1Response(rsp) +} + +// GetFuturesV1ContractsWithResponse request returning *GetFuturesV1ContractsResponse +func (c *ClientWithResponses) GetFuturesV1ContractsWithResponse(ctx context.Context, params *GetFuturesV1ContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ContractsResponse, error) { + rsp, err := c.GetFuturesV1Contracts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1ContractsResponse(rsp) +} + +// GetFuturesV1ExchangesWithResponse request returning *GetFuturesV1ExchangesResponse +func (c *ClientWithResponses) GetFuturesV1ExchangesWithResponse(ctx context.Context, params *GetFuturesV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ExchangesResponse, error) { + rsp, err := c.GetFuturesV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1ExchangesResponse(rsp) +} + +// GetFuturesV1MarketStatusWithResponse request returning *GetFuturesV1MarketStatusResponse +func (c *ClientWithResponses) GetFuturesV1MarketStatusWithResponse(ctx context.Context, params *GetFuturesV1MarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesV1MarketStatusResponse, error) { + rsp, err := c.GetFuturesV1MarketStatus(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1MarketStatusResponse(rsp) +} + +// GetFuturesV1ProductsWithResponse request returning *GetFuturesV1ProductsResponse +func (c *ClientWithResponses) GetFuturesV1ProductsWithResponse(ctx context.Context, params *GetFuturesV1ProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ProductsResponse, error) { + rsp, err := c.GetFuturesV1Products(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1ProductsResponse(rsp) +} + +// GetFuturesV1QuotesWithResponse request returning *GetFuturesV1QuotesResponse +func (c *ClientWithResponses) GetFuturesV1QuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesV1QuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1QuotesResponse, error) { + rsp, err := c.GetFuturesV1Quotes(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1QuotesResponse(rsp) +} + +// GetFuturesV1SchedulesWithResponse request returning *GetFuturesV1SchedulesResponse +func (c *ClientWithResponses) GetFuturesV1SchedulesWithResponse(ctx context.Context, params *GetFuturesV1SchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SchedulesResponse, error) { + rsp, err := c.GetFuturesV1Schedules(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1SchedulesResponse(rsp) +} + +// GetFuturesV1TradesWithResponse request returning *GetFuturesV1TradesResponse +func (c *ClientWithResponses) GetFuturesV1TradesWithResponse(ctx context.Context, ticker string, params *GetFuturesV1TradesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1TradesResponse, error) { + rsp, err := c.GetFuturesV1Trades(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1TradesResponse(rsp) +} + +// GetFuturesAggregatesWithResponse request returning *GetFuturesAggregatesResponse +func (c *ClientWithResponses) GetFuturesAggregatesWithResponse(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*GetFuturesAggregatesResponse, error) { + rsp, err := c.GetFuturesAggregates(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesAggregatesResponse(rsp) +} + +// GetFuturesVXContractsWithResponse request returning *GetFuturesVXContractsResponse +func (c *ClientWithResponses) GetFuturesVXContractsWithResponse(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXContractsResponse, error) { + rsp, err := c.GetFuturesVXContracts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXContractsResponse(rsp) +} + +// GetFuturesVXExchangesWithResponse request returning *GetFuturesVXExchangesResponse +func (c *ClientWithResponses) GetFuturesVXExchangesWithResponse(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXExchangesResponse, error) { + rsp, err := c.GetFuturesVXExchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXExchangesResponse(rsp) +} + +// GetFuturesVXMarketStatusWithResponse request returning *GetFuturesVXMarketStatusResponse +func (c *ClientWithResponses) GetFuturesVXMarketStatusWithResponse(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesVXMarketStatusResponse, error) { + rsp, err := c.GetFuturesVXMarketStatus(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXMarketStatusResponse(rsp) +} + +// GetFuturesVXProductsWithResponse request returning *GetFuturesVXProductsResponse +func (c *ClientWithResponses) GetFuturesVXProductsWithResponse(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXProductsResponse, error) { rsp, err := c.GetFuturesVXProducts(ctx, params, reqEditors...) if err != nil { return nil, err } - return ParseGetFuturesVXProductsResponse(rsp) + return ParseGetFuturesVXProductsResponse(rsp) +} + +// GetFuturesVXQuotesWithResponse request returning *GetFuturesVXQuotesResponse +func (c *ClientWithResponses) GetFuturesVXQuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesVXQuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXQuotesResponse, error) { + rsp, err := c.GetFuturesVXQuotes(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXQuotesResponse(rsp) +} + +// GetFuturesVXSchedulesWithResponse request returning *GetFuturesVXSchedulesResponse +func (c *ClientWithResponses) GetFuturesVXSchedulesWithResponse(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSchedulesResponse, error) { + rsp, err := c.GetFuturesVXSchedules(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXSchedulesResponse(rsp) +} + +// GetFuturesVXSnapshotWithResponse request returning *GetFuturesVXSnapshotResponse +func (c *ClientWithResponses) GetFuturesVXSnapshotWithResponse(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotResponse, error) { + rsp, err := c.GetFuturesVXSnapshot(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXSnapshotResponse(rsp) +} + +// GetFuturesVXTradesWithResponse request returning *GetFuturesVXTradesResponse +func (c *ClientWithResponses) GetFuturesVXTradesWithResponse(ctx context.Context, ticker string, params *GetFuturesVXTradesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXTradesResponse, error) { + rsp, err := c.GetFuturesVXTrades(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesVXTradesResponse(rsp) +} + +// GetOptionsV1ExchangesWithResponse request returning *GetOptionsV1ExchangesResponse +func (c *ClientWithResponses) GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) { + rsp, err := c.GetOptionsV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsV1ExchangesResponse(rsp) +} + +// GetStocksFilings10KVXSectionsWithResponse request returning *GetStocksFilings10KVXSectionsResponse +func (c *ClientWithResponses) GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) { + rsp, err := c.GetStocksFilings10KVXSections(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilings10KVXSectionsResponse(rsp) +} + +// GetStocksFilings8KVXTextWithResponse request returning *GetStocksFilings8KVXTextResponse +func (c *ClientWithResponses) GetStocksFilings8KVXTextWithResponse(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXTextResponse, error) { + rsp, err := c.GetStocksFilings8KVXText(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilings8KVXTextResponse(rsp) +} + +// GetStocksFilingsVX13FWithResponse request returning *GetStocksFilingsVX13FResponse +func (c *ClientWithResponses) GetStocksFilingsVX13FWithResponse(ctx context.Context, params *GetStocksFilingsVX13FParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVX13FResponse, error) { + rsp, err := c.GetStocksFilingsVX13F(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilingsVX13FResponse(rsp) +} + +// GetStocksFilingsVXIndexWithResponse request returning *GetStocksFilingsVXIndexResponse +func (c *ClientWithResponses) GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) { + rsp, err := c.GetStocksFilingsVXIndex(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilingsVXIndexResponse(rsp) +} + +// GetStocksFilingsVXRiskFactorsWithResponse request returning *GetStocksFilingsVXRiskFactorsResponse +func (c *ClientWithResponses) GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) { + rsp, err := c.GetStocksFilingsVXRiskFactors(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilingsVXRiskFactorsResponse(rsp) +} + +// GetStocksFinancialsV1BalanceSheetsWithResponse request returning *GetStocksFinancialsV1BalanceSheetsResponse +func (c *ClientWithResponses) GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) { + rsp, err := c.GetStocksFinancialsV1BalanceSheets(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1BalanceSheetsResponse(rsp) +} + +// GetStocksFinancialsV1CashFlowStatementsWithResponse request returning *GetStocksFinancialsV1CashFlowStatementsResponse +func (c *ClientWithResponses) GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) { + rsp, err := c.GetStocksFinancialsV1CashFlowStatements(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1CashFlowStatementsResponse(rsp) +} + +// GetStocksFinancialsV1IncomeStatementsWithResponse request returning *GetStocksFinancialsV1IncomeStatementsResponse +func (c *ClientWithResponses) GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) { + rsp, err := c.GetStocksFinancialsV1IncomeStatements(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1IncomeStatementsResponse(rsp) +} + +// GetStocksFinancialsV1RatiosWithResponse request returning *GetStocksFinancialsV1RatiosResponse +func (c *ClientWithResponses) GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, error) { + rsp, err := c.GetStocksFinancialsV1Ratios(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFinancialsV1RatiosResponse(rsp) +} + +// GetStocksTaxonomiesVXRiskFactorsWithResponse request returning *GetStocksTaxonomiesVXRiskFactorsResponse +func (c *ClientWithResponses) GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) { + rsp, err := c.GetStocksTaxonomiesVXRiskFactors(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksTaxonomiesVXRiskFactorsResponse(rsp) +} + +// GetStocksV1DividendsWithResponse request returning *GetStocksV1DividendsResponse +func (c *ClientWithResponses) GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, error) { + rsp, err := c.GetStocksV1Dividends(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1DividendsResponse(rsp) +} + +// GetStocksV1ExchangesWithResponse request returning *GetStocksV1ExchangesResponse +func (c *ClientWithResponses) GetStocksV1ExchangesWithResponse(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetStocksV1ExchangesResponse, error) { + rsp, err := c.GetStocksV1Exchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1ExchangesResponse(rsp) +} + +// GetStocksV1ShortInterestWithResponse request returning *GetStocksV1ShortInterestResponse +func (c *ClientWithResponses) GetStocksV1ShortInterestWithResponse(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortInterestResponse, error) { + rsp, err := c.GetStocksV1ShortInterest(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1ShortInterestResponse(rsp) +} + +// GetStocksV1ShortVolumeWithResponse request returning *GetStocksV1ShortVolumeResponse +func (c *ClientWithResponses) GetStocksV1ShortVolumeWithResponse(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortVolumeResponse, error) { + rsp, err := c.GetStocksV1ShortVolume(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1ShortVolumeResponse(rsp) +} + +// GetStocksV1SplitsWithResponse request returning *GetStocksV1SplitsResponse +func (c *ClientWithResponses) GetStocksV1SplitsWithResponse(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*GetStocksV1SplitsResponse, error) { + rsp, err := c.GetStocksV1Splits(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksV1SplitsResponse(rsp) +} + +// GetStocksVXFloatWithResponse request returning *GetStocksVXFloatResponse +func (c *ClientWithResponses) GetStocksVXFloatWithResponse(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*GetStocksVXFloatResponse, error) { + rsp, err := c.GetStocksVXFloat(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksVXFloatResponse(rsp) +} + +// GetTmxV1CorporateEventsWithResponse request returning *GetTmxV1CorporateEventsResponse +func (c *ClientWithResponses) GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) { + rsp, err := c.GetTmxV1CorporateEvents(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetTmxV1CorporateEventsResponse(rsp) +} + +// GetCurrencyConversionWithResponse request returning *GetCurrencyConversionResponse +func (c *ClientWithResponses) GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) { + rsp, err := c.GetCurrencyConversion(ctx, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCurrencyConversionResponse(rsp) +} + +// DeprecatedGetHistoricCryptoTradesWithResponse request returning *DeprecatedGetHistoricCryptoTradesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) { + rsp, err := c.DeprecatedGetHistoricCryptoTrades(ctx, from, to, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricCryptoTradesResponse(rsp) +} + +// DeprecatedGetHistoricForexQuotesWithResponse request returning *DeprecatedGetHistoricForexQuotesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricForexQuotesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricForexQuotesResponse, error) { + rsp, err := c.DeprecatedGetHistoricForexQuotes(ctx, from, to, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricForexQuotesResponse(rsp) +} + +// GetCryptoEMAWithResponse request returning *GetCryptoEMAResponse +func (c *ClientWithResponses) GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) { + rsp, err := c.GetCryptoEMA(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoEMAResponse(rsp) +} + +// GetForexEMAWithResponse request returning *GetForexEMAResponse +func (c *ClientWithResponses) GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) { + rsp, err := c.GetForexEMA(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexEMAResponse(rsp) +} + +// GetIndicesEMAWithResponse request returning *GetIndicesEMAResponse +func (c *ClientWithResponses) GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) { + rsp, err := c.GetIndicesEMA(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesEMAResponse(rsp) +} + +// GetOptionsEMAWithResponse request returning *GetOptionsEMAResponse +func (c *ClientWithResponses) GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, error) { + rsp, err := c.GetOptionsEMA(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsEMAResponse(rsp) +} + +// GetStocksEMAWithResponse request returning *GetStocksEMAResponse +func (c *ClientWithResponses) GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) { + rsp, err := c.GetStocksEMA(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksEMAResponse(rsp) +} + +// GetCryptoMACDWithResponse request returning *GetCryptoMACDResponse +func (c *ClientWithResponses) GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) { + rsp, err := c.GetCryptoMACD(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoMACDResponse(rsp) +} + +// GetForexMACDWithResponse request returning *GetForexMACDResponse +func (c *ClientWithResponses) GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) { + rsp, err := c.GetForexMACD(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexMACDResponse(rsp) +} + +// GetIndicesMACDWithResponse request returning *GetIndicesMACDResponse +func (c *ClientWithResponses) GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) { + rsp, err := c.GetIndicesMACD(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesMACDResponse(rsp) +} + +// GetOptionsMACDWithResponse request returning *GetOptionsMACDResponse +func (c *ClientWithResponses) GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) { + rsp, err := c.GetOptionsMACD(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsMACDResponse(rsp) +} + +// GetStocksMACDWithResponse request returning *GetStocksMACDResponse +func (c *ClientWithResponses) GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) { + rsp, err := c.GetStocksMACD(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksMACDResponse(rsp) +} + +// GetCryptoRSIWithResponse request returning *GetCryptoRSIResponse +func (c *ClientWithResponses) GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) { + rsp, err := c.GetCryptoRSI(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoRSIResponse(rsp) +} + +// GetForexRSIWithResponse request returning *GetForexRSIResponse +func (c *ClientWithResponses) GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) { + rsp, err := c.GetForexRSI(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexRSIResponse(rsp) +} + +// GetIndicesRSIWithResponse request returning *GetIndicesRSIResponse +func (c *ClientWithResponses) GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) { + rsp, err := c.GetIndicesRSI(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesRSIResponse(rsp) +} + +// GetOptionsRSIWithResponse request returning *GetOptionsRSIResponse +func (c *ClientWithResponses) GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) { + rsp, err := c.GetOptionsRSI(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsRSIResponse(rsp) +} + +// GetStocksRSIWithResponse request returning *GetStocksRSIResponse +func (c *ClientWithResponses) GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, error) { + rsp, err := c.GetStocksRSI(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksRSIResponse(rsp) +} + +// GetCryptoSMAWithResponse request returning *GetCryptoSMAResponse +func (c *ClientWithResponses) GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) { + rsp, err := c.GetCryptoSMA(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSMAResponse(rsp) +} + +// GetForexSMAWithResponse request returning *GetForexSMAResponse +func (c *ClientWithResponses) GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) { + rsp, err := c.GetForexSMA(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSMAResponse(rsp) +} + +// GetIndicesSMAWithResponse request returning *GetIndicesSMAResponse +func (c *ClientWithResponses) GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, error) { + rsp, err := c.GetIndicesSMA(ctx, indicesTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesSMAResponse(rsp) +} + +// GetOptionsSMAWithResponse request returning *GetOptionsSMAResponse +func (c *ClientWithResponses) GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) { + rsp, err := c.GetOptionsSMA(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsSMAResponse(rsp) +} + +// GetStocksSMAWithResponse request returning *GetStocksSMAResponse +func (c *ClientWithResponses) GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) { + rsp, err := c.GetStocksSMA(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSMAResponse(rsp) +} + +// GetLastCryptoTradeWithResponse request returning *GetLastCryptoTradeResponse +func (c *ClientWithResponses) GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, error) { + rsp, err := c.GetLastCryptoTrade(ctx, from, to, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetLastCryptoTradeResponse(rsp) +} + +// GetLastCurrencyQuoteWithResponse request returning *GetLastCurrencyQuoteResponse +func (c *ClientWithResponses) GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) { + rsp, err := c.GetLastCurrencyQuote(ctx, from, to, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetLastCurrencyQuoteResponse(rsp) +} + +// GetMarketStatusWithResponse request returning *GetMarketStatusResponse +func (c *ClientWithResponses) GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) { + rsp, err := c.GetMarketStatus(ctx, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetMarketStatusResponse(rsp) +} + +// GetMarketHolidaysWithResponse request returning *GetMarketHolidaysResponse +func (c *ClientWithResponses) GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, error) { + rsp, err := c.GetMarketHolidays(ctx, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetMarketHolidaysResponse(rsp) +} + +// GetCryptoOpenCloseWithResponse request returning *GetCryptoOpenCloseResponse +func (c *ClientWithResponses) GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) { + rsp, err := c.GetCryptoOpenClose(ctx, from, to, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoOpenCloseResponse(rsp) +} + +// GetIndicesOpenCloseWithResponse request returning *GetIndicesOpenCloseResponse +func (c *ClientWithResponses) GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) { + rsp, err := c.GetIndicesOpenClose(ctx, indicesTicker, date, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesOpenCloseResponse(rsp) +} + +// GetOptionsOpenCloseWithResponse request returning *GetOptionsOpenCloseResponse +func (c *ClientWithResponses) GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, error) { + rsp, err := c.GetOptionsOpenClose(ctx, optionsTicker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsOpenCloseResponse(rsp) +} + +// GetStocksOpenCloseWithResponse request returning *GetStocksOpenCloseResponse +func (c *ClientWithResponses) GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) { + rsp, err := c.GetStocksOpenClose(ctx, stocksTicker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksOpenCloseResponse(rsp) +} + +// GetV1ReferenceIposWithResponse request returning *GetV1ReferenceIposResponse +func (c *ClientWithResponses) GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) { + rsp, err := c.GetV1ReferenceIpos(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetV1ReferenceIposResponse(rsp) +} + +// GetRelatedCompaniesWithResponse request returning *GetRelatedCompaniesResponse +func (c *ClientWithResponses) GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, error) { + rsp, err := c.GetRelatedCompanies(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetRelatedCompaniesResponse(rsp) +} + +// GetSnapshotSummaryWithResponse request returning *GetSnapshotSummaryResponse +func (c *ClientWithResponses) GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) { + rsp, err := c.GetSnapshotSummary(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetSnapshotSummaryResponse(rsp) +} + +// GetGroupedCryptoAggregatesWithResponse request returning *GetGroupedCryptoAggregatesResponse +func (c *ClientWithResponses) GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) { + rsp, err := c.GetGroupedCryptoAggregates(ctx, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetGroupedCryptoAggregatesResponse(rsp) +} + +// GetGroupedForexAggregatesWithResponse request returning *GetGroupedForexAggregatesResponse +func (c *ClientWithResponses) GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) { + rsp, err := c.GetGroupedForexAggregates(ctx, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetGroupedForexAggregatesResponse(rsp) +} + +// GetGroupedStocksAggregatesWithResponse request returning *GetGroupedStocksAggregatesResponse +func (c *ClientWithResponses) GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) { + rsp, err := c.GetGroupedStocksAggregates(ctx, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetGroupedStocksAggregatesResponse(rsp) +} + +// GetPreviousCryptoAggregatesWithResponse request returning *GetPreviousCryptoAggregatesResponse +func (c *ClientWithResponses) GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) { + rsp, err := c.GetPreviousCryptoAggregates(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousCryptoAggregatesResponse(rsp) +} + +// GetCryptoAggregatesWithResponse request returning *GetCryptoAggregatesResponse +func (c *ClientWithResponses) GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, error) { + rsp, err := c.GetCryptoAggregates(ctx, cryptoTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoAggregatesResponse(rsp) +} + +// GetPreviousForexAggregatesWithResponse request returning *GetPreviousForexAggregatesResponse +func (c *ClientWithResponses) GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) { + rsp, err := c.GetPreviousForexAggregates(ctx, forexTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousForexAggregatesResponse(rsp) +} + +// GetForexAggregatesWithResponse request returning *GetForexAggregatesResponse +func (c *ClientWithResponses) GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) { + rsp, err := c.GetForexAggregates(ctx, forexTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexAggregatesResponse(rsp) +} + +// GetPreviousIndicesAggregatesWithResponse request returning *GetPreviousIndicesAggregatesResponse +func (c *ClientWithResponses) GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, error) { + rsp, err := c.GetPreviousIndicesAggregates(ctx, indicesTicker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousIndicesAggregatesResponse(rsp) +} + +// GetIndicesAggregatesWithResponse request returning *GetIndicesAggregatesResponse +func (c *ClientWithResponses) GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) { + rsp, err := c.GetIndicesAggregates(ctx, indicesTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesAggregatesResponse(rsp) +} + +// GetPreviousOptionsAggregatesWithResponse request returning *GetPreviousOptionsAggregatesResponse +func (c *ClientWithResponses) GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) { + rsp, err := c.GetPreviousOptionsAggregates(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousOptionsAggregatesResponse(rsp) +} + +// GetOptionsAggregatesWithResponse request returning *GetOptionsAggregatesResponse +func (c *ClientWithResponses) GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, error) { + rsp, err := c.GetOptionsAggregates(ctx, optionsTicker, multiplier, timespan, from, to, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsAggregatesResponse(rsp) +} + +// GetPreviousStocksAggregatesWithResponse request returning *GetPreviousStocksAggregatesResponse +func (c *ClientWithResponses) GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) { + rsp, err := c.GetPreviousStocksAggregates(ctx, stocksTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetPreviousStocksAggregatesResponse(rsp) } -// GetFuturesVXQuotesNewWithResponse request returning *GetFuturesVXQuotesNewResponse -func (c *ClientWithResponses) GetFuturesVXQuotesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXQuotesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXQuotesNewResponse, error) { - rsp, err := c.GetFuturesVXQuotesNew(ctx, ticker, params, reqEditors...) +// GetStocksAggregatesWithResponse request returning *GetStocksAggregatesResponse +func (c *ClientWithResponses) GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) { + rsp, err := c.GetStocksAggregates(ctx, stocksTicker, multiplier, timespan, from, to, params, reqEditors...) if err != nil { return nil, err } - return ParseGetFuturesVXQuotesNewResponse(rsp) + return ParseGetStocksAggregatesResponse(rsp) } -// GetFuturesQuotesWithResponse request returning *GetFuturesQuotesResponse -func (c *ClientWithResponses) GetFuturesQuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesQuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesQuotesResponse, error) { - rsp, err := c.GetFuturesQuotes(ctx, ticker, params, reqEditors...) +// GetLastStocksQuoteWithResponse request returning *GetLastStocksQuoteResponse +func (c *ClientWithResponses) GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) { + rsp, err := c.GetLastStocksQuote(ctx, stocksTicker, reqEditors...) if err != nil { return nil, err } - return ParseGetFuturesQuotesResponse(rsp) + return ParseGetLastStocksQuoteResponse(rsp) } -// GetFuturesVXSchedulesWithResponse request returning *GetFuturesVXSchedulesResponse -func (c *ClientWithResponses) GetFuturesVXSchedulesWithResponse(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSchedulesResponse, error) { - rsp, err := c.GetFuturesVXSchedules(ctx, params, reqEditors...) +// GetLastOptionsTradeWithResponse request returning *GetLastOptionsTradeResponse +func (c *ClientWithResponses) GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) { + rsp, err := c.GetLastOptionsTrade(ctx, optionsTicker, reqEditors...) if err != nil { return nil, err } - return ParseGetFuturesVXSchedulesResponse(rsp) + return ParseGetLastOptionsTradeResponse(rsp) } -// GetFuturesVXSnapshotWithResponse request returning *GetFuturesVXSnapshotResponse -func (c *ClientWithResponses) GetFuturesVXSnapshotWithResponse(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotResponse, error) { - rsp, err := c.GetFuturesVXSnapshot(ctx, params, reqEditors...) +// GetLastStocksTradeWithResponse request returning *GetLastStocksTradeResponse +func (c *ClientWithResponses) GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) { + rsp, err := c.GetLastStocksTrade(ctx, stocksTicker, reqEditors...) if err != nil { return nil, err } - return ParseGetFuturesVXSnapshotResponse(rsp) + return ParseGetLastStocksTradeResponse(rsp) +} + +// ListNewsWithResponse request returning *ListNewsResponse +func (c *ClientWithResponses) ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) { + rsp, err := c.ListNews(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListNewsResponse(rsp) +} + +// GetCryptoSnapshotTickersWithResponse request returning *GetCryptoSnapshotTickersResponse +func (c *ClientWithResponses) GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) { + rsp, err := c.GetCryptoSnapshotTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSnapshotTickersResponse(rsp) +} + +// GetCryptoSnapshotTickerWithResponse request returning *GetCryptoSnapshotTickerResponse +func (c *ClientWithResponses) GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) { + rsp, err := c.GetCryptoSnapshotTicker(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSnapshotTickerResponse(rsp) +} + +// DeprecatedGetCryptoSnapshotTickerBookWithResponse request returning *DeprecatedGetCryptoSnapshotTickerBookResponse +func (c *ClientWithResponses) DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) { + rsp, err := c.DeprecatedGetCryptoSnapshotTickerBook(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetCryptoSnapshotTickerBookResponse(rsp) +} + +// GetCryptoSnapshotDirectionWithResponse request returning *GetCryptoSnapshotDirectionResponse +func (c *ClientWithResponses) GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) { + rsp, err := c.GetCryptoSnapshotDirection(ctx, direction, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoSnapshotDirectionResponse(rsp) +} + +// GetForexSnapshotTickersWithResponse request returning *GetForexSnapshotTickersResponse +func (c *ClientWithResponses) GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) { + rsp, err := c.GetForexSnapshotTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSnapshotTickersResponse(rsp) +} + +// GetForexSnapshotTickerWithResponse request returning *GetForexSnapshotTickerResponse +func (c *ClientWithResponses) GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) { + rsp, err := c.GetForexSnapshotTicker(ctx, ticker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSnapshotTickerResponse(rsp) +} + +// GetForexSnapshotDirectionWithResponse request returning *GetForexSnapshotDirectionResponse +func (c *ClientWithResponses) GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) { + rsp, err := c.GetForexSnapshotDirection(ctx, direction, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexSnapshotDirectionResponse(rsp) +} + +// GetStocksSnapshotTickersWithResponse request returning *GetStocksSnapshotTickersResponse +func (c *ClientWithResponses) GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, error) { + rsp, err := c.GetStocksSnapshotTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSnapshotTickersResponse(rsp) +} + +// GetStocksSnapshotTickerWithResponse request returning *GetStocksSnapshotTickerResponse +func (c *ClientWithResponses) GetStocksSnapshotTickerWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickerResponse, error) { + rsp, err := c.GetStocksSnapshotTicker(ctx, stocksTicker, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSnapshotTickerResponse(rsp) +} + +// GetStocksSnapshotDirectionWithResponse request returning *GetStocksSnapshotDirectionResponse +func (c *ClientWithResponses) GetStocksSnapshotDirectionWithResponse(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotDirectionResponse, error) { + rsp, err := c.GetStocksSnapshotDirection(ctx, direction, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksSnapshotDirectionResponse(rsp) +} + +// DeprecatedGetHistoricStocksQuotesWithResponse request returning *DeprecatedGetHistoricStocksQuotesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, error) { + rsp, err := c.DeprecatedGetHistoricStocksQuotes(ctx, ticker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricStocksQuotesResponse(rsp) +} + +// DeprecatedGetHistoricStocksTradesWithResponse request returning *DeprecatedGetHistoricStocksTradesResponse +func (c *ClientWithResponses) DeprecatedGetHistoricStocksTradesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksTradesResponse, error) { + rsp, err := c.DeprecatedGetHistoricStocksTrades(ctx, ticker, date, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseDeprecatedGetHistoricStocksTradesResponse(rsp) +} + +// GetForexQuotesWithResponse request returning *GetForexQuotesResponse +func (c *ClientWithResponses) GetForexQuotesWithResponse(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*GetForexQuotesResponse, error) { + rsp, err := c.GetForexQuotes(ctx, fxTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetForexQuotesResponse(rsp) +} + +// GetOptionsQuotesWithResponse request returning *GetOptionsQuotesResponse +func (c *ClientWithResponses) GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, error) { + rsp, err := c.GetOptionsQuotes(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsQuotesResponse(rsp) +} + +// GetStocksQuotesWithResponse request returning *GetStocksQuotesResponse +func (c *ClientWithResponses) GetStocksQuotesWithResponse(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*GetStocksQuotesResponse, error) { + rsp, err := c.GetStocksQuotes(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksQuotesResponse(rsp) +} + +// ListConditionsWithResponse request returning *ListConditionsResponse +func (c *ClientWithResponses) ListConditionsWithResponse(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*ListConditionsResponse, error) { + rsp, err := c.ListConditions(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListConditionsResponse(rsp) +} + +// ListDividendsWithResponse request returning *ListDividendsResponse +func (c *ClientWithResponses) ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, error) { + rsp, err := c.ListDividends(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListDividendsResponse(rsp) +} + +// ListExchangesWithResponse request returning *ListExchangesResponse +func (c *ClientWithResponses) ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) { + rsp, err := c.ListExchanges(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListExchangesResponse(rsp) +} + +// ListOptionsContractsWithResponse request returning *ListOptionsContractsResponse +func (c *ClientWithResponses) ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) { + rsp, err := c.ListOptionsContracts(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListOptionsContractsResponse(rsp) +} + +// GetOptionsContractWithResponse request returning *GetOptionsContractResponse +func (c *ClientWithResponses) GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, error) { + rsp, err := c.GetOptionsContract(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsContractResponse(rsp) +} + +// ListStockSplitsWithResponse request returning *ListStockSplitsResponse +func (c *ClientWithResponses) ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) { + rsp, err := c.ListStockSplits(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListStockSplitsResponse(rsp) +} + +// ListTickersWithResponse request returning *ListTickersResponse +func (c *ClientWithResponses) ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) { + rsp, err := c.ListTickers(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListTickersResponse(rsp) +} + +// ListTickerTypesWithResponse request returning *ListTickerTypesResponse +func (c *ClientWithResponses) ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, error) { + rsp, err := c.ListTickerTypes(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListTickerTypesResponse(rsp) +} + +// GetTickerWithResponse request returning *GetTickerResponse +func (c *ClientWithResponses) GetTickerWithResponse(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*GetTickerResponse, error) { + rsp, err := c.GetTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetTickerResponse(rsp) +} + +// GetSnapshotsWithResponse request returning *GetSnapshotsResponse +func (c *ClientWithResponses) GetSnapshotsWithResponse(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*GetSnapshotsResponse, error) { + rsp, err := c.GetSnapshots(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetSnapshotsResponse(rsp) +} + +// GetIndicesSnapshotWithResponse request returning *GetIndicesSnapshotResponse +func (c *ClientWithResponses) GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, error) { + rsp, err := c.GetIndicesSnapshot(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetIndicesSnapshotResponse(rsp) +} + +// GetOptionsChainWithResponse request returning *GetOptionsChainResponse +func (c *ClientWithResponses) GetOptionsChainWithResponse(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*GetOptionsChainResponse, error) { + rsp, err := c.GetOptionsChain(ctx, underlyingAsset, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsChainResponse(rsp) +} + +// GetOptionContractWithResponse request returning *GetOptionContractResponse +func (c *ClientWithResponses) GetOptionContractWithResponse(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*GetOptionContractResponse, error) { + rsp, err := c.GetOptionContract(ctx, underlyingAsset, optionContract, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionContractResponse(rsp) +} + +// GetCryptoTradesWithResponse request returning *GetCryptoTradesResponse +func (c *ClientWithResponses) GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, error) { + rsp, err := c.GetCryptoTrades(ctx, cryptoTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetCryptoTradesResponse(rsp) +} + +// GetOptionsTradesWithResponse request returning *GetOptionsTradesResponse +func (c *ClientWithResponses) GetOptionsTradesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*GetOptionsTradesResponse, error) { + rsp, err := c.GetOptionsTrades(ctx, optionsTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsTradesResponse(rsp) +} + +// GetStocksTradesWithResponse request returning *GetStocksTradesResponse +func (c *ClientWithResponses) GetStocksTradesWithResponse(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*GetStocksTradesResponse, error) { + rsp, err := c.GetStocksTrades(ctx, stockTicker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksTradesResponse(rsp) +} + +// ListFinancialsWithResponse request returning *ListFinancialsResponse +func (c *ClientWithResponses) ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, error) { + rsp, err := c.ListFinancials(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListFinancialsResponse(rsp) +} + +// ListIPOsWithResponse request returning *ListIPOsResponse +func (c *ClientWithResponses) ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) { + rsp, err := c.ListIPOs(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseListIPOsResponse(rsp) +} + +// GetEventsWithResponse request returning *GetEventsResponse +func (c *ClientWithResponses) GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) { + rsp, err := c.GetEvents(ctx, id, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetEventsResponse(rsp) +} + +// ParseGetBenzingaV1AnalystInsightsResponse parses an HTTP response from a GetBenzingaV1AnalystInsightsWithResponse call +func ParseGetBenzingaV1AnalystInsightsResponse(rsp *http.Response) (*GetBenzingaV1AnalystInsightsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1AnalystInsightsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaFirmId The identifer used by Benzinga for the firm record. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BenzingaRatingId The identifier used by Benzinga for the rating record. + BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` + + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` + + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` + + // Insight Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target. + Insight *string `json:"insight,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` + + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` + + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` + + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1AnalystInsights200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1AnalystInsights400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil } -// GetFuturesVXSnapshotNativeWithResponse request returning *GetFuturesVXSnapshotNativeResponse -func (c *ClientWithResponses) GetFuturesVXSnapshotNativeWithResponse(ctx context.Context, params *GetFuturesVXSnapshotNativeParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotNativeResponse, error) { - rsp, err := c.GetFuturesVXSnapshotNative(ctx, params, reqEditors...) - if err != nil { - return nil, err +// ParseGetBenzingaV1AnalystsResponse parses an HTTP response from a GetBenzingaV1AnalystsWithResponse call +func ParseGetBenzingaV1AnalystsResponse(rsp *http.Response) (*GetBenzingaV1AnalystsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetBenzingaV1AnalystsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } + + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // FirmName The name of the research firm or investment bank issuing the ratings. + FirmName *string `json:"firm_name,omitempty"` + + // FullName The full name of the analyst associated with the ratings. + FullName *string `json:"full_name,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the analyst record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` + + // OverallAvgReturn The average percent price difference per rating since the date of recommendation. + OverallAvgReturn *float64 `json:"overall_avg_return,omitempty"` + + // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. + OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,omitempty"` + + // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. + OverallSuccessRate *float64 `json:"overall_success_rate,omitempty"` + + // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. + SmartScore *float64 `json:"smart_score,omitempty"` + + // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. + TotalRatings *float64 `json:"total_ratings,omitempty"` + + // TotalRatingsPercentile The analyst's percentile rank based on the total number of ratings issued, relative to other analysts. + TotalRatingsPercentile *float64 `json:"total_ratings_percentile,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Analysts200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Analysts400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + } - return ParseGetFuturesVXSnapshotNativeResponse(rsp) -} -// GetFuturesVXTradesNewWithResponse request returning *GetFuturesVXTradesNewResponse -func (c *ClientWithResponses) GetFuturesVXTradesNewWithResponse(ctx context.Context, ticker string, params *GetFuturesVXTradesNewParams, reqEditors ...RequestEditorFn) (*GetFuturesVXTradesNewResponse, error) { - rsp, err := c.GetFuturesVXTradesNew(ctx, ticker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetFuturesVXTradesNewResponse(rsp) + return response, nil } -// GetFuturesTradesWithResponse request returning *GetFuturesTradesResponse -func (c *ClientWithResponses) GetFuturesTradesWithResponse(ctx context.Context, ticker string, params *GetFuturesTradesParams, reqEditors ...RequestEditorFn) (*GetFuturesTradesResponse, error) { - rsp, err := c.GetFuturesTrades(ctx, ticker, params, reqEditors...) +// ParseGetBenzingaV1BullsBearsSayResponse parses an HTTP response from a GetBenzingaV1BullsBearsSayWithResponse call +func ParseGetBenzingaV1BullsBearsSayResponse(rsp *http.Response) (*GetBenzingaV1BullsBearsSayResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - return ParseGetFuturesTradesResponse(rsp) -} -// GetOptionsV1ExchangesWithResponse request returning *GetOptionsV1ExchangesResponse -func (c *ClientWithResponses) GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) { - rsp, err := c.GetOptionsV1Exchanges(ctx, params, reqEditors...) - if err != nil { - return nil, err + response := &GetBenzingaV1BullsBearsSayResponse{ + Body: bodyBytes, + HTTPResponse: rsp, } - return ParseGetOptionsV1ExchangesResponse(rsp) -} -// GetStocksFilings10KVXSectionsWithResponse request returning *GetStocksFilings10KVXSectionsResponse -func (c *ClientWithResponses) GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) { - rsp, err := c.GetStocksFilings10KVXSections(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFilings10KVXSectionsResponse(rsp) -} + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` -// GetStocksFilings8KVXTextWithResponse request returning *GetStocksFilings8KVXTextResponse -func (c *ClientWithResponses) GetStocksFilings8KVXTextWithResponse(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXTextResponse, error) { - rsp, err := c.GetStocksFilings8KVXText(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFilings8KVXTextResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// GetStocksFilingsVXIndexWithResponse request returning *GetStocksFilingsVXIndexResponse -func (c *ClientWithResponses) GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) { - rsp, err := c.GetStocksFilingsVXIndex(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFilingsVXIndexResponse(rsp) -} + // Results The results for this request. + Results []struct { + // BearCase A concise summary of the bearish investment thesis, highlighting potential risks, challenges, and reasons why the stock could decline in value. + BearCase *string `json:"bear_case,omitempty"` -// GetStocksFilingsVXRiskFactorsWithResponse request returning *GetStocksFilingsVXRiskFactorsResponse -func (c *ClientWithResponses) GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) { - rsp, err := c.GetStocksFilingsVXRiskFactors(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFilingsVXRiskFactorsResponse(rsp) -} + // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. + BenzingaId *string `json:"benzinga_id,omitempty"` -// GetStocksFinancialsV1BalanceSheetsWithResponse request returning *GetStocksFinancialsV1BalanceSheetsResponse -func (c *ClientWithResponses) GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) { - rsp, err := c.GetStocksFinancialsV1BalanceSheets(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFinancialsV1BalanceSheetsResponse(rsp) -} + // BullCase A concise summary of the bullish investment thesis, highlighting positive aspects, growth opportunities, and reasons why the stock could appreciate in value. + BullCase *string `json:"bull_case,omitempty"` -// GetStocksFinancialsV1CashFlowStatementsWithResponse request returning *GetStocksFinancialsV1CashFlowStatementsResponse -func (c *ClientWithResponses) GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) { - rsp, err := c.GetStocksFinancialsV1CashFlowStatements(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFinancialsV1CashFlowStatementsResponse(rsp) -} + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` -// GetStocksFinancialsV1IncomeStatementsWithResponse request returning *GetStocksFinancialsV1IncomeStatementsResponse -func (c *ClientWithResponses) GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) { - rsp, err := c.GetStocksFinancialsV1IncomeStatements(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFinancialsV1IncomeStatementsResponse(rsp) -} + // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` -// GetStocksFinancialsV1RatiosWithResponse request returning *GetStocksFinancialsV1RatiosResponse -func (c *ClientWithResponses) GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, error) { - rsp, err := c.GetStocksFinancialsV1Ratios(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFinancialsV1RatiosResponse(rsp) -} + // Status The status of this request's response. + Status GetBenzingaV1BullsBearsSay200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest -// GetStocksTaxonomiesVXRiskFactorsWithResponse request returning *GetStocksTaxonomiesVXRiskFactorsResponse -func (c *ClientWithResponses) GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) { - rsp, err := c.GetStocksTaxonomiesVXRiskFactors(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksTaxonomiesVXRiskFactorsResponse(rsp) -} + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` -// GetStocksV1DividendsWithResponse request returning *GetStocksV1DividendsResponse -func (c *ClientWithResponses) GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, error) { - rsp, err := c.GetStocksV1Dividends(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksV1DividendsResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// GetStocksV1ExchangesWithResponse request returning *GetStocksV1ExchangesResponse -func (c *ClientWithResponses) GetStocksV1ExchangesWithResponse(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetStocksV1ExchangesResponse, error) { - rsp, err := c.GetStocksV1Exchanges(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksV1ExchangesResponse(rsp) -} + // Status The status of this request's response. + Status GetBenzingaV1BullsBearsSay400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest -// GetStocksV1ShortInterestWithResponse request returning *GetStocksV1ShortInterestResponse -func (c *ClientWithResponses) GetStocksV1ShortInterestWithResponse(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortInterestResponse, error) { - rsp, err := c.GetStocksV1ShortInterest(ctx, params, reqEditors...) - if err != nil { - return nil, err } - return ParseGetStocksV1ShortInterestResponse(rsp) -} -// GetStocksV1ShortVolumeWithResponse request returning *GetStocksV1ShortVolumeResponse -func (c *ClientWithResponses) GetStocksV1ShortVolumeWithResponse(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortVolumeResponse, error) { - rsp, err := c.GetStocksV1ShortVolume(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksV1ShortVolumeResponse(rsp) + return response, nil } -// GetStocksV1SplitsWithResponse request returning *GetStocksV1SplitsResponse -func (c *ClientWithResponses) GetStocksV1SplitsWithResponse(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*GetStocksV1SplitsResponse, error) { - rsp, err := c.GetStocksV1Splits(ctx, params, reqEditors...) +// ParseGetBenzingaV1ConsensusRatingsResponse parses an HTTP response from a GetBenzingaV1ConsensusRatingsWithResponse call +func ParseGetBenzingaV1ConsensusRatingsResponse(rsp *http.Response) (*GetBenzingaV1ConsensusRatingsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - return ParseGetStocksV1SplitsResponse(rsp) -} -// GetStocksVXFloatWithResponse request returning *GetStocksVXFloatResponse -func (c *ClientWithResponses) GetStocksVXFloatWithResponse(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*GetStocksVXFloatResponse, error) { - rsp, err := c.GetStocksVXFloat(ctx, params, reqEditors...) - if err != nil { - return nil, err + response := &GetBenzingaV1ConsensusRatingsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, } - return ParseGetStocksVXFloatResponse(rsp) -} -// GetTmxV1CorporateEventsWithResponse request returning *GetTmxV1CorporateEventsResponse -func (c *ClientWithResponses) GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) { - rsp, err := c.GetTmxV1CorporateEvents(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetTmxV1CorporateEventsResponse(rsp) -} + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` -// GetCurrencyConversionWithResponse request returning *GetCurrencyConversionResponse -func (c *ClientWithResponses) GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) { - rsp, err := c.GetCurrencyConversion(ctx, from, to, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCurrencyConversionResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// DeprecatedGetHistoricCryptoTradesWithResponse request returning *DeprecatedGetHistoricCryptoTradesResponse -func (c *ClientWithResponses) DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) { - rsp, err := c.DeprecatedGetHistoricCryptoTrades(ctx, from, to, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseDeprecatedGetHistoricCryptoTradesResponse(rsp) -} + // Results The results for this request. + Results []struct { + // BuyRatings The count of 'Buy' ratings from contributing analysts. + BuyRatings int64 `json:"buy_ratings"` -// DeprecatedGetHistoricForexQuotesWithResponse request returning *DeprecatedGetHistoricForexQuotesResponse -func (c *ClientWithResponses) DeprecatedGetHistoricForexQuotesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricForexQuotesResponse, error) { - rsp, err := c.DeprecatedGetHistoricForexQuotes(ctx, from, to, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseDeprecatedGetHistoricForexQuotesResponse(rsp) -} + // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. + ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` -// GetCryptoEMAWithResponse request returning *GetCryptoEMAResponse -func (c *ClientWithResponses) GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) { - rsp, err := c.GetCryptoEMA(ctx, cryptoTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoEMAResponse(rsp) -} + // ConsensusRating The overall rating category determined by the average consensus weight. Possible values: 'strong_buy', 'buy', 'hold', 'sell', 'strong_sell'. + ConsensusRating *string `json:"consensus_rating,omitempty"` -// GetForexEMAWithResponse request returning *GetForexEMAResponse -func (c *ClientWithResponses) GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) { - rsp, err := c.GetForexEMA(ctx, fxTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetForexEMAResponse(rsp) -} + // ConsensusRatingValue The numerical average of all consensus weights, rounded to 2 decimal places. Scale ranges from 1 (Strong Sell) to 5 (Strong Buy). + ConsensusRatingValue *float64 `json:"consensus_rating_value,omitempty"` + + // HighPriceTarget The highest price target among all contributing analysts. + HighPriceTarget *float64 `json:"high_price_target,omitempty"` + + // HoldRatings The count of 'Hold' ratings from contributing analysts. + HoldRatings int64 `json:"hold_ratings"` + + // LowPriceTarget The lowest price target among all contributing analysts. + LowPriceTarget *float64 `json:"low_price_target,omitempty"` + + // PriceTargetContributors The number of unique analysts contributing price targets. + PriceTargetContributors int64 `json:"price_target_contributors"` + + // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. + RatingsContributors int64 `json:"ratings_contributors"` + + // SellRatings The count of 'Sell' ratings from contributing analysts. + SellRatings int64 `json:"sell_ratings"` + + // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. + StrongBuyRatings int64 `json:"strong_buy_ratings"` + + // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. + StrongSellRatings int64 `json:"strong_sell_ratings"` + + // Ticker The requested ticker. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1ConsensusRatings200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1ConsensusRatings400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest -// GetIndicesEMAWithResponse request returning *GetIndicesEMAResponse -func (c *ClientWithResponses) GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) { - rsp, err := c.GetIndicesEMA(ctx, indicesTicker, params, reqEditors...) - if err != nil { - return nil, err } - return ParseGetIndicesEMAResponse(rsp) + + return response, nil } -// GetOptionsEMAWithResponse request returning *GetOptionsEMAResponse -func (c *ClientWithResponses) GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, error) { - rsp, err := c.GetOptionsEMA(ctx, optionsTicker, params, reqEditors...) +// ParseGetBenzingaV1EarningsResponse parses an HTTP response from a GetBenzingaV1EarningsWithResponse call +func ParseGetBenzingaV1EarningsResponse(rsp *http.Response) (*GetBenzingaV1EarningsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - return ParseGetOptionsEMAResponse(rsp) -} -// GetStocksEMAWithResponse request returning *GetStocksEMAResponse -func (c *ClientWithResponses) GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) { - rsp, err := c.GetStocksEMA(ctx, stockTicker, params, reqEditors...) - if err != nil { - return nil, err + response := &GetBenzingaV1EarningsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, } - return ParseGetStocksEMAResponse(rsp) -} -// GetCryptoMACDWithResponse request returning *GetCryptoMACDResponse -func (c *ClientWithResponses) GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) { - rsp, err := c.GetCryptoMACD(ctx, cryptoTicker, params, reqEditors...) - if err != nil { - return nil, err + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // ActualEps The actual earnings per share (EPS) reported by the company for the given period. + ActualEps *float64 `json:"actual_eps,omitempty"` + + // ActualRevenue The actual revenue reported by the company for the given fiscal period. + ActualRevenue *float64 `json:"actual_revenue,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // CompanyName The name of the company releasing earnings. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 currency code indicating the denomination in which the figures are reported. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. + Date *string `json:"date,omitempty"` + + // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. + DateStatus *string `json:"date_status,omitempty"` + + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` + + // EpsSurprise The difference between the actual and estimated EPS. + EpsSurprise *float64 `json:"eps_surprise,omitempty"` + + // EpsSurprisePercent The percentage difference between the actual and estimated EPS. + EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` + + // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. + EstimatedEps *float64 `json:"estimated_eps,omitempty"` + + // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. + EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` + + // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. + FiscalPeriod *string `json:"fiscal_period,omitempty"` + + // FiscalYear The fiscal year in which the earnings period falls. + FiscalYear *int64 `json:"fiscal_year,omitempty"` + + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Notes Additional context, commentary, or clarifying notes related to the earnings event. + Notes *string `json:"notes,omitempty"` + + // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. + PreviousEps *float64 `json:"previous_eps,omitempty"` + + // PreviousRevenue The company's revenue for the previous comparable fiscal period. + PreviousRevenue *float64 `json:"previous_revenue,omitempty"` + + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), adj (adjusted, non-GAAP figures that exclude certain items like one-time charges or divestitures), and rental (revenue specifically derived from rental operations, typically used by REITs, leasing companies, or businesses with a rental-based model). + RevenueMethod *string `json:"revenue_method,omitempty"` + + // RevenueSurprise The difference between the actual and estimated revenue. + RevenueSurprise *float64 `json:"revenue_surprise,omitempty"` + + // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. + RevenueSurprisePercent *float64 `json:"revenue_surprise_percent,omitempty"` + + // Ticker The stock symbol of the company reporting earnings. + Ticker *string `json:"ticker,omitempty"` + + // Time The time (formatted as 24-hour HH:MM:SS EST) when the earnings are scheduled or were reported. + Time *string `json:"time,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Earnings200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Earnings400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + } - return ParseGetCryptoMACDResponse(rsp) + + return response, nil } -// GetForexMACDWithResponse request returning *GetForexMACDResponse -func (c *ClientWithResponses) GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) { - rsp, err := c.GetForexMACD(ctx, fxTicker, params, reqEditors...) +// ParseGetBenzingaV1FirmsResponse parses an HTTP response from a GetBenzingaV1FirmsWithResponse call +func ParseGetBenzingaV1FirmsResponse(rsp *http.Response) (*GetBenzingaV1FirmsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - return ParseGetForexMACDResponse(rsp) -} -// GetIndicesMACDWithResponse request returning *GetIndicesMACDResponse -func (c *ClientWithResponses) GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) { - rsp, err := c.GetIndicesMACD(ctx, indicesTicker, params, reqEditors...) - if err != nil { - return nil, err + response := &GetBenzingaV1FirmsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, } - return ParseGetIndicesMACDResponse(rsp) -} -// GetOptionsMACDWithResponse request returning *GetOptionsMACDResponse -func (c *ClientWithResponses) GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) { - rsp, err := c.GetOptionsMACD(ctx, optionsTicker, params, reqEditors...) - if err != nil { - return nil, err + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Results The results for this request. + Results []struct { + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // Currency Primary currency used by the financial firm, with some entries having null values. + Currency *string `json:"currency,omitempty"` + + // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. + LastUpdated *string `json:"last_updated,omitempty"` + + // Name The name of a research firm or investment bank which issues ratings. + Name *string `json:"name,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetBenzingaV1Firms200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest + + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` + + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1Firms400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + } - return ParseGetOptionsMACDResponse(rsp) -} -// GetStocksMACDWithResponse request returning *GetStocksMACDResponse -func (c *ClientWithResponses) GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) { - rsp, err := c.GetStocksMACD(ctx, stockTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksMACDResponse(rsp) + return response, nil } -// GetCryptoRSIWithResponse request returning *GetCryptoRSIResponse -func (c *ClientWithResponses) GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) { - rsp, err := c.GetCryptoRSI(ctx, cryptoTicker, params, reqEditors...) +// ParseGetBenzingaV1GuidanceResponse parses an HTTP response from a GetBenzingaV1GuidanceWithResponse call +func ParseGetBenzingaV1GuidanceResponse(rsp *http.Response) (*GetBenzingaV1GuidanceResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - return ParseGetCryptoRSIResponse(rsp) -} -// GetForexRSIWithResponse request returning *GetForexRSIResponse -func (c *ClientWithResponses) GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) { - rsp, err := c.GetForexRSI(ctx, fxTicker, params, reqEditors...) - if err != nil { - return nil, err + response := &GetBenzingaV1GuidanceResponse{ + Body: bodyBytes, + HTTPResponse: rsp, } - return ParseGetForexRSIResponse(rsp) -} -// GetIndicesRSIWithResponse request returning *GetIndicesRSIResponse -func (c *ClientWithResponses) GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) { - rsp, err := c.GetIndicesRSI(ctx, indicesTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetIndicesRSIResponse(rsp) -} + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` -// GetOptionsRSIWithResponse request returning *GetOptionsRSIResponse -func (c *ClientWithResponses) GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) { - rsp, err := c.GetOptionsRSI(ctx, optionsTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsRSIResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// GetStocksRSIWithResponse request returning *GetStocksRSIResponse -func (c *ClientWithResponses) GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, error) { - rsp, err := c.GetStocksRSI(ctx, stockTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksRSIResponse(rsp) -} + // Results The results for this request. + Results []struct { + // BenzingaId A unique identifier assigned by Benzinga to the guidance record. + BenzingaId *string `json:"benzinga_id,omitempty"` -// GetCryptoSMAWithResponse request returning *GetCryptoSMAResponse -func (c *ClientWithResponses) GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) { - rsp, err := c.GetCryptoSMA(ctx, cryptoTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoSMAResponse(rsp) -} + // CompanyName The name of the company issuing guidance. + CompanyName *string `json:"company_name,omitempty"` -// GetForexSMAWithResponse request returning *GetForexSMAResponse -func (c *ClientWithResponses) GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) { - rsp, err := c.GetForexSMA(ctx, fxTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetForexSMAResponse(rsp) -} + // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. + Currency *string `json:"currency,omitempty"` -// GetIndicesSMAWithResponse request returning *GetIndicesSMAResponse -func (c *ClientWithResponses) GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, error) { - rsp, err := c.GetIndicesSMA(ctx, indicesTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetIndicesSMAResponse(rsp) -} + // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. + Date *string `json:"date,omitempty"` -// GetOptionsSMAWithResponse request returning *GetOptionsSMAResponse -func (c *ClientWithResponses) GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) { - rsp, err := c.GetOptionsSMA(ctx, optionsTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsSMAResponse(rsp) -} + // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). + EpsMethod *string `json:"eps_method,omitempty"` -// GetStocksSMAWithResponse request returning *GetStocksSMAResponse -func (c *ClientWithResponses) GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) { - rsp, err := c.GetStocksSMA(ctx, stockTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksSMAResponse(rsp) -} + // EstimatedEpsGuidance The midpoint or central earnings per share (EPS) value the company expects for the given fiscal period. + EstimatedEpsGuidance *float64 `json:"estimated_eps_guidance,omitempty"` -// GetLastCryptoTradeWithResponse request returning *GetLastCryptoTradeResponse -func (c *ClientWithResponses) GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, error) { - rsp, err := c.GetLastCryptoTrade(ctx, from, to, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetLastCryptoTradeResponse(rsp) -} + // EstimatedRevenueGuidance The midpoint or central revenue figure the company expects for the given fiscal period. + EstimatedRevenueGuidance *float64 `json:"estimated_revenue_guidance,omitempty"` -// GetLastCurrencyQuoteWithResponse request returning *GetLastCurrencyQuoteResponse -func (c *ClientWithResponses) GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) { - rsp, err := c.GetLastCurrencyQuote(ctx, from, to, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetLastCurrencyQuoteResponse(rsp) -} + // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. + FiscalPeriod *string `json:"fiscal_period,omitempty"` -// GetMarketStatusWithResponse request returning *GetMarketStatusResponse -func (c *ClientWithResponses) GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) { - rsp, err := c.GetMarketStatus(ctx, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetMarketStatusResponse(rsp) -} + // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. + FiscalYear *int64 `json:"fiscal_year,omitempty"` -// GetMarketHolidaysWithResponse request returning *GetMarketHolidaysResponse -func (c *ClientWithResponses) GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, error) { - rsp, err := c.GetMarketHolidays(ctx, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetMarketHolidaysResponse(rsp) -} + // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` -// GetCryptoOpenCloseWithResponse request returning *GetCryptoOpenCloseResponse -func (c *ClientWithResponses) GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) { - rsp, err := c.GetCryptoOpenClose(ctx, from, to, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoOpenCloseResponse(rsp) -} + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + LastUpdated *string `json:"last_updated,omitempty"` -// GetIndicesOpenCloseWithResponse request returning *GetIndicesOpenCloseResponse -func (c *ClientWithResponses) GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) { - rsp, err := c.GetIndicesOpenClose(ctx, indicesTicker, date, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetIndicesOpenCloseResponse(rsp) -} + // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. + MaxEpsGuidance *float64 `json:"max_eps_guidance,omitempty"` -// GetOptionsOpenCloseWithResponse request returning *GetOptionsOpenCloseResponse -func (c *ClientWithResponses) GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, error) { - rsp, err := c.GetOptionsOpenClose(ctx, optionsTicker, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsOpenCloseResponse(rsp) -} + // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. + MaxRevenueGuidance *float64 `json:"max_revenue_guidance,omitempty"` -// GetStocksOpenCloseWithResponse request returning *GetStocksOpenCloseResponse -func (c *ClientWithResponses) GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) { - rsp, err := c.GetStocksOpenClose(ctx, stocksTicker, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksOpenCloseResponse(rsp) -} + // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. + MinEpsGuidance *float64 `json:"min_eps_guidance,omitempty"` -// GetV1ReferenceIposWithResponse request returning *GetV1ReferenceIposResponse -func (c *ClientWithResponses) GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) { - rsp, err := c.GetV1ReferenceIpos(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetV1ReferenceIposResponse(rsp) -} + // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. + MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` -// GetRelatedCompaniesWithResponse request returning *GetRelatedCompaniesResponse -func (c *ClientWithResponses) GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, error) { - rsp, err := c.GetRelatedCompanies(ctx, ticker, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetRelatedCompaniesResponse(rsp) -} + // Notes Additional descriptive text or commentary provided about the guidance record. + Notes *string `json:"notes,omitempty"` -// GetSnapshotSummaryWithResponse request returning *GetSnapshotSummaryResponse -func (c *ClientWithResponses) GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) { - rsp, err := c.GetSnapshotSummary(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetSnapshotSummaryResponse(rsp) -} + // Positioning Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure) + Positioning *string `json:"positioning,omitempty"` -// GetGroupedCryptoAggregatesWithResponse request returning *GetGroupedCryptoAggregatesResponse -func (c *ClientWithResponses) GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) { - rsp, err := c.GetGroupedCryptoAggregates(ctx, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetGroupedCryptoAggregatesResponse(rsp) -} + // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` -// GetGroupedForexAggregatesWithResponse request returning *GetGroupedForexAggregatesResponse -func (c *ClientWithResponses) GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) { - rsp, err := c.GetGroupedForexAggregates(ctx, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetGroupedForexAggregatesResponse(rsp) -} + // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,omitempty"` -// GetGroupedStocksAggregatesWithResponse request returning *GetGroupedStocksAggregatesResponse -func (c *ClientWithResponses) GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) { - rsp, err := c.GetGroupedStocksAggregates(ctx, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetGroupedStocksAggregatesResponse(rsp) -} + // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` -// GetPreviousCryptoAggregatesWithResponse request returning *GetPreviousCryptoAggregatesResponse -func (c *ClientWithResponses) GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) { - rsp, err := c.GetPreviousCryptoAggregates(ctx, cryptoTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetPreviousCryptoAggregatesResponse(rsp) -} + // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,omitempty"` -// GetCryptoAggregatesWithResponse request returning *GetCryptoAggregatesResponse -func (c *ClientWithResponses) GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, error) { - rsp, err := c.GetCryptoAggregates(ctx, cryptoTicker, multiplier, timespan, from, to, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoAggregatesResponse(rsp) -} + // ReleaseType Indicates whether the guidance was issued as part of a scheduled earnings release ('official') or as an unscheduled update ('preliminary'). + ReleaseType *string `json:"release_type,omitempty"` -// GetPreviousForexAggregatesWithResponse request returning *GetPreviousForexAggregatesResponse -func (c *ClientWithResponses) GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) { - rsp, err := c.GetPreviousForexAggregates(ctx, forexTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetPreviousForexAggregatesResponse(rsp) -} + // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles) and adj (adjusted, non-GAAP). + RevenueMethod *string `json:"revenue_method,omitempty"` -// GetForexAggregatesWithResponse request returning *GetForexAggregatesResponse -func (c *ClientWithResponses) GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) { - rsp, err := c.GetForexAggregates(ctx, forexTicker, multiplier, timespan, from, to, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetForexAggregatesResponse(rsp) -} + // Ticker The stock symbol of the company issuing guidance. + Ticker *string `json:"ticker,omitempty"` -// GetPreviousIndicesAggregatesWithResponse request returning *GetPreviousIndicesAggregatesResponse -func (c *ClientWithResponses) GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, error) { - rsp, err := c.GetPreviousIndicesAggregates(ctx, indicesTicker, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetPreviousIndicesAggregatesResponse(rsp) -} + // Time The time of day the guidance was announced, in HH:mm:ss format. + Time *string `json:"time,omitempty"` + } `json:"results"` -// GetIndicesAggregatesWithResponse request returning *GetIndicesAggregatesResponse -func (c *ClientWithResponses) GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) { - rsp, err := c.GetIndicesAggregates(ctx, indicesTicker, multiplier, timespan, from, to, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetIndicesAggregatesResponse(rsp) -} + // Status The status of this request's response. + Status GetBenzingaV1Guidance200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest -// GetPreviousOptionsAggregatesWithResponse request returning *GetPreviousOptionsAggregatesResponse -func (c *ClientWithResponses) GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) { - rsp, err := c.GetPreviousOptionsAggregates(ctx, optionsTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetPreviousOptionsAggregatesResponse(rsp) -} + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` -// GetOptionsAggregatesWithResponse request returning *GetOptionsAggregatesResponse -func (c *ClientWithResponses) GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, error) { - rsp, err := c.GetOptionsAggregates(ctx, optionsTicker, multiplier, timespan, from, to, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsAggregatesResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// GetPreviousStocksAggregatesWithResponse request returning *GetPreviousStocksAggregatesResponse -func (c *ClientWithResponses) GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) { - rsp, err := c.GetPreviousStocksAggregates(ctx, stocksTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetPreviousStocksAggregatesResponse(rsp) -} + // Status The status of this request's response. + Status GetBenzingaV1Guidance400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest -// GetStocksAggregatesWithResponse request returning *GetStocksAggregatesResponse -func (c *ClientWithResponses) GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) { - rsp, err := c.GetStocksAggregates(ctx, stocksTicker, multiplier, timespan, from, to, params, reqEditors...) - if err != nil { - return nil, err } - return ParseGetStocksAggregatesResponse(rsp) -} -// GetLastStocksQuoteWithResponse request returning *GetLastStocksQuoteResponse -func (c *ClientWithResponses) GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) { - rsp, err := c.GetLastStocksQuote(ctx, stocksTicker, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetLastStocksQuoteResponse(rsp) + return response, nil } -// GetLastOptionsTradeWithResponse request returning *GetLastOptionsTradeResponse -func (c *ClientWithResponses) GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) { - rsp, err := c.GetLastOptionsTrade(ctx, optionsTicker, reqEditors...) +// ParseGetBenzingaV1RatingsResponse parses an HTTP response from a GetBenzingaV1RatingsWithResponse call +func ParseGetBenzingaV1RatingsResponse(rsp *http.Response) (*GetBenzingaV1RatingsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - return ParseGetLastOptionsTradeResponse(rsp) -} -// GetLastStocksTradeWithResponse request returning *GetLastStocksTradeResponse -func (c *ClientWithResponses) GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) { - rsp, err := c.GetLastStocksTrade(ctx, stocksTicker, reqEditors...) - if err != nil { - return nil, err + response := &GetBenzingaV1RatingsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, } - return ParseGetLastStocksTradeResponse(rsp) -} -// ListNewsWithResponse request returning *ListNewsResponse -func (c *ClientWithResponses) ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) { - rsp, err := c.ListNews(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListNewsResponse(rsp) -} + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` -// GetCryptoSnapshotTickersWithResponse request returning *GetCryptoSnapshotTickersResponse -func (c *ClientWithResponses) GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) { - rsp, err := c.GetCryptoSnapshotTickers(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoSnapshotTickersResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// GetCryptoSnapshotTickerWithResponse request returning *GetCryptoSnapshotTickerResponse -func (c *ClientWithResponses) GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) { - rsp, err := c.GetCryptoSnapshotTicker(ctx, ticker, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoSnapshotTickerResponse(rsp) -} + // Results The results for this request. + Results []struct { + // AdjustedPriceTarget The current price target adjusted for stock splits and dividends. + AdjustedPriceTarget *float64 `json:"adjusted_price_target,omitempty"` -// DeprecatedGetCryptoSnapshotTickerBookWithResponse request returning *DeprecatedGetCryptoSnapshotTickerBookResponse -func (c *ClientWithResponses) DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) { - rsp, err := c.DeprecatedGetCryptoSnapshotTickerBook(ctx, ticker, reqEditors...) - if err != nil { - return nil, err - } - return ParseDeprecatedGetCryptoSnapshotTickerBookResponse(rsp) -} + // Analyst The name of the individual analyst who issued the rating. + Analyst *string `json:"analyst,omitempty"` -// GetCryptoSnapshotDirectionWithResponse request returning *GetCryptoSnapshotDirectionResponse -func (c *ClientWithResponses) GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) { - rsp, err := c.GetCryptoSnapshotDirection(ctx, direction, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoSnapshotDirectionResponse(rsp) -} + // BenzingaAnalystId The identifer used by Benzinga for this analyst. + BenzingaAnalystId *string `json:"benzinga_analyst_id,omitempty"` -// GetForexSnapshotTickersWithResponse request returning *GetForexSnapshotTickersResponse -func (c *ClientWithResponses) GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) { - rsp, err := c.GetForexSnapshotTickers(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetForexSnapshotTickersResponse(rsp) -} + // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker + BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` + + // BenzingaFirmId The identifer used by Benzinga for this firm. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` + + // BenzingaNewsUrl A link to the Benzinga articles page for this ticker + BenzingaNewsUrl *string `json:"benzinga_news_url,omitempty"` + + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` + + // Currency The ISO 4217 currency code in which the price target is denominated. + Currency *string `json:"currency,omitempty"` + + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` + + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` + + // Importance A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). + Importance *int64 `json:"importance,omitempty"` + + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. + LastUpdated *time.Time `json:"last_updated,omitempty"` + + // Notes Additional context or commentary. + Notes *string `json:"notes,omitempty"` + + // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. + PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` + + // PreviousPriceTarget The previous price target set by the analyst. + PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` + + // PreviousRating The previous rating set by the analyst. + PreviousRating *string `json:"previous_rating,omitempty"` + + // PricePercentChange The percentage change in price target if price target and previous price target exists + PricePercentChange *float64 `json:"price_percent_change,omitempty"` + + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` + + // PriceTargetAction The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets. + PriceTargetAction *string `json:"price_target_action,omitempty"` + + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` -// GetForexSnapshotTickerWithResponse request returning *GetForexSnapshotTickerResponse -func (c *ClientWithResponses) GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) { - rsp, err := c.GetForexSnapshotTicker(ctx, ticker, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetForexSnapshotTickerResponse(rsp) -} + // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. + RatingAction *string `json:"rating_action,omitempty"` -// GetForexSnapshotDirectionWithResponse request returning *GetForexSnapshotDirectionResponse -func (c *ClientWithResponses) GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) { - rsp, err := c.GetForexSnapshotDirection(ctx, direction, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetForexSnapshotDirectionResponse(rsp) -} + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` -// GetStocksSnapshotTickersWithResponse request returning *GetStocksSnapshotTickersResponse -func (c *ClientWithResponses) GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, error) { - rsp, err := c.GetStocksSnapshotTickers(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksSnapshotTickersResponse(rsp) -} + // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. + Time *string `json:"time,omitempty"` + } `json:"results"` -// GetStocksSnapshotTickerWithResponse request returning *GetStocksSnapshotTickerResponse -func (c *ClientWithResponses) GetStocksSnapshotTickerWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickerResponse, error) { - rsp, err := c.GetStocksSnapshotTicker(ctx, stocksTicker, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksSnapshotTickerResponse(rsp) -} + // Status The status of this request's response. + Status GetBenzingaV1Ratings200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest -// GetStocksSnapshotDirectionWithResponse request returning *GetStocksSnapshotDirectionResponse -func (c *ClientWithResponses) GetStocksSnapshotDirectionWithResponse(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotDirectionResponse, error) { - rsp, err := c.GetStocksSnapshotDirection(ctx, direction, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksSnapshotDirectionResponse(rsp) -} + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` -// DeprecatedGetHistoricStocksQuotesWithResponse request returning *DeprecatedGetHistoricStocksQuotesResponse -func (c *ClientWithResponses) DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, error) { - rsp, err := c.DeprecatedGetHistoricStocksQuotes(ctx, ticker, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseDeprecatedGetHistoricStocksQuotesResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// DeprecatedGetHistoricStocksTradesWithResponse request returning *DeprecatedGetHistoricStocksTradesResponse -func (c *ClientWithResponses) DeprecatedGetHistoricStocksTradesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksTradesResponse, error) { - rsp, err := c.DeprecatedGetHistoricStocksTrades(ctx, ticker, date, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseDeprecatedGetHistoricStocksTradesResponse(rsp) -} + // Status The status of this request's response. + Status GetBenzingaV1Ratings400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest -// GetForexQuotesWithResponse request returning *GetForexQuotesResponse -func (c *ClientWithResponses) GetForexQuotesWithResponse(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*GetForexQuotesResponse, error) { - rsp, err := c.GetForexQuotes(ctx, fxTicker, params, reqEditors...) - if err != nil { - return nil, err } - return ParseGetForexQuotesResponse(rsp) -} -// GetOptionsQuotesWithResponse request returning *GetOptionsQuotesResponse -func (c *ClientWithResponses) GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, error) { - rsp, err := c.GetOptionsQuotes(ctx, optionsTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsQuotesResponse(rsp) + return response, nil } -// GetStocksQuotesWithResponse request returning *GetStocksQuotesResponse -func (c *ClientWithResponses) GetStocksQuotesWithResponse(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*GetStocksQuotesResponse, error) { - rsp, err := c.GetStocksQuotes(ctx, stockTicker, params, reqEditors...) +// ParseGetBenzingaV2NewsResponse parses an HTTP response from a GetBenzingaV2NewsWithResponse call +func ParseGetBenzingaV2NewsResponse(rsp *http.Response) (*GetBenzingaV2NewsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - return ParseGetStocksQuotesResponse(rsp) -} -// ListConditionsWithResponse request returning *ListConditionsResponse -func (c *ClientWithResponses) ListConditionsWithResponse(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*ListConditionsResponse, error) { - rsp, err := c.ListConditions(ctx, params, reqEditors...) - if err != nil { - return nil, err + response := &GetBenzingaV2NewsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, } - return ParseListConditionsResponse(rsp) -} -// ListDividendsWithResponse request returning *ListDividendsResponse -func (c *ClientWithResponses) ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, error) { - rsp, err := c.ListDividends(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListDividendsResponse(rsp) -} + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` -// ListExchangesWithResponse request returning *ListExchangesResponse -func (c *ClientWithResponses) ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) { - rsp, err := c.ListExchanges(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListExchangesResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -// ListOptionsContractsWithResponse request returning *ListOptionsContractsResponse -func (c *ClientWithResponses) ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) { - rsp, err := c.ListOptionsContracts(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListOptionsContractsResponse(rsp) -} + // Results The results for this request. + Results []struct { + // Author The name of the journalist or entity that authored the news article. + Author string `json:"author"` -// GetOptionsContractWithResponse request returning *GetOptionsContractResponse -func (c *ClientWithResponses) GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, error) { - rsp, err := c.GetOptionsContract(ctx, optionsTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsContractResponse(rsp) -} + // BenzingaId The identifer used by Benzinga for this record. + BenzingaId int64 `json:"benzinga_id"` -// ListStockSplitsWithResponse request returning *ListStockSplitsResponse -func (c *ClientWithResponses) ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) { - rsp, err := c.ListStockSplits(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListStockSplitsResponse(rsp) -} + // Body The full text content of the news article. + Body *string `json:"body,omitempty"` -// ListTickersWithResponse request returning *ListTickersResponse -func (c *ClientWithResponses) ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) { - rsp, err := c.ListTickers(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListTickersResponse(rsp) -} + // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). + Channels *[]string `json:"channels,omitempty"` -// ListTickerTypesWithResponse request returning *ListTickerTypesResponse -func (c *ClientWithResponses) ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, error) { - rsp, err := c.ListTickerTypes(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListTickerTypesResponse(rsp) -} + // Images A list of images associated with the article. + Images *[]string `json:"images,omitempty"` -// GetTickerWithResponse request returning *GetTickerResponse -func (c *ClientWithResponses) GetTickerWithResponse(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*GetTickerResponse, error) { - rsp, err := c.GetTicker(ctx, ticker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetTickerResponse(rsp) -} + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the news article was last updated in the system. + LastUpdated time.Time `json:"last_updated"` -// GetSnapshotsWithResponse request returning *GetSnapshotsResponse -func (c *ClientWithResponses) GetSnapshotsWithResponse(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*GetSnapshotsResponse, error) { - rsp, err := c.GetSnapshots(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetSnapshotsResponse(rsp) -} + // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. + Published time.Time `json:"published"` -// GetIndicesSnapshotWithResponse request returning *GetIndicesSnapshotResponse -func (c *ClientWithResponses) GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, error) { - rsp, err := c.GetIndicesSnapshot(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetIndicesSnapshotResponse(rsp) -} + // Tags A list of tags that describe the themes or content of the article. + Tags *[]string `json:"tags,omitempty"` -// GetOptionsChainWithResponse request returning *GetOptionsChainResponse -func (c *ClientWithResponses) GetOptionsChainWithResponse(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*GetOptionsChainResponse, error) { - rsp, err := c.GetOptionsChain(ctx, underlyingAsset, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsChainResponse(rsp) -} + // Teaser A short summary or lead-in to the news article's content. + Teaser *string `json:"teaser,omitempty"` -// GetOptionContractWithResponse request returning *GetOptionContractResponse -func (c *ClientWithResponses) GetOptionContractWithResponse(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*GetOptionContractResponse, error) { - rsp, err := c.GetOptionContract(ctx, underlyingAsset, optionContract, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionContractResponse(rsp) -} + // Tickers A list of stock or crypto tickers mentioned in the article. + Tickers *[]string `json:"tickers,omitempty"` -// GetCryptoTradesWithResponse request returning *GetCryptoTradesResponse -func (c *ClientWithResponses) GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, error) { - rsp, err := c.GetCryptoTrades(ctx, cryptoTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetCryptoTradesResponse(rsp) -} + // Title The headline of the news article. + Title string `json:"title"` -// GetOptionsTradesWithResponse request returning *GetOptionsTradesResponse -func (c *ClientWithResponses) GetOptionsTradesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*GetOptionsTradesResponse, error) { - rsp, err := c.GetOptionsTrades(ctx, optionsTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetOptionsTradesResponse(rsp) -} + // Url The direct link to the source of the news article. + Url string `json:"url"` + } `json:"results"` -// GetStocksTradesWithResponse request returning *GetStocksTradesResponse -func (c *ClientWithResponses) GetStocksTradesWithResponse(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*GetStocksTradesResponse, error) { - rsp, err := c.GetStocksTrades(ctx, stockTicker, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksTradesResponse(rsp) -} + // Status The status of this request's response. + Status GetBenzingaV2News200Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest -// ListFinancialsWithResponse request returning *ListFinancialsResponse -func (c *ClientWithResponses) ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, error) { - rsp, err := c.ListFinancials(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListFinancialsResponse(rsp) -} + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 400: + var dest struct { + // Error A message describing the source of the error. + Error string `json:"error"` -// ListIPOsWithResponse request returning *ListIPOsResponse -func (c *ClientWithResponses) ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) { - rsp, err := c.ListIPOs(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseListIPOsResponse(rsp) -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV2News400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest -// GetEventsWithResponse request returning *GetEventsResponse -func (c *ClientWithResponses) GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) { - rsp, err := c.GetEvents(ctx, id, params, reqEditors...) - if err != nil { - return nil, err } - return ParseGetEventsResponse(rsp) + + return response, nil } -// ParseGetBenzingaV1AnalystInsightsResponse parses an HTTP response from a GetBenzingaV1AnalystInsightsWithResponse call -func ParseGetBenzingaV1AnalystInsightsResponse(rsp *http.Response) (*GetBenzingaV1AnalystInsightsResponse, error) { +// ParseGetConsumerSpendingEuV1MerchantAggregatesResponse parses an HTTP response from a GetConsumerSpendingEuV1MerchantAggregatesWithResponse call +func ParseGetConsumerSpendingEuV1MerchantAggregatesResponse(rsp *http.Response) (*GetConsumerSpendingEuV1MerchantAggregatesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1AnalystInsightsResponse{ + response := &GetConsumerSpendingEuV1MerchantAggregatesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -55972,45 +61109,84 @@ func ParseGetBenzingaV1AnalystInsightsResponse(rsp *http.Response) (*GetBenzinga // Results The results for this request. Results []struct { - // BenzingaFirmId The identifer used by Benzinga for the firm record. - BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + // Channel Transaction channel. Possible values: online, offline, bnpl (buy now pay later platforms such as Scala, Klarna, Zilch). + Channel *string `json:"channel,omitempty"` - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + // ConsumerType The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking. + ConsumerType *string `json:"consumer_type,omitempty"` - // BenzingaRatingId The identifier used by Benzinga for the rating record. - BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` + // EightDayRollingCategoryAccounts The count of unique consumer accounts active for a given country, consumer type, and that transacted in this merchant category (MCC Group) over the prior 8 days. Used for short-term normalization calculations (e.g., spend per 1000 panelists = (total_spend / eight_day_rolling_category_accounts) * 1000). + EightDayRollingCategoryAccounts *int64 `json:"eight_day_rolling_category_accounts,omitempty"` - // CompanyName The name of the company being rated. - CompanyName *string `json:"company_name,omitempty"` + // EightDayRollingTotalAccounts The count of unique consumer accounts active for a given country and consumer type that had any transaction activity (across all categories) over the prior 8 days. Provides a baseline for total panel size. + EightDayRollingTotalAccounts *int64 `json:"eight_day_rolling_total_accounts,omitempty"` - // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. - Date *string `json:"date,omitempty"` + // MccGroup Merchant category code group associated with the merchant or payment processor. + MccGroup *string `json:"mcc_group,omitempty"` - // Firm The name of the research firm or investment bank issuing the rating. - Firm *string `json:"firm,omitempty"` + // MerchantIndustry Industry name based on GICS/BICS/ICB data classification for the merchant. + MerchantIndustry *string `json:"merchant_industry,omitempty"` - // Insight Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target. - Insight *string `json:"insight,omitempty"` + // MerchantTicker Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg tickers and they are point in time. + MerchantTicker *string `json:"merchant_ticker,omitempty"` - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + // Name The merchant or entity name for this aggregate (lowercase). When type is 'merchant', this value can be used as the lookup_name in the merchant-hierarchy endpoint to retrieve full corporate hierarchy details. + Name *string `json:"name,omitempty"` - // PriceTarget The current price target set by the analyst. - PriceTarget *float64 `json:"price_target,omitempty"` + // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. Also available in the merchant-hierarchy endpoint for full corporate structure. + ParentName *string `json:"parent_name,omitempty"` - // Rating The current rating set by the analyst. - Rating *string `json:"rating,omitempty"` + // PublishedDate The date when this data version was published. For original data, this is approximately 7 days after transaction_date. + PublishedDate *openapi_types.Date `json:"published_date,omitempty"` - // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. - RatingAction *string `json:"rating_action,omitempty"` + // SpendInDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with inbound transactions. + SpendInDistinctAccountKeyCount *int64 `json:"spend_in_distinct_account_key_count,omitempty"` - // Ticker The stock symbol of the company being rated. - Ticker *string `json:"ticker,omitempty"` + // SpendInSpend The total inbound transaction amount (refunds, returns, credits) in the specified currency for this aggregation. Values are positive, representing money flowing back into consumer accounts. + SpendInSpend *float64 `json:"spend_in_spend,omitempty"` + + // SpendInTransactionCount The count of inbound transactions (refunds, returns). + SpendInTransactionCount *int64 `json:"spend_in_transaction_count,omitempty"` + + // SpendOutDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with outbound transactions. + SpendOutDistinctAccountKeyCount *int64 `json:"spend_out_distinct_account_key_count,omitempty"` + + // SpendOutSpend The total outbound transaction amount (money spent by consumers) in the specified currency for this aggregation. Values are negative, representing money flowing out of consumer accounts. + SpendOutSpend *float64 `json:"spend_out_spend,omitempty"` + + // SpendOutTransactionCount The count of outbound transactions (purchases, payments). + SpendOutTransactionCount *int64 `json:"spend_out_transaction_count,omitempty"` + + // TotalAccounts The total count of distinct consumer accounts with any transaction activity for this aggregation. + TotalAccounts *int64 `json:"total_accounts,omitempty"` + + // TotalSpend Sum of spend_out_spend and spend_in_spend. Typically negative (net outflow). A positive value indicates refunds exceeded new spending for this aggregation. + TotalSpend *float64 `json:"total_spend,omitempty"` + + // TotalTransactions The total count of all transactions (outbound + inbound). + TotalTransactions *int64 `json:"total_transactions,omitempty"` + + // TransactionCurrency ISO currency code for the transaction (base card/account currency). Always EUR or GBP in this dataset. All spend amounts are denominated in this currency. + TransactionCurrency *string `json:"transaction_currency,omitempty"` + + // TransactionDate The calendar date when the consumer transactions occurred. + TransactionDate *openapi_types.Date `json:"transaction_date,omitempty"` + + // TwentyEightDayRollingCategoryAccounts The count of unique consumer accounts active for a given country, consumer type, and that transacted in this merchant category (MCC Group) over the prior 28 days. Used for longer-term normalization calculations. + TwentyEightDayRollingCategoryAccounts *int64 `json:"twenty_eight_day_rolling_category_accounts,omitempty"` + + // TwentyEightDayRollingTotalAccounts The count of unique consumer accounts active for a given country and consumer type that had any transaction activity (across all categories) over the prior 28 days. Provides a longer-term baseline for total panel size. + TwentyEightDayRollingTotalAccounts *int64 `json:"twenty_eight_day_rolling_total_accounts,omitempty"` + + // Type The type of aggregation. Can be 'merchant' or 'payment_processor'. + Type *string `json:"type,omitempty"` + + // UserCountry Country of consumer's residence (ISO codes). Available countries: UK, DE, FR, ES, IT, AT. Values outside these are mapped to 'unknown'. + UserCountry *string `json:"user_country,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1AnalystInsights200Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantAggregates200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56026,7 +61202,7 @@ func ParseGetBenzingaV1AnalystInsightsResponse(rsp *http.Response) (*GetBenzinga RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1AnalystInsights400Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantAggregates400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56038,15 +61214,15 @@ func ParseGetBenzingaV1AnalystInsightsResponse(rsp *http.Response) (*GetBenzinga return response, nil } -// ParseGetBenzingaV1AnalystsResponse parses an HTTP response from a GetBenzingaV1AnalystsWithResponse call -func ParseGetBenzingaV1AnalystsResponse(rsp *http.Response) (*GetBenzingaV1AnalystsResponse, error) { +// ParseGetConsumerSpendingEuV1MerchantHierarchyResponse parses an HTTP response from a GetConsumerSpendingEuV1MerchantHierarchyWithResponse call +func ParseGetConsumerSpendingEuV1MerchantHierarchyResponse(rsp *http.Response) (*GetConsumerSpendingEuV1MerchantHierarchyResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1AnalystsResponse{ + response := &GetConsumerSpendingEuV1MerchantHierarchyResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56062,42 +61238,60 @@ func ParseGetBenzingaV1AnalystsResponse(rsp *http.Response) (*GetBenzingaV1Analy // Results The results for this request. Results []struct { - // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. - BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + // ActiveFrom Date this merchant hierarchy mapping became applicable. A value of 0001-01-01 indicates no known start date. Use with active_to to match against transaction_date from the merchant-aggregates endpoint to perform point-in-time queries. + ActiveFrom *openapi_types.Date `json:"active_from,omitempty"` - // BenzingaId The identifier used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + // ActiveTo Date after which this merchant hierarchy mapping is no longer applicable due to a corporate action. A value of 9999-12-31 indicates the mapping is currently active. + ActiveTo *openapi_types.Date `json:"active_to,omitempty"` - // FirmName The name of the research firm or investment bank issuing the ratings. - FirmName *string `json:"firm_name,omitempty"` + // Category Merchant category assigned by the data provider (Title Case, e.g., 'Groceries', 'General Merchandise', 'Travel'). Values are managed by the data provider and may expand over time. + Category *string `json:"category,omitempty"` - // FullName The full name of the analyst associated with the ratings. - FullName *string `json:"full_name,omitempty"` + // GrandparentName Merchant's grandparent business name (Title Case). + GrandparentName *string `json:"grandparent_name,omitempty"` - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the analyst record was last updated in the system. - LastUpdated *string `json:"last_updated,omitempty"` + // GrandparentTicker Stock ticker of the merchant's grandparent company. Uses Bloomberg standard. + GrandparentTicker *string `json:"grandparent_ticker,omitempty"` - // OverallAvgReturn The average percent price difference per rating since the date of recommendation. - OverallAvgReturn *float64 `json:"overall_avg_return,omitempty"` + // GreatGrandparentName Merchant's great-grandparent business name (Title Case, top-level corporate entity). + GreatGrandparentName *string `json:"great_grandparent_name,omitempty"` - // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. - OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,omitempty"` + // GreatGrandparentTicker Stock ticker of the merchant's great-grandparent company (top-level corporate entity). Uses Bloomberg standard. + GreatGrandparentTicker *string `json:"great_grandparent_ticker,omitempty"` - // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. - OverallSuccessRate *float64 `json:"overall_success_rate,omitempty"` + // Industry Industry classification based on GICS/BICS/ICB standards. + Industry *string `json:"industry,omitempty"` - // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. - SmartScore *float64 `json:"smart_score,omitempty"` + // IndustryGroup Industry group classification based on GICS/BICS/ICB standards. + IndustryGroup *string `json:"industry_group,omitempty"` - // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. - TotalRatings *float64 `json:"total_ratings,omitempty"` + // ListingStatus Whether the merchant is a publicly listed company or private. Possible values: public, private. + ListingStatus *string `json:"listing_status,omitempty"` - // TotalRatingsPercentile The analyst's percentile rank based on the total number of ratings issued, relative to other analysts. - TotalRatingsPercentile *float64 `json:"total_ratings_percentile,omitempty"` + // LookupName Lowercase merchant tag used for joining with the merchant-aggregates endpoint name field (e.g., 'asda', 'amazon'). + LookupName *string `json:"lookup_name,omitempty"` + + // NormalizedName Cleaned, standardized merchant display name (Title Case, e.g., 'Asda', 'Amazon'). + NormalizedName *string `json:"normalized_name,omitempty"` + + // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. + ParentName *string `json:"parent_name,omitempty"` + + // ParentTicker Stock ticker of the merchant's parent company. Uses Bloomberg standard. + ParentTicker *string `json:"parent_ticker,omitempty"` + + // Sector Sector classification based on GICS/BICS/ICB standards. + Sector *string `json:"sector,omitempty"` + + // SubIndustry Sub-industry classification based on GICS/BICS/ICB standards. + SubIndustry *string `json:"sub_industry,omitempty"` + + // Ticker Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg standard. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1Analysts200Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantHierarchy200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56113,7 +61307,7 @@ func ParseGetBenzingaV1AnalystsResponse(rsp *http.Response) (*GetBenzingaV1Analy RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Analysts400Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantHierarchy400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56125,15 +61319,15 @@ func ParseGetBenzingaV1AnalystsResponse(rsp *http.Response) (*GetBenzingaV1Analy return response, nil } -// ParseGetBenzingaV1BullsBearsSayResponse parses an HTTP response from a GetBenzingaV1BullsBearsSayWithResponse call -func ParseGetBenzingaV1BullsBearsSayResponse(rsp *http.Response) (*GetBenzingaV1BullsBearsSayResponse, error) { +// ParseGetCryptoV1ExchangesResponse parses an HTTP response from a GetCryptoV1ExchangesWithResponse call +func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1ExchangesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1BullsBearsSayResponse{ + response := &GetCryptoV1ExchangesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56149,24 +61343,21 @@ func ParseGetBenzingaV1BullsBearsSayResponse(rsp *http.Response) (*GetBenzingaV1 // Results The results for this request. Results []struct { - // BearCase A concise summary of the bearish investment thesis, highlighting potential risks, challenges, and reasons why the stock could decline in value. - BearCase *string `json:"bear_case,omitempty"` - - // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. - BenzingaId *string `json:"benzinga_id,omitempty"` + // Id Numeric identifier for the cryptocurrency exchange or trading platform. + Id *string `json:"id,omitempty"` - // BullCase A concise summary of the bullish investment thesis, highlighting positive aspects, growth opportunities, and reasons why the stock could appreciate in value. - BullCase *string `json:"bull_case,omitempty"` + // Name Full official name of the cryptocurrency exchange or digital asset trading platform. + Name *string `json:"name,omitempty"` - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the bull/bear case was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. + Type *string `json:"type,omitempty"` - // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. - Ticker *string `json:"ticker,omitempty"` + // Url Official website URL of the cryptocurrency exchange. + Url *string `json:"url,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1BullsBearsSay200Status `json:"status"` + Status GetCryptoV1Exchanges200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56182,7 +61373,7 @@ func ParseGetBenzingaV1BullsBearsSayResponse(rsp *http.Response) (*GetBenzingaV1 RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1BullsBearsSay400Status `json:"status"` + Status GetCryptoV1Exchanges400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56194,15 +61385,15 @@ func ParseGetBenzingaV1BullsBearsSayResponse(rsp *http.Response) (*GetBenzingaV1 return response, nil } -// ParseGetBenzingaV1ConsensusRatingsResponse parses an HTTP response from a GetBenzingaV1ConsensusRatingsWithResponse call -func ParseGetBenzingaV1ConsensusRatingsResponse(rsp *http.Response) (*GetBenzingaV1ConsensusRatingsResponse, error) { +// ParseGetEtfGlobalV1AnalyticsResponse parses an HTTP response from a GetEtfGlobalV1AnalyticsWithResponse call +func ParseGetEtfGlobalV1AnalyticsResponse(rsp *http.Response) (*GetEtfGlobalV1AnalyticsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1ConsensusRatingsResponse{ + response := &GetEtfGlobalV1AnalyticsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56218,48 +61409,111 @@ func ParseGetBenzingaV1ConsensusRatingsResponse(rsp *http.Response) (*GetBenzing // Results The results for this request. Results []struct { - // BuyRatings The count of 'Buy' ratings from contributing analysts. - BuyRatings int64 `json:"buy_ratings"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. - ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // ConsensusRating The overall rating category determined by the average consensus weight. Possible values: 'strong_buy', 'buy', 'hold', 'sell', 'strong_sell'. - ConsensusRating *string `json:"consensus_rating,omitempty"` + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // ConsensusRatingValue The numerical average of all consensus weights, rounded to 2 decimal places. Scale ranges from 1 (Strong Sell) to 5 (Strong Buy). - ConsensusRatingValue *float64 `json:"consensus_rating_value,omitempty"` + // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. + QuantCompositeBehavioral *float64 `json:"quant_composite_behavioral,omitempty"` - // HighPriceTarget The highest price target among all contributing analysts. - HighPriceTarget *float64 `json:"high_price_target,omitempty"` + // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. + QuantCompositeFundamental *float64 `json:"quant_composite_fundamental,omitempty"` + + // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. + QuantCompositeGlobal *float64 `json:"quant_composite_global,omitempty"` + + // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. + QuantCompositeQuality *float64 `json:"quant_composite_quality,omitempty"` + + // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. + QuantCompositeSentiment *float64 `json:"quant_composite_sentiment,omitempty"` + + // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. + QuantCompositeTechnical *float64 `json:"quant_composite_technical,omitempty"` + + // QuantFundamentalDiv Fundamental analysis score based on dividend yields of the ETF's underlying securities. + QuantFundamentalDiv *float64 `json:"quant_fundamental_div,omitempty"` + + // QuantFundamentalPb Fundamental analysis score based on price-to-book value ratios of the ETF's holdings. + QuantFundamentalPb *float64 `json:"quant_fundamental_pb,omitempty"` + + // QuantFundamentalPcf Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets. + QuantFundamentalPcf *float64 `json:"quant_fundamental_pcf,omitempty"` + + // QuantFundamentalPe Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings. + QuantFundamentalPe *float64 `json:"quant_fundamental_pe,omitempty"` + + // QuantGlobalCountry Quantitative score analyzing global country themes and country-specific market factors. + QuantGlobalCountry *float64 `json:"quant_global_country,omitempty"` + + // QuantGlobalSector Quantitative score analyzing global sector themes and sector-specific performance factors. + QuantGlobalSector *float64 `json:"quant_global_sector,omitempty"` + + // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. + QuantGrade *string `json:"quant_grade,omitempty"` + + // QuantQualityDiversification Quality assessment score evaluating the diversification benefits and risk distribution of the ETF. + QuantQualityDiversification *float64 `json:"quant_quality_diversification,omitempty"` + + // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. + QuantQualityFirm *float64 `json:"quant_quality_firm,omitempty"` + + // QuantQualityLiquidity Quality assessment score measuring the liquidity characteristics and trading ease of the ETF. + QuantQualityLiquidity *float64 `json:"quant_quality_liquidity,omitempty"` + + // QuantSentimentIv Market sentiment score derived from implied volatility levels in options markets. + QuantSentimentIv *float64 `json:"quant_sentiment_iv,omitempty"` + + // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. + QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` + + // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. + QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` + + // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. + QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` + + // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. + QuantTechnicalLt *float64 `json:"quant_technical_lt,omitempty"` + + // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. + QuantTechnicalSt *float64 `json:"quant_technical_st,omitempty"` - // HoldRatings The count of 'Hold' ratings from contributing analysts. - HoldRatings int64 `json:"hold_ratings"` + // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. + QuantTotalScore *float64 `json:"quant_total_score,omitempty"` - // LowPriceTarget The lowest price target among all contributing analysts. - LowPriceTarget *float64 `json:"low_price_target,omitempty"` + // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. + RewardScore *float64 `json:"reward_score,omitempty"` - // PriceTargetContributors The number of unique analysts contributing price targets. - PriceTargetContributors int64 `json:"price_target_contributors"` + // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. + RiskCountry *float64 `json:"risk_country,omitempty"` - // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. - RatingsContributors int64 `json:"ratings_contributors"` + // RiskDeviation A component score measuring how much the ETF deviates from expected performance. + RiskDeviation *float64 `json:"risk_deviation,omitempty"` - // SellRatings The count of 'Sell' ratings from contributing analysts. - SellRatings int64 `json:"sell_ratings"` + // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. + RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` - // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. - StrongBuyRatings int64 `json:"strong_buy_ratings"` + // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. + RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` - // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. - StrongSellRatings int64 `json:"strong_sell_ratings"` + // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. + RiskStructure *float64 `json:"risk_structure,omitempty"` - // Ticker The requested ticker. - Ticker *string `json:"ticker,omitempty"` + // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. + RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + + // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. + RiskVolatility *float64 `json:"risk_volatility,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1ConsensusRatings200Status `json:"status"` + Status GetEtfGlobalV1Analytics200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56275,7 +61529,7 @@ func ParseGetBenzingaV1ConsensusRatingsResponse(rsp *http.Response) (*GetBenzing RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1ConsensusRatings400Status `json:"status"` + Status GetEtfGlobalV1Analytics400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56287,15 +61541,15 @@ func ParseGetBenzingaV1ConsensusRatingsResponse(rsp *http.Response) (*GetBenzing return response, nil } -// ParseGetBenzingaV1EarningsResponse parses an HTTP response from a GetBenzingaV1EarningsWithResponse call -func ParseGetBenzingaV1EarningsResponse(rsp *http.Response) (*GetBenzingaV1EarningsResponse, error) { +// ParseGetEtfGlobalV1ConstituentsResponse parses an HTTP response from a GetEtfGlobalV1ConstituentsWithResponse call +func ParseGetEtfGlobalV1ConstituentsResponse(rsp *http.Response) (*GetEtfGlobalV1ConstituentsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1EarningsResponse{ + response := &GetEtfGlobalV1ConstituentsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56311,81 +61565,63 @@ func ParseGetBenzingaV1EarningsResponse(rsp *http.Response) (*GetBenzingaV1Earni // Results The results for this request. Results []struct { - // ActualEps The actual earnings per share (EPS) reported by the company for the given period. - ActualEps *float64 `json:"actual_eps,omitempty"` - - // ActualRevenue The actual revenue reported by the company for the given fiscal period. - ActualRevenue *float64 `json:"actual_revenue,omitempty"` - - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` - - // CompanyName The name of the company releasing earnings. - CompanyName *string `json:"company_name,omitempty"` - - // Currency The ISO 4217 currency code indicating the denomination in which the figures are reported. - Currency *string `json:"currency,omitempty"` - - // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. - Date *string `json:"date,omitempty"` - - // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. - DateStatus *string `json:"date_status,omitempty"` + // AssetClass The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc. + AssetClass *string `json:"asset_class,omitempty"` - // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). - EpsMethod *string `json:"eps_method,omitempty"` + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // EpsSurprise The difference between the actual and estimated EPS. - EpsSurprise *float64 `json:"eps_surprise,omitempty"` + // ConstituentName The full company or security name of the constituent holding. + ConstituentName *string `json:"constituent_name,omitempty"` - // EpsSurprisePercent The percentage difference between the actual and estimated EPS. - EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` + // ConstituentRank The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding. + ConstituentRank *int64 `json:"constituent_rank,omitempty"` - // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. - EstimatedEps *float64 `json:"estimated_eps,omitempty"` + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `json:"constituent_ticker,omitempty"` - // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. - EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` + // CountryOfExchange The country where the exchange that lists this constituent security is located. + CountryOfExchange *string `json:"country_of_exchange,omitempty"` - // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. - FiscalPeriod *string `json:"fiscal_period,omitempty"` + // CurrencyTraded The local currency in which this constituent security is denominated and traded. + CurrencyTraded *string `json:"currency_traded,omitempty"` - // FiscalYear The fiscal year in which the earnings period falls. - FiscalYear *int64 `json:"fiscal_year,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate openapi_types.Date `json:"effective_date"` - // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` + // Exchange The name of the stock exchange where this constituent security is primarily traded. + Exchange *string `json:"exchange,omitempty"` - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `json:"figi,omitempty"` - // Notes Additional context, commentary, or clarifying notes related to the earnings event. - Notes *string `json:"notes,omitempty"` + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `json:"isin,omitempty"` - // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. - PreviousEps *float64 `json:"previous_eps,omitempty"` + // MarketValue The total market value of this constituent position held by the ETF. + MarketValue *float64 `json:"market_value,omitempty"` - // PreviousRevenue The company's revenue for the previous comparable fiscal period. - PreviousRevenue *float64 `json:"previous_revenue,omitempty"` + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), adj (adjusted, non-GAAP figures that exclude certain items like one-time charges or divestitures), and rental (revenue specifically derived from rental operations, typically used by REITs, leasing companies, or businesses with a rental-based model). - RevenueMethod *string `json:"revenue_method,omitempty"` + // SecurityType The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc. + SecurityType *string `json:"security_type,omitempty"` - // RevenueSurprise The difference between the actual and estimated revenue. - RevenueSurprise *float64 `json:"revenue_surprise,omitempty"` + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `json:"sedol,omitempty"` - // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. - RevenueSurprisePercent *float64 `json:"revenue_surprise_percent,omitempty"` + // SharesHeld The number of shares of this constituent security that the ETF currently owns. + SharesHeld *float64 `json:"shares_held,omitempty"` - // Ticker The stock symbol of the company reporting earnings. - Ticker *string `json:"ticker,omitempty"` + // UsCode A unique identifier code for the constituent security in US markets. + UsCode *string `json:"us_code,omitempty"` - // Time The time (formatted as 24-hour HH:MM:SS UTC) when the earnings are scheduled or were reported. - Time *string `json:"time,omitempty"` + // Weight The percentage weight of this constituent security within the ETF's total portfolio. + Weight *float64 `json:"weight,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1Earnings200Status `json:"status"` + Status GetEtfGlobalV1Constituents200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56401,7 +61637,7 @@ func ParseGetBenzingaV1EarningsResponse(rsp *http.Response) (*GetBenzingaV1Earni RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Earnings400Status `json:"status"` + Status GetEtfGlobalV1Constituents400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56413,15 +61649,15 @@ func ParseGetBenzingaV1EarningsResponse(rsp *http.Response) (*GetBenzingaV1Earni return response, nil } -// ParseGetBenzingaV1FirmsResponse parses an HTTP response from a GetBenzingaV1FirmsWithResponse call -func ParseGetBenzingaV1FirmsResponse(rsp *http.Response) (*GetBenzingaV1FirmsResponse, error) { +// ParseGetEtfGlobalV1FundFlowsResponse parses an HTTP response from a GetEtfGlobalV1FundFlowsWithResponse call +func ParseGetEtfGlobalV1FundFlowsResponse(rsp *http.Response) (*GetEtfGlobalV1FundFlowsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1FirmsResponse{ + response := &GetEtfGlobalV1FundFlowsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56437,21 +61673,27 @@ func ParseGetBenzingaV1FirmsResponse(rsp *http.Response) (*GetBenzingaV1FirmsRes // Results The results for this request. Results []struct { - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Currency Primary currency used by the financial firm, with some entries having null values. - Currency *string `json:"currency,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. - LastUpdated *string `json:"last_updated,omitempty"` + // FundFlow The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows. + FundFlow *float64 `json:"fund_flow,omitempty"` - // Name The name of a research firm or investment bank which issues ratings. - Name *string `json:"name,omitempty"` + // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. + Nav *float64 `json:"nav,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. + SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1Firms200Status `json:"status"` + Status GetEtfGlobalV1FundFlows200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56467,7 +61709,7 @@ func ParseGetBenzingaV1FirmsResponse(rsp *http.Response) (*GetBenzingaV1FirmsRes RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Firms400Status `json:"status"` + Status GetEtfGlobalV1FundFlows400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56479,15 +61721,15 @@ func ParseGetBenzingaV1FirmsResponse(rsp *http.Response) (*GetBenzingaV1FirmsRes return response, nil } -// ParseGetBenzingaV1GuidanceResponse parses an HTTP response from a GetBenzingaV1GuidanceWithResponse call -func ParseGetBenzingaV1GuidanceResponse(rsp *http.Response) (*GetBenzingaV1GuidanceResponse, error) { +// ParseGetEtfGlobalV1ProfilesResponse parses an HTTP response from a GetEtfGlobalV1ProfilesWithResponse call +func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1ProfilesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1GuidanceResponse{ + response := &GetEtfGlobalV1ProfilesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56503,84 +61745,201 @@ func ParseGetBenzingaV1GuidanceResponse(rsp *http.Response) (*GetBenzingaV1Guida // Results The results for this request. Results []struct { - // BenzingaId A unique identifier assigned by Benzinga to the guidance record. - BenzingaId *string `json:"benzinga_id,omitempty"` + // Administrator The administrator of the ETF. + Administrator *string `json:"administrator,omitempty"` - // CompanyName The name of the company issuing guidance. - CompanyName *string `json:"company_name,omitempty"` + // Advisor The investment advisor of the ETF. + Advisor *string `json:"advisor,omitempty"` - // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. - Currency *string `json:"currency,omitempty"` + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` - // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. - Date *string `json:"date,omitempty"` + // Aum The total assets under management, representing the current market value of all assets held by the ETF. + Aum *float64 `json:"aum,omitempty"` - // EpsMethod The methodology of the EPS figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles), ffo (Funds From Operations, a non-GAAP metric commonly used to assess the operating performance of REITs), and adj (adjusted, non-GAAP). - EpsMethod *string `json:"eps_method,omitempty"` + // AvgDailyTradingVolume The average number of shares traded daily over the past month, indicating liquidity and investor interest. + AvgDailyTradingVolume *float64 `json:"avg_daily_trading_volume,omitempty"` - // EstimatedEpsGuidance The midpoint or central earnings per share (EPS) value the company expects for the given fiscal period. - EstimatedEpsGuidance *float64 `json:"estimated_eps_guidance,omitempty"` + // BidAskSpread The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day. + BidAskSpread *float64 `json:"bid_ask_spread,omitempty"` - // EstimatedRevenueGuidance The midpoint or central revenue figure the company expects for the given fiscal period. - EstimatedRevenueGuidance *float64 `json:"estimated_revenue_guidance,omitempty"` + // CallVolume Call options volume. + CallVolume *float64 `json:"call_volume,omitempty"` - // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. - FiscalPeriod *string `json:"fiscal_period,omitempty"` + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. - FiscalYear *int64 `json:"fiscal_year,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` + // CouponExposure Coupon exposure breakdown for fixed income ETFs. + CouponExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"coupon_exposure,omitempty"` - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. - LastUpdated *string `json:"last_updated,omitempty"` + // CreationFee The fee for creating new shares of the ETF. + CreationFee *float64 `json:"creation_fee,omitempty"` - // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. - MaxEpsGuidance *float64 `json:"max_eps_guidance,omitempty"` + // CreationUnitSize The size of creation units for the ETF. + CreationUnitSize *float64 `json:"creation_unit_size,omitempty"` - // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. - MaxRevenueGuidance *float64 `json:"max_revenue_guidance,omitempty"` + // CurrencyExposure Currency exposure breakdown of the ETF. + CurrencyExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"currency_exposure,omitempty"` - // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. - MinEpsGuidance *float64 `json:"min_eps_guidance,omitempty"` + // Custodian The custodian of the ETF assets. + Custodian *string `json:"custodian,omitempty"` - // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. - MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` - // Notes Additional descriptive text or commentary provided about the guidance record. - Notes *string `json:"notes,omitempty"` + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` - // Positioning Indicates how a particular guidance value is presented relative to other figures disclosed by the company. Possible values are 'primary' (the emphasized figure) and 'secondary' (a supporting or alternate figure) - Positioning *string `json:"positioning,omitempty"` + // DiscountPremium Discount or premium to net asset value. + DiscountPremium *float64 `json:"discount_premium,omitempty"` - // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` + // DistributionFrequency How frequently the ETF makes distributions. + DistributionFrequency *string `json:"distribution_frequency,omitempty"` - // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. - PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,omitempty"` + // Distributor The distributor of the ETF. + Distributor *string `json:"distributor,omitempty"` - // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. - PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,omitempty"` + // FeeWaivers Any fee waivers applied to the ETF. + FeeWaivers *float64 `json:"fee_waivers,omitempty"` - // ReleaseType Indicates whether the guidance was issued as part of a scheduled earnings release ('official') or as an unscheduled update ('preliminary'). - ReleaseType *string `json:"release_type,omitempty"` + // FiscalYearEnd The fiscal year end date for the ETF. + FiscalYearEnd *string `json:"fiscal_year_end,omitempty"` - // RevenueMethod The methodology of the revenue figure. Possible values are gaap (standardized financials under Generally Accepted Accounting Principles) and adj (adjusted, non-GAAP). - RevenueMethod *string `json:"revenue_method,omitempty"` + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` - // Ticker The stock symbol of the company issuing guidance. - Ticker *string `json:"ticker,omitempty"` + // FuturesCommissionMerchant The futures commission merchant, if applicable. + FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` - // Time The time of day the guidance was announced, in HH:mm:ss format. - Time *string `json:"time,omitempty"` + // GeographicExposure Geographic exposure breakdown of the ETF. + GeographicExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"geographic_exposure,omitempty"` + + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + + // IndustryExposure Industry exposure breakdown of the ETF. + IndustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_exposure,omitempty"` + + // IndustryGroupExposure Industry group exposure breakdown of the ETF. + IndustryGroupExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_group_exposure,omitempty"` + + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` + + // LeadMarketMaker The lead market maker for the ETF. + LeadMarketMaker *string `json:"lead_market_maker,omitempty"` + + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle *string `json:"leverage_style,omitempty"` + + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` + + // ListingExchange The primary exchange where the ETF is listed. + ListingExchange *string `json:"listing_exchange,omitempty"` + + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification *string `json:"management_classification,omitempty"` + + // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. + ManagementFee *float64 `json:"management_fee,omitempty"` + + // MaturityExposure Maturity exposure breakdown for fixed income ETFs. + MaturityExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"maturity_exposure,omitempty"` + + // NetExpenses Net expenses after waivers. + NetExpenses *float64 `json:"net_expenses,omitempty"` + + // NumHoldings Number of holdings in the ETF. + NumHoldings *float64 `json:"num_holdings,omitempty"` + + // OptionsAvailable Availability of options on the ETF. + OptionsAvailable *int32 `json:"options_available,omitempty"` + + // OptionsVolume Options trading volume for the ETF. + OptionsVolume *float64 `json:"options_volume,omitempty"` + + // OtherExpenses Other expenses charged by the ETF. + OtherExpenses *float64 `json:"other_expenses,omitempty"` + + // PortfolioManager The portfolio manager of the ETF. + PortfolioManager *string `json:"portfolio_manager,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType *string `json:"product_type,omitempty"` + + // PutCallRatio Put/call ratio for options on the ETF. + PutCallRatio *float64 `json:"put_call_ratio,omitempty"` + + // PutVolume Put options volume. + PutVolume *float64 `json:"put_volume,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SectorExposure Sector exposure breakdown of the ETF. + SectorExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"sector_exposure,omitempty"` + + // ShortInterest Short interest in the ETF. + ShortInterest *float64 `json:"short_interest,omitempty"` + + // Subadvisor The subadvisor of the ETF, if applicable. + Subadvisor *string `json:"subadvisor,omitempty"` + + // SubindustryExposure Sub-industry exposure breakdown of the ETF. + SubindustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"subindustry_exposure,omitempty"` + + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` + + // TotalExpenses The total annual expense ratio of the ETF, including all fees and costs passed on to investors. + TotalExpenses *float64 `json:"total_expenses,omitempty"` + + // TransferAgent The transfer agent for the ETF. + TransferAgent *string `json:"transfer_agent,omitempty"` + + // Trustee The trustee of the ETF. + Trustee *string `json:"trustee,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1Guidance200Status `json:"status"` + Status GetEtfGlobalV1Profiles200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56596,7 +61955,7 @@ func ParseGetBenzingaV1GuidanceResponse(rsp *http.Response) (*GetBenzingaV1Guida RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Guidance400Status `json:"status"` + Status GetEtfGlobalV1Profiles400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56608,15 +61967,15 @@ func ParseGetBenzingaV1GuidanceResponse(rsp *http.Response) (*GetBenzingaV1Guida return response, nil } -// ParseGetBenzingaV1RatingsResponse parses an HTTP response from a GetBenzingaV1RatingsWithResponse call -func ParseGetBenzingaV1RatingsResponse(rsp *http.Response) (*GetBenzingaV1RatingsResponse, error) { +// ParseGetEtfGlobalV1TaxonomiesResponse parses an HTTP response from a GetEtfGlobalV1TaxonomiesWithResponse call +func ParseGetEtfGlobalV1TaxonomiesResponse(rsp *http.Response) (*GetEtfGlobalV1TaxonomiesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV1RatingsResponse{ + response := &GetEtfGlobalV1TaxonomiesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56632,81 +61991,126 @@ func ParseGetBenzingaV1RatingsResponse(rsp *http.Response) (*GetBenzingaV1Rating // Results The results for this request. Results []struct { - // AdjustedPriceTarget The current price target adjusted for stock splits and dividends. - AdjustedPriceTarget *float64 `json:"adjusted_price_target,omitempty"` + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` - // Analyst The name of the individual analyst who issued the rating. - Analyst *string `json:"analyst,omitempty"` + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // BenzingaAnalystId The identifer used by Benzinga for this analyst. - BenzingaAnalystId *string `json:"benzinga_analyst_id,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker - BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` + // Country The specific country focus of the ETF, if applicable. + Country *string `json:"country,omitempty"` - // BenzingaFirmId The identifer used by Benzinga for this firm. - BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` + // CreditQualityRating Credit quality rating for fixed income ETFs. + CreditQualityRating *string `json:"credit_quality_rating,omitempty"` - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,omitempty"` + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` - // BenzingaNewsUrl A link to the Benzinga articles page for this ticker - BenzingaNewsUrl *string `json:"benzinga_news_url,omitempty"` + // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. + DevelopmentClass *string `json:"development_class,omitempty"` - // CompanyName The name of the company being rated. - CompanyName *string `json:"company_name,omitempty"` + // Duration The duration characteristics for fixed income ETFs. + Duration *string `json:"duration,omitempty"` - // Currency The ISO 4217 currency code in which the price target is denominated. - Currency *string `json:"currency,omitempty"` + // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. - Date *string `json:"date,omitempty"` + // Esg Environmental, Social, and Governance characteristics. + Esg *string `json:"esg,omitempty"` - // Firm The name of the research firm or investment bank issuing the rating. - Firm *string `json:"firm,omitempty"` + // ExposureMechanism The mechanism used to achieve exposure. + ExposureMechanism *string `json:"exposure_mechanism,omitempty"` - // Importance A subjective indicator of the importance of the earnings event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` + // Factor Factor exposure characteristics of the ETF. + Factor *string `json:"factor,omitempty"` - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the rating was last updated in the system. - LastUpdated *time.Time `json:"last_updated,omitempty"` + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` - // Notes Additional context or commentary. - Notes *string `json:"notes,omitempty"` + // HedgeReset The frequency of hedge reset, if applicable. + HedgeReset *string `json:"hedge_reset,omitempty"` - // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. - PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` + // HoldingsDisclosureFrequency How frequently holdings are disclosed. + HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` - // PreviousPriceTarget The previous price target set by the analyst. - PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` - // PreviousRating The previous rating set by the analyst. - PreviousRating *string `json:"previous_rating,omitempty"` + // Isin The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide. + Isin *string `json:"isin,omitempty"` - // PricePercentChange The percentage change in price target if price target and previous price target exists - PricePercentChange *float64 `json:"price_percent_change,omitempty"` + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` + + // LeverageReset The frequency of leverage reset, if applicable. + LeverageReset *string `json:"leverage_reset,omitempty"` + + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle *string `json:"leverage_style,omitempty"` + + // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. + LeveredAmount *float64 `json:"levered_amount,omitempty"` + + // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. + ManagementClassification *string `json:"management_classification,omitempty"` + + // ManagementStyle Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used. + ManagementStyle *string `json:"management_style,omitempty"` + + // Maturity The maturity profile for fixed income ETFs. + Maturity *string `json:"maturity,omitempty"` + + // Objective The primary investment objective of the ETF. + Objective *string `json:"objective,omitempty"` + + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType *string `json:"product_type,omitempty"` + + // RebalanceFrequency How frequently the ETF rebalances its holdings. + RebalanceFrequency *string `json:"rebalance_frequency,omitempty"` + + // ReconstitutionFrequency How frequently the index is reconstituted. + ReconstitutionFrequency *string `json:"reconstitution_frequency,omitempty"` + + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` + + // SecondaryObjective The secondary investment objective, if applicable. + SecondaryObjective *string `json:"secondary_objective,omitempty"` + + // SelectionMethodology The methodology used to select securities. + SelectionMethodology *string `json:"selection_methodology,omitempty"` - // PriceTarget The current price target set by the analyst. - PriceTarget *float64 `json:"price_target,omitempty"` + // SelectionUniverse The universe from which securities are selected. + SelectionUniverse *string `json:"selection_universe,omitempty"` - // PriceTargetAction The description of the directional change in price target. Possible values include: raises, lowers, maintains, announces, sets. - PriceTargetAction *string `json:"price_target_action,omitempty"` + // StrategicFocus The strategic investment focus of the ETF. + StrategicFocus *string `json:"strategic_focus,omitempty"` - // Rating The current rating set by the analyst. - Rating *string `json:"rating,omitempty"` + // TargetedFocus The targeted investment focus of the ETF. + TargetedFocus *string `json:"targeted_focus,omitempty"` - // RatingAction The description of the change in rating from the firm's last rating. Possible values include: downgrades, maintains, reinstates, reiterates, upgrades, assumes, initiates_coverage_on, terminates_coverage_on, removes, suspends, firm_dissolved. - RatingAction *string `json:"rating_action,omitempty"` + // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). + TaxClassification *string `json:"tax_classification,omitempty"` - // Ticker The stock symbol of the company being rated. - Ticker *string `json:"ticker,omitempty"` + // UsCode A unique identifier code that identifies this ETF in US markets. + UsCode *string `json:"us_code,omitempty"` - // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. - Time *string `json:"time,omitempty"` + // WeightingMethodology The methodology used to weight holdings. + WeightingMethodology *string `json:"weighting_methodology,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1Ratings200Status `json:"status"` + Status GetEtfGlobalV1Taxonomies200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56722,7 +62126,7 @@ func ParseGetBenzingaV1RatingsResponse(rsp *http.Response) (*GetBenzingaV1Rating RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Ratings400Status `json:"status"` + Status GetEtfGlobalV1Taxonomies400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56734,15 +62138,15 @@ func ParseGetBenzingaV1RatingsResponse(rsp *http.Response) (*GetBenzingaV1Rating return response, nil } -// ParseGetBenzingaV2NewsResponse parses an HTTP response from a GetBenzingaV2NewsWithResponse call -func ParseGetBenzingaV2NewsResponse(rsp *http.Response) (*GetBenzingaV2NewsResponse, error) { +// ParseGetFedV1InflationResponse parses an HTTP response from a GetFedV1InflationWithResponse call +func ParseGetFedV1InflationResponse(rsp *http.Response) (*GetFedV1InflationResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetBenzingaV2NewsResponse{ + response := &GetFedV1InflationResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56758,45 +62162,30 @@ func ParseGetBenzingaV2NewsResponse(rsp *http.Response) (*GetBenzingaV2NewsRespo // Results The results for this request. Results []struct { - // Author The name of the journalist or entity that authored the news article. - Author string `json:"author"` - - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId int64 `json:"benzinga_id"` - - // Body The full text content of the news article. - Body *string `json:"body,omitempty"` - - // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). - Channels *[]string `json:"channels,omitempty"` - - // Images A list of images associated with the article. - Images *[]string `json:"images,omitempty"` - - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the news article was last updated in the system. - LastUpdated time.Time `json:"last_updated"` + // Cpi Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted. + Cpi *float32 `json:"cpi,omitempty"` - // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. - Published time.Time `json:"published"` + // CpiCore Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility. + CpiCore *float32 `json:"cpi_core,omitempty"` - // Tags A list of tags that describe the themes or content of the article. - Tags *[]string `json:"tags,omitempty"` + // CpiYearOverYear Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy. + CpiYearOverYear *float32 `json:"cpi_year_over_year,omitempty"` - // Teaser A short summary or lead-in to the news article's content. - Teaser *string `json:"teaser,omitempty"` + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` - // Tickers A list of stock or crypto tickers mentioned in the article. - Tickers *[]string `json:"tickers,omitempty"` + // Pce Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights. + Pce *float32 `json:"pce,omitempty"` - // Title The headline of the news article. - Title string `json:"title"` + // PceCore Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation. + PceCore *float32 `json:"pce_core,omitempty"` - // Url The direct link to the source of the news article. - Url string `json:"url"` + // PceSpending Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.AskSize. economy, reported in billions of dollars and not adjusted for inflation. + PceSpending *float32 `json:"pce_spending,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV2News200Status `json:"status"` + Status GetFedV1Inflation200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56812,7 +62201,7 @@ func ParseGetBenzingaV2NewsResponse(rsp *http.Response) (*GetBenzingaV2NewsRespo RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV2News400Status `json:"status"` + Status GetFedV1Inflation400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56824,15 +62213,15 @@ func ParseGetBenzingaV2NewsResponse(rsp *http.Response) (*GetBenzingaV2NewsRespo return response, nil } -// ParseGetCryptoV1ExchangesResponse parses an HTTP response from a GetCryptoV1ExchangesWithResponse call -func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1ExchangesResponse, error) { +// ParseGetFedV1InflationExpectationsResponse parses an HTTP response from a GetFedV1InflationExpectationsWithResponse call +func ParseGetFedV1InflationExpectationsResponse(rsp *http.Response) (*GetFedV1InflationExpectationsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetCryptoV1ExchangesResponse{ + response := &GetFedV1InflationExpectationsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56848,21 +62237,33 @@ func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1Exchange // Results The results for this request. Results []struct { - // Id Numeric identifier for the cryptocurrency exchange or trading platform. - Id string `json:"id"` + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` - // Name Full official name of the cryptocurrency exchange or digital asset trading platform. - Name string `json:"name"` + // ForwardYears5To10 5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields. + ForwardYears5To10 *float32 `json:"forward_years_5_to_10,omitempty"` - // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. - Type string `json:"type"` + // Market10Year 10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields. + Market10Year *float32 `json:"market_10_year,omitempty"` - // Url Official website URL of the cryptocurrency exchange. - Url *string `json:"url,omitempty"` + // Market5Year 5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields. + Market5Year *float32 `json:"market_5_year,omitempty"` + + // Model10Year The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model10Year *float32 `json:"model_10_year,omitempty"` + + // Model1Year The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model1Year *float32 `json:"model_1_year,omitempty"` + + // Model30Year The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model30Year *float32 `json:"model_30_year,omitempty"` + + // Model5Year The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. + Model5Year *float32 `json:"model_5_year,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetCryptoV1Exchanges200Status `json:"status"` + Status GetFedV1InflationExpectations200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56878,7 +62279,7 @@ func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1Exchange RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetCryptoV1Exchanges400Status `json:"status"` + Status GetFedV1InflationExpectations400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -56890,15 +62291,15 @@ func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1Exchange return response, nil } -// ParseGetEtfGlobalV1AnalyticsResponse parses an HTTP response from a GetEtfGlobalV1AnalyticsWithResponse call -func ParseGetEtfGlobalV1AnalyticsResponse(rsp *http.Response) (*GetEtfGlobalV1AnalyticsResponse, error) { +// ParseGetFedV1LaborMarketResponse parses an HTTP response from a GetFedV1LaborMarketWithResponse call +func ParseGetFedV1LaborMarketResponse(rsp *http.Response) (*GetFedV1LaborMarketResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetEtfGlobalV1AnalyticsResponse{ + response := &GetFedV1LaborMarketResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -56914,111 +62315,24 @@ func ParseGetEtfGlobalV1AnalyticsResponse(rsp *http.Response) (*GetEtfGlobalV1An // Results The results for this request. Results []struct { - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` - - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - - // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. - QuantCompositeBehavioral *float64 `json:"quant_composite_behavioral,omitempty"` - - // QuantCompositeFundamental Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. - QuantCompositeFundamental *float64 `json:"quant_composite_fundamental,omitempty"` - - // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. - QuantCompositeGlobal *float64 `json:"quant_composite_global,omitempty"` - - // QuantCompositeQuality Overall quality assessment score combining liquidity, diversification, and issuing firm factors. - QuantCompositeQuality *float64 `json:"quant_composite_quality,omitempty"` - - // QuantCompositeSentiment Overall market sentiment score combining put/call ratios, short interest, and implied volatility. - QuantCompositeSentiment *float64 `json:"quant_composite_sentiment,omitempty"` - - // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. - QuantCompositeTechnical *float64 `json:"quant_composite_technical,omitempty"` - - // QuantFundamentalDiv Fundamental analysis score based on dividend yields of the ETF's underlying securities. - QuantFundamentalDiv *float64 `json:"quant_fundamental_div,omitempty"` - - // QuantFundamentalPb Fundamental analysis score based on price-to-book value ratios of the ETF's holdings. - QuantFundamentalPb *float64 `json:"quant_fundamental_pb,omitempty"` - - // QuantFundamentalPcf Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets. - QuantFundamentalPcf *float64 `json:"quant_fundamental_pcf,omitempty"` - - // QuantFundamentalPe Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings. - QuantFundamentalPe *float64 `json:"quant_fundamental_pe,omitempty"` - - // QuantGlobalCountry Quantitative score analyzing global country themes and country-specific market factors. - QuantGlobalCountry *float64 `json:"quant_global_country,omitempty"` - - // QuantGlobalSector Quantitative score analyzing global sector themes and sector-specific performance factors. - QuantGlobalSector *float64 `json:"quant_global_sector,omitempty"` - - // QuantGrade Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc. - QuantGrade *string `json:"quant_grade,omitempty"` - - // QuantQualityDiversification Quality assessment score evaluating the diversification benefits and risk distribution of the ETF. - QuantQualityDiversification *float64 `json:"quant_quality_diversification,omitempty"` - - // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. - QuantQualityFirm *float64 `json:"quant_quality_firm,omitempty"` - - // QuantQualityLiquidity Quality assessment score measuring the liquidity characteristics and trading ease of the ETF. - QuantQualityLiquidity *float64 `json:"quant_quality_liquidity,omitempty"` - - // QuantSentimentIv Market sentiment score derived from implied volatility levels in options markets. - QuantSentimentIv *float64 `json:"quant_sentiment_iv,omitempty"` - - // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. - QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` - - // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. - QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` - - // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. - QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` - - // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. - QuantTechnicalLt *float64 `json:"quant_technical_lt,omitempty"` - - // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. - QuantTechnicalSt *float64 `json:"quant_technical_st,omitempty"` - - // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. - QuantTotalScore *float64 `json:"quant_total_score,omitempty"` - - // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. - RewardScore *float64 `json:"reward_score,omitempty"` - - // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. - RiskCountry *float64 `json:"risk_country,omitempty"` - - // RiskDeviation A component score measuring how much the ETF deviates from expected performance. - RiskDeviation *float64 `json:"risk_deviation,omitempty"` - - // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. - RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` + // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). + AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` - // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. - RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` + // Date Calendar date of the observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` - // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. - RiskStructure *float64 `json:"risk_structure,omitempty"` + // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). + JobOpenings *float32 `json:"job_openings,omitempty"` - // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. - RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + // LaborForceParticipationRate Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED). + LaborForceParticipationRate *float32 `json:"labor_force_participation_rate,omitempty"` - // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. - RiskVolatility *float64 `json:"risk_volatility,omitempty"` + // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). + UnemploymentRate *float32 `json:"unemployment_rate,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Analytics200Status `json:"status"` + Status GetFedV1LaborMarket200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57034,7 +62348,7 @@ func ParseGetEtfGlobalV1AnalyticsResponse(rsp *http.Response) (*GetEtfGlobalV1An RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Analytics400Status `json:"status"` + Status GetFedV1LaborMarket400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57046,15 +62360,15 @@ func ParseGetEtfGlobalV1AnalyticsResponse(rsp *http.Response) (*GetEtfGlobalV1An return response, nil } -// ParseGetEtfGlobalV1ConstituentsResponse parses an HTTP response from a GetEtfGlobalV1ConstituentsWithResponse call -func ParseGetEtfGlobalV1ConstituentsResponse(rsp *http.Response) (*GetEtfGlobalV1ConstituentsResponse, error) { +// ParseGetFedV1TreasuryYieldsResponse parses an HTTP response from a GetFedV1TreasuryYieldsWithResponse call +func ParseGetFedV1TreasuryYieldsResponse(rsp *http.Response) (*GetFedV1TreasuryYieldsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetEtfGlobalV1ConstituentsResponse{ + response := &GetFedV1TreasuryYieldsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57070,63 +62384,45 @@ func ParseGetEtfGlobalV1ConstituentsResponse(rsp *http.Response) (*GetEtfGlobalV // Results The results for this request. Results []struct { - // AssetClass The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc. - AssetClass *string `json:"asset_class,omitempty"` - - // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. - CompositeTicker *string `json:"composite_ticker,omitempty"` - - // ConstituentName The full company or security name of the constituent holding. - ConstituentName *string `json:"constituent_name,omitempty"` - - // ConstituentRank The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding. - ConstituentRank int64 `json:"constituent_rank"` - - // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. - ConstituentTicker *string `json:"constituent_ticker,omitempty"` - - // CountryOfExchange The country where the exchange that lists this constituent security is located. - CountryOfExchange *string `json:"country_of_exchange,omitempty"` - - // CurrencyTraded The local currency in which this constituent security is denominated and traded. - CurrencyTraded *string `json:"currency_traded,omitempty"` + // Date Calendar date of the yield observation (YYYY-MM-DD). + Date *string `json:"date,omitempty"` - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` + // Yield10Year Market Yield on U.AskSize. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis + Yield10Year *float32 `json:"yield_10_year,omitempty"` - // Exchange The name of the stock exchange where this constituent security is primarily traded. - Exchange *string `json:"exchange,omitempty"` + // Yield1Month Market Yield on U.AskSize. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis + Yield1Month *float32 `json:"yield_1_month,omitempty"` - // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. - Figi *string `json:"figi,omitempty"` + // Yield1Year Market Yield on U.AskSize. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis + Yield1Year *float32 `json:"yield_1_year,omitempty"` - // Isin The International Securities Identification Number, a global standard for identifying securities. - Isin *string `json:"isin,omitempty"` + // Yield20Year Market Yield on U.AskSize. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis + Yield20Year *float32 `json:"yield_20_year,omitempty"` - // MarketValue The total market value of this constituent position held by the ETF. - MarketValue *float64 `json:"market_value,omitempty"` + // Yield2Year Market Yield on U.AskSize. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis + Yield2Year *float32 `json:"yield_2_year,omitempty"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // Yield30Year Market Yield on U.AskSize. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis + Yield30Year *float32 `json:"yield_30_year,omitempty"` - // SecurityType The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc. - SecurityType *string `json:"security_type,omitempty"` + // Yield3Month Market Yield on U.AskSize. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis + Yield3Month *float32 `json:"yield_3_month,omitempty"` - // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. - Sedol *string `json:"sedol,omitempty"` + // Yield3Year Market Yield on U.AskSize. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis + Yield3Year *float32 `json:"yield_3_year,omitempty"` - // SharesHeld The number of shares of this constituent security that the ETF currently owns. - SharesHeld *float64 `json:"shares_held,omitempty"` + // Yield5Year Market Yield on U.AskSize. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis + Yield5Year *float32 `json:"yield_5_year,omitempty"` - // UsCode A unique identifier code for the constituent security in US markets. - UsCode *string `json:"us_code,omitempty"` + // Yield6Month Market Yield on U.AskSize. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis + Yield6Month *float32 `json:"yield_6_month,omitempty"` - // Weight The percentage weight of this constituent security within the ETF's total portfolio. - Weight *float64 `json:"weight,omitempty"` + // Yield7Year Market Yield on U.AskSize. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis + Yield7Year *float32 `json:"yield_7_year,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Constituents200Status `json:"status"` + Status GetFedV1TreasuryYields200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57142,7 +62438,7 @@ func ParseGetEtfGlobalV1ConstituentsResponse(rsp *http.Response) (*GetEtfGlobalV RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Constituents400Status `json:"status"` + Status GetFedV1TreasuryYields400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57154,15 +62450,15 @@ func ParseGetEtfGlobalV1ConstituentsResponse(rsp *http.Response) (*GetEtfGlobalV return response, nil } -// ParseGetEtfGlobalV1FundFlowsResponse parses an HTTP response from a GetEtfGlobalV1FundFlowsWithResponse call -func ParseGetEtfGlobalV1FundFlowsResponse(rsp *http.Response) (*GetEtfGlobalV1FundFlowsResponse, error) { +// ParseGetForexV1ExchangesResponse parses an HTTP response from a GetForexV1ExchangesWithResponse call +func ParseGetForexV1ExchangesResponse(rsp *http.Response) (*GetForexV1ExchangesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetEtfGlobalV1FundFlowsResponse{ + response := &GetForexV1ExchangesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57178,27 +62474,18 @@ func ParseGetEtfGlobalV1FundFlowsResponse(rsp *http.Response) (*GetEtfGlobalV1Fu // Results The results for this request. Results []struct { - // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` - - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - - // FundFlow The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows. - FundFlow *float64 `json:"fund_flow,omitempty"` - - // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. - Nav *float64 `json:"nav,omitempty"` + // Id Numeric identifier for the forex trading venue or institution. + Id *string `json:"id,omitempty"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // Name Full name of the foreign exchange trading venue, platform, or financial institution. + Name *string `json:"name,omitempty"` - // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. - SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` + // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. + Type *string `json:"type,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1FundFlows200Status `json:"status"` + Status GetForexV1Exchanges200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57214,7 +62501,7 @@ func ParseGetEtfGlobalV1FundFlowsResponse(rsp *http.Response) (*GetEtfGlobalV1Fu RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1FundFlows400Status `json:"status"` + Status GetForexV1Exchanges400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57226,15 +62513,15 @@ func ParseGetEtfGlobalV1FundFlowsResponse(rsp *http.Response) (*GetEtfGlobalV1Fu return response, nil } -// ParseGetEtfGlobalV1ProfilesResponse parses an HTTP response from a GetEtfGlobalV1ProfilesWithResponse call -func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1ProfilesResponse, error) { +// ParseAggregatesV1Response parses an HTTP response from a AggregatesV1WithResponse call +func ParseAggregatesV1Response(rsp *http.Response) (*AggregatesV1Response, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetEtfGlobalV1ProfilesResponse{ + response := &AggregatesV1Response{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57242,209 +62529,134 @@ func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1Pro switch { case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: var dest struct { - // NextUrl If present, this value can be used to fetch the next page. + // NextUrl If present, the URL to the next page of results. NextUrl *string `json:"next_url,omitempty"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // Results The results for this request. Results []struct { - // Administrator The administrator of the ETF. - Administrator *string `json:"administrator,omitempty"` - - // Advisor The investment advisor of the ETF. - Advisor *string `json:"advisor,omitempty"` - - // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. - AssetClass *string `json:"asset_class,omitempty"` - - // Aum The total assets under management, representing the current market value of all assets held by the ETF. - Aum *float64 `json:"aum,omitempty"` - - // AvgDailyTradingVolume The average number of shares traded daily over the past month, indicating liquidity and investor interest. - AvgDailyTradingVolume *float64 `json:"avg_daily_trading_volume,omitempty"` - - // BidAskSpread The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day. - BidAskSpread *float64 `json:"bid_ask_spread,omitempty"` - - // CallVolume Call options volume. - CallVolume *float64 `json:"call_volume,omitempty"` - - // Category The broad investment category that describes the ETF's investment focus and strategy. - Category *string `json:"category,omitempty"` - - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` - - // CouponExposure Coupon exposure breakdown for fixed income ETFs. - CouponExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"coupon_exposure,omitempty"` - - // CreationFee The fee for creating new shares of the ETF. - CreationFee *float64 `json:"creation_fee,omitempty"` - - // CreationUnitSize The size of creation units for the ETF. - CreationUnitSize *float64 `json:"creation_unit_size,omitempty"` - - // CurrencyExposure Currency exposure breakdown of the ETF. - CurrencyExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"currency_exposure,omitempty"` - - // Custodian The custodian of the ETF assets. - Custodian *string `json:"custodian,omitempty"` - - // Description The official name and description of the ETF product. - Description *string `json:"description,omitempty"` - - // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. - DevelopmentClass *string `json:"development_class,omitempty"` - - // DiscountPremium Discount or premium to net asset value. - DiscountPremium *float64 `json:"discount_premium,omitempty"` - - // DistributionFrequency How frequently the ETF makes distributions. - DistributionFrequency *string `json:"distribution_frequency,omitempty"` - - // Distributor The distributor of the ETF. - Distributor *string `json:"distributor,omitempty"` - - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - - // FeeWaivers Any fee waivers applied to the ETF. - FeeWaivers *float64 `json:"fee_waivers,omitempty"` - - // FiscalYearEnd The fiscal year end date for the ETF. - FiscalYearEnd *string `json:"fiscal_year_end,omitempty"` + // Close The last price within the timeframe. + Close float64 `json:"close"` - // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. - Focus *string `json:"focus,omitempty"` + // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. + DollarVolume float64 `json:"dollar_volume"` - // FuturesCommissionMerchant The futures commission merchant, if applicable. - FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` + // High The highest price within the timeframe. + High float64 `json:"high"` - // GeographicExposure Geographic exposure breakdown of the ETF. - GeographicExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"geographic_exposure,omitempty"` + // Low The lowest price within the timeframe. + Low float64 `json:"low"` - // InceptionDate The date when this ETF was first launched and became available for trading. - InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + // Open The opening price within the timeframe. + Open float64 `json:"open"` - // IndustryExposure Industry exposure breakdown of the ETF. - IndustryExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"industry_exposure,omitempty"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate string `json:"session_end_date"` - // IndustryGroupExposure Industry group exposure breakdown of the ETF. - IndustryGroupExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"industry_group_exposure,omitempty"` + // SettlementPrice The price the contract would have cost to settle for this session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` - // Issuer The financial institution or fund company that created and sponsors this ETF. - Issuer *string `json:"issuer,omitempty"` + // Ticker The ticker for the contract. + Ticker string `json:"ticker"` - // LeadMarketMaker The lead market maker for the ETF. - LeadMarketMaker *string `json:"lead_market_maker,omitempty"` + // Transactions The number of transactions that occurred within the timeframe. + Transactions int64 `json:"transactions"` - // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). - LeverageStyle string `json:"leverage_style"` + // Volume The number of contracts that traded within the timeframe. + Volume int64 `json:"volume"` - // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. - LeveredAmount *float64 `json:"levered_amount,omitempty"` + // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. + WindowStart int64 `json:"window_start"` + } `json:"results"` - // ListingExchange The primary exchange where the ETF is listed. - ListingExchange *string `json:"listing_exchange,omitempty"` + // Status The status of the response. + Status string `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON200 = &dest - // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. - ManagementClassification string `json:"management_classification"` + } - // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. - ManagementFee *float64 `json:"management_fee,omitempty"` + return response, nil +} - // MaturityExposure Maturity exposure breakdown for fixed income ETFs. - MaturityExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"maturity_exposure,omitempty"` +// ParseGetFuturesV1ContractsResponse parses an HTTP response from a GetFuturesV1ContractsWithResponse call +func ParseGetFuturesV1ContractsResponse(rsp *http.Response) (*GetFuturesV1ContractsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } - // NetExpenses Net expenses after waivers. - NetExpenses *float64 `json:"net_expenses,omitempty"` + response := &GetFuturesV1ContractsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } - // NumHoldings Number of holdings in the ETF. - NumHoldings *float64 `json:"num_holdings,omitempty"` + switch { + case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: + var dest struct { + // NextUrl If present, this value can be used to fetch the next page. + NextUrl *string `json:"next_url,omitempty"` - // OptionsAvailable Availability of options on the ETF. - OptionsAvailable *int32 `json:"options_available,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // OptionsVolume Options trading volume for the ETF. - OptionsVolume *float64 `json:"options_volume,omitempty"` + // Results The results for this request. + Results []struct { + // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. + Active *bool `json:"active,omitempty"` - // OtherExpenses Other expenses charged by the ETF. - OtherExpenses *float64 `json:"other_expenses,omitempty"` + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. + Date *openapi_types.Date `json:"date,omitempty"` - // PortfolioManager The portfolio manager of the ETF. - PortfolioManager *string `json:"portfolio_manager,omitempty"` + // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. + DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` - // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. - PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + // FirstTradeDate The first day on which the contract was tradeable. + FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // GroupCode An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex. + GroupCode *string `json:"group_code,omitempty"` - // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). - ProductType string `json:"product_type"` + // LastTradeDate The last day on which the contract was tradeable. + LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` - // PutCallRatio Put/call ratio for options on the ETF. - PutCallRatio *float64 `json:"put_call_ratio,omitempty"` + // MaxOrderQuantity The maximum order quantity. + MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` - // PutVolume Put options volume. - PutVolume *float64 `json:"put_volume,omitempty"` + // MinOrderQuantity The minimum order quantity. + MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` - // Region The geographic region or area of the world where the ETF concentrates its investments. - Region *string `json:"region,omitempty"` + // Name The name of this contract. + Name *string `json:"name,omitempty"` - // SectorExposure Sector exposure breakdown of the ETF. - SectorExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"sector_exposure,omitempty"` + // ProductCode The identifier for the contract's product. + ProductCode *string `json:"product_code,omitempty"` - // ShortInterest Short interest in the ETF. - ShortInterest *float64 `json:"short_interest,omitempty"` + // SettlementDate The date on which this contract settles. + SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` - // Subadvisor The subadvisor of the ETF, if applicable. - Subadvisor *string `json:"subadvisor,omitempty"` + // SettlementTickSize The tick size for settlement. + SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` - // SubindustryExposure Sub-industry exposure breakdown of the ETF. - SubindustryExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"subindustry_exposure,omitempty"` + // SpreadTickSize The tick size for spreads. + SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` - // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). - TaxClassification *string `json:"tax_classification,omitempty"` + // Ticker The ticker for the contract. + Ticker *string `json:"ticker,omitempty"` - // TotalExpenses The total annual expense ratio of the ETF, including all fees and costs passed on to investors. - TotalExpenses *float64 `json:"total_expenses,omitempty"` + // TradeTickSize The tick size for trades. + TradeTickSize *float64 `json:"trade_tick_size,omitempty"` - // TransferAgent The transfer agent for the ETF. - TransferAgent *string `json:"transfer_agent,omitempty"` + // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. + TradingVenue *string `json:"trading_venue,omitempty"` - // Trustee The trustee of the ETF. - Trustee *string `json:"trustee,omitempty"` + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12. + Type *string `json:"type,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Profiles200Status `json:"status"` + Status GetFuturesV1Contracts200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57460,7 +62672,7 @@ func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1Pro RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Profiles400Status `json:"status"` + Status GetFuturesV1Contracts400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57472,15 +62684,15 @@ func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1Pro return response, nil } -// ParseGetEtfGlobalV1TaxonomiesResponse parses an HTTP response from a GetEtfGlobalV1TaxonomiesWithResponse call -func ParseGetEtfGlobalV1TaxonomiesResponse(rsp *http.Response) (*GetEtfGlobalV1TaxonomiesResponse, error) { +// ParseGetFuturesV1ExchangesResponse parses an HTTP response from a GetFuturesV1ExchangesWithResponse call +func ParseGetFuturesV1ExchangesResponse(rsp *http.Response) (*GetFuturesV1ExchangesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetEtfGlobalV1TaxonomiesResponse{ + response := &GetFuturesV1ExchangesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57496,126 +62708,33 @@ func ParseGetEtfGlobalV1TaxonomiesResponse(rsp *http.Response) (*GetEtfGlobalV1T // Results The results for this request. Results []struct { - // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. - AssetClass *string `json:"asset_class,omitempty"` - - // Category The broad investment category that describes the ETF's investment focus and strategy. - Category *string `json:"category,omitempty"` - - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` - - // Country The specific country focus of the ETF, if applicable. - Country *string `json:"country,omitempty"` - - // CreditQualityRating Credit quality rating for fixed income ETFs. - CreditQualityRating *string `json:"credit_quality_rating,omitempty"` - - // Description The official name and description of the ETF product. - Description *string `json:"description,omitempty"` - - // DevelopmentClass The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets. - DevelopmentClass *string `json:"development_class,omitempty"` - - // Duration The duration characteristics for fixed income ETFs. - Duration *string `json:"duration,omitempty"` - - // EffectiveDate The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. - EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - - // Esg Environmental, Social, and Governance characteristics. - Esg *string `json:"esg,omitempty"` - - // ExposureMechanism The mechanism used to achieve exposure. - ExposureMechanism *string `json:"exposure_mechanism,omitempty"` - - // Factor Factor exposure characteristics of the ETF. - Factor *string `json:"factor,omitempty"` - - // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. - Focus *string `json:"focus,omitempty"` - - // HedgeReset The frequency of hedge reset, if applicable. - HedgeReset *string `json:"hedge_reset,omitempty"` - - // HoldingsDisclosureFrequency How frequently holdings are disclosed. - HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` - - // InceptionDate The date when this ETF was first launched and became available for trading. - InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` - - // Isin The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide. - Isin *string `json:"isin,omitempty"` - - // Issuer The financial institution or fund company that created and sponsors this ETF. - Issuer *string `json:"issuer,omitempty"` - - // LeverageReset The frequency of leverage reset, if applicable. - LeverageReset *string `json:"leverage_reset,omitempty"` - - // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). - LeverageStyle string `json:"leverage_style"` - - // LeveredAmount The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure. - LeveredAmount *float64 `json:"levered_amount,omitempty"` - - // ManagementClassification Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index. - ManagementClassification string `json:"management_classification"` - - // ManagementStyle Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used. - ManagementStyle *string `json:"management_style,omitempty"` - - // Maturity The maturity profile for fixed income ETFs. - Maturity *string `json:"maturity,omitempty"` - - // Objective The primary investment objective of the ETF. - Objective *string `json:"objective,omitempty"` - - // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. - PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` - - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - - // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). - ProductType string `json:"product_type"` - - // RebalanceFrequency How frequently the ETF rebalances its holdings. - RebalanceFrequency *string `json:"rebalance_frequency,omitempty"` - - // ReconstitutionFrequency How frequently the index is reconstituted. - ReconstitutionFrequency *string `json:"reconstitution_frequency,omitempty"` - - // Region The geographic region or area of the world where the ETF concentrates its investments. - Region *string `json:"region,omitempty"` - - // SecondaryObjective The secondary investment objective, if applicable. - SecondaryObjective *string `json:"secondary_objective,omitempty"` + // Acronym Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX'). + Acronym *string `json:"acronym,omitempty"` - // SelectionMethodology The methodology used to select securities. - SelectionMethodology *string `json:"selection_methodology,omitempty"` + // Id Numeric identifier for the futures exchange or trading venue. + Id *string `json:"id,omitempty"` - // SelectionUniverse The universe from which securities are selected. - SelectionUniverse *string `json:"selection_universe,omitempty"` + // Locale Geographic location code where the exchange operates. + Locale *string `json:"locale,omitempty"` - // StrategicFocus The strategic investment focus of the ETF. - StrategicFocus *string `json:"strategic_focus,omitempty"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. + Mic *string `json:"mic,omitempty"` - // TargetedFocus The targeted investment focus of the ETF. - TargetedFocus *string `json:"targeted_focus,omitempty"` + // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). + Name *string `json:"name,omitempty"` - // TaxClassification The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT). - TaxClassification *string `json:"tax_classification,omitempty"` + // OperatingMic Operating Market Identifier Code for the futures exchange. + OperatingMic *string `json:"operating_mic,omitempty"` - // UsCode A unique identifier code that identifies this ETF in US markets. - UsCode *string `json:"us_code,omitempty"` + // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. + Type *string `json:"type,omitempty"` - // WeightingMethodology The methodology used to weight holdings. - WeightingMethodology *string `json:"weighting_methodology,omitempty"` + // Url Official website URL of the futures exchange organization. + Url *string `json:"url,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies200Status `json:"status"` + Status GetFuturesV1Exchanges200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57631,7 +62750,7 @@ func ParseGetEtfGlobalV1TaxonomiesResponse(rsp *http.Response) (*GetEtfGlobalV1T RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies400Status `json:"status"` + Status GetFuturesV1Exchanges400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57643,15 +62762,15 @@ func ParseGetEtfGlobalV1TaxonomiesResponse(rsp *http.Response) (*GetEtfGlobalV1T return response, nil } -// ParseGetFedV1InflationResponse parses an HTTP response from a GetFedV1InflationWithResponse call -func ParseGetFedV1InflationResponse(rsp *http.Response) (*GetFedV1InflationResponse, error) { +// ParseGetFuturesV1MarketStatusResponse parses an HTTP response from a GetFuturesV1MarketStatusWithResponse call +func ParseGetFuturesV1MarketStatusResponse(rsp *http.Response) (*GetFuturesV1MarketStatusResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFedV1InflationResponse{ + response := &GetFuturesV1MarketStatusResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57667,30 +62786,27 @@ func ParseGetFedV1InflationResponse(rsp *http.Response) (*GetFedV1InflationRespo // Results The results for this request. Results []struct { - // Cpi Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted. - Cpi *float32 `json:"cpi,omitempty"` - - // CpiCore Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility. - CpiCore *float32 `json:"cpi_core,omitempty"` + // MarketEvent The current status of the market for the product. + MarketEvent *string `json:"market_event,omitempty"` - // CpiYearOverYear Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy. - CpiYearOverYear *float32 `json:"cpi_year_over_year,omitempty"` + // Name The name of the futures product. + Name *string `json:"name,omitempty"` - // Date Calendar date of the observation (YYYY‑MM‑DD). - Date *string `json:"date,omitempty"` + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `json:"product_code,omitempty"` - // Pce Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights. - Pce *float32 `json:"pce,omitempty"` + // SessionEndDate The trading date for the current session. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` - // PceCore Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation. - PceCore *float32 `json:"pce_core,omitempty"` + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` - // PceSpending Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.AskSize. economy, reported in billions of dollars and not adjusted for inflation. - PceSpending *float32 `json:"pce_spending,omitempty"` + // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. + TradingVenue *string `json:"trading_venue,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFedV1Inflation200Status `json:"status"` + Status GetFuturesV1MarketStatus200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57706,7 +62822,7 @@ func ParseGetFedV1InflationResponse(rsp *http.Response) (*GetFedV1InflationRespo RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1Inflation400Status `json:"status"` + Status GetFuturesV1MarketStatus400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57718,15 +62834,15 @@ func ParseGetFedV1InflationResponse(rsp *http.Response) (*GetFedV1InflationRespo return response, nil } -// ParseGetFedV1InflationExpectationsResponse parses an HTTP response from a GetFedV1InflationExpectationsWithResponse call -func ParseGetFedV1InflationExpectationsResponse(rsp *http.Response) (*GetFedV1InflationExpectationsResponse, error) { +// ParseGetFuturesV1ProductsResponse parses an HTTP response from a GetFuturesV1ProductsWithResponse call +func ParseGetFuturesV1ProductsResponse(rsp *http.Response) (*GetFuturesV1ProductsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFedV1InflationExpectationsResponse{ + response := &GetFuturesV1ProductsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57742,33 +62858,60 @@ func ParseGetFedV1InflationExpectationsResponse(rsp *http.Response) (*GetFedV1In // Results The results for this request. Results []struct { - // Date Calendar date of the observation (YYYY‑MM‑DD). - Date *string `json:"date,omitempty"` + // AssetClass The asset class to which the product belongs. + AssetClass *string `json:"asset_class,omitempty"` - // ForwardYears5To10 5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields. - ForwardYears5To10 *float32 `json:"forward_years_5_to_10,omitempty"` + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *string `json:"asset_sub_class,omitempty"` - // Market10Year 10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields. - Market10Year *float32 `json:"market_10_year,omitempty"` + // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. + Date openapi_types.Date `json:"date"` - // Market5Year 5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields. - Market5Year *float32 `json:"market_5_year,omitempty"` + // LastUpdated The date and time at which this product was last updated. + LastUpdated *time.Time `json:"last_updated,omitempty"` - // Model10Year The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model10Year *float32 `json:"model_10_year,omitempty"` + // Name The full name of the product. + Name *string `json:"name,omitempty"` - // Model1Year The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model1Year *float32 `json:"model_1_year,omitempty"` + // PriceQuotation The quoted price for this product. + PriceQuotation *string `json:"price_quotation,omitempty"` - // Model30Year The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model30Year *float32 `json:"model_30_year,omitempty"` + // ProductCode The identifier for the product. + ProductCode *string `json:"product_code,omitempty"` - // Model5Year The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys. - Model5Year *float32 `json:"model_5_year,omitempty"` + // Sector The sector to which the product belongs. + Sector *string `json:"sector,omitempty"` + + // SettlementCurrencyCode The currency in which this product settles. + SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` + + // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). + SettlementMethod *string `json:"settlement_method,omitempty"` + + // SettlementType The type of settlement for this product. + SettlementType *string `json:"settlement_type,omitempty"` + + // SubSector The sub-sector to which the product belongs. + SubSector *string `json:"sub_sector,omitempty"` + + // TradeCurrencyCode The currency in which this product's contracts trade. + TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` + + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `json:"trading_venue,omitempty"` + + // Type The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + Type *string `json:"type,omitempty"` + + // UnitOfMeasure The unit of measure for this product. + UnitOfMeasure *string `json:"unit_of_measure,omitempty"` + + // UnitOfMeasureQty The quantity of the unit of measure for this product. + UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFedV1InflationExpectations200Status `json:"status"` + Status GetFuturesV1Products200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57784,7 +62927,7 @@ func ParseGetFedV1InflationExpectationsResponse(rsp *http.Response) (*GetFedV1In RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1InflationExpectations400Status `json:"status"` + Status GetFuturesV1Products400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57796,15 +62939,15 @@ func ParseGetFedV1InflationExpectationsResponse(rsp *http.Response) (*GetFedV1In return response, nil } -// ParseGetFedV1LaborMarketResponse parses an HTTP response from a GetFedV1LaborMarketWithResponse call -func ParseGetFedV1LaborMarketResponse(rsp *http.Response) (*GetFedV1LaborMarketResponse, error) { +// ParseGetFuturesV1QuotesResponse parses an HTTP response from a GetFuturesV1QuotesWithResponse call +func ParseGetFuturesV1QuotesResponse(rsp *http.Response) (*GetFuturesV1QuotesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFedV1LaborMarketResponse{ + response := &GetFuturesV1QuotesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57820,24 +62963,45 @@ func ParseGetFedV1LaborMarketResponse(rsp *http.Response) (*GetFedV1LaborMarketR // Results The results for this request. Results []struct { - // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). - AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` + // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + AskPrice *float64 `json:"ask_price,omitempty"` - // Date Calendar date of the observation (YYYY-MM-DD). - Date *string `json:"date,omitempty"` + // AskSize The quote size represents the number of futures contracts available at the given ask price. + AskSize *int32 `json:"ask_size,omitempty"` - // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). - JobOpenings *float32 `json:"job_openings,omitempty"` + // AskTimestamp The time when the ask price was submitted to the exchange. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` - // LaborForceParticipationRate Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED). - LaborForceParticipationRate *float32 `json:"labor_force_participation_rate,omitempty"` + // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. + BidPrice *float64 `json:"bid_price,omitempty"` - // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). - UnemploymentRate *float32 `json:"unemployment_rate,omitempty"` + // BidSize The quote size represents the number of futures contracts available at the given bid price. + BidSize *int32 `json:"bid_size,omitempty"` + + // BidTimestamp The time when the bid price was submitted to the exchange. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` + + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` + + // SequenceNumber The unique sequence number assigned to this quote by the exchange. + SequenceNumber *int64 `json:"sequence_number,omitempty"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` + + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFedV1LaborMarket200Status `json:"status"` + Status GetFuturesV1Quotes200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57853,7 +63017,7 @@ func ParseGetFedV1LaborMarketResponse(rsp *http.Response) (*GetFedV1LaborMarketR RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1LaborMarket400Status `json:"status"` + Status GetFuturesV1Quotes400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57865,15 +63029,15 @@ func ParseGetFedV1LaborMarketResponse(rsp *http.Response) (*GetFedV1LaborMarketR return response, nil } -// ParseGetFedV1TreasuryYieldsResponse parses an HTTP response from a GetFedV1TreasuryYieldsWithResponse call -func ParseGetFedV1TreasuryYieldsResponse(rsp *http.Response) (*GetFedV1TreasuryYieldsResponse, error) { +// ParseGetFuturesV1SchedulesResponse parses an HTTP response from a GetFuturesV1SchedulesWithResponse call +func ParseGetFuturesV1SchedulesResponse(rsp *http.Response) (*GetFuturesV1SchedulesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFedV1TreasuryYieldsResponse{ + response := &GetFuturesV1SchedulesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57889,45 +63053,27 @@ func ParseGetFedV1TreasuryYieldsResponse(rsp *http.Response) (*GetFedV1TreasuryY // Results The results for this request. Results []struct { - // Date Calendar date of the yield observation (YYYY-MM-DD). - Date *string `json:"date,omitempty"` - - // Yield10Year Market Yield on U.AskSize. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis - Yield10Year *float32 `json:"yield_10_year,omitempty"` - - // Yield1Month Market Yield on U.AskSize. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis - Yield1Month *float32 `json:"yield_1_month,omitempty"` - - // Yield1Year Market Yield on U.AskSize. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis - Yield1Year *float32 `json:"yield_1_year,omitempty"` - - // Yield20Year Market Yield on U.AskSize. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis - Yield20Year *float32 `json:"yield_20_year,omitempty"` - - // Yield2Year Market Yield on U.AskSize. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis - Yield2Year *float32 `json:"yield_2_year,omitempty"` - - // Yield30Year Market Yield on U.AskSize. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis - Yield30Year *float32 `json:"yield_30_year,omitempty"` + // Event The type of session on the given trading date. + Event *string `json:"event,omitempty"` - // Yield3Month Market Yield on U.AskSize. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis - Yield3Month *float32 `json:"yield_3_month,omitempty"` + // ProductCode The product code of the futures contract. + ProductCode *string `json:"product_code,omitempty"` - // Yield3Year Market Yield on U.AskSize. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis - Yield3Year *float32 `json:"yield_3_year,omitempty"` + // ProductName The name of the futures product to which this schedule applies. + ProductName *string `json:"product_name,omitempty"` - // Yield5Year Market Yield on U.AskSize. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis - Yield5Year *float32 `json:"yield_5_year,omitempty"` + // SessionEndDate The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` - // Yield6Month Market Yield on U.AskSize. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis - Yield6Month *float32 `json:"yield_6_month,omitempty"` + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` - // Yield7Year Market Yield on U.AskSize. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis - Yield7Year *float32 `json:"yield_7_year,omitempty"` + // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. + TradingVenue *string `json:"trading_venue,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFedV1TreasuryYields200Status `json:"status"` + Status GetFuturesV1Schedules200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57943,7 +63089,7 @@ func ParseGetFedV1TreasuryYieldsResponse(rsp *http.Response) (*GetFedV1TreasuryY RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1TreasuryYields400Status `json:"status"` + Status GetFuturesV1Schedules400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -57955,15 +63101,15 @@ func ParseGetFedV1TreasuryYieldsResponse(rsp *http.Response) (*GetFedV1TreasuryY return response, nil } -// ParseGetForexV1ExchangesResponse parses an HTTP response from a GetForexV1ExchangesWithResponse call -func ParseGetForexV1ExchangesResponse(rsp *http.Response) (*GetForexV1ExchangesResponse, error) { +// ParseGetFuturesV1TradesResponse parses an HTTP response from a GetFuturesV1TradesWithResponse call +func ParseGetFuturesV1TradesResponse(rsp *http.Response) (*GetFuturesV1TradesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetForexV1ExchangesResponse{ + response := &GetFuturesV1TradesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -57979,18 +63125,33 @@ func ParseGetForexV1ExchangesResponse(rsp *http.Response) (*GetForexV1ExchangesR // Results The results for this request. Results []struct { - // Id Numeric identifier for the forex trading venue or institution. - Id string `json:"id"` + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` - // Name Full name of the foreign exchange trading venue, platform, or financial institution. - Name string `json:"name"` + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` - // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. - Type string `json:"type"` + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` + + // SequenceNumber The unique sequence number assigned to this trade. + SequenceNumber *int64 `json:"sequence_number,omitempty"` + + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` + + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` + + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` + + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetForexV1Exchanges200Status `json:"status"` + Status GetFuturesV1Trades200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -58006,7 +63167,7 @@ func ParseGetForexV1ExchangesResponse(rsp *http.Response) (*GetForexV1ExchangesR RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetForexV1Exchanges400Status `json:"status"` + Status GetFuturesV1Trades400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -58109,10 +63270,10 @@ func ParseGetFuturesVXContractsResponse(rsp *http.Response) (*GetFuturesVXContra // Results The results for this request. Results []struct { // Active Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise. - Active bool `json:"active"` + Active *bool `json:"active,omitempty"` // Date A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. - Date openapi_types.Date `json:"date"` + Date *openapi_types.Date `json:"date,omitempty"` // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` @@ -58156,7 +63317,7 @@ func ParseGetFuturesVXContractsResponse(rsp *http.Response) (*GetFuturesVXContra // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. TradingVenue *string `json:"trading_venue,omitempty"` - // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types. + // Type The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12. Type *string `json:"type,omitempty"` } `json:"results"` @@ -58217,7 +63378,7 @@ func ParseGetFuturesVXExchangesResponse(rsp *http.Response) (*GetFuturesVXExchan Acronym *string `json:"acronym,omitempty"` // Id Numeric identifier for the futures exchange or trading venue. - Id string `json:"id"` + Id *string `json:"id,omitempty"` // Locale Geographic location code where the exchange operates. Locale *string `json:"locale,omitempty"` @@ -58226,13 +63387,13 @@ func ParseGetFuturesVXExchangesResponse(rsp *http.Response) (*GetFuturesVXExchan Mic *string `json:"mic,omitempty"` // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). - Name string `json:"name"` + Name *string `json:"name,omitempty"` // OperatingMic Operating Market Identifier Code for the futures exchange. OperatingMic *string `json:"operating_mic,omitempty"` // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. - Type string `json:"type"` + Type *string `json:"type,omitempty"` // Url Official website URL of the futures exchange organization. Url *string `json:"url,omitempty"` @@ -58301,7 +63462,7 @@ func ParseGetFuturesVXMarketStatusResponse(rsp *http.Response) (*GetFuturesVXMar ProductCode *string `json:"product_code,omitempty"` // SessionEndDate The trading date for the current session. - SessionEndDate *string `json:"session_end_date,omitempty"` + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` // Timestamp The timestamp for the given market event. Timestamp *string `json:"timestamp,omitempty"` @@ -58444,15 +63605,15 @@ func ParseGetFuturesVXProductsResponse(rsp *http.Response) (*GetFuturesVXProduct return response, nil } -// ParseGetFuturesVXQuotesNewResponse parses an HTTP response from a GetFuturesVXQuotesNewWithResponse call -func ParseGetFuturesVXQuotesNewResponse(rsp *http.Response) (*GetFuturesVXQuotesNewResponse, error) { +// ParseGetFuturesVXQuotesResponse parses an HTTP response from a GetFuturesVXQuotesWithResponse call +func ParseGetFuturesVXQuotesResponse(rsp *http.Response) (*GetFuturesVXQuotesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFuturesVXQuotesNewResponse{ + response := &GetFuturesVXQuotesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -58468,45 +63629,45 @@ func ParseGetFuturesVXQuotesNewResponse(rsp *http.Response) (*GetFuturesVXQuotes // Results The results for this request. Results []struct { - // AskPrice The ask price. + // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. AskPrice *float64 `json:"ask_price,omitempty"` - // AskSize The ask size. + // AskSize The quote size represents the number of futures contracts available at the given ask price. AskSize *int32 `json:"ask_size,omitempty"` - // AskTimestamp The nanosecond accuracy Unix Timestamp when the ask price was submitted to the exchange. + // AskTimestamp The time when the ask price was submitted to the exchange. AskTimestamp *int64 `json:"ask_timestamp,omitempty"` - // BidPrice The bid price. + // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. BidPrice *float64 `json:"bid_price,omitempty"` - // BidSize The bid size. + // BidSize The quote size represents the number of futures contracts available at the given bid price. BidSize *int32 `json:"bid_size,omitempty"` - // BidTimestamp The nanosecond accuracy Unix Timestamp when the bid price was submitted to the exchange. + // BidTimestamp The time when the bid price was submitted to the exchange. BidTimestamp *int64 `json:"bid_timestamp,omitempty"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange *int32 `json:"exchange,omitempty"` + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` - // ReportSequence The report sequence number. - ReportSequence int64 `json:"report_sequence"` + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` - // SequenceNumber The sequence number represents the order in which quote events occurred for this ticker. - SequenceNumber int64 `json:"sequence_number"` + // SequenceNumber The unique sequence number assigned to this quote by the exchange. + SequenceNumber *int64 `json:"sequence_number,omitempty"` - // SessionEndDate The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session. - SessionEndDate string `json:"session_end_date"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` - // Timestamp The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. - Timestamp int64 `json:"timestamp"` + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXQuotesNew200Status `json:"status"` + Status GetFuturesVXQuotes200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -58522,7 +63683,7 @@ func ParseGetFuturesVXQuotesNewResponse(rsp *http.Response) (*GetFuturesVXQuotes RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXQuotesNew400Status `json:"status"` + Status GetFuturesVXQuotes400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -58534,72 +63695,6 @@ func ParseGetFuturesVXQuotesNewResponse(rsp *http.Response) (*GetFuturesVXQuotes return response, nil } -// ParseGetFuturesQuotesResponse parses an HTTP response from a GetFuturesQuotesWithResponse call -func ParseGetFuturesQuotesResponse(rsp *http.Response) (*GetFuturesQuotesResponse, error) { - bodyBytes, err := io.ReadAll(rsp.Body) - defer func() { _ = rsp.Body.Close() }() - if err != nil { - return nil, err - } - - response := &GetFuturesQuotesResponse{ - Body: bodyBytes, - HTTPResponse: rsp, - } - - switch { - case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: - var dest struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - Results *[]struct { - // AskPrice The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. - AskPrice *float64 `json:"ask_price,omitempty"` - - // AskSize The quote size represents the number of futures contracts available at the given ask price. - AskSize *float64 `json:"ask_size,omitempty"` - - // AskTimestamp The time when the ask price was submitted to the exchange. - AskTimestamp *int `json:"ask_timestamp,omitempty"` - - // BidPrice The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value. - BidPrice *float64 `json:"bid_price,omitempty"` - - // BidSize The quote size represents the number of futures contracts available at the given bid price. - BidSize *float64 `json:"bid_size,omitempty"` - - // BidTimestamp The time when the bid price was submitted to the exchange. - BidTimestamp *int `json:"bid_timestamp,omitempty"` - - // ReportSequence The reporting sequence number. - ReportSequence int `json:"report_sequence"` - - // SequenceNumber The unique sequence number assigned to this quote by the exchange. - SequenceNumber int `json:"sequence_number"` - - // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. - SessionEndDate string `json:"session_end_date"` - - // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). - Ticker string `json:"ticker"` - - // Timestamp The time when the quote was generated at the exchange to nanosecond precision. - Timestamp int `json:"timestamp"` - } `json:"results,omitempty"` - - // Status The status of this request's response. - Status string `json:"status"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON200 = &dest - - } - - return response, nil -} - // ParseGetFuturesVXSchedulesResponse parses an HTTP response from a GetFuturesVXSchedulesWithResponse call func ParseGetFuturesVXSchedulesResponse(rsp *http.Response) (*GetFuturesVXSchedulesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) @@ -58633,8 +63728,8 @@ func ParseGetFuturesVXSchedulesResponse(rsp *http.Response) (*GetFuturesVXSchedu // ProductName The name of the futures product to which this schedule applies. ProductName *string `json:"product_name,omitempty"` - // SessionEndDate The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used. - SessionEndDate *string `json:"session_end_date,omitempty"` + // SessionEndDate The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` // Timestamp The timestamp for the given market event. Timestamp *string `json:"timestamp,omitempty"` @@ -58717,8 +63812,10 @@ func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapsho Low *float64 `json:"low,omitempty"` // Open The opening price at the start of the minute bar. - Open *float64 `json:"open,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` + Open *float64 `json:"open,omitempty"` + + // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. + Timeframe *string `json:"timeframe,omitempty"` // Volume The number of contracts traded in the minute bar. Volume *float64 `json:"volume,omitempty"` @@ -58743,8 +63840,10 @@ func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapsho BidTimestamp *int64 `json:"bid_timestamp,omitempty"` // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` + LastUpdated *int64 `json:"last_updated,omitempty"` + + // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. + Timeframe *string `json:"timeframe,omitempty"` } `json:"last_quote,omitempty"` LastTrade *struct { // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. @@ -58754,7 +63853,9 @@ func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapsho Price *float64 `json:"price,omitempty"` // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` + Size *int64 `json:"size,omitempty"` + + // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. Timeframe *string `json:"timeframe,omitempty"` } `json:"last_trade,omitempty"` Session *struct { @@ -58816,15 +63917,15 @@ func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapsho return response, nil } -// ParseGetFuturesVXSnapshotNativeResponse parses an HTTP response from a GetFuturesVXSnapshotNativeWithResponse call -func ParseGetFuturesVXSnapshotNativeResponse(rsp *http.Response) (*GetFuturesVXSnapshotNativeResponse, error) { +// ParseGetFuturesVXTradesResponse parses an HTTP response from a GetFuturesVXTradesWithResponse call +func ParseGetFuturesVXTradesResponse(rsp *http.Response) (*GetFuturesVXTradesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFuturesVXSnapshotNativeResponse{ + response := &GetFuturesVXTradesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -58840,99 +63941,33 @@ func ParseGetFuturesVXSnapshotNativeResponse(rsp *http.Response) (*GetFuturesVXS // Results The results for this request. Results []struct { - Details *struct { - ProductCode *string `json:"product_code,omitempty"` - - // SettlementDate The day that this contract is settled. - SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` - Ticker *string `json:"ticker,omitempty"` - } `json:"details,omitempty"` - LastMinute *struct { - // Close The price at the end of the minute bar. - Close *float64 `json:"close,omitempty"` - - // High The highest price reached in the minute bar. - High *float64 `json:"high,omitempty"` - - // LastUpdated The timestamp indicating the most recent update to the minute bar. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // Low The lowest price reached in the minute bar. - Low *float64 `json:"low,omitempty"` - - // Open The opening price at the start of the minute bar. - Open *float64 `json:"open,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` - - // Volume The number of contracts traded in the minute bar. - Volume *float64 `json:"volume,omitempty"` - } `json:"last_minute,omitempty"` - LastQuote *struct { - // Ask The lowest price a seller is willing to accept. - Ask *float64 `json:"ask,omitempty"` - - // AskSize The number of contracts available at the ask price. - AskSize *int32 `json:"ask_size,omitempty"` - - // AskTimestamp The time when the best ask price was last updated. - AskTimestamp *int64 `json:"ask_timestamp,omitempty"` - - // Bid The highest price a buyer is willing to pay. - Bid *float64 `json:"bid,omitempty"` - - // BidSize The number of contracts available at the bid price. - BidSize *int32 `json:"bid_size,omitempty"` - - // BidTimestamp The time when the best bid price was last updated. - BidTimestamp *int64 `json:"bid_timestamp,omitempty"` - - // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` - } `json:"last_quote,omitempty"` - LastTrade *struct { - // LastUpdated The time when the trade was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` - - // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. - Price *float64 `json:"price,omitempty"` - - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` - Timeframe *string `json:"timeframe,omitempty"` - } `json:"last_trade,omitempty"` - Session *struct { - // Change The change in price during this session. - Change *float64 `json:"change,omitempty"` + // Channel The CME multicast channel this event was sourced from. + Channel *int32 `json:"channel,omitempty"` - // ChangePercent The percentage change in price during this session. - ChangePercent *float64 `json:"change_percent,omitempty"` - - // Close The price at the end of the session. - Close *float64 `json:"close,omitempty"` + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. + Price *float64 `json:"price,omitempty"` - // High The highest price reached in the session. - High *float64 `json:"high,omitempty"` + // ReportSequence The reporting sequence number. + ReportSequence *int64 `json:"report_sequence,omitempty"` - // Low The lowest price reached in the session. - Low *float64 `json:"low,omitempty"` + // SequenceNumber The unique sequence number assigned to this trade. + SequenceNumber *int64 `json:"sequence_number,omitempty"` - // Open The opening price at the start of the session. - Open *float64 `json:"open,omitempty"` + // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. + SessionEndDate *string `json:"session_end_date,omitempty"` - // PreviousSettlement The settlement price of the previous session. - PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + // Size The total number of contracts exchanged between buyers and sellers on a given trade. + Size *int64 `json:"size,omitempty"` - // SettlementPrice The final settlement price at the end of the session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract). + Ticker *string `json:"ticker,omitempty"` - // Volume The number of contracts traded in the session. - Volume *float64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp *int64 `json:"timestamp,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXSnapshotNative200Status `json:"status"` + Status GetFuturesVXTrades200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -58948,7 +63983,7 @@ func ParseGetFuturesVXSnapshotNativeResponse(rsp *http.Response) (*GetFuturesVXS RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSnapshotNative400Status `json:"status"` + Status GetFuturesVXTrades400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -58960,15 +63995,15 @@ func ParseGetFuturesVXSnapshotNativeResponse(rsp *http.Response) (*GetFuturesVXS return response, nil } -// ParseGetFuturesVXTradesNewResponse parses an HTTP response from a GetFuturesVXTradesNewWithResponse call -func ParseGetFuturesVXTradesNewResponse(rsp *http.Response) (*GetFuturesVXTradesNewResponse, error) { +// ParseGetOptionsV1ExchangesResponse parses an HTTP response from a GetOptionsV1ExchangesWithResponse call +func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1ExchangesResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFuturesVXTradesNewResponse{ + response := &GetOptionsV1ExchangesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -58984,41 +64019,36 @@ func ParseGetFuturesVXTradesNewResponse(rsp *http.Response) (*GetFuturesVXTrades // Results The results for this request. Results []struct { - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` - - // Correction The trade correction indicator. - Correction *int64 `json:"correction,omitempty"` + // Acronym Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues. + Acronym *string `json:"acronym,omitempty"` - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange *int32 `json:"exchange,omitempty"` + // Id Numeric identifier for the options trading venue or exchange. + Id *string `json:"id,omitempty"` - // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. - Price float64 `json:"price"` + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` - // ReportSequence The report sequence number. - ReportSequence int64 `json:"report_sequence"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. + Mic *string `json:"mic,omitempty"` - // SequenceNumber The sequence number represents the sequence in which trade events happened. - // These are increasing and unique per ticker symbol, but will not always be - // sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day. - SequenceNumber int64 `json:"sequence_number"` + // Name Full official name of the options exchange or trading venue. + Name *string `json:"name,omitempty"` - // SessionEndDate The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session. - SessionEndDate string `json:"session_end_date"` + // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. + OperatingMic *string `json:"operating_mic,omitempty"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` + // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` - // Ticker The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract). - Ticker string `json:"ticker"` + // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). + Type *string `json:"type,omitempty"` - // Timestamp The time when the trade was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // Url Official website URL of the organization operating the options exchange. + Url *string `json:"url,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXTradesNew200Status `json:"status"` + Status GetOptionsV1Exchanges200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59034,7 +64064,7 @@ func ParseGetFuturesVXTradesNewResponse(rsp *http.Response) (*GetFuturesVXTrades RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXTradesNew400Status `json:"status"` + Status GetOptionsV1Exchanges400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59046,69 +64076,15 @@ func ParseGetFuturesVXTradesNewResponse(rsp *http.Response) (*GetFuturesVXTrades return response, nil } -// ParseGetFuturesTradesResponse parses an HTTP response from a GetFuturesTradesWithResponse call -func ParseGetFuturesTradesResponse(rsp *http.Response) (*GetFuturesTradesResponse, error) { - bodyBytes, err := io.ReadAll(rsp.Body) - defer func() { _ = rsp.Body.Close() }() - if err != nil { - return nil, err - } - - response := &GetFuturesTradesResponse{ - Body: bodyBytes, - HTTPResponse: rsp, - } - - switch { - case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: - var dest struct { - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` - Results *[]struct { - // Price The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00. - Price float64 `json:"price"` - - // ReportSequence The reporting sequence number. - ReportSequence int `json:"report_sequence"` - - // SequenceNumber The unique sequence number assigned to this trade. - SequenceNumber int `json:"sequence_number"` - - // SessionEndDate Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format. - SessionEndDate string `json:"session_end_date"` - - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size float64 `json:"size"` - - // Ticker ticker of the trade - Ticker string `json:"ticker"` - - // Timestamp The time when the trade was generated at the exchange to nanosecond precision. - Timestamp int `json:"timestamp"` - } `json:"results,omitempty"` - - // Status The status of this request's response. - Status string `json:"status"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON200 = &dest - - } - - return response, nil -} - -// ParseGetOptionsV1ExchangesResponse parses an HTTP response from a GetOptionsV1ExchangesWithResponse call -func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1ExchangesResponse, error) { +// ParseGetStocksFilings10KVXSectionsResponse parses an HTTP response from a GetStocksFilings10KVXSectionsWithResponse call +func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksFilings10KVXSectionsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetOptionsV1ExchangesResponse{ + response := &GetStocksFilings10KVXSectionsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -59124,36 +64100,30 @@ func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1Exchan // Results The results for this request. Results []struct { - // Acronym Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues. - Acronym *string `json:"acronym,omitempty"` - - // Id Numeric identifier for the options trading venue or exchange. - Id string `json:"id"` - - // Locale Geographic location code. - Locale *string `json:"locale,omitempty"` + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. - Mic *string `json:"mic,omitempty"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // Name Full official name of the options exchange or trading venue. - Name string `json:"name"` + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,omitempty"` - // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. - OperatingMic *string `json:"operating_mic,omitempty"` + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` - // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. - ParticipantId *string `json:"participant_id,omitempty"` + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *string `json:"section,omitempty"` - // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). - Type string `json:"type"` + // Text Full raw text content of the section, including headers and formatting. + Text *string `json:"text,omitempty"` - // Url Official website URL of the organization operating the options exchange. - Url *string `json:"url,omitempty"` + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetOptionsV1Exchanges200Status `json:"status"` + Status GetStocksFilings10KVXSections200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59169,7 +64139,7 @@ func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1Exchan RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetOptionsV1Exchanges400Status `json:"status"` + Status GetStocksFilings10KVXSections400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59181,15 +64151,15 @@ func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1Exchan return response, nil } -// ParseGetStocksFilings10KVXSectionsResponse parses an HTTP response from a GetStocksFilings10KVXSectionsWithResponse call -func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksFilings10KVXSectionsResponse, error) { +// ParseGetStocksFilings8KVXTextResponse parses an HTTP response from a GetStocksFilings8KVXTextWithResponse call +func ParseGetStocksFilings8KVXTextResponse(rsp *http.Response) (*GetStocksFilings8KVXTextResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetStocksFilings10KVXSectionsResponse{ + response := &GetStocksFilings8KVXTextResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -59205,6 +64175,9 @@ func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksF // Results The results for this request. Results []struct { + // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000004962-25-000002'). + AccessionNumber *string `json:"accession_number,omitempty"` + // Cik SEC Central Index Key (10 digits, zero-padded). Cik *string `json:"cik,omitempty"` @@ -59214,21 +64187,18 @@ func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksF // FilingUrl SEC URL source for the full filing. FilingUrl *string `json:"filing_url,omitempty"` - // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). - PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` - - // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). - Section *string `json:"section,omitempty"` + // FormType SEC form type (e.g., '8-K', '8-K/A' for amendments). + FormType *string `json:"form_type,omitempty"` - // Text Full raw text content of the section, including headers and formatting. - Text *string `json:"text,omitempty"` + // ItemsText Parsed text content from the 8-K filing, including item numbers and descriptions. + ItemsText *string `json:"items_text,omitempty"` // Ticker Stock ticker symbol for the company. Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFilings10KVXSections200Status `json:"status"` + Status GetStocksFilings8KVXText200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59244,7 +64214,7 @@ func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksF RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFilings10KVXSections400Status `json:"status"` + Status GetStocksFilings8KVXText400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59256,15 +64226,15 @@ func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksF return response, nil } -// ParseGetStocksFilings8KVXTextResponse parses an HTTP response from a GetStocksFilings8KVXTextWithResponse call -func ParseGetStocksFilings8KVXTextResponse(rsp *http.Response) (*GetStocksFilings8KVXTextResponse, error) { +// ParseGetStocksFilingsVX13FResponse parses an HTTP response from a GetStocksFilingsVX13FWithResponse call +func ParseGetStocksFilingsVX13FResponse(rsp *http.Response) (*GetStocksFilingsVX13FResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetStocksFilings8KVXTextResponse{ + response := &GetStocksFilingsVX13FResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -59280,30 +64250,72 @@ func ParseGetStocksFilings8KVXTextResponse(rsp *http.Response) (*GetStocksFiling // Results The results for this request. Results []struct { - // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000004962-25-000002'). + // AccessionNumber Unique SEC accession number for the filing (e.g., '0000950123-24-011775'). AccessionNumber *string `json:"accession_number,omitempty"` - // Cik SEC Central Index Key (10 digits, zero-padded). - Cik *string `json:"cik,omitempty"` + // Cusip The CUSIP identifier for the held security. + Cusip *string `json:"cusip,omitempty"` + + // FileNumber The 13F-specific file number assigned to the filer. + FileNumber *string `json:"file_number,omitempty"` + + // FilerCik SEC Central Index Key (10 digits, zero-padded) of the filing entity. + FilerCik *string `json:"filer_cik,omitempty"` // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // FilingUrl SEC URL source for the full filing. + // FilingUrl Direct URL to the filing on the SEC EDGAR website. FilingUrl *string `json:"filing_url,omitempty"` - // FormType SEC form type (e.g., '8-K', '8-K/A' for amendments). + // FilmNumber SEC EDGAR film number for the filing. + FilmNumber *string `json:"film_number,omitempty"` + + // FormType SEC form type (e.g., '13F-HR' for holdings report, '13F-HR/A' for amended report). FormType *string `json:"form_type,omitempty"` - // ItemsText Parsed text content from the 8-K filing, including item numbers and descriptions. - ItemsText *string `json:"items_text,omitempty"` + // InvestmentDiscretion Type of investment discretion. Possible values: SOLE, SHARED, DFND (defined). + InvestmentDiscretion *string `json:"investment_discretion,omitempty"` - // Ticker Stock ticker symbol for the company. - Ticker *string `json:"ticker,omitempty"` + // IssuerName Name of the company whose securities are held. + IssuerName *string `json:"issuer_name,omitempty"` + + // MarketValue Market value of the holding in USD. + MarketValue *int64 `json:"market_value,omitempty"` + + // OtherManagers List of names of other manager(s) sharing investment discretion over the reported holdings, if applicable. + OtherManagers *[]string `json:"other_managers,omitempty"` + + // Period The quarter end date that the filing covers (formatted as YYYY-MM-DD). + Period *openapi_types.Date `json:"period,omitempty"` + + // PutCall Indicates if the holding is a put or call option. Possible values: PUT, CALL, or empty for common stock. + PutCall *string `json:"put_call,omitempty"` + + // SharesOrPrincipalAmount Number of shares or principal amount held. + SharesOrPrincipalAmount *int64 `json:"shares_or_principal_amount,omitempty"` + + // SharesOrPrincipalType Type of amount reported. Possible values: SH (shares), PRN (principal amount). + SharesOrPrincipalType *string `json:"shares_or_principal_type,omitempty"` + + // Tickers A list of ticker symbols for the filing entity. Multiple symbols may indicate different share classes (e.g., BRK.A and BRK.B for Berkshire Hathaway). + Tickers *[]string `json:"tickers,omitempty"` + + // TitleOfClass Description of the class of securities held (e.g., 'COM', 'CL A'). + TitleOfClass *string `json:"title_of_class,omitempty"` + + // VotingAuthorityNone Number of shares with no voting authority. + VotingAuthorityNone *int64 `json:"voting_authority_none,omitempty"` + + // VotingAuthorityShared Number of shares with shared voting authority. + VotingAuthorityShared *int64 `json:"voting_authority_shared,omitempty"` + + // VotingAuthoritySole Number of shares with sole voting authority. + VotingAuthoritySole *int64 `json:"voting_authority_sole,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetStocksFilings8KVXText200Status `json:"status"` + Status GetStocksFilingsVX13F200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59319,7 +64331,7 @@ func ParseGetStocksFilings8KVXTextResponse(rsp *http.Response) (*GetStocksFiling RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetStocksFilings8KVXText400Status `json:"status"` + Status GetStocksFilingsVX13F400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -59593,7 +64605,7 @@ func ParseGetStocksFinancialsV1BalanceSheetsResponse(rsp *http.Response) (*GetSt Tickers *[]string `json:"tickers,omitempty"` // Timeframe The reporting period type. Possible values include: quarterly, annual. - Timeframe string `json:"timeframe"` + Timeframe *string `json:"timeframe,omitempty"` // TotalAssets Sum of all current and non-current assets representing everything the company owns or controls. TotalAssets *float64 `json:"total_assets,omitempty"` @@ -59992,7 +65004,7 @@ func ParseGetStocksFinancialsV1RatiosResponse(rsp *http.Response) (*GetStocksFin Current *float64 `json:"current,omitempty"` // Date Date for which the ratios are calculated, representing the trading date with available price data. - Date string `json:"date"` + Date *string `json:"date,omitempty"` // DebtToEquity Debt-to-equity ratio, calculated as total debt (current debt plus long-term debt) divided by total shareholders' equity, measuring financial leverage. DebtToEquity *float64 `json:"debt_to_equity,omitempty"` @@ -60046,7 +65058,7 @@ func ParseGetStocksFinancialsV1RatiosResponse(rsp *http.Response) (*GetStocksFin ReturnOnEquity *float64 `json:"return_on_equity,omitempty"` // Ticker Stock ticker symbol for the company. - Ticker string `json:"ticker"` + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. @@ -60112,7 +65124,7 @@ func ParseGetStocksTaxonomiesVXRiskFactorsResponse(rsp *http.Response) (*GetStoc SecondaryCategory *string `json:"secondary_category,omitempty"` // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy - Taxonomy float64 `json:"taxonomy"` + Taxonomy *float64 `json:"taxonomy,omitempty"` // TertiaryCategory Most specific risk classification TertiaryCategory *string `json:"tertiary_category,omitempty"` @@ -60181,7 +65193,7 @@ func ParseGetStocksV1DividendsResponse(rsp *http.Response) (*GetStocksV1Dividend DeclarationDate *openapi_types.Date `json:"declaration_date,omitempty"` // DistributionType Classification describing the nature of this dividend's recurrence pattern: recurring (paid on a regular schedule), special (one-time or commemorative), supplemental (extra beyond the regular schedule), irregular (unpredictable or non-recurring), unknown (cannot be classified from available data) - DistributionType string `json:"distribution_type"` + DistributionType *string `json:"distribution_type,omitempty"` // ExDividendDate Date when the stock begins trading without the dividend value ExDividendDate *openapi_types.Date `json:"ex_dividend_date,omitempty"` @@ -60265,7 +65277,7 @@ func ParseGetStocksV1ExchangesResponse(rsp *http.Response) (*GetStocksV1Exchange Acronym *string `json:"acronym,omitempty"` // Id Numeric identifier for the trading venue or exchange. - Id string `json:"id"` + Id *string `json:"id,omitempty"` // Locale Geographic location code. Locale *string `json:"locale,omitempty"` @@ -60274,7 +65286,7 @@ func ParseGetStocksV1ExchangesResponse(rsp *http.Response) (*GetStocksV1Exchange Mic *string `json:"mic,omitempty"` // Name Full official name of the exchange, trading venue, or reporting facility. - Name string `json:"name"` + Name *string `json:"name,omitempty"` // OperatingMic Operating Market Identifier Code - identifies the specific operating entity or parent organization. OperatingMic *string `json:"operating_mic,omitempty"` @@ -60283,7 +65295,7 @@ func ParseGetStocksV1ExchangesResponse(rsp *http.Response) (*GetStocksV1Exchange ParticipantId *string `json:"participant_id,omitempty"` // Type Type of trading venue: 'exchange' for stock exchanges, 'TRF' for Trade Reporting Facilities, 'SIP' for Securities Information Processors, 'ORF' for OTC Reporting Facility. - Type string `json:"type"` + Type *string `json:"type,omitempty"` // Url Official website URL of the organization operating the venue. Url *string `json:"url,omitempty"` @@ -60343,13 +65355,13 @@ func ParseGetStocksV1ShortInterestResponse(rsp *http.Response) (*GetStocksV1Shor // Results The results for this request. Results []struct { // AvgDailyVolume The average daily trading volume for the stock over a specified period, typically used to contextualize short interest. - AvgDailyVolume int64 `json:"avg_daily_volume"` + AvgDailyVolume *int64 `json:"avg_daily_volume,omitempty"` // DaysToCover Calculated as short_interest divided by avg_daily_volume, representing the estimated number of days it would take to cover all short positions based on average trading volume. - DaysToCover float64 `json:"days_to_cover"` + DaysToCover *float64 `json:"days_to_cover,omitempty"` // SettlementDate The date (formatted as YYYY-MM-DD) on which the short interest data is considered settled, typically based on exchange reporting schedules. - SettlementDate string `json:"settlement_date"` + SettlementDate *string `json:"settlement_date,omitempty"` // ShortInterest The total number of shares that have been sold short but have not yet been covered or closed out. ShortInterest *int64 `json:"short_interest,omitempty"` @@ -60418,7 +65430,7 @@ func ParseGetStocksV1ShortVolumeResponse(rsp *http.Response) (*GetStocksV1ShortV AdfShortVolumeExempt *int64 `json:"adf_short_volume_exempt,omitempty"` // Date The date of trade activity reported in the format YYYY-MM-DD - Date string `json:"date"` + Date *string `json:"date,omitempty"` // ExemptVolume Portion of short volume that was marked as exempt from regulation SHO. ExemptVolume *float64 `json:"exempt_volume,omitempty"` @@ -60511,7 +65523,7 @@ func ParseGetStocksV1SplitsResponse(rsp *http.Response) (*GetStocksV1SplitsRespo // Results The results for this request. Results []struct { // AdjustmentType Classification of the share-change event. Possible values include: forward_split (share count increases), reverse_split (share count decreases), stock_dividend (shares issued as a dividend) - AdjustmentType string `json:"adjustment_type"` + AdjustmentType *string `json:"adjustment_type,omitempty"` // ExecutionDate Date when the stock split was applied and shares adjusted ExecutionDate *openapi_types.Date `json:"execution_date,omitempty"` diff --git a/rest/scripts/openapi.json b/rest/scripts/openapi.json index b6893fac..9c66e38b 100644 --- a/rest/scripts/openapi.json +++ b/rest/scripts/openapi.json @@ -7284,7 +7284,7 @@ "type": "string" }, "time": { - "description": "The time (formatted as 24-hour HH:MM:SS UTC) when the earnings are scheduled or were reported.", + "description": "The time (formatted as 24-hour HH:MM:SS EST) when the earnings are scheduled or were reported.", "type": "string" } }, @@ -9188,415 +9188,539 @@ ] } }, - "/crypto/v1/exchanges": { + "/consumer-spending/eu/v1/merchant-aggregates": { "get": { - "description": "Global cryptocurrency exchanges and digital asset trading platforms, including major centralized exchanges (Coinbase, Binance, Bitfinex, etc.) that facilitate trading of cryptocurrencies and digital tokens worldwide.", - "operationId": "get_crypto_v1_exchanges", + "description": "Aggregated consumer transactions from European credit card panels, structured for flexible analysis and faster access to insights. Each row represents daily credit card, debit card, or open banking transactions (7-day lag from transaction date) at a tagged merchant or payment processor, split across Currency, Country, Online/Offline, and Credit/Debit dimensions. Includes ticker (Bloomberg standard) and industry mapping for ~250 US public companies across 6 European countries (UK, DE, FR, IT, ES, AT). Open banking data achieves >85% fill rate at 7 days. User counts provided across 8 and 28-day windows enable custom normalization. NOTE: Individual accounts have a 30-day minimum lag from transaction_date for licensing compliance. Data returned reflects the latest available values, including any corrections from the data provider.", + "operationId": "get_consumer-spending_eu_v1_merchant-aggregates", "parameters": [ { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "description": "The calendar date when the consumer transactions occurred. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "limit", + "name": "transaction_date", "schema": { - "default": 100, - "maximum": 1000, - "minimum": 1, - "type": "integer" + "type": "string" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "count": 2, - "request_id": 1, - "results": [ - { - "id": "1", - "name": "Coinbase", - "type": "exchange", - "url": "https://www.coinbase.com" - }, - { - "id": "10", - "name": "Binance", - "type": "exchange", - "url": "https://www.binance.us/" - } - ], - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "results": { - "description": "The results for this request.", - "items": { - "properties": { - "id": { - "description": "Numeric identifier for the cryptocurrency exchange or trading platform.", - "type": "string" - }, - "name": { - "description": "Full official name of the cryptocurrency exchange or digital asset trading platform.", - "type": "string" - }, - "type": { - "description": "Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms.", - "type": "string" - }, - "url": { - "description": "Official website URL of the cryptocurrency exchange.", - "type": "string" - } - }, - "required": [ - "id", - "type", - "name" - ], - "type": "object" - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "OK" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "results" - ], - "type": "object" - } - } - }, - "description": "A list of results." }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "description": "A message describing the source of the error.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "ERROR" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "An error message." - } - }, - "tags": [ - "default" - ] - } - }, - "/etf-global/v1/analytics": { - "get": { - "description": "ETF Global analytics data containing risk scores, reward metrics, and quantitative analysis for ETF composite tickers.", - "operationId": "get_etf-global_v1_analytics", - "parameters": [ { - "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker", + "name": "transaction_date.gt", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker.any_of", + "name": "transaction_date.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker.gt", + "name": "transaction_date.lt", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker.gte", + "name": "transaction_date.lte", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "The merchant or entity name for this aggregate (lowercase). When type is 'merchant', this value can be used as the lookup_name in the merchant-hierarchy endpoint to retrieve full corporate hierarchy details.", "in": "query", - "name": "composite_ticker.lt", + "name": "name", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "composite_ticker.lte", + "name": "name.any_of", "schema": { "type": "string" } }, { - "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value.", "in": "query", - "name": "processed_date", + "name": "name.gt", "schema": { "type": "string" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "processed_date.gt", + "name": "name.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than the value.", "in": "query", - "name": "processed_date.gte", + "name": "name.lt", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "processed_date.lt", + "name": "name.lte", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Country of consumer's residence (ISO codes). Available countries: UK, DE, FR, ES, IT, AT. Values outside these are mapped to 'unknown'.", "in": "query", - "name": "processed_date.lte", + "name": "user_country", "schema": { + "enum": [ + "UK", + "DE", + "FR", + "ES", + "IT", + "AT", + "unknown" + ], "type": "string" } }, { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "effective_date", + "name": "user_country.any_of", "schema": { + "enum": [ + "UK", + "DE", + "FR", + "ES", + "IT", + "AT", + "unknown" + ], "type": "string" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Transaction channel. Possible values: online, offline, bnpl (buy now pay later platforms such as Scala, Klarna, Zilch).", "in": "query", - "name": "effective_date.gt", + "name": "channel", "schema": { + "enum": [ + "online", + "offline", + "bnpl" + ], "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "effective_date.gte", + "name": "channel.any_of", "schema": { + "enum": [ + "online", + "offline", + "bnpl" + ], "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking.", "in": "query", - "name": "effective_date.lt", + "name": "consumer_type", "schema": { + "enum": [ + "consumer_credit", + "consumer_debit", + "open_banking" + ], "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "effective_date.lte", + "name": "consumer_type.any_of", "schema": { + "enum": [ + "consumer_credit", + "consumer_debit", + "open_banking" + ], "type": "string" } }, { - "description": "ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. Value must be a floating point number.", + "description": "Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. Also available in the merchant-hierarchy endpoint for full corporate structure.", "in": "query", - "name": "risk_total_score", + "name": "parent_name", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than the value. Value must be a floating point number.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "risk_total_score.gt", + "name": "parent_name.any_of", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "description": "Filter greater than the value.", "in": "query", - "name": "risk_total_score.gte", + "name": "parent_name.gt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than the value. Value must be a floating point number.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "risk_total_score.lt", + "name": "parent_name.gte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be a floating point number.", + "description": "Filter less than the value.", "in": "query", - "name": "risk_total_score.lte", + "name": "parent_name.lt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. Value must be a floating point number.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "reward_score", + "name": "parent_name.lte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than the value. Value must be a floating point number.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", "in": "query", - "name": "reward_score.gt", + "name": "limit", "schema": { - "format": "double", - "type": "number" + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" } }, { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'transaction_date' if not specified. The sort order defaults to 'desc' if not specified.", "in": "query", - "name": "reward_score.gte", + "name": "sort", "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than the value. Value must be a floating point number.", - "in": "query", - "name": "reward_score.lt", - "schema": { - "format": "double", - "type": "number" + "default": "transaction_date.desc", + "type": "string" } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "c38af84c88ba484cb8430ba1511b1f24", + "results": [ + { + "channel": "offline", + "consumer_type": "open_banking", + "eight_day_rolling_category_accounts": 40346, + "eight_day_rolling_total_accounts": 463648, + "mcc_group": "memberships & organizations", + "merchant_industry": "Leisure Clubs & Facilities", + "merchant_ticker": "0206472D US", + "name": "zumba fitness", + "parent_name": "Zumba Fitness Llc", + "published_date": "2026-01-25", + "spend_in_distinct_account_key_count": 0, + "spend_in_spend": 0, + "spend_in_transaction_count": 0, + "spend_out_distinct_account_key_count": 1, + "spend_out_spend": -3, + "spend_out_transaction_count": 1, + "total_accounts": 1, + "total_spend": -3, + "total_transactions": 1, + "transaction_currency": "GBP", + "transaction_date": "2026-01-18", + "twenty_eight_day_rolling_category_accounts": 91642, + "twenty_eight_day_rolling_total_accounts": 524917, + "type": "merchant", + "user_country": "UK" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "channel": { + "description": "Transaction channel. Possible values: online, offline, bnpl (buy now pay later platforms such as Scala, Klarna, Zilch).", + "type": "string" + }, + "consumer_type": { + "description": "The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking.", + "type": "string" + }, + "eight_day_rolling_category_accounts": { + "description": "The count of unique consumer accounts active for a given country, consumer type, and that transacted in this merchant category (MCC Group) over the prior 8 days. Used for short-term normalization calculations (e.g., spend per 1000 panelists = (total_spend / eight_day_rolling_category_accounts) * 1000).", + "format": "int64", + "type": "integer" + }, + "eight_day_rolling_total_accounts": { + "description": "The count of unique consumer accounts active for a given country and consumer type that had any transaction activity (across all categories) over the prior 8 days. Provides a baseline for total panel size.", + "format": "int64", + "type": "integer" + }, + "mcc_group": { + "description": "Merchant category code group associated with the merchant or payment processor.", + "type": "string" + }, + "merchant_industry": { + "description": "Industry name based on GICS/BICS/ICB data classification for the merchant.", + "type": "string" + }, + "merchant_ticker": { + "description": "Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg tickers and they are point in time.", + "type": "string" + }, + "name": { + "description": "The merchant or entity name for this aggregate (lowercase). When type is 'merchant', this value can be used as the lookup_name in the merchant-hierarchy endpoint to retrieve full corporate hierarchy details.", + "type": "string" + }, + "parent_name": { + "description": "Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. Also available in the merchant-hierarchy endpoint for full corporate structure.", + "type": "string" + }, + "published_date": { + "description": "The date when this data version was published. For original data, this is approximately 7 days after transaction_date.", + "format": "date", + "type": "string" + }, + "spend_in_distinct_account_key_count": { + "description": "The count of distinct account keys (unique consumer accounts) with inbound transactions.", + "format": "int64", + "type": "integer" + }, + "spend_in_spend": { + "description": "The total inbound transaction amount (refunds, returns, credits) in the specified currency for this aggregation. Values are positive, representing money flowing back into consumer accounts.", + "format": "double", + "type": "number" + }, + "spend_in_transaction_count": { + "description": "The count of inbound transactions (refunds, returns).", + "format": "int64", + "type": "integer" + }, + "spend_out_distinct_account_key_count": { + "description": "The count of distinct account keys (unique consumer accounts) with outbound transactions.", + "format": "int64", + "type": "integer" + }, + "spend_out_spend": { + "description": "The total outbound transaction amount (money spent by consumers) in the specified currency for this aggregation. Values are negative, representing money flowing out of consumer accounts.", + "format": "double", + "type": "number" + }, + "spend_out_transaction_count": { + "description": "The count of outbound transactions (purchases, payments).", + "format": "int64", + "type": "integer" + }, + "total_accounts": { + "description": "The total count of distinct consumer accounts with any transaction activity for this aggregation.", + "format": "int64", + "type": "integer" + }, + "total_spend": { + "description": "Sum of spend_out_spend and spend_in_spend. Typically negative (net outflow). A positive value indicates refunds exceeded new spending for this aggregation.", + "format": "double", + "type": "number" + }, + "total_transactions": { + "description": "The total count of all transactions (outbound + inbound).", + "format": "int64", + "type": "integer" + }, + "transaction_currency": { + "description": "ISO currency code for the transaction (base card/account currency). Always EUR or GBP in this dataset. All spend amounts are denominated in this currency.", + "type": "string" + }, + "transaction_date": { + "description": "The calendar date when the consumer transactions occurred.", + "format": "date", + "type": "string" + }, + "twenty_eight_day_rolling_category_accounts": { + "description": "The count of unique consumer accounts active for a given country, consumer type, and that transacted in this merchant category (MCC Group) over the prior 28 days. Used for longer-term normalization calculations.", + "format": "int64", + "type": "integer" + }, + "twenty_eight_day_rolling_total_accounts": { + "description": "The count of unique consumer accounts active for a given country and consumer type that had any transaction activity (across all categories) over the prior 28 days. Provides a longer-term baseline for total panel size.", + "format": "int64", + "type": "integer" + }, + "type": { + "description": "The type of aggregation. Can be 'merchant' or 'payment_processor'.", + "type": "string" + }, + "user_country": { + "description": "Country of consumer's residence (ISO codes). Available countries: UK, DE, FR, ES, IT, AT. Values outside these are mapped to 'unknown'.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/consumer-spending/eu/v1/merchant-hierarchy": { + "get": { + "description": "Reference data mapping merchants to parent companies, tickers, sectors, and industries across Fable's European consumer transaction panel. Each row represents a single merchant with its corporate hierarchy and classification metadata. Weekly snapshots contain ~3,500 merchants covering ~250 US public companies. Use lookup_name to join with the name field from the merchant-aggregates endpoint, filtering by active_from and active_to to match a specific transaction_date (e.g., active_from.lte=2025-06-15&active_to.gte=2025-06-15).", + "operationId": "get_consumer-spending_eu_v1_merchant-hierarchy", + "parameters": [ { - "description": "Filter less than or equal to the value. Value must be a floating point number.", + "description": "Lowercase merchant tag used for joining with the merchant-aggregates endpoint name field (e.g., 'asda', 'amazon').", "in": "query", - "name": "reward_score.lte", + "name": "lookup_name", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "ETF Global's comprehensive quantitative analysis score combining all quantitative factors. Value must be a floating point number.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "quant_total_score", + "name": "lookup_name.any_of", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than the value. Value must be a floating point number.", + "description": "Filter greater than the value.", "in": "query", - "name": "quant_total_score.gt", + "name": "lookup_name.gt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "quant_total_score.gte", + "name": "lookup_name.gte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than the value. Value must be a floating point number.", + "description": "Filter less than the value.", "in": "query", - "name": "quant_total_score.lt", + "name": "lookup_name.lt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be a floating point number.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "quant_total_score.lte", + "name": "lookup_name.lte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.", + "description": "Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg standard.", "in": "query", - "name": "quant_grade", + "name": "ticker", "schema": { "type": "string" } @@ -9604,7 +9728,7 @@ { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "quant_grade.any_of", + "name": "ticker.any_of", "schema": { "type": "string" } @@ -9612,7 +9736,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "quant_grade.gt", + "name": "ticker.gt", "schema": { "type": "string" } @@ -9620,7 +9744,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "quant_grade.gte", + "name": "ticker.gte", "schema": { "type": "string" } @@ -9628,7 +9752,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "quant_grade.lt", + "name": "ticker.lt", "schema": { "type": "string" } @@ -9636,298 +9760,132 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "quant_grade.lte", + "name": "ticker.lte", "schema": { "type": "string" } }, { - "description": "Combined technical analysis score aggregating short, intermediate, and long-term technical factors. Value must be a floating point number.", + "description": "Whether the merchant is a publicly listed company or private. Possible values: public, private.", "in": "query", - "name": "quant_composite_technical", + "name": "listing_status", "schema": { - "format": "double", - "type": "number" + "enum": [ + "public", + "private" + ], + "type": "string" } }, { - "description": "Filter greater than the value. Value must be a floating point number.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "quant_composite_technical.gt", + "name": "listing_status.any_of", "schema": { - "format": "double", - "type": "number" + "enum": [ + "public", + "private" + ], + "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "description": "Date this merchant hierarchy mapping became applicable. A value of 0001-01-01 indicates no known start date. Use with active_to to match against transaction_date from the merchant-aggregates endpoint to perform point-in-time queries. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_technical.gte", + "name": "active_from", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than the value. Value must be a floating point number.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_technical.lt", + "name": "active_from.gt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be a floating point number.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_technical.lte", + "name": "active_from.gte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Overall market sentiment score combining put/call ratios, short interest, and implied volatility. Value must be a floating point number.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_sentiment", + "name": "active_from.lt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than the value. Value must be a floating point number.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_sentiment.gt", + "name": "active_from.lte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "description": "Date after which this merchant hierarchy mapping is no longer applicable due to a corporate action. A value of 9999-12-31 indicates the mapping is currently active. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_sentiment.gte", + "name": "active_to", "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_sentiment.lt", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than or equal to the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_sentiment.lte", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Behavioral analysis score measuring investor psychology and market behavior patterns. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_behavioral", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter greater than the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_behavioral.gt", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_behavioral.gte", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_behavioral.lt", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than or equal to the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_behavioral.lte", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_fundamental", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter greater than the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_fundamental.gt", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_fundamental.gte", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_fundamental.lt", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than or equal to the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_fundamental.lte", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Overall global theme score combining sector and country analysis for macro investment views. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_global", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter greater than the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_global.gt", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_global.gte", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_global.lt", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Filter less than or equal to the value. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_global.lte", - "schema": { - "format": "double", - "type": "number" - } - }, - { - "description": "Overall quality assessment score combining liquidity, diversification, and issuing firm factors. Value must be a floating point number.", - "in": "query", - "name": "quant_composite_quality", - "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than the value. Value must be a floating point number.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_quality.gt", + "name": "active_to.gt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_quality.gte", + "name": "active_to.gte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than the value. Value must be a floating point number.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_quality.lt", + "name": "active_to.lt", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be a floating point number.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "quant_composite_quality.lte", + "name": "active_to.lte", "schema": { - "format": "double", - "type": "number" + "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", "in": "query", "name": "limit", "schema": { "default": 100, - "maximum": 5001, + "maximum": 50001, "minimum": 1, "type": "integer" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'lookup_name' if not specified. The sort order defaults to 'asc' if not specified.", "in": "query", "name": "sort", "schema": { - "default": "composite_ticker.asc", + "default": "lookup_name.asc", "type": "string" } } @@ -9938,43 +9896,26 @@ "application/json": { "example": { "count": 1, - "request_id": 1, + "request_id": "a1b2c3d4e5f6", "results": [ { - "composite_ticker": "SPY", - "effective_date": "2025-09-19", - "processed_date": "2025-09-19", - "quant_composite_behavioral": 67.1535, - "quant_composite_fundamental": 1.2, - "quant_composite_global": 52.9, - "quant_composite_quality": 75.9, - "quant_composite_sentiment": 54.6, - "quant_composite_technical": 79.7, - "quant_fundamental_div": 4.7, - "quant_fundamental_pb": 0, - "quant_fundamental_pcf": 0, - "quant_fundamental_pe": 0, - "quant_global_country": 85.4, - "quant_global_sector": 20.4, - "quant_grade": "D", - "quant_quality_diversification": 29.3, - "quant_quality_firm": 98.3, - "quant_quality_liquidity": 100, - "quant_sentiment_iv": 23, - "quant_sentiment_pc": 88.9, - "quant_sentiment_si": 51.6, - "quant_technical_it": 79, - "quant_technical_lt": 78.7, - "quant_technical_st": 83.1, - "quant_total_score": 40.2, - "reward_score": 3.12, - "risk_country": 1.46, - "risk_deviation": 7.68, - "risk_efficiency": 1.85, - "risk_liquidity": 2.5, - "risk_structure": 2.37, - "risk_total_score": 9.22, - "risk_volatility": 4.66 + "active_from": "0001-01-01", + "active_to": "9999-12-31", + "category": "General Merchandise", + "grandparent_name": "Amazon Inc", + "grandparent_ticker": "AMZN US", + "great_grandparent_name": "Amazon Inc", + "great_grandparent_ticker": "AMZN US", + "industry": "E-Commerce Discretionary", + "industry_group": "Retail - Discretionary", + "listing_status": "public", + "lookup_name": "amazon", + "normalized_name": "Amazon Inc", + "parent_name": "Amazon Inc", + "parent_ticker": "AMZN US", + "sector": "Consumer Discretionary", + "sub_industry": "E-Commerce Discretionary", + "ticker": "AMZN US" } ], "status": "OK" @@ -9993,173 +9934,75 @@ "description": "The results for this request.", "items": { "properties": { - "composite_ticker": { - "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "active_from": { + "description": "Date this merchant hierarchy mapping became applicable. A value of 0001-01-01 indicates no known start date. Use with active_to to match against transaction_date from the merchant-aggregates endpoint to perform point-in-time queries.", + "format": "date", "type": "string" }, - "effective_date": { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "active_to": { + "description": "Date after which this merchant hierarchy mapping is no longer applicable due to a corporate action. A value of 9999-12-31 indicates the mapping is currently active.", "format": "date", "type": "string" }, - "processed_date": { - "description": "The date showing when ETF Global received and processed the data.", - "format": "date", + "category": { + "description": "Merchant category assigned by the data provider (Title Case, e.g., 'Groceries', 'General Merchandise', 'Travel'). Values are managed by the data provider and may expand over time.", "type": "string" }, - "quant_composite_behavioral": { - "description": "Behavioral analysis score measuring investor psychology and market behavior patterns.", - "format": "double", - "type": "number" + "grandparent_name": { + "description": "Merchant's grandparent business name (Title Case).", + "type": "string" }, - "quant_composite_fundamental": { - "description": "Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics.", - "format": "double", - "type": "number" + "grandparent_ticker": { + "description": "Stock ticker of the merchant's grandparent company. Uses Bloomberg standard.", + "type": "string" }, - "quant_composite_global": { - "description": "Overall global theme score combining sector and country analysis for macro investment views.", - "format": "double", - "type": "number" + "great_grandparent_name": { + "description": "Merchant's great-grandparent business name (Title Case, top-level corporate entity).", + "type": "string" }, - "quant_composite_quality": { - "description": "Overall quality assessment score combining liquidity, diversification, and issuing firm factors.", - "format": "double", - "type": "number" - }, - "quant_composite_sentiment": { - "description": "Overall market sentiment score combining put/call ratios, short interest, and implied volatility.", - "format": "double", - "type": "number" - }, - "quant_composite_technical": { - "description": "Combined technical analysis score aggregating short, intermediate, and long-term technical factors.", - "format": "double", - "type": "number" - }, - "quant_fundamental_div": { - "description": "Fundamental analysis score based on dividend yields of the ETF's underlying securities.", - "format": "double", - "type": "number" - }, - "quant_fundamental_pb": { - "description": "Fundamental analysis score based on price-to-book value ratios of the ETF's holdings.", - "format": "double", - "type": "number" - }, - "quant_fundamental_pcf": { - "description": "Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets.", - "format": "double", - "type": "number" - }, - "quant_fundamental_pe": { - "description": "Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings.", - "format": "double", - "type": "number" - }, - "quant_global_country": { - "description": "Quantitative score analyzing global country themes and country-specific market factors.", - "format": "double", - "type": "number" - }, - "quant_global_sector": { - "description": "Quantitative score analyzing global sector themes and sector-specific performance factors.", - "format": "double", - "type": "number" - }, - "quant_grade": { - "description": "Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.", + "great_grandparent_ticker": { + "description": "Stock ticker of the merchant's great-grandparent company (top-level corporate entity). Uses Bloomberg standard.", "type": "string" }, - "quant_quality_diversification": { - "description": "Quality assessment score evaluating the diversification benefits and risk distribution of the ETF.", - "format": "double", - "type": "number" - }, - "quant_quality_firm": { - "description": "Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm.", - "format": "double", - "type": "number" - }, - "quant_quality_liquidity": { - "description": "Quality assessment score measuring the liquidity characteristics and trading ease of the ETF.", - "format": "double", - "type": "number" - }, - "quant_sentiment_iv": { - "description": "Market sentiment score derived from implied volatility levels in options markets.", - "format": "double", - "type": "number" - }, - "quant_sentiment_pc": { - "description": "Market sentiment score derived from put/call option ratios and options activity.", - "format": "double", - "type": "number" - }, - "quant_sentiment_si": { - "description": "Market sentiment score based on short interest levels and short selling activity.", - "format": "double", - "type": "number" - }, - "quant_technical_it": { - "description": "Intermediate-term technical analysis score evaluating medium-term price trends.", - "format": "double", - "type": "number" - }, - "quant_technical_lt": { - "description": "Long-term technical analysis score assessing extended price trend patterns.", - "format": "double", - "type": "number" - }, - "quant_technical_st": { - "description": "Short-term technical analysis score based on recent price movements and trading patterns.", - "format": "double", - "type": "number" + "industry": { + "description": "Industry classification based on GICS/BICS/ICB standards.", + "type": "string" }, - "quant_total_score": { - "description": "ETF Global's comprehensive quantitative analysis score combining all quantitative factors.", - "format": "double", - "type": "number" + "industry_group": { + "description": "Industry group classification based on GICS/BICS/ICB standards.", + "type": "string" }, - "reward_score": { - "description": "ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF.", - "format": "double", - "type": "number" + "listing_status": { + "description": "Whether the merchant is a publicly listed company or private. Possible values: public, private.", + "type": "string" }, - "risk_country": { - "description": "A component score assessing country-specific risks based on the ETF's geographic exposure.", - "format": "double", - "type": "number" + "lookup_name": { + "description": "Lowercase merchant tag used for joining with the merchant-aggregates endpoint name field (e.g., 'asda', 'amazon').", + "type": "string" }, - "risk_deviation": { - "description": "A component score measuring how much the ETF deviates from expected performance.", - "format": "double", - "type": "number" + "normalized_name": { + "description": "Cleaned, standardized merchant display name (Title Case, e.g., 'Asda', 'Amazon').", + "type": "string" }, - "risk_efficiency": { - "description": "A component score assessing the operational efficiency and cost-effectiveness of the ETF.", - "format": "double", - "type": "number" + "parent_name": { + "description": "Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands.", + "type": "string" }, - "risk_liquidity": { - "description": "A component score measuring the liquidity risk and ease of trading the ETF.", - "format": "double", - "type": "number" + "parent_ticker": { + "description": "Stock ticker of the merchant's parent company. Uses Bloomberg standard.", + "type": "string" }, - "risk_structure": { - "description": "A component score evaluating risks related to the ETF's structural design and mechanics.", - "format": "double", - "type": "number" + "sector": { + "description": "Sector classification based on GICS/BICS/ICB standards.", + "type": "string" }, - "risk_total_score": { - "description": "ETF Global's proprietary Red Diamond overall risk assessment score for the ETF.", - "format": "double", - "type": "number" + "sub_industry": { + "description": "Sub-industry classification based on GICS/BICS/ICB standards.", + "type": "string" }, - "risk_volatility": { - "description": "A component score measuring the volatility risk of the ETF's price movements.", - "format": "double", - "type": "number" + "ticker": { + "description": "Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg standard.", + "type": "string" } }, "type": "object" @@ -10223,63 +10066,147 @@ ] } }, - "/etf-global/v1/constituents": { + "/crypto/v1/exchanges": { "get": { - "description": "ETF Global constituents data containing detailed information about the securities held within ETFs, including weights, market values, and security identifiers.", - "operationId": "get_etf-global_v1_constituents", + "description": "Global cryptocurrency exchanges and digital asset trading platforms, including major centralized exchanges (Coinbase, Binance, Bitfinex, etc.) that facilitate trading of cryptocurrencies and digital tokens worldwide.", + "operationId": "get_crypto_v1_exchanges", "parameters": [ { - "description": "The stock ticker symbol of the ETF that holds these constituent securities.", - "in": "query", - "name": "composite_ticker", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", - "in": "query", - "name": "composite_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "composite_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", "in": "query", - "name": "composite_ticker.gte", + "name": "limit", "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "composite_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "composite_ticker.lte", - "schema": { - "type": "string" + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 2, + "request_id": 1, + "results": [ + { + "id": "1", + "name": "Coinbase", + "type": "exchange", + "url": "https://www.coinbase.com" + }, + { + "id": "10", + "name": "Binance", + "type": "exchange", + "url": "https://www.binance.us/" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "id": { + "description": "Numeric identifier for the cryptocurrency exchange or trading platform.", + "type": "string" + }, + "name": { + "description": "Full official name of the cryptocurrency exchange or digital asset trading platform.", + "type": "string" + }, + "type": { + "description": "Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms.", + "type": "string" + }, + "url": { + "description": "Official website URL of the cryptocurrency exchange.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/analytics": { + "get": { + "description": "ETF Global analytics data containing risk scores, reward metrics, and quantitative analysis for ETF composite tickers.", + "operationId": "get_etf-global_v1_analytics", + "parameters": [ { - "description": "The stock ticker symbol of the individual security held within the ETF.", + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", "in": "query", - "name": "constituent_ticker", + "name": "composite_ticker", "schema": { "type": "string" } @@ -10287,7 +10214,7 @@ { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "constituent_ticker.any_of", + "name": "composite_ticker.any_of", "schema": { "type": "string" } @@ -10295,7 +10222,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "constituent_ticker.gt", + "name": "composite_ticker.gt", "schema": { "type": "string" } @@ -10303,7 +10230,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "constituent_ticker.gte", + "name": "composite_ticker.gte", "schema": { "type": "string" } @@ -10311,7 +10238,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "constituent_ticker.lt", + "name": "composite_ticker.lt", "schema": { "type": "string" } @@ -10319,15 +10246,15 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "constituent_ticker.lte", + "name": "composite_ticker.lte", "schema": { "type": "string" } }, { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "effective_date", + "name": "processed_date", "schema": { "type": "string" } @@ -10335,7 +10262,7 @@ { "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "effective_date.gt", + "name": "processed_date.gt", "schema": { "type": "string" } @@ -10343,7 +10270,7 @@ { "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "effective_date.gte", + "name": "processed_date.gte", "schema": { "type": "string" } @@ -10351,7 +10278,7 @@ { "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "effective_date.lt", + "name": "processed_date.lt", "schema": { "type": "string" } @@ -10359,15 +10286,15 @@ { "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "effective_date.lte", + "name": "processed_date.lte", "schema": { "type": "string" } }, { - "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "processed_date", + "name": "effective_date", "schema": { "type": "string" } @@ -10375,7 +10302,7 @@ { "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "processed_date.gt", + "name": "effective_date.gt", "schema": { "type": "string" } @@ -10383,7 +10310,7 @@ { "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "processed_date.gte", + "name": "effective_date.gte", "schema": { "type": "string" } @@ -10391,7 +10318,7 @@ { "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "processed_date.lt", + "name": "effective_date.lt", "schema": { "type": "string" } @@ -10399,542 +10326,462 @@ { "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "processed_date.lte", + "name": "effective_date.lte", "schema": { "type": "string" } }, { - "description": "A unique identifier code for the constituent security in US markets.", + "description": "ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. Value must be a floating point number.", "in": "query", - "name": "us_code", + "name": "risk_total_score", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than the value. Value must be a floating point number.", "in": "query", - "name": "us_code.any_of", + "name": "risk_total_score.gt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than the value.", + "description": "Filter greater than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "us_code.gt", + "name": "risk_total_score.gte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter less than the value. Value must be a floating point number.", "in": "query", - "name": "us_code.gte", + "name": "risk_total_score.lt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than the value.", + "description": "Filter less than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "us_code.lt", + "name": "risk_total_score.lte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than or equal to the value.", + "description": "ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. Value must be a floating point number.", "in": "query", - "name": "us_code.lte", + "name": "reward_score", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "The International Securities Identification Number, a global standard for identifying securities.", + "description": "Filter greater than the value. Value must be a floating point number.", "in": "query", - "name": "isin", + "name": "reward_score.gt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "isin.any_of", + "name": "reward_score.gte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than the value.", + "description": "Filter less than the value. Value must be a floating point number.", "in": "query", - "name": "isin.gt", + "name": "reward_score.lt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter less than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "isin.gte", + "name": "reward_score.lte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than the value.", + "description": "ETF Global's comprehensive quantitative analysis score combining all quantitative factors. Value must be a floating point number.", "in": "query", - "name": "isin.lt", + "name": "quant_total_score", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter greater than the value. Value must be a floating point number.", "in": "query", - "name": "isin.lte", + "name": "quant_total_score.gt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments.", + "description": "Filter greater than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "figi", + "name": "quant_total_score.gte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter less than the value. Value must be a floating point number.", "in": "query", - "name": "figi.any_of", + "name": "quant_total_score.lt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than the value.", + "description": "Filter less than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "figi.gt", + "name": "quant_total_score.lte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.", "in": "query", - "name": "figi.gte", + "name": "quant_grade", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "figi.lt", + "name": "quant_grade.any_of", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter greater than the value.", "in": "query", - "name": "figi.lte", + "name": "quant_grade.gt", "schema": { "type": "string" } }, { - "description": "The Stock Exchange Daily Official List code, primarily used for securities trading in the UK.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "sedol", + "name": "quant_grade.gte", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter less than the value.", "in": "query", - "name": "sedol.any_of", + "name": "quant_grade.lt", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "sedol.gt", + "name": "quant_grade.lte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Combined technical analysis score aggregating short, intermediate, and long-term technical factors. Value must be a floating point number.", "in": "query", - "name": "sedol.gte", + "name": "quant_composite_technical", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than the value.", + "description": "Filter greater than the value. Value must be a floating point number.", "in": "query", - "name": "sedol.lt", + "name": "quant_composite_technical.gt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter greater than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "sedol.lte", + "name": "quant_composite_technical.gte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "description": "Filter less than the value. Value must be a floating point number.", "in": "query", - "name": "limit", + "name": "quant_composite_technical.lt", "schema": { - "default": 100, - "maximum": 5001, - "minimum": 1, - "type": "integer" + "format": "double", + "type": "number" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "Filter less than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "sort", + "name": "quant_composite_technical.lte", "schema": { - "default": "composite_ticker.asc", - "type": "string" + "format": "double", + "type": "number" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "count": 1, - "request_id": 1, - "results": [ - { - "asset_class": "Equity", - "composite_ticker": "SPY", - "constituent_name": "CAESARS ENTERTAINMENT INC COMMON STOCK", - "constituent_rank": 42, - "constituent_ticker": "CZR", - "country_of_exchange": "US", - "currency_traded": "USD", - "effective_date": "2025-09-18", - "figi": "BBG0074Q3NK6", - "isin": "US12769G1004", - "market_value": 63308625.6, - "processed_date": "2025-09-19", - "security_type": "Common Stock", - "sedol": "BMWWGB0", - "shares_held": 2398054, - "us_code": "12769G100", - "weight": 0.0000958005 - } - ], - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "results": { - "description": "The results for this request.", - "items": { - "properties": { - "asset_class": { - "description": "The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc.", - "type": "string" - }, - "composite_ticker": { - "description": "The stock ticker symbol of the ETF that holds these constituent securities.", - "type": "string" - }, - "constituent_name": { - "description": "The full company or security name of the constituent holding.", - "type": "string" - }, - "constituent_rank": { - "description": "The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding.", - "format": "int64", - "type": "integer" - }, - "constituent_ticker": { - "description": "The stock ticker symbol of the individual security held within the ETF.", - "type": "string" - }, - "country_of_exchange": { - "description": "The country where the exchange that lists this constituent security is located.", - "type": "string" - }, - "currency_traded": { - "description": "The local currency in which this constituent security is denominated and traded.", - "type": "string" - }, - "effective_date": { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", - "format": "date", - "type": "string" - }, - "exchange": { - "description": "The name of the stock exchange where this constituent security is primarily traded.", - "type": "string" - }, - "figi": { - "description": "The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments.", - "type": "string" - }, - "isin": { - "description": "The International Securities Identification Number, a global standard for identifying securities.", - "type": "string" - }, - "market_value": { - "description": "The total market value of this constituent position held by the ETF.", - "format": "double", - "type": "number" - }, - "processed_date": { - "description": "The date showing when ETF Global received and processed the data.", - "format": "date", - "type": "string" - }, - "security_type": { - "description": "The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc.", - "type": "string" - }, - "sedol": { - "description": "The Stock Exchange Daily Official List code, primarily used for securities trading in the UK.", - "type": "string" - }, - "shares_held": { - "description": "The number of shares of this constituent security that the ETF currently owns.", - "format": "double", - "type": "number" - }, - "us_code": { - "description": "A unique identifier code for the constituent security in US markets.", - "type": "string" - }, - "weight": { - "description": "The percentage weight of this constituent security within the ETF's total portfolio.", - "format": "double", - "type": "number" - } - }, - "required": [ - "constituent_rank" - ], - "type": "object" - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "OK" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "results" - ], - "type": "object" - } - } - }, - "description": "A list of results." }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "description": "A message describing the source of the error.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "ERROR" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "An error message." - } - }, - "tags": [ - "default" - ] - } - }, - "/etf-global/v1/fund-flows": { - "get": { - "description": "ETF Global fund flow data containing information about ETF share movements, net asset values, and fund flow metrics.", - "operationId": "get_etf-global_v1_fund-flows", - "parameters": [ { - "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "description": "Overall market sentiment score combining put/call ratios, short interest, and implied volatility. Value must be a floating point number.", "in": "query", - "name": "processed_date", + "name": "quant_composite_sentiment", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value. Value must be a floating point number.", "in": "query", - "name": "processed_date.gt", + "name": "quant_composite_sentiment.gt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "processed_date.gte", + "name": "quant_composite_sentiment.gte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than the value. Value must be a floating point number.", "in": "query", - "name": "processed_date.lt", + "name": "quant_composite_sentiment.lt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "processed_date.lte", + "name": "quant_composite_sentiment.lte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "description": "Behavioral analysis score measuring investor psychology and market behavior patterns. Value must be a floating point number.", "in": "query", - "name": "effective_date", + "name": "quant_composite_behavioral", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value. Value must be a floating point number.", "in": "query", - "name": "effective_date.gt", + "name": "quant_composite_behavioral.gt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "effective_date.gte", + "name": "quant_composite_behavioral.gte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than the value. Value must be a floating point number.", "in": "query", - "name": "effective_date.lt", + "name": "quant_composite_behavioral.lt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "effective_date.lte", + "name": "quant_composite_behavioral.lte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "The stock ticker symbol used to identify this ETF on exchanges.", + "description": "Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics. Value must be a floating point number.", "in": "query", - "name": "composite_ticker", + "name": "quant_composite_fundamental", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than the value. Value must be a floating point number.", "in": "query", - "name": "composite_ticker.any_of", + "name": "quant_composite_fundamental.gt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than the value.", + "description": "Filter greater than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "composite_ticker.gt", + "name": "quant_composite_fundamental.gte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter less than the value. Value must be a floating point number.", "in": "query", - "name": "composite_ticker.gte", + "name": "quant_composite_fundamental.lt", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than the value.", + "description": "Filter less than or equal to the value. Value must be a floating point number.", "in": "query", - "name": "composite_ticker.lt", + "name": "quant_composite_fundamental.lte", "schema": { - "type": "string" + "format": "double", + "type": "number" } }, { - "description": "Filter less than or equal to the value.", + "description": "Overall global theme score combining sector and country analysis for macro investment views. Value must be a floating point number.", "in": "query", - "name": "composite_ticker.lte", + "name": "quant_composite_global", "schema": { - "type": "string" + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_global.lte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Overall quality assessment score combining liquidity, diversification, and issuing firm factors. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.gt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.gte", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.lt", + "schema": { + "format": "double", + "type": "number" + } + }, + { + "description": "Filter less than or equal to the value. Value must be a floating point number.", + "in": "query", + "name": "quant_composite_quality.lte", + "schema": { + "format": "double", + "type": "number" } }, { @@ -10968,27 +10815,39 @@ "results": [ { "composite_ticker": "SPY", - "effective_date": "2025-01-29", - "fund_flow": -30235124.7, - "nav": 601.877341, - "processed_date": "2025-01-29", - "shares_outstanding": 1047232116 - }, - { - "composite_ticker": "SPY", - "effective_date": "2025-01-30", - "fund_flow": -2798729635.65, - "nav": 605.0574, - "processed_date": "2025-01-30", - "shares_outstanding": 1042582116 - }, - { - "composite_ticker": "SPY", - "effective_date": "2025-01-31", - "fund_flow": -3358068570, - "nav": 602.044248, - "processed_date": "2025-01-31", - "shares_outstanding": 1037032116 + "effective_date": "2025-09-19", + "processed_date": "2025-09-19", + "quant_composite_behavioral": 67.1535, + "quant_composite_fundamental": 1.2, + "quant_composite_global": 52.9, + "quant_composite_quality": 75.9, + "quant_composite_sentiment": 54.6, + "quant_composite_technical": 79.7, + "quant_fundamental_div": 4.7, + "quant_fundamental_pb": 0, + "quant_fundamental_pcf": 0, + "quant_fundamental_pe": 0, + "quant_global_country": 85.4, + "quant_global_sector": 20.4, + "quant_grade": "D", + "quant_quality_diversification": 29.3, + "quant_quality_firm": 98.3, + "quant_quality_liquidity": 100, + "quant_sentiment_iv": 23, + "quant_sentiment_pc": 88.9, + "quant_sentiment_si": 51.6, + "quant_technical_it": 79, + "quant_technical_lt": 78.7, + "quant_technical_st": 83.1, + "quant_total_score": 40.2, + "reward_score": 3.12, + "risk_country": 1.46, + "risk_deviation": 7.68, + "risk_efficiency": 1.85, + "risk_liquidity": 2.5, + "risk_structure": 2.37, + "risk_total_score": 9.22, + "risk_volatility": 4.66 } ], "status": "OK" @@ -11008,7 +10867,7 @@ "items": { "properties": { "composite_ticker": { - "description": "The stock ticker symbol used to identify this ETF on exchanges.", + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", "type": "string" }, "effective_date": { @@ -11016,65 +10875,204 @@ "format": "date", "type": "string" }, - "fund_flow": { - "description": "The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows.", + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "quant_composite_behavioral": { + "description": "Behavioral analysis score measuring investor psychology and market behavior patterns.", "format": "double", "type": "number" }, - "nav": { - "description": "The net asset value per share, representing the per-share value of the ETF's underlying holdings.", + "quant_composite_fundamental": { + "description": "Overall fundamental analysis score combining P/E, P/CF, P/B, and dividend yield metrics.", "format": "double", "type": "number" }, - "processed_date": { - "description": "The date showing when ETF Global received and processed the data.", - "format": "date", - "type": "string" + "quant_composite_global": { + "description": "Overall global theme score combining sector and country analysis for macro investment views.", + "format": "double", + "type": "number" }, - "shares_outstanding": { - "description": "The total number of ETF shares currently issued and outstanding in the market.", + "quant_composite_quality": { + "description": "Overall quality assessment score combining liquidity, diversification, and issuing firm factors.", "format": "double", "type": "number" - } - }, - "type": "object" - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "OK" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "results" - ], - "type": "object" - } - } - }, - "description": "A list of results." - }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "description": "A message describing the source of the error.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", + }, + "quant_composite_sentiment": { + "description": "Overall market sentiment score combining put/call ratios, short interest, and implied volatility.", + "format": "double", + "type": "number" + }, + "quant_composite_technical": { + "description": "Combined technical analysis score aggregating short, intermediate, and long-term technical factors.", + "format": "double", + "type": "number" + }, + "quant_fundamental_div": { + "description": "Fundamental analysis score based on dividend yields of the ETF's underlying securities.", + "format": "double", + "type": "number" + }, + "quant_fundamental_pb": { + "description": "Fundamental analysis score based on price-to-book value ratios of the ETF's holdings.", + "format": "double", + "type": "number" + }, + "quant_fundamental_pcf": { + "description": "Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets.", + "format": "double", + "type": "number" + }, + "quant_fundamental_pe": { + "description": "Fundamental analysis score based on price-to-earnings ratios of the ETF's underlying holdings.", + "format": "double", + "type": "number" + }, + "quant_global_country": { + "description": "Quantitative score analyzing global country themes and country-specific market factors.", + "format": "double", + "type": "number" + }, + "quant_global_sector": { + "description": "Quantitative score analyzing global sector themes and sector-specific performance factors.", + "format": "double", + "type": "number" + }, + "quant_grade": { + "description": "Letter grade summarizing the ETF's overall quantitative assessment, where A = 71-100, B = 56-70, etc.", + "type": "string" + }, + "quant_quality_diversification": { + "description": "Quality assessment score evaluating the diversification benefits and risk distribution of the ETF.", + "format": "double", + "type": "number" + }, + "quant_quality_firm": { + "description": "Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm.", + "format": "double", + "type": "number" + }, + "quant_quality_liquidity": { + "description": "Quality assessment score measuring the liquidity characteristics and trading ease of the ETF.", + "format": "double", + "type": "number" + }, + "quant_sentiment_iv": { + "description": "Market sentiment score derived from implied volatility levels in options markets.", + "format": "double", + "type": "number" + }, + "quant_sentiment_pc": { + "description": "Market sentiment score derived from put/call option ratios and options activity.", + "format": "double", + "type": "number" + }, + "quant_sentiment_si": { + "description": "Market sentiment score based on short interest levels and short selling activity.", + "format": "double", + "type": "number" + }, + "quant_technical_it": { + "description": "Intermediate-term technical analysis score evaluating medium-term price trends.", + "format": "double", + "type": "number" + }, + "quant_technical_lt": { + "description": "Long-term technical analysis score assessing extended price trend patterns.", + "format": "double", + "type": "number" + }, + "quant_technical_st": { + "description": "Short-term technical analysis score based on recent price movements and trading patterns.", + "format": "double", + "type": "number" + }, + "quant_total_score": { + "description": "ETF Global's comprehensive quantitative analysis score combining all quantitative factors.", + "format": "double", + "type": "number" + }, + "reward_score": { + "description": "ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF.", + "format": "double", + "type": "number" + }, + "risk_country": { + "description": "A component score assessing country-specific risks based on the ETF's geographic exposure.", + "format": "double", + "type": "number" + }, + "risk_deviation": { + "description": "A component score measuring how much the ETF deviates from expected performance.", + "format": "double", + "type": "number" + }, + "risk_efficiency": { + "description": "A component score assessing the operational efficiency and cost-effectiveness of the ETF.", + "format": "double", + "type": "number" + }, + "risk_liquidity": { + "description": "A component score measuring the liquidity risk and ease of trading the ETF.", + "format": "double", + "type": "number" + }, + "risk_structure": { + "description": "A component score evaluating risks related to the ETF's structural design and mechanics.", + "format": "double", + "type": "number" + }, + "risk_total_score": { + "description": "ETF Global's proprietary Red Diamond overall risk assessment score for the ETF.", + "format": "double", + "type": "number" + }, + "risk_volatility": { + "description": "A component score measuring the volatility risk of the ETF's price movements.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", "enum": [ "ERROR" ], @@ -11098,154 +11096,394 @@ ] } }, - "/etf-global/v1/profiles": { + "/etf-global/v1/constituents": { "get": { - "description": "ETF Global industry profile data containing comprehensive ETF metadata including financial metrics, operational details, and exposure information.", - "operationId": "get_etf-global_v1_profiles", + "description": "ETF Global constituents data containing detailed information about the securities held within ETFs, including weights, market values, and security identifiers.", + "operationId": "get_etf-global_v1_constituents", "parameters": [ { - "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "description": "The stock ticker symbol of the ETF that holds these constituent securities.", "in": "query", - "name": "processed_date", + "name": "composite_ticker", "schema": { "type": "string" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "processed_date.gt", + "name": "composite_ticker.any_of", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value.", "in": "query", - "name": "processed_date.gte", + "name": "composite_ticker.gt", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "processed_date.lt", + "name": "composite_ticker.gte", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than the value.", "in": "query", - "name": "processed_date.lte", + "name": "composite_ticker.lt", "schema": { "type": "string" } }, { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "effective_date", + "name": "composite_ticker.lte", "schema": { "type": "string" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "The stock ticker symbol of the individual security held within the ETF.", "in": "query", - "name": "effective_date.gt", + "name": "constituent_ticker", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "effective_date.gte", + "name": "constituent_ticker.any_of", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value.", "in": "query", - "name": "effective_date.lt", + "name": "constituent_ticker.gt", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "effective_date.lte", + "name": "constituent_ticker.gte", "schema": { "type": "string" } }, { - "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "description": "Filter less than the value.", "in": "query", - "name": "composite_ticker", + "name": "constituent_ticker.lt", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "composite_ticker.any_of", + "name": "constituent_ticker.lte", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker.gt", + "name": "effective_date", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker.gte", + "name": "effective_date.gt", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker.lt", + "name": "effective_date.gte", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "composite_ticker.lte", + "name": "effective_date.lt", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "limit", + "name": "effective_date.lte", "schema": { - "default": 100, - "maximum": 5001, - "minimum": 1, - "type": "integer" + "type": "string" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "sort", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A unique identifier code for the constituent security in US markets.", + "in": "query", + "name": "us_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "us_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "us_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "us_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "us_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "us_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The International Securities Identification Number, a global standard for identifying securities.", + "in": "query", + "name": "isin", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "isin.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "isin.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "isin.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "isin.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "isin.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments.", + "in": "query", + "name": "figi", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "figi.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "figi.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "figi.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "figi.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "figi.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The Stock Exchange Daily Official List code, primarily used for securities trading in the UK.", + "in": "query", + "name": "sedol", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "sedol.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "sedol.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "sedol.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "sedol.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "sedol.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", "schema": { "default": "composite_ticker.asc", "type": "string" @@ -11261,268 +11499,2087 @@ "request_id": 1, "results": [ { - "administrator": "State Street Bank and Trust Company", - "advisor": "SSgA Funds Management, Inc.", "asset_class": "Equity", - "aum": 624531939442.66, - "avg_daily_trading_volume": 51287737.3, - "bid_ask_spread": 0.000042, - "call_volume": 4797339, - "category": "Size and Style", "composite_ticker": "SPY", - "creation_fee": 3000, - "creation_unit_size": 50000, - "currency_exposure": { - "usd": 1.003 - }, + "constituent_name": "CAESARS ENTERTAINMENT INC COMMON STOCK", + "constituent_rank": 42, + "constituent_ticker": "CZR", + "country_of_exchange": "US", + "currency_traded": "USD", + "effective_date": "2025-09-18", + "figi": "BBG0074Q3NK6", + "isin": "US12769G1004", + "market_value": 63308625.6, + "processed_date": "2025-09-19", + "security_type": "Common Stock", + "sedol": "BMWWGB0", + "shares_held": 2398054, + "us_code": "12769G100", + "weight": 0.0000958005 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "asset_class": { + "description": "The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc.", + "type": "string" + }, + "composite_ticker": { + "description": "The stock ticker symbol of the ETF that holds these constituent securities.", + "type": "string" + }, + "constituent_name": { + "description": "The full company or security name of the constituent holding.", + "type": "string" + }, + "constituent_rank": { + "description": "The rank of this constituent within the ETF for a given effective_date, ordered by weight (descending), market_value (descending), and constituent_ticker (ascending). A rank of 1 indicates the largest holding.", + "format": "int64", + "type": "integer" + }, + "constituent_ticker": { + "description": "The stock ticker symbol of the individual security held within the ETF.", + "type": "string" + }, + "country_of_exchange": { + "description": "The country where the exchange that lists this constituent security is located.", + "type": "string" + }, + "currency_traded": { + "description": "The local currency in which this constituent security is denominated and traded.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "exchange": { + "description": "The name of the stock exchange where this constituent security is primarily traded.", + "type": "string" + }, + "figi": { + "description": "The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments.", + "type": "string" + }, + "isin": { + "description": "The International Securities Identification Number, a global standard for identifying securities.", + "type": "string" + }, + "market_value": { + "description": "The total market value of this constituent position held by the ETF.", + "format": "double", + "type": "number" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "security_type": { + "description": "The specific classification of security type using ETF Global's taxonomy, such as Common Equity, Domestic, Global, etc.", + "type": "string" + }, + "sedol": { + "description": "The Stock Exchange Daily Official List code, primarily used for securities trading in the UK.", + "type": "string" + }, + "shares_held": { + "description": "The number of shares of this constituent security that the ETF currently owns.", + "format": "double", + "type": "number" + }, + "us_code": { + "description": "A unique identifier code for the constituent security in US markets.", + "type": "string" + }, + "weight": { + "description": "The percentage weight of this constituent security within the ETF's total portfolio.", + "format": "double", + "type": "number" + } + }, + "required": [ + "effective_date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/fund-flows": { + "get": { + "description": "ETF Global fund flow data containing information about ETF share movements, net asset values, and fund flow metrics.", + "operationId": "get_etf-global_v1_fund-flows", + "parameters": [ + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock ticker symbol used to identify this ETF on exchanges.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "composite_ticker": "SPY", + "effective_date": "2025-01-29", + "fund_flow": -30235124.7, + "nav": 601.877341, + "processed_date": "2025-01-29", + "shares_outstanding": 1047232116 + }, + { + "composite_ticker": "SPY", + "effective_date": "2025-01-30", + "fund_flow": -2798729635.65, + "nav": 605.0574, + "processed_date": "2025-01-30", + "shares_outstanding": 1042582116 + }, + { + "composite_ticker": "SPY", + "effective_date": "2025-01-31", + "fund_flow": -3358068570, + "nav": 602.044248, + "processed_date": "2025-01-31", + "shares_outstanding": 1037032116 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "composite_ticker": { + "description": "The stock ticker symbol used to identify this ETF on exchanges.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "fund_flow": { + "description": "The net daily capital flow into or out of the ETF through the creation and redemption process, where positive values indicate inflows and negative values indicate outflows.", + "format": "double", + "type": "number" + }, + "nav": { + "description": "The net asset value per share, representing the per-share value of the ETF's underlying holdings.", + "format": "double", + "type": "number" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "shares_outstanding": { + "description": "The total number of ETF shares currently issued and outstanding in the market.", + "format": "double", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/profiles": { + "get": { + "description": "ETF Global industry profile data containing comprehensive ETF metadata including financial metrics, operational details, and exposure information.", + "operationId": "get_etf-global_v1_profiles", + "parameters": [ + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "administrator": "State Street Bank and Trust Company", + "advisor": "SSgA Funds Management, Inc.", + "asset_class": "Equity", + "aum": 624531939442.66, + "avg_daily_trading_volume": 51287737.3, + "bid_ask_spread": 0.000042, + "call_volume": 4797339, + "category": "Size and Style", + "composite_ticker": "SPY", + "creation_fee": 3000, + "creation_unit_size": 50000, + "currency_exposure": { + "usd": 1.003 + }, "custodian": "State Street Bank and Trust Company", "description": "SPDR S&P 500 ETF Trust", "development_class": "Developed Markets", - "discount_premium": 0.136123, - "distribution_frequency": "Q", - "distributor": "ALPS Distributors, Inc.", - "effective_date": "2025-01-02", - "fee_waivers": 0, - "fiscal_year_end": "31-Aug", + "discount_premium": 0.136123, + "distribution_frequency": "Q", + "distributor": "ALPS Distributors, Inc.", + "effective_date": "2025-01-02", + "fee_waivers": 0, + "fiscal_year_end": "31-Aug", + "focus": "Large Cap", + "geographic_exposure": { + "bm": 0.001, + "ch": 0.003, + "ie": 0.021, + "je": 0.001, + "lr": 0.001, + "nl": 0.001, + "pa": 0.001, + "us": 0.967 + }, + "inception_date": "1993-01-22", + "industry_exposure": { + "aerospace_and_defense": 0.011, + "air_freight_and_logistics": 0.004, + "airlines": 0.002, + "auto_components": 0, + "automobiles": 0.024, + "banks": 0.033, + "beverages": 0.011, + "biotechnology": 0.047, + "building_products": 0.002, + "capital_markets": 0.029, + "cash_or_derivatives": 0.003, + "chemicals": 0.007, + "commercial_services_and_supplies": 0.004, + "communications_equipment": 0.081, + "construction_and_engineering": 0.001, + "construction_materials": 0.001, + "consumer_products": 0.001, + "containers_and_packaging": 0.001, + "distributors": 0.001, + "diversified_consumer_services": 0.005, + "diversified_financial_services": 0.029, + "diversified_telecommunication_services": 0.009, + "electrical_equipment": 0.009, + "electronic_equipment_instruments_and_components": 0.001, + "entertainment": 0.008, + "equity_real_estate_investment": 0.001, + "food_products": 0.006, + "health_care_equipment_and_supplies": 0.031, + "health_care_providers_and_services": 0.018, + "health_care_technology": 0.003, + "hotels,_restaurants_and_leisure": 0.001, + "hotels_restaurants_and_leisure": 0.014, + "household_durables": 0.004, + "household_products": 0.011, + "industrial_conglomerates": 0.005, + "insurance": 0.035, + "it_services": 0.021, + "leisure_products": 0, + "machinery": 0.013, + "media": 0.077, + "metals_and_mining": 0.003, + "oil_gas_and_consumable_fuels": 0.031, + "real_estate_management_and_development": 0.018, + "renewable_energy": 0.001, + "road_and_rail": 0.003, + "semiconductors_and_semiconductor_equipment": 0.115, + "software": 0.101, + "specialty_retail": 0.082, + "technology_hardware_storage_and_peripherals": 0.001, + "textiles_apparel_and_luxury_goods": 0.003, + "tobacco": 0.006, + "trading_companies_and_distributors": 0.002, + "transportation_infrastructure": 0.006, + "utilities": 0.022 + }, + "industry_group_exposure": { + "automobiles_and_components": 0.024, + "banks": 0.033, + "capital_goods": 0.045, + "cash_or_derivatives": 0.003, + "commercial_and_professional_services": 0.005, + "consumer_durables_and_apparel": 0.007, + "consumer_services": 0.02, + "diversified_financials": 0.058, + "energy": 0.032, + "food_and_staples_retailing": 0.018, + "food_beverage_and_tobacco": 0.023, + "health_care_equipment_and_services": 0.046, + "household_and_personal_products": 0.011, + "insurance": 0.035, + "materials": 0.013, + "media_and_entertainment": 0.084, + "pharmaceuticals_biotechnology_and_life_sciences": 0.053, + "real_estate": 0.02, + "retailing": 0.065, + "semiconductors_and_semiconductor_equipment": 0.115, + "software_and_services": 0.12, + "technology_hardware_and_equipment": 0.084, + "telecommunication_services": 0.009, + "transportation": 0.002, + "transportation_and_logistics": 0.012, + "utilities": 0.022 + }, + "issuer": "SSgA", + "lead_market_maker": "None", + "leverage_style": "unleveraged", + "levered_amount": 0, + "listing_exchange": "NYSE Arca, Inc.", + "management_classification": "passive", + "management_fee": 0.0945, + "net_expenses": 0.0945, + "num_holdings": 504, + "options_available": 1, + "options_volume": 9346839, + "other_expenses": 0, + "primary_benchmark": "S&P 500 Index", + "processed_date": "2025-01-02", + "product_type": "etf", + "put_call_ratio": 0.948338, + "put_volume": 4549500, + "region": "North America", + "sector_exposure": { + "cash_or_derivatives": 0.003, + "communications": 0.094, + "consumer_discretionary": 0.113, + "consumer_staples": 0.054, + "energy": 0.032, + "financials": 0.131, + "health_care": 0.099, + "industrials": 0.068, + "materials": 0.013, + "real_estate": 0.02, + "technology": 0.321, + "utilities": 0.022 + }, + "short_interest": 106750000, + "subindustry_exposure": { + "advertising": 0.001, + "aerospace_and_defense": 0.011, + "agricultural_and_farm_machinery": 0.002, + "agricultural_products": 0.001, + "air_freight_and_logistics": 0.004, + "airlines": 0.002, + "alternative_carriers": 0.009, + "apparel_accessories_and_luxury": 0.003, + "apparel_retail": 0.005, + "application_software": 0.024, + "asset_management_and_custody_banks": 0.006, + "auto_parts_and_equipment": 0, + "automobile_manufacturers": 0.024, + "automotive_retail": 0.004, + "biotechnology": 0.047, + "brewers": 0, + "building_products": 0.002, + "cable_and_satellite": 0.004, + "cash_or_derivatives": 0.003, + "casinos_and_gaming": 0.001, + "commodity_chemicals": 0.001, + "communications_equipment": 0.081, + "construction_and_engineering": 0.001, + "construction_machinery_and_heavy_trucks": 0.006, + "construction_materials": 0.001, + "consumer_electronics": 0.001, + "consumer_finance": 0.029, + "data_processing_and_outsourced_services": 0.006, + "distillers_and_vintners": 0.001, + "distributors": 0, + "diversified_banks": 0.033, + "diversified_chemicals": 0.002, + "diversified_metals_and_mining": 0.001, + "diversified_support_services": 0.001, + "drug_retail": 0, + "electric_utilities": 0.013, + "electrical_components_and_equipment": 0.009, + "electronic_components": 0.001, + "electronic_equipment_and_instruments": 0, + "electronic_manufacturing_services": 0, + "environmental_and_facilities_services": 0.003, + "fertilizers_and_agricultural_che": 0.001, + "financial_exchanges_and_data": 0.006, + "food_retail": 0.002, + "gas_utilities": 0, + "general_merchandise_stores": 0.002, + "health_care_distributors": 0.003, + "health_care_equipment": 0.014, + "health_care_facilities": 0.001, + "health_care_services": 0.004, + "health_care_supplies": 0.003, + "heavy_electrical_equipment": 0.001, + "highways_and_railtracks": 0.005, + "home_improvement_retail": 0.012, + "homebuilding": 0.002, + "hotels_resorts_and_cruise_lines": 0.004, + "household_products": 0.011, + "hypermarkets_and_super_centers": 0.016, + "independent_power_producers_and_energy_traders": 0.001, + "industrial_conglomerates": 0.005, + "industrial_machinery": 0.005, + "insurance_brokers": 0.005, + "integrated_oil_and_gas": 0.014, + "interactive_media_and_services": 0.067, + "internet_and_direct_marketing_retail": 0.043, + "internet_services_and_infrastruc": 0.004, + "investment_banking_and_brokerage": 0.01, + "it_consulting_and_other_services": 0.011, + "leisure_facilities": 0, + "leisure_products": 0.001, + "life_and_health_insurance": 0.003, + "life_sciences_tools_and_services": 0.014, + "managed_health_care": 0.013, + "metal_and_glass_containers": 0.001, + "movies_and_entertainment": 0.012, + "multiutilities": 0.006, + "oil_and_gas_equipment_and_services": 0.002, + "oil_and_gas_exploration_and_production": 0.007, + "oil_and_gas_refining_and_marketing": 0.003, + "oil_and_gas_storage_and_transporta": 0.004, + "packaged_foods_and_meats": 0.006, + "paper_packaging": 0.001, + "precious_metals_and_minerals": 0.001, + "property_and_casualty_insurance": 0.027, + "publishing_and_broadcasting": 0, + "railroads": 0.001, + "real_estate_services": 0.001, + "reinsurance": 0, + "reit": 0.019, + "renewable_energy_equipment": 0.001, + "research_and_consulting_services": 0.002, + "restaurants": 0.009, + "security_and_alarm_services": 0.004, + "semiconductors": 0.115, + "soft_drinks": 0.01, + "specialty_chemicals": 0.004, + "specialty_stores": 0.001, + "steel": 0.001, + "systems_software": 0.078, + "technology_hardware_storage_and_peripherals": 0.002, + "tobacco": 0.006, + "trading_companies_and_distributors": 0.002, + "trucking": 0.004, + "water_utilities": 0 + }, + "tax_classification": "Regulated Investment Company", + "total_expenses": 0.0945, + "transfer_agent": "State Street Bank and Trust Company", + "trustee": "State Street Global Advisors Trust Company" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "administrator": { + "description": "The administrator of the ETF.", + "type": "string" + }, + "advisor": { + "description": "The investment advisor of the ETF.", + "type": "string" + }, + "asset_class": { + "description": "The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities.", + "type": "string" + }, + "aum": { + "description": "The total assets under management, representing the current market value of all assets held by the ETF.", + "format": "double", + "type": "number" + }, + "avg_daily_trading_volume": { + "description": "The average number of shares traded daily over the past month, indicating liquidity and investor interest.", + "format": "double", + "type": "number" + }, + "bid_ask_spread": { + "description": "The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day.", + "format": "double", + "type": "number" + }, + "call_volume": { + "description": "Call options volume.", + "format": "double", + "type": "number" + }, + "category": { + "description": "The broad investment category that describes the ETF's investment focus and strategy.", + "type": "string" + }, + "composite_ticker": { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "type": "string" + }, + "coupon_exposure": { + "description": "Coupon exposure breakdown for fixed income ETFs.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "creation_fee": { + "description": "The fee for creating new shares of the ETF.", + "format": "double", + "type": "number" + }, + "creation_unit_size": { + "description": "The size of creation units for the ETF.", + "format": "double", + "type": "number" + }, + "currency_exposure": { + "description": "Currency exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "custodian": { + "description": "The custodian of the ETF assets.", + "type": "string" + }, + "description": { + "description": "The official name and description of the ETF product.", + "type": "string" + }, + "development_class": { + "description": "The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets.", + "type": "string" + }, + "discount_premium": { + "description": "Discount or premium to net asset value.", + "format": "double", + "type": "number" + }, + "distribution_frequency": { + "description": "How frequently the ETF makes distributions.", + "type": "string" + }, + "distributor": { + "description": "The distributor of the ETF.", + "type": "string" + }, + "effective_date": { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", + "format": "date", + "type": "string" + }, + "fee_waivers": { + "description": "Any fee waivers applied to the ETF.", + "format": "double", + "type": "number" + }, + "fiscal_year_end": { + "description": "The fiscal year end date for the ETF.", + "type": "string" + }, + "focus": { + "description": "The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style.", + "type": "string" + }, + "futures_commission_merchant": { + "description": "The futures commission merchant, if applicable.", + "type": "string" + }, + "geographic_exposure": { + "description": "Geographic exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "inception_date": { + "description": "The date when this ETF was first launched and became available for trading.", + "format": "date", + "type": "string" + }, + "industry_exposure": { + "description": "Industry exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "industry_group_exposure": { + "description": "Industry group exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "issuer": { + "description": "The financial institution or fund company that created and sponsors this ETF.", + "type": "string" + }, + "lead_market_maker": { + "description": "The lead market maker for the ETF.", + "type": "string" + }, + "leverage_style": { + "description": "Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged').", + "type": "string" + }, + "levered_amount": { + "description": "The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure.", + "format": "double", + "type": "number" + }, + "listing_exchange": { + "description": "The primary exchange where the ETF is listed.", + "type": "string" + }, + "management_classification": { + "description": "Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index.", + "type": "string" + }, + "management_fee": { + "description": "The annual fee charged by the fund manager for managing the ETF's portfolio and operations.", + "format": "double", + "type": "number" + }, + "maturity_exposure": { + "description": "Maturity exposure breakdown for fixed income ETFs.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "net_expenses": { + "description": "Net expenses after waivers.", + "format": "double", + "type": "number" + }, + "num_holdings": { + "description": "Number of holdings in the ETF.", + "format": "double", + "type": "number" + }, + "options_available": { + "description": "Availability of options on the ETF.", + "format": "int32", + "type": "integer" + }, + "options_volume": { + "description": "Options trading volume for the ETF.", + "format": "double", + "type": "number" + }, + "other_expenses": { + "description": "Other expenses charged by the ETF.", + "format": "double", + "type": "number" + }, + "portfolio_manager": { + "description": "The portfolio manager of the ETF.", + "type": "string" + }, + "primary_benchmark": { + "description": "The main index or benchmark that this ETF is designed to track or replicate.", + "type": "string" + }, + "processed_date": { + "description": "The date showing when ETF Global received and processed the data.", + "format": "date", + "type": "string" + }, + "product_type": { + "description": "Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf').", + "type": "string" + }, + "put_call_ratio": { + "description": "Put/call ratio for options on the ETF.", + "format": "double", + "type": "number" + }, + "put_volume": { + "description": "Put options volume.", + "format": "double", + "type": "number" + }, + "region": { + "description": "The geographic region or area of the world where the ETF concentrates its investments.", + "type": "string" + }, + "sector_exposure": { + "description": "Sector exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "short_interest": { + "description": "Short interest in the ETF.", + "format": "double", + "type": "number" + }, + "subadvisor": { + "description": "The subadvisor of the ETF, if applicable.", + "type": "string" + }, + "subindustry_exposure": { + "description": "Sub-industry exposure breakdown of the ETF.", + "items": { + "properties": { + "key": { + "type": "string" + }, + "value": { + "format": "double", + "type": "number" + } + }, + "required": [ + "key", + "value" + ], + "type": "object" + }, + "type": "array" + }, + "tax_classification": { + "description": "The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT).", + "type": "string" + }, + "total_expenses": { + "description": "The total annual expense ratio of the ETF, including all fees and costs passed on to investors.", + "format": "double", + "type": "number" + }, + "transfer_agent": { + "description": "The transfer agent for the ETF.", + "type": "string" + }, + "trustee": { + "description": "The trustee of the ETF.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/etf-global/v1/taxonomies": { + "get": { + "description": "ETF Global taxonomy data containing detailed classification and categorization information for ETFs including investment strategy, methodology, and structural characteristics.", + "operationId": "get_etf-global_v1_taxonomies", + "parameters": [ + { + "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "processed_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "effective_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "in": "query", + "name": "composite_ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "composite_ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "composite_ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "composite_ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "composite_ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "composite_ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 5001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "composite_ticker.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "asset_class": "Equity", + "category": "Size and Style", + "composite_ticker": "SPY", + "country": "U.S.", + "description": "SPDR S&P 500 ETF Trust", + "development_class": "Developed Markets", + "effective_date": "2025-09-19", + "exposure_mechanism": "Blended Replication", + "factor": "Size", "focus": "Large Cap", - "geographic_exposure": { - "bm": 0.001, - "ch": 0.003, - "ie": 0.021, - "je": 0.001, - "lr": 0.001, - "nl": 0.001, - "pa": 0.001, - "us": 0.967 - }, + "holdings_disclosure_frequency": "Daily", "inception_date": "1993-01-22", - "industry_exposure": { - "aerospace_and_defense": 0.011, - "air_freight_and_logistics": 0.004, - "airlines": 0.002, - "auto_components": 0, - 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The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "date": "2025-06-17", + "forward_years_5_to_10": 2.6, + "market_10_year": 2.36, + "market_5_year": 2.12, + "model_10_year": 2.95, + "model_1_year": 2.85, + "model_30_year": 3, + "model_5_year": 2.91 } ], "status": "OK" @@ -11536,391 +13593,469 @@ "request_id": { "description": "A request id assigned by the server.", "type": "string" - }, - "results": { - "description": "The results for this request.", - "items": { - "properties": { - "administrator": { - "description": "The administrator of the ETF.", - "type": "string" - }, - "advisor": { - "description": "The investment advisor of the ETF.", - "type": "string" - }, - "asset_class": { - "description": "The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities.", - "type": "string" - }, - "aum": { - "description": "The total assets under management, representing the current market value of all assets held by the ETF.", - "format": "double", - "type": "number" - }, - "avg_daily_trading_volume": { - "description": "The average number of shares traded daily over the past month, indicating liquidity and investor interest.", - "format": "double", - "type": "number" - }, - "bid_ask_spread": { - "description": "The average intraday bid-ask spread as a percentage, calculated by dividing the spread by the lowest ask price sampled during the day.", - "format": "double", - "type": "number" - }, - "call_volume": { - "description": "Call options volume.", - "format": "double", - "type": "number" - }, - "category": { - "description": "The broad investment category that describes the ETF's investment focus and strategy.", - "type": "string" - }, - "composite_ticker": { - "description": "The stock ticker symbol used to identify this ETF product on exchanges.", - "type": "string" - }, - "coupon_exposure": { - "description": "Coupon exposure breakdown for fixed income ETFs.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" - }, - "creation_fee": { - "description": "The fee for creating new shares of the ETF.", - "format": "double", - "type": "number" - }, - "creation_unit_size": { - "description": "The size of creation units for the ETF.", - "format": "double", - "type": "number" - }, - "currency_exposure": { - "description": "Currency exposure breakdown of the ETF.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" - }, - "custodian": { - "description": "The custodian of the ETF assets.", - "type": "string" - }, - "description": { - "description": "The official name and description of the ETF product.", - "type": "string" - }, - "development_class": { - "description": "The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets.", - "type": "string" - }, - "discount_premium": { - "description": "Discount or premium to net asset value.", - "format": "double", - "type": "number" - }, - "distribution_frequency": { - "description": "How frequently the ETF makes distributions.", - "type": "string" - }, - "distributor": { - "description": "The distributor of the ETF.", - "type": "string" - }, - "effective_date": { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", - "format": "date", - "type": "string" - }, - "fee_waivers": { - "description": "Any fee waivers applied to the ETF.", - "format": "double", - "type": "number" - }, - "fiscal_year_end": { - "description": "The fiscal year end date for the ETF.", - "type": "string" - }, - "focus": { - "description": "The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style.", - "type": "string" - }, - "futures_commission_merchant": { - "description": "The futures commission merchant, if applicable.", - "type": "string" - }, - "geographic_exposure": { - "description": "Geographic exposure breakdown of the ETF.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" - }, - "inception_date": { - "description": "The date when this ETF was first launched and became available for trading.", - "format": "date", - "type": "string" - }, - "industry_exposure": { - "description": "Industry exposure breakdown of the ETF.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" - }, - "industry_group_exposure": { - "description": "Industry group exposure breakdown of the ETF.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" - }, - "issuer": { - "description": "The financial institution or fund company that created and sponsors this ETF.", - "type": "string" - }, - "lead_market_maker": { - "description": "The lead market maker for the ETF.", - "type": "string" - }, - "leverage_style": { - "description": "Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged').", - "type": "string" - }, - "levered_amount": { - "description": "The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure.", - "format": "double", - "type": "number" - }, - "listing_exchange": { - "description": "The primary exchange where the ETF is listed.", - "type": "string" - }, - "management_classification": { - "description": "Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index.", + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "date": { + "description": "Calendar date of the observation (YYYY‑MM‑DD).", "type": "string" }, - "management_fee": { - "description": "The annual fee charged by the fund manager for managing the ETF's portfolio and operations.", - "format": "double", + "forward_years_5_to_10": { + "description": "5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields.", + "format": "float", "type": "number" }, - "maturity_exposure": { - "description": "Maturity exposure breakdown for fixed income ETFs.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" - }, - "net_expenses": { - "description": "Net expenses after waivers.", - "format": "double", + "market_10_year": { + "description": "10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields.", + "format": "float", "type": "number" }, - "num_holdings": { - "description": "Number of holdings in the ETF.", - "format": "double", + "market_5_year": { + "description": "5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields.", + "format": "float", "type": "number" }, - "options_available": { - "description": "Availability of options on the ETF.", - "format": "int32", - "type": "integer" - }, - "options_volume": { - "description": "Options trading volume for the ETF.", - "format": "double", + "model_10_year": { + "description": "The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", "type": "number" }, - "other_expenses": { - "description": "Other expenses charged by the ETF.", - "format": "double", + "model_1_year": { + "description": "The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", "type": "number" }, - "portfolio_manager": { - "description": "The portfolio manager of the ETF.", - "type": "string" - }, - "primary_benchmark": { - "description": "The main index or benchmark that this ETF is designed to track or replicate.", - "type": "string" + "model_30_year": { + "description": "The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", + "type": "number" }, - "processed_date": { - "description": "The date showing when ETF Global received and processed the data.", - "format": "date", - "type": "string" + "model_5_year": { + "description": "The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", + "format": "float", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/fed/v1/labor-market": { + "get": { + "description": "Labor market indicators from the Federal Reserve, including unemployment rate, labor force participation, average hourly earnings, and job openings data.", + "operationId": "get_fed_v1_labor-market", + "parameters": [ + { + "description": "Calendar date of the observation (YYYY-MM-DD).", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "avg_hourly_earnings": 35.06, + "date": "2024-12-01", + "job_openings": 8098, + "labor_force_participation_rate": 62.5, + "unemployment_rate": 4.2 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "avg_hourly_earnings": { + "description": "Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED).", + "format": "float", + "type": "number" }, - "product_type": { - "description": "Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf').", + "date": { + "description": "Calendar date of the observation (YYYY-MM-DD).", "type": "string" }, - "put_call_ratio": { - "description": "Put/call ratio for options on the ETF.", - "format": "double", + "job_openings": { + "description": "Total nonfarm job openings in thousands (JTSJOL series from FRED).", + "format": "float", "type": "number" }, - "put_volume": { - "description": "Put options volume.", - "format": "double", + "labor_force_participation_rate": { + "description": "Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED).", + "format": "float", "type": "number" }, - "region": { - "description": "The geographic region or area of the world where the ETF concentrates its investments.", + "unemployment_rate": { + "description": "Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED).", + "format": "float", + "type": "number" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/fed/v1/treasury-yields": { + "get": { + "description": "A record of U.S. Treasury bond yields across various maturity periods, tracking historical interest rates from short-term to long-term government securities.", + "operationId": "get_fed_v1_treasury-yields", + "parameters": [ + { + "description": "Calendar date of the yield observation (YYYY-MM-DD).", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "date.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "date.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "date": "1962-01-02", + "yield_10_year": 4.06, + "yield_1_year": 3.22, + "yield_5_year": 3.88 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "date": { + "description": "Calendar date of the yield observation (YYYY-MM-DD).", "type": "string" }, - "sector_exposure": { - "description": "Sector exposure breakdown of the ETF.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" + "yield_10_year": { + "description": "Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" }, - "short_interest": { - "description": "Short interest in the ETF.", - "format": "double", + "yield_1_month": { + "description": "Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis", + "format": "float", "type": "number" }, - "subadvisor": { - "description": "The subadvisor of the ETF, if applicable.", - "type": "string" + "yield_1_year": { + "description": "Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" }, - "subindustry_exposure": { - "description": "Sub-industry exposure breakdown of the ETF.", - "items": { - "properties": { - "key": { - "type": "string" - }, - "value": { - "format": "double", - "type": "number" - } - }, - "required": [ - "key", - "value" - ], - "type": "object" - }, - "type": "array" + "yield_20_year": { + "description": "Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_2_year": { + "description": "Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_30_year": { + "description": "Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" }, - "tax_classification": { - "description": "The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT).", - "type": "string" + "yield_3_month": { + "description": "Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" }, - "total_expenses": { - "description": "The total annual expense ratio of the ETF, including all fees and costs passed on to investors.", - "format": "double", + "yield_3_year": { + "description": "Market Yield on U.S. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", "type": "number" }, - "transfer_agent": { - "description": "The transfer agent for the ETF.", - "type": "string" + "yield_5_year": { + "description": "Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" }, - "trustee": { - "description": "The trustee of the ETF.", - "type": "string" + "yield_6_month": { + "description": "Market Yield on U.S. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" + }, + "yield_7_year": { + "description": "Market Yield on U.S. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis", + "format": "float", + "type": "number" } }, - "required": [ - "product_type", - "leverage_style", - "management_classification" - ], "type": "object" }, "type": "array" @@ -11982,156 +14117,218 @@ ] } }, - "/etf-global/v1/taxonomies": { + "/forex/v1/exchanges": { "get": { - "description": "ETF Global taxonomy data containing detailed classification and categorization information for ETFs including investment strategy, methodology, and structural characteristics.", - "operationId": "get_etf-global_v1_taxonomies", + "description": "Global foreign exchange (FX) trading venues and market infrastructure, including electronic trading platforms, banks, and other institutions facilitating currency pair trading worldwide.", + "operationId": "get_forex_v1_exchanges", "parameters": [ { - "description": "The date showing when ETF Global received and processed the data. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "processed_date", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "processed_date.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "processed_date.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "processed_date.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "processed_date.lte", - "schema": { - "type": "string" - } - }, - { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "effective_date", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "effective_date.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "effective_date.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", "in": "query", - "name": "effective_date.lt", + "name": "limit", "schema": { - "type": "string" + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 1, + "request_id": 1, + "results": [ + { + "id": "48", + "name": "Currency Banks 1", + "type": "exchange" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "id": { + "description": "Numeric identifier for the forex trading venue or institution.", + "type": "string" + }, + "name": { + "description": "Full name of the foreign exchange trading venue, platform, or financial institution.", + "type": "string" + }, + "type": { + "description": "Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/futures/v1/aggs/{ticker}": { + "get": { + "description": "Get aggregates for a contract in a given time range.", + "operationId": "AggregatesV1", + "parameters": [ { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "effective_date.lte", + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "example": "GCJ5", + "in": "path", + "name": "ticker", + "required": true, "schema": { "type": "string" - } + }, + "x-polygon-go-id": "Ticker" }, { - "description": "The stock ticker symbol used to identify this ETF product on exchanges.", + "description": "The size of each aggregate candle, specified as a number followed by a unit: `sec`, `min`, `hour`, `session`, `week`, `month`, `quarter`, or `year`.\n\nEach unit has a maximum multiplier. For instance, minute candles go up to `59min` — after that, use `1hour`. Requesting an unsupported size returns a `400 Bad Request`.", + "example": "1min", "in": "query", - "name": "composite_ticker", + "name": "resolution", "schema": { + "default": "1session", "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter by the start time of each candle. Accepts a `YYYY-MM-DD` date or a nanosecond Unix timestamp. The value is snapped to the start of the matching candle interval.\n\nWhen omitted, the API returns the most recent candles up to `limit`.\n\nUse comparison suffixes to query a range:\n- `window_start.gte` — greater than or equal to\n- `window_start.gt` — greater than\n- `window_start.lte` — less than or equal to\n- `window_start.lt` — less than\n\n**Examples**\n- Most recent minute candles: `/v1/aggs/ESU5?resolution=1min&limit=5`\n- Single daily candle: `/v1/aggs/ESU5?resolution=1session&window_start=2025-08-05`\n- Date range: `/v1/aggs/ESU5?resolution=1session&window_start.gte=2025-07-01&window_start.lte=2025-07-31`\n- After a timestamp: `/v1/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000`", "in": "query", - "name": "composite_ticker.any_of", + "name": "window_start", "schema": { "type": "string" + }, + "x-polygon-filter-field": { + "range": true } }, { - "description": "Filter greater than the value.", + "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", "in": "query", - "name": "composite_ticker.gt", + "name": "limit", "schema": { - "type": "string" + "default": 1000, + "maximum": 50000, + "minimum": 1, + "type": "integer" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Range by window_start.", "in": "query", - "name": "composite_ticker.gte", + "name": "window_start.gte", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Range by window_start.", "in": "query", - "name": "composite_ticker.lt", + "name": "window_start.gt", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Range by window_start.", "in": "query", - "name": "composite_ticker.lte", + "name": "window_start.lte", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '5000'.", + "description": "Range by window_start.", "in": "query", - "name": "limit", + "name": "window_start.lt", "schema": { - "default": 100, - "maximum": 5001, - "minimum": 1, - "type": "integer" + "type": "string" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'composite_ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", "in": "query", "name": "sort", "schema": { - "default": "composite_ticker.asc", + "default": "window_start.desc", + "enum": [ + "window_start.asc", + "window_start.desc" + ], + "example": "window_start.desc", "type": "string" } } @@ -12141,42 +14338,33 @@ "content": { "application/json": { "example": { - "count": 1, - "request_id": 1, + "request_id": "b452e45b7eaad14151c3e1ce5129b558", "results": [ { - "asset_class": "Equity", - "category": "Size and Style", - "composite_ticker": "SPY", - "country": "U.S.", - "description": "SPDR S&P 500 ETF Trust", - "development_class": "Developed Markets", - "effective_date": "2025-09-19", - "exposure_mechanism": "Blended Replication", - "factor": "Size", - "focus": "Large Cap", - "holdings_disclosure_frequency": "Daily", - "inception_date": "1993-01-22", - "isin": "US78462F1030", - "issuer": "SSgA", - "leverage_style": "unleveraged", - "levered_amount": 0, - "management_classification": "passive", - "management_style": "Passive - Representative Sampling", - "objective": "Index-Tracking", - "primary_benchmark": "S&P 500 Index", - "processed_date": "2025-09-19", - "product_type": "etf", - "rebalance_frequency": "Quarterly", - "reconstitution_frequency": "Quarterly", - "region": "North America", - "selection_methodology": "Modified Market Cap, Fundamental Multifactor, Liquidity", - "selection_universe": "U.S. Large Caps", - "strategic_focus": "Factor", - "targeted_focus": "Size", - "tax_classification": "Regulated Investment Company", - "us_code": "78462F103", - "weighting_methodology": "Modified Market Capitalization-Weighted" + "close": 2874.2, + "dollar_volume": 380560636.01, + "high": 2877.1, + "low": 2837.4, + "open": 2849.8, + "session_end_date": "2025-02-04", + "settlement_price": 2875.8, + "ticker": "GCJ5", + "transactions": 74223, + "volume": 133072, + "window_start": 1738627200000000000 + }, + { + "close": 2884.8, + "dollar_volume": 448429944.1, + "high": 2906, + "low": 2870.1, + "open": 2873.7, + "session_end_date": "2025-02-05", + "settlement_price": 2893, + "ticker": "GCJ5", + "transactions": 83673, + "volume": 155170, + "window_start": 1738713600000000000 } ], "status": "OK" @@ -12184,314 +14372,386 @@ "schema": { "properties": { "next_url": { - "description": "If present, this value can be used to fetch the next page.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", + "description": "If present, the URL to the next page of results.", "type": "string" }, "results": { - "description": "The results for this request.", "items": { "properties": { - "asset_class": { - "description": "The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities.", - "type": "string" - }, - "category": { - "description": "The broad investment category that describes the ETF's investment focus and strategy.", - "type": "string" - }, - "composite_ticker": { - "description": "The stock ticker symbol used to identify this ETF product on exchanges.", - "type": "string" - }, - "country": { - "description": "The specific country focus of the ETF, if applicable.", - "type": "string" - }, - "credit_quality_rating": { - "description": "Credit quality rating for fixed income ETFs.", - "type": "string" - }, - "description": { - "description": "The official name and description of the ETF product.", - "type": "string" - }, - "development_class": { - "description": "The economic development classification of the markets the ETF invests in, such as developed, emerging, or frontier markets.", - "type": "string" - }, - "duration": { - "description": "The duration characteristics for fixed income ETFs.", - "type": "string" - }, - "effective_date": { - "description": "The date showing when the information was accurate or valid; some issuers, such as Vanguard, release their data on a delay, so the effective_date can be several weeks earlier than the processed_date.", - "format": "date", - "type": "string" - }, - "esg": { - "description": "Environmental, Social, and Governance characteristics.", - "type": "string" - }, - "exposure_mechanism": { - "description": "The mechanism used to achieve exposure.", - "type": "string" - }, - "factor": { - "description": "Factor exposure characteristics of the ETF.", - "type": "string" - }, - "focus": { - "description": "The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style.", - "type": "string" - }, - "hedge_reset": { - "description": "The frequency of hedge reset, if applicable.", - "type": "string" - }, - "holdings_disclosure_frequency": { - "description": "How frequently holdings are disclosed.", - "type": "string" - }, - "inception_date": { - "description": "The date when this ETF was first launched and became available for trading.", - "format": "date", - "type": "string" - }, - "isin": { - "description": "The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide.", - "type": "string" - }, - "issuer": { - "description": "The financial institution or fund company that created and sponsors this ETF.", - "type": "string" - }, - "leverage_reset": { - "description": "The frequency of leverage reset, if applicable.", - "type": "string" - }, - "leverage_style": { - "description": "Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged').", - "type": "string" - }, - "levered_amount": { - "description": "The leverage multiplier applied by the ETF, where positive numbers indicate leveraged exposure and negative numbers indicate inverse exposure.", + "close": { + "description": "The last price within the timeframe.", "format": "double", "type": "number" }, - "management_classification": { - "description": "Defines whether an ETF is considered active under SEC rules, with managers making investment decisions, or passive, tracking an index.", - "type": "string" - }, - "management_style": { - "description": "Indicates whether an ETF is managed actively or passively, and the level of transparency or replication method used.", - "type": "string" - }, - "maturity": { - "description": "The maturity profile for fixed income ETFs.", - "type": "string" - }, - "objective": { - "description": "The primary investment objective of the ETF.", - "type": "string" - }, - "primary_benchmark": { - "description": "The main index or benchmark that this ETF is designed to track or replicate.", - "type": "string" - }, - "processed_date": { - "description": "The date showing when ETF Global received and processed the data.", - "format": "date", - "type": "string" - }, - "product_type": { - "description": "Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf').", - "type": "string" - }, - "rebalance_frequency": { - "description": "How frequently the ETF rebalances its holdings.", - "type": "string" - }, - "reconstitution_frequency": { - "description": "How frequently the index is reconstituted.", - "type": "string" - }, - "region": { - "description": "The geographic region or area of the world where the ETF concentrates its investments.", - "type": "string" + "dollar_volume": { + "description": "The total dollar volume of the transactions that occurred within the timeframe.", + "format": "double", + "type": "number" }, - "secondary_objective": { - "description": "The secondary investment objective, if applicable.", - "type": "string" + "high": { + "description": "The highest price within the timeframe.", + "format": "double", + "type": "number" }, - "selection_methodology": { - "description": "The methodology used to select securities.", - "type": "string" + "low": { + "description": "The lowest price within the timeframe.", + "format": "double", + "type": "number" }, - "selection_universe": { - "description": "The universe from which securities are selected.", - "type": "string" + "open": { + "description": "The opening price within the timeframe.", + "format": "double", + "type": "number" }, - "strategic_focus": { - "description": "The strategic investment focus of the ETF.", + "session_end_date": { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", "type": "string" }, - "targeted_focus": { - "description": "The targeted investment focus of the ETF.", - "type": "string" + "settlement_price": { + "description": "The price the contract would have cost to settle for this session.", + "format": "double", + "type": "number" }, - "tax_classification": { - "description": "The tax structure of the ETF, determining whether investors receive 1099 or K1 tax forms (RIC, Partnership, or UIT).", + "ticker": { + "description": "The ticker for the contract.", "type": "string" }, - "us_code": { - "description": "A unique identifier code that identifies this ETF in US markets.", - "type": "string" + "transactions": { + "description": "The number of transactions that occurred within the timeframe.", + "format": "int64", + "type": "integer" }, - "weighting_methodology": { - "description": "The methodology used to weight holdings.", - "type": "string" + "volume": { + "description": "The number of contracts that traded within the timeframe.", + "format": "int64", + "type": "integer" + }, + "window_start": { + "description": "The timestamp of the beginning of the candlestick’s aggregation window.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } } }, "required": [ - "product_type", - "leverage_style", - "management_classification" + "ticker", + "window_start", + "session_end_date", + "open", + "high", + "low", + "close", + "transactions", + "volume", + "dollar_volume" ], "type": "object" }, "type": "array" }, "status": { - "description": "The status of this request's response.", - "enum": [ - "OK" - ], + "description": "The status of the response.", "type": "string" } }, "required": [ "status", - "request_id", "results" ], "type": "object" } } }, - "description": "A list of results." - }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "description": "A message describing the source of the error.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "ERROR" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "An error message." + "description": "A list of aggregates." } }, + "summary": "Aggregates", "tags": [ "default" - ] + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Futures data", + "name": "futures" + } } }, - "/fed/v1/inflation": { + "/futures/v1/contracts": { "get": { - "description": "A table tracking inflation and price indices, including Consumer Price Index (CPI) and Personal Consumption Expenditures (PCE) metrics over time.", - "operationId": "get_fed_v1_inflation", + "description": "The Contracts API provides a single source for discovering all listed futures contracts and retrieving complete contract specifications. You can query the full contract index with filters for product code, trade dates, active status, and date, returning key attributes such as ticker, first and last trade dates, days to maturity, exchange code, and order quantity limits in paginated form. The same API also returns the full specification for a single contract, including settlement dates, tick sizes, and other trading and risk related fields. Point-in-time lookups allow you to reconstruct the exact contract definition that applied on any given day.\n\nUse Cases: Historical research, trading system integration, portfolio workflows, risk management.", + "operationId": "get_futures_v1_contracts", "parameters": [ { - "description": "Calendar date of the observation (YYYY‑MM‑DD).", + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifier for the contract's product.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "product_code.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The ticker for the contract.", + "in": "query", + "name": "ticker", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "ticker.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "ticker.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "ticker.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", + "in": "query", + "name": "active", + "schema": { + "type": "boolean" + } + }, + { + "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12.", + "in": "query", + "name": "type", + "schema": { + "enum": [ + "single", + "combo" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "type.any_of", + "schema": { + "enum": [ + "single", + "combo" + ], + "type": "string" + } + }, + { + "description": "The first day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date", + "name": "first_trade_date", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.any_of", + "name": "first_trade_date.gt", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.gt", + "name": "first_trade_date.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.gte", + "name": "first_trade_date.lt", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.lt", + "name": "first_trade_date.lte", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "The last day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.lte", + "name": "last_trade_date", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "last_trade_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'.", "in": "query", "name": "limit", "schema": { "default": 100, - "maximum": 50001, + "maximum": 1001, "minimum": 1, "type": "integer" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified.", "in": "query", "name": "sort", "schema": { - "default": "date.asc", + "default": "product_code.asc", "type": "string" } } @@ -12501,17 +14761,27 @@ "content": { "application/json": { "example": { - "count": 1, - "request_id": 1, + "next_url": "https://api.massive.com/futures/vX/contracts?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", "results": [ { - "cpi": 310.45, - "cpi_core": 320.1, - "cpi_year_over_year": 3.18, - "date": "2025-06-01", - "pce": 132.73, - "pce_core": 131.9, - "pce_spending": 20345.6 + "active": true, + "date": "2025-02-26", + "days_to_maturity": 138, + "first_trade_date": "2025-01-15", + "group_code": "CN", + "last_trade_date": "2025-07-14", + "max_order_quantity": 1999, + "min_order_quantity": 1, + "name": "00CN5 Future", + "product_code": "00C", + "settlement_date": "2025-07-14", + "settlement_tick_size": 0.0025, + "spread_tick_size": 0.0025, + "ticker": "00CN5", + "trade_tick_size": 0.0025, + "trading_venue": "XCBT", + "type": "single" } ], "status": "OK" @@ -12530,39 +14800,83 @@ "description": "The results for this request.", "items": { "properties": { - "cpi": { - "description": "Consumer Price Index (CPI) for All Urban Consumers — a standard measure of headline inflation based on a fixed basket of goods and services, not seasonally adjusted.", - "format": "float", - "type": "number" + "active": { + "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", + "type": "boolean" }, - "cpi_core": { - "description": "Core Consumer Price Index — the CPI excluding food and energy, used to understand underlying inflation trends without short-term volatility.", - "format": "float", - "type": "number" + "date": { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day.", + "format": "date", + "type": "string" }, - "cpi_year_over_year": { - "description": "Year-over-year percentage change in the headline CPI — the most commonly cited inflation rate in public discourse and economic policy.", - "format": "float", - "type": "number" + "days_to_maturity": { + "description": "The number of calendar days between the 'date' and the contract's final settlement date.", + "format": "int64", + "type": "integer" }, - "date": { - "description": "Calendar date of the observation (YYYY‑MM‑DD).", + "first_trade_date": { + "description": "The first day on which the contract was tradeable.", + "format": "date", "type": "string" }, - "pce": { - "description": "Personal Consumption Expenditures (PCE) Price Index — a broader measure of inflation used by the Federal Reserve, reflecting actual consumer spending patterns and updated basket weights.", - "format": "float", + "group_code": { + "description": "An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex.", + "type": "string" + }, + "last_trade_date": { + "description": "The last day on which the contract was tradeable.", + "format": "date", + "type": "string" + }, + "max_order_quantity": { + "description": "The maximum order quantity.", + "format": "int64", + "type": "integer" + }, + "min_order_quantity": { + "description": "The minimum order quantity.", + "format": "int64", + "type": "integer" + }, + "name": { + "description": "The name of this contract.", + "type": "string" + }, + "product_code": { + "description": "The identifier for the contract's product.", + "type": "string" + }, + "settlement_date": { + "description": "The date on which this contract settles.", + "format": "date", + "type": "string" + }, + "settlement_tick_size": { + "description": "The tick size for settlement.", + "format": "double", "type": "number" }, - "pce_core": { - "description": "Core PCE Price Index — excludes food and energy prices from the PCE index, and is the Fed's preferred measure of underlying inflation.", - "format": "float", + "spread_tick_size": { + "description": "The tick size for spreads.", + "format": "double", "type": "number" }, - "pce_spending": { - "description": "Nominal Personal Consumption Expenditures — total dollar value of consumer spending in the U.S. economy, reported in billions of dollars and not adjusted for inflation.", - "format": "float", + "ticker": { + "description": "The ticker for the contract.", + "type": "string" + }, + "trade_tick_size": { + "description": "The tick size for trades.", + "format": "double", "type": "number" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this contract trades.", + "type": "string" + }, + "type": { + "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12.", + "type": "string" } }, "type": "object" @@ -12607,97 +14921,41 @@ "ERROR" ], "type": "string" - } - }, - "required": [ - "status", - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "An error message." - } - }, - "tags": [ - "default" - ] - } - }, - "/fed/v1/inflation-expectations": { - "get": { - "description": "A table tracking inflation expectations from both market-based and economic model perspectives across different time horizons.", - "operationId": "get_fed_v1_inflation-expectations", - "parameters": [ - { - "description": "Calendar date of the observation (YYYY‑MM‑DD).", - "in": "query", - "name": "date", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", - "in": "query", - "name": "date.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "date.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "date.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "date.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "date.lte", - "schema": { - "type": "string" - } - }, + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "futures contracts API", + "tags": [ + "default" + ] + } + }, + "/futures/v1/exchanges": { + "get": { + "description": "US futures exchanges and trading venues including major derivatives exchanges (CME, CBOT, NYMEX, COMEX) and other futures market infrastructure for commodity, financial, and other derivative contract trading.", + "operationId": "get_futures_v1_exchanges", + "parameters": [ { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", "in": "query", "name": "limit", "schema": { "default": 100, - "maximum": 50001, + "maximum": 1000, "minimum": 1, "type": "integer" } - }, - { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", - "in": "query", - "name": "sort", - "schema": { - "default": "date.asc", - "type": "string" - } } ], "responses": { @@ -12709,14 +14967,14 @@ "request_id": 1, "results": [ { - "date": "2025-06-17", - "forward_years_5_to_10": 2.6, - "market_10_year": 2.36, - "market_5_year": 2.12, - "model_10_year": 2.95, - "model_1_year": 2.85, - "model_30_year": 3, - "model_5_year": 2.91 + "acronym": "CME", + "id": "4", + "locale": "US", + "mic": "XCME", + "name": "Chicago Mercantile Exchange", + "operating_mic": "XCME", + "type": "exchange", + "url": "https://cmegroup.com" } ], "status": "OK" @@ -12735,44 +14993,37 @@ "description": "The results for this request.", "items": { "properties": { - "date": { - "description": "Calendar date of the observation (YYYY‑MM‑DD).", + "acronym": { + "description": "Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX').", "type": "string" }, - "forward_years_5_to_10": { - "description": "5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields.", - "format": "float", - "type": "number" + "id": { + "description": "Numeric identifier for the futures exchange or trading venue.", + "type": "string" }, - "market_10_year": { - "description": "10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields.", - "format": "float", - "type": "number" + "locale": { + "description": "Geographic location code where the exchange operates.", + "type": "string" }, - "market_5_year": { - "description": "5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields.", - "format": "float", - "type": "number" + "mic": { + "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market.", + "type": "string" }, - "model_10_year": { - "description": "The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", - "format": "float", - "type": "number" + "name": { + "description": "Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange').", + "type": "string" }, - "model_1_year": { - "description": "The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", - "format": "float", - "type": "number" + "operating_mic": { + "description": "Operating Market Identifier Code for the futures exchange.", + "type": "string" }, - "model_30_year": { - "description": "The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", - "format": "float", - "type": "number" + "type": { + "description": "Type of venue - 'exchange' for futures exchanges and derivatives trading platforms.", + "type": "string" }, - "model_5_year": { - "description": "The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.", - "format": "float", - "type": "number" + "url": { + "description": "Official website URL of the futures exchange organization.", + "type": "string" } }, "type": "object" @@ -12836,15 +15087,15 @@ ] } }, - "/fed/v1/labor-market": { + "/futures/v1/market-status": { "get": { - "description": "Labor market indicators from the Federal Reserve, including unemployment rate, labor force participation, average hourly earnings, and job openings data.", - "operationId": "get_fed_v1_labor-market", + "description": "Retrieve the current market status for a specific product or products. This endpoint returns real-time indicators, such as open, pause, close, for futures products, along with the corresponding exchange and product codes and an evaluation timestamp. This information enables users to monitor operational conditions and adjust their trading strategies accordingly.\n\nUse Cases: Real-time monitoring, algorithm scheduling, UI updates, operational planning.", + "operationId": "get_futures_v1_market-status", "parameters": [ { - "description": "Calendar date of the observation (YYYY-MM-DD).", + "description": "The product code of the futures contracts for which you want statuses.", "in": "query", - "name": "date", + "name": "product_code", "schema": { "type": "string" } @@ -12852,7 +15103,7 @@ { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "date.any_of", + "name": "product_code.any_of", "schema": { "type": "string" } @@ -12860,7 +15111,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "date.gt", + "name": "product_code.gt", "schema": { "type": "string" } @@ -12868,7 +15119,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "date.gte", + "name": "product_code.gte", "schema": { "type": "string" } @@ -12876,7 +15127,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "date.lt", + "name": "product_code.lt", "schema": { "type": "string" } @@ -12884,30 +15135,21 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "date.lte", + "name": "product_code.lte", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'.", "in": "query", "name": "limit", "schema": { - "default": 100, - "maximum": 50001, + "default": 10, + "maximum": 100, "minimum": 1, "type": "integer" } - }, - { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", - "in": "query", - "name": "sort", - "schema": { - "default": "date.asc", - "type": "string" - } } ], "responses": { @@ -12915,15 +15157,15 @@ "content": { "application/json": { "example": { - "count": 1, - "request_id": 1, + "request_id": "445ebfcfe5bb4b688b7971e1600c952d", "results": [ { - "avg_hourly_earnings": 35.06, - "date": "2024-12-01", - "job_openings": 8098, - "labor_force_participation_rate": 62.5, - "unemployment_rate": 4.2 + "market_event": "open", + "name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "product_code": "ERL", + "session_end_date": "2025-12-05", + "timestamp": "2025-12-04T23:00:00+00:00", + "trading_venue": "XNYM" } ], "status": "OK" @@ -12942,29 +15184,30 @@ "description": "The results for this request.", "items": { "properties": { - "avg_hourly_earnings": { - "description": "Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED).", - "format": "float", - "type": "number" + "market_event": { + "description": "The current status of the market for the product.", + "type": "string" }, - "date": { - "description": "Calendar date of the observation (YYYY-MM-DD).", + "name": { + "description": "The name of the futures product.", "type": "string" }, - "job_openings": { - "description": "Total nonfarm job openings in thousands (JTSJOL series from FRED).", - "format": "float", - "type": "number" + "product_code": { + "description": "The product code of the futures contracts for which you want statuses.", + "type": "string" }, - "labor_force_participation_rate": { - "description": "Civilian labor force participation rate as a percentage of the civilian noninstitutional population (CIVPART series from FRED).", - "format": "float", - "type": "number" + "session_end_date": { + "description": "The trading date for the current session.", + "format": "date", + "type": "string" }, - "unemployment_rate": { - "description": "Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED).", - "format": "float", - "type": "number" + "timestamp": { + "description": "The timestamp for the given market event.", + "type": "string" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which the corresponding product trades.", + "type": "string" } }, "type": "object" @@ -13023,34 +15266,123 @@ "description": "An error message." } }, + "summary": "Market Status API", "tags": [ "default" ] } }, - "/fed/v1/treasury-yields": { + "/futures/v1/products": { "get": { - "description": "A record of U.S. Treasury bond yields across various maturity periods, tracking historical interest rates from short-term to long-term government securities.", - "operationId": "get_fed_v1_treasury-yields", + "description": "The Products API is a unified source for discovering all supported futures products and retrieving full product specifications. It returns the complete product universe with product codes, names, exchange identifiers, sector and asset class classifications, product type, settlement method, and pricing and quotation details. You can filter by name, exchange, sector, asset class, product type, or date to capture the product set or product definition that existed at a specific point in time. It also retrieves the full specification for a single product, supporting accurate system configuration, analytics, trading workflows, and historical reconciliation.\n\nUse Cases: Product specification, historical product checks, risk management, trading system integration.", + "operationId": "get_futures_v1_products", "parameters": [ { - "description": "Calendar date of the yield observation (YYYY-MM-DD).", + "description": "The full name of the product.", + "in": "query", + "name": "name", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "name.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "name.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "name.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "name.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "name.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The identifier for the product.", + "in": "query", + "name": "product_code", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "product_code.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", "in": "query", - "name": "date", + "name": "product_code.gt", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "date.any_of", + "name": "product_code.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", "name": "date.gt", "schema": { @@ -13058,7 +15390,7 @@ } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", "name": "date.gte", "schema": { @@ -13066,7 +15398,7 @@ } }, { - "description": "Filter less than the value.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", "name": "date.lt", "schema": { @@ -13074,7 +15406,7 @@ } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", "name": "date.lte", "schema": { @@ -13082,395 +15414,304 @@ } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", "in": "query", - "name": "limit", + "name": "trading_venue", "schema": { - "default": 100, - "maximum": 50001, - "minimum": 1, - "type": "integer" + "type": "string" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "sort", + "name": "trading_venue.any_of", "schema": { - "default": "date.asc", "type": "string" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "count": 1, - "request_id": 1, - "results": [ - { - "date": "1962-01-02", - "yield_10_year": 4.06, - "yield_1_year": 3.22, - "yield_5_year": 3.88 - } - ], - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "results": { - "description": "The results for this request.", - "items": { - "properties": { - "date": { - "description": "Calendar date of the yield observation (YYYY-MM-DD).", - "type": "string" - }, - "yield_10_year": { - "description": "Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_1_month": { - "description": "Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_1_year": { - "description": "Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_20_year": { - "description": "Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_2_year": { - "description": "Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_30_year": { - "description": "Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_3_month": { - "description": "Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_3_year": { - "description": "Market Yield on U.S. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_5_year": { - "description": "Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_6_month": { - "description": "Market Yield on U.S. Treasury Securities at 6-Month Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - }, - "yield_7_year": { - "description": "Market Yield on U.S. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis", - "format": "float", - "type": "number" - } - }, - "type": "object" - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "OK" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "results" - ], - "type": "object" - } - } - }, - "description": "A list of results." }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "description": "A message describing the source of the error.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "ERROR" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "An error message." - } - }, - "tags": [ - "default" - ] - } - }, - "/forex/v1/exchanges": { - "get": { - "description": "Global foreign exchange (FX) trading venues and market infrastructure, including electronic trading platforms, banks, and other institutions facilitating currency pair trading worldwide.", - "operationId": "get_forex_v1_exchanges", - "parameters": [ { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "description": "Filter greater than the value.", + "in": "query", + "name": "trading_venue.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "trading_venue.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "trading_venue.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "trading_venue.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The sector to which the product belongs.", + "in": "query", + "name": "sector", + "schema": { + "enum": [ + "asia", + "base", + "biofuels", + "coal", + "cross_rates", + "crude_oil", + "custom_index", + "dairy", + "dj_ubs_ci", + "electricity", + "emissions", + "europe", + "fertilizer", + "forestry", + "grains_and_oilseeds", + "intl_index", + "liq_nat_gas_lng", + "livestock", + "long_term_gov", + "long_term_non_gov", + "majors", + "minors", + "nat_gas", + "nat_gas_liq_petro", + "precious", + "refined_products", + "s_and_p_gsci", + "sel_sector_index", + "short_term_gov", + "short_term_non_gov", + "softs", + "us", + "us_index", + "wet_bulk" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "sector.any_of", + "schema": { + "enum": [ + "asia", + "base", + "biofuels", + "coal", + "cross_rates", + "crude_oil", + "custom_index", + "dairy", + "dj_ubs_ci", + "electricity", + "emissions", + "europe", + "fertilizer", + "forestry", + "grains_and_oilseeds", + "intl_index", + "liq_nat_gas_lng", + "livestock", + "long_term_gov", + "long_term_non_gov", + "majors", + "minors", + "nat_gas", + "nat_gas_liq_petro", + "precious", + "refined_products", + "s_and_p_gsci", + "sel_sector_index", + "short_term_gov", + "short_term_non_gov", + "softs", + "us", + "us_index", + "wet_bulk" + ], + "type": "string" + } + }, + { + "description": "The sub-sector to which the product belongs.", "in": "query", - "name": "limit", + "name": "sub_sector", "schema": { - "default": 100, - "maximum": 1000, - "minimum": 1, - "type": "integer" + "enum": [ + "asian", + "canadian", + "cat", + "cooling_degree_days", + "ercot", + "european", + "gulf", + "heating_degree_days", + "iso_ne", + "large_cap_index", + "mid_cap_index", + "miso", + "north_american", + "nyiso", + "pjm", + "small_cap_index", + "west", + "western_power" + ], + "type": "string" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "count": 1, - "request_id": 1, - "results": [ - { - "id": "48", - "name": "Currency Banks 1", - "type": "exchange" - } - ], - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "results": { - "description": "The results for this request.", - "items": { - "properties": { - "id": { - "description": "Numeric identifier for the forex trading venue or institution.", - "type": "string" - }, - "name": { - "description": "Full name of the foreign exchange trading venue, platform, or financial institution.", - "type": "string" - }, - "type": { - "description": "Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues.", - "type": "string" - } - }, - "required": [ - "id", - "type", - "name" - ], - "type": "object" - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "OK" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "results" - ], - "type": "object" - } - } - }, - "description": "A list of results." }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "description": "A message describing the source of the error.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "ERROR" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "An error message." - } - }, - "tags": [ - "default" - ] - } - }, - "/futures/vX/aggs/{ticker}": { - "get": { - "description": "Get aggregates for a contract in a given time range.", - "operationId": "GetFuturesAggregates", - "parameters": [ { - "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", - "example": "GCJ5", - "in": "path", - "name": "ticker", - "required": true, + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "sub_sector.any_of", "schema": { + "enum": [ + "asian", + "canadian", + "cat", + "cooling_degree_days", + "ercot", + "european", + "gulf", + "heating_degree_days", + "iso_ne", + "large_cap_index", + "mid_cap_index", + "miso", + "north_american", + "nyiso", + "pjm", + "small_cap_index", + "west", + "western_power" + ], "type": "string" - }, - "x-polygon-go-id": "Ticker" + } }, { - "description": "This sets the size of the aggregate windows. It accepts custom values that specify the granularity and the duration of the window.\nFor example: 15mins, 30secs, 12hours, or 7days.\nThere are maximum allowable candle sizes. For example, you can request \"1min\" to \"59mins\", but after that you will need to use \"1hr\". If you make a request for a candle size that is not supported, we will return a 400 \"Bad Request - resolution value is not allowed.\"", - "example": "1min", + "description": "The asset class to which the product belongs.", "in": "query", - "name": "resolution", + "name": "asset_class", "schema": { - "default": "1day", + "enum": [ + "alt_investment", + "commodity", + "financials" + ], "type": "string" } }, { - "description": "Specifies the start time of the aggregate (OHLC) candles you want returned (YYYY-MM-DD date or nanosecond Unix timestamp).\nHow it works - If not provided, the API returns the most recent candles available, up to the limit you set. - If provided, the value determines which candle(s) to return. The timestamp or date is “snapped” to the start time of the matching candle interval. - You can use comparison operators to form ranges:\n - `window_start.gte` – greater than or equal to\n - `window_start.gt` – greater than\n - `window_start.lte` – less than or equal to\n - `window_start.lt` – less than\n\nExamples 1. Most recent minute candles\n `/vX/aggs/ESU5?resolution=1min&limit=5`\n\n2. Daily candle for August 5, 2025\n `/vX/aggs/ESU5?resolution=1day&window_start=2025-08-05`\n\n3. Daily candles from July 1–31, 2025\n `/vX/aggs/ESU5?resolution=1day&window_start.gte=2025-07-01&window_start.lte=2025-07-31`\n\n4. 1,000 one-second candles after a specific timestamp\n `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000`", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "window_start", + "name": "asset_class.any_of", "schema": { + "enum": [ + "alt_investment", + "commodity", + "financials" + ], "type": "string" - }, - "x-polygon-filter-field": { - "range": true } }, { - "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", + "description": "The asset sub-class to which the product belongs.", "in": "query", - "name": "limit", + "name": "asset_sub_class", "schema": { - "default": 1000, - "maximum": 50000, - "minimum": 1, - "type": "integer" + "enum": [ + "agricultural", + "commodity_index", + "energy", + "equity", + "foreign_exchange", + "freight", + "housing", + "interest_rate", + "metals", + "weather" + ], + "type": "string" } }, { - "description": "Range by window_start.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "window_start.gte", + "name": "asset_sub_class.any_of", "schema": { + "enum": [ + "agricultural", + "commodity_index", + "energy", + "equity", + "foreign_exchange", + "freight", + "housing", + "interest_rate", + "metals", + "weather" + ], "type": "string" } }, { - "description": "Range by window_start.", + "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", "in": "query", - "name": "window_start.gt", + "name": "type", "schema": { + "enum": [ + "single", + "combo" + ], "type": "string" } }, { - "description": "Range by window_start.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "window_start.lte", + "name": "type.any_of", "schema": { + "enum": [ + "single", + "combo" + ], "type": "string" } }, { - "description": "Range by window_start.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", "in": "query", - "name": "window_start.lt", + "name": "limit", "schema": { - "type": "string" + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" } }, { - "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", "in": "query", "name": "sort", "schema": { - "default": "window_start.desc", - "enum": [ - "window_start.asc", - "window_start.desc" - ], - "example": "window_start.desc", + "default": "date.asc", "type": "string" } } @@ -13480,33 +15721,27 @@ "content": { "application/json": { "example": { - "request_id": "b452e45b7eaad14151c3e1ce5129b558", + "next_url": "https://api.massive.com/futures/vX/products?cursor=YXA9MTAwJmFzPSZhc19vZj0yMDI1LTA3LTA3JmxpbWl0PTEwMCZzb3J0PW5hbWUuYXNj", + "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", "results": [ { - "close": 2874.2, - "dollar_volume": 380560636.01, - "high": 2877.1, - "low": 2837.4, - "open": 2849.8, - "session_end_date": "2025-02-04", - "settlement_price": 2875.8, - "ticker": "GCJ5", - "transactions": 74223, - "volume": 133072, - "window_start": 1738627200000000000 - }, - { - "close": 2884.8, - "dollar_volume": 448429944.1, - "high": 2906, - "low": 2870.1, - "open": 2873.7, - "session_end_date": "2025-02-05", - "settlement_price": 2893, - "ticker": "GCJ5", - "transactions": 83673, - "volume": 155170, - "window_start": 1738713600000000000 + "asset_class": "commodity", + "asset_sub_class": "energy", + "date": "2025-07-07", + "last_updated": "2025-02-22", + "name": "1% Fuel Oil Barges FOB Rdam (Platts) vs. 1% Fuel Oil Cargoes FOB NWE (Platts) BALMO Futures", + "price_quotation": "U.S. dollars and cents per metric ton", + "product_code": "EBE", + "sector": "refined_products", + "settlement_currency_code": "USD", + "settlement_method": "financially_settled", + "settlement_type": "cash", + "sub_sector": "european", + "trade_currency_code": "USD", + "trading_venue": "XNYM", + "type": "single", + "unit_of_measure": "MTONS", + "unit_of_measure_qty": 1000 } ], "status": "OK" @@ -13514,213 +15749,415 @@ "schema": { "properties": { "next_url": { - "description": "If present, the URL to the next page of results.", + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", "type": "string" }, "results": { + "description": "The results for this request.", "items": { "properties": { - "close": { - "description": "The last price within the timeframe.", - "format": "double", - "type": "number" + "asset_class": { + "description": "The asset class to which the product belongs.", + "type": "string" }, - "dollar_volume": { - "description": "The total dollar volume of the transactions that occurred within the timeframe.", - "format": "double", - "type": "number" + "asset_sub_class": { + "description": "The asset sub-class to which the product belongs.", + "type": "string" }, - "high": { - "description": "The highest price within the timeframe.", - "format": "double", - "type": "number" + "date": { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day.", + "format": "date", + "type": "string" }, - "low": { - "description": "The lowest price within the timeframe.", - "format": "double", - "type": "number" + "last_updated": { + "description": "The date and time at which this product was last updated.", + "format": "date-time", + "type": "string" }, - "open": { - "description": "The opening price within the timeframe.", - "format": "double", - "type": "number" + "name": { + "description": "The full name of the product.", + "type": "string" }, - "session_end_date": { - "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "price_quotation": { + "description": "The quoted price for this product.", "type": "string" }, - "settlement_price": { - "description": "The price the contract would have cost to settle for this session.", - "format": "double", - "type": "number" + "product_code": { + "description": "The identifier for the product.", + "type": "string" }, - "ticker": { - "description": "The ticker for the contract.", + "sector": { + "description": "The sector to which the product belongs.", "type": "string" }, - "transactions": { - "description": "The number of transactions that occurred within the timeframe.", - "format": "int64", - "type": "integer" + "settlement_currency_code": { + "description": "The currency in which this product settles.", + "type": "string" }, - "volume": { - "description": "The number of contracts that traded within the timeframe.", - "format": "int64", - "type": "integer" + "settlement_method": { + "description": "The method of settlement for this product (Financially Settled or Deliverable).", + "type": "string" }, - "window_start": { - "description": "The timestamp of the beginning of the candlestick’s aggregation window.", - "format": "int64", - "type": "integer", - "x-polygon-go-type": { - "name": "INanoseconds", - "path": "github.com/polygon-io/ptime" - } + "settlement_type": { + "description": "The type of settlement for this product.", + "type": "string" + }, + "sub_sector": { + "description": "The sub-sector to which the product belongs.", + "type": "string" + }, + "trade_currency_code": { + "description": "The currency in which this product's contracts trade.", + "type": "string" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "type": "string" + }, + "type": { + "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "type": "string" + }, + "unit_of_measure": { + "description": "The unit of measure for this product.", + "type": "string" + }, + "unit_of_measure_qty": { + "description": "The quantity of the unit of measure for this product.", + "format": "double", + "type": "number" } }, "required": [ - "ticker", - "window_start", - "session_end_date", - "open", - "high", - "low", - "close", - "transactions", - "volume", - "dollar_volume" + "date" ], "type": "object" }, "type": "array" }, "status": { - "description": "The status of the response.", + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], "type": "string" } }, "required": [ "status", - "results" + "request_id", + "error" ], "type": "object" } } }, - "description": "A list of aggregates." + "description": "An error message." } }, - "summary": "Aggregates", + "summary": "Futures Products API", "tags": [ "default" - ], - "x-polygon-entitlement-data-type": { - "description": "Aggregate data", - "name": "aggregates" - }, - "x-polygon-entitlement-market-type": { - "description": "Futures data", - "name": "futures" - } + ] } }, - "/futures/vX/contracts": { + "/futures/v1/quotes/{ticker}": { "get": { - "description": "The Contracts API provides a single source for discovering all listed futures contracts and retrieving complete contract specifications. You can query the full contract index with filters for product code, trade dates, active status, and date, returning key attributes such as ticker, first and last trade dates, days to maturity, exchange code, and order quantity limits in paginated form. The same API also returns the full specification for a single contract, including settlement dates, tick sizes, and other trading and risk related fields. Point-in-time lookups allow you to reconstruct the exact contract definition that applied on any given day.\n\nUse Cases: Historical research, trading system integration, portfolio workflows, risk management.", - "operationId": "get_futures_vX_contracts", + "description": "Retrieve quote data for a specified futures contract ticker. Each record includes the best bid and offer prices, sizes, and timestamps, reflecting the prevailing quote environment at each moment. This endpoint supports detailed analysis of price dynamics and liquidity conditions to inform trading decisions and market research.\n\nUse Cases: Liquidity analysis, price discovery, trading strategy refinement, market research.", + "operationId": "get_futures_v1_quotes", "parameters": [ { - "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "date", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "date.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "The time when the quote was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "date.gte", + "name": "timestamp", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "date.lt", + "name": "timestamp.gt", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "date.lte", + "name": "timestamp.gte", "schema": { "type": "string" } }, { - "description": "The identifier for the contract's product.", + "description": "Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "product_code", + "name": "timestamp.lt", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "product_code.any_of", + "name": "timestamp.lte", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", "in": "query", - "name": "product_code.gt", + "name": "session_end_date", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'.", "in": "query", - "name": "product_code.gte", + "name": "limit", "schema": { - "type": "string" + "default": 100, + "maximum": 50000, + "minimum": 1, + "type": "integer" } }, { - "description": "Filter less than the value.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.", "in": "query", - "name": "product_code.lt", + "name": "sort", "schema": { + "default": "timestamp.desc", "type": "string" } }, { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "product_code.lte", + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "in": "path", + "name": "ticker", + "required": true, "schema": { "type": "string" } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/quotes/GCJ5?cursor=YXA9MTczNDQ2MDIzMDcwODEyNjI4MSZhcz0mbGltaXQ9MTAwMCZzZXNzaW9uX2VuZF9kYXRlPTIwMjQtMTItMTcmc29ydD10aW1lc3RhbXAuZGVzYw", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "ask_timestamp": "1734472800076125400,", + "bid_price": "2660,", + "bid_size": "1,", + "bid_timestamp": "1734472800076125400,", + "report_sequence": "2250337,", + "sequence_number": 15357766, + "session_end_date": "2024-12-17,", + "ticker": "GCJ5,", + "timestamp": "1734472800076125400," + }, + { + "ask_price": "2685.9,", + "ask_size": "1,", + "ask_timestamp": "1734472755134391800,", + "bid_price": "2684.7,", + "bid_size": "1,", + "bid_timestamp": "1734472736352455200,", + "report_sequence": "2249723,", + "sequence_number": 15354716, + "session_end_date": "2024-12-17,", + "ticker": "GCJ5,", + "timestamp": "1734472755134391800," + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "ask_price": { + "description": "The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The quote size represents the number of futures contracts available at the given ask price.", + "format": "int32", + "type": "integer" + }, + "ask_timestamp": { + "description": "The time when the ask price was submitted to the exchange.", + "format": "int64", + "type": "integer" + }, + "bid_price": { + "description": "The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The quote size represents the number of futures contracts available at the given bid price.", + "format": "int32", + "type": "integer" + }, + "bid_timestamp": { + "description": "The time when the bid price was submitted to the exchange.", + "format": "int64", + "type": "integer" + }, + "channel": { + "description": "The CME multicast channel this event was sourced from.", + "format": "int32", + "type": "integer" + }, + "report_sequence": { + "description": "The reporting sequence number.", + "format": "int64", + "type": "integer" + }, + "sequence_number": { + "description": "The unique sequence number assigned to this quote by the exchange.", + "format": "int64", + "type": "integer" + }, + "session_end_date": { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "type": "string" + }, + "ticker": { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "type": "string" + }, + "timestamp": { + "description": "The time when the quote was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/futures/v1/schedules": { + "get": { + "description": "The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can filter schedules by session_end_date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.\n\nUse Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.", + "operationId": "get_futures_v1_schedules", + "parameters": [ { - "description": "The ticker for the contract.", + "description": "The product code of the futures contract.", "in": "query", - "name": "ticker", + "name": "product_code", "schema": { "type": "string" } @@ -13728,7 +16165,7 @@ { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "ticker.any_of", + "name": "product_code.any_of", "schema": { "type": "string" } @@ -13736,7 +16173,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "ticker.gt", + "name": "product_code.gt", "schema": { "type": "string" } @@ -13744,7 +16181,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "ticker.gte", + "name": "product_code.gte", "schema": { "type": "string" } @@ -13752,7 +16189,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "ticker.lt", + "name": "product_code.lt", "schema": { "type": "string" } @@ -13760,129 +16197,105 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "ticker.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", - "in": "query", - "name": "active", - "schema": { - "type": "boolean" - } - }, - { - "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", - "in": "query", - "name": "type", + "name": "product_code.lte", "schema": { - "enum": [ - "single", - "combo" - ], "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "type.any_of", + "name": "session_end_date", "schema": { - "enum": [ - "single", - "combo" - ], "type": "string" } }, { - "description": "The first day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "first_trade_date", + "name": "session_end_date.gt", "schema": { "type": "string" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "first_trade_date.gt", + "name": "session_end_date.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "first_trade_date.gte", + "name": "session_end_date.lt", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "first_trade_date.lt", + "name": "session_end_date.lte", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", "in": "query", - "name": "first_trade_date.lte", + "name": "trading_venue", "schema": { "type": "string" } }, { - "description": "The last day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "last_trade_date", + "name": "trading_venue.any_of", "schema": { "type": "string" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value.", "in": "query", - "name": "last_trade_date.gt", + "name": "trading_venue.gt", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "last_trade_date.gte", + "name": "trading_venue.gte", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than the value.", "in": "query", - "name": "last_trade_date.lt", + "name": "trading_venue.lt", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "last_trade_date.lte", + "name": "trading_venue.lte", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'.", + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'.", "in": "query", "name": "limit", "schema": { - "default": 100, + "default": 10, "maximum": 1001, "minimum": 1, "type": "integer" @@ -13903,27 +16316,32 @@ "content": { "application/json": { "example": { - "next_url": "https://api.massive.com/futures/vX/contracts?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", - "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", + "next_url": "https://api.staging.massive.com/futures/vX/schedules?cursor=AQANA0VSTAIAAAEFAAEBAwACAQ0DRVJMAQ0ZMjAyNC0wNi0xMFQyMTowMDowMCswMDowMA==", + "request_id": "a83620d1ec6a4cd5b84ea669e377fd47", "results": [ { - "active": true, - "date": "2025-02-26", - "days_to_maturity": 138, - "first_trade_date": "2025-01-15", - "group_code": "CN", - "last_trade_date": "2025-07-14", - "max_order_quantity": 1999, - "min_order_quantity": 1, - "name": "00CN5 Future", - "product_code": "00C", - "settlement_date": "2025-07-14", - "settlement_tick_size": 0.0025, - "spread_tick_size": 0.0025, - "ticker": "00CN5", - "trade_tick_size": 0.0025, - "trading_venue": "XCBT", - "type": "single" + "event": "pre_open", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-09T21:00:00+00:00", + "trading_venue": "XNYM" + }, + { + "event": "open", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-09T22:00:00+00:00", + "trading_venue": "XNYM" + }, + { + "event": "close", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-10T21:00:00+00:00", + "trading_venue": "XNYM" } ], "status": "OK" @@ -13942,89 +16360,32 @@ "description": "The results for this request.", "items": { "properties": { - "active": { - "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", - "type": "boolean" - }, - "date": { - "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day.", - "format": "date", - "type": "string" - }, - "days_to_maturity": { - "description": "The number of calendar days between the 'date' and the contract's final settlement date.", - "format": "int64", - "type": "integer" - }, - "first_trade_date": { - "description": "The first day on which the contract was tradeable.", - "format": "date", - "type": "string" - }, - "group_code": { - "description": "An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex.", - "type": "string" - }, - "last_trade_date": { - "description": "The last day on which the contract was tradeable.", - "format": "date", + "event": { + "description": "The type of session on the given trading date.", "type": "string" }, - "max_order_quantity": { - "description": "The maximum order quantity.", - "format": "int64", - "type": "integer" - }, - "min_order_quantity": { - "description": "The minimum order quantity.", - "format": "int64", - "type": "integer" - }, - "name": { - "description": "The name of this contract.", + "product_code": { + "description": "The product code of the futures contract.", "type": "string" }, - "product_code": { - "description": "The identifier for the contract's product.", + "product_name": { + "description": "The name of the futures product to which this schedule applies.", "type": "string" }, - "settlement_date": { - "description": "The date on which this contract settles.", + "session_end_date": { + "description": "The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01.", "format": "date", "type": "string" }, - "settlement_tick_size": { - "description": "The tick size for settlement.", - "format": "double", - "type": "number" - }, - "spread_tick_size": { - "description": "The tick size for spreads.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "The ticker for the contract.", + "timestamp": { + "description": "The timestamp for the given market event.", "type": "string" }, - "trade_tick_size": { - "description": "The tick size for trades.", - "format": "double", - "type": "number" - }, "trading_venue": { - "description": "The trading venue (MIC) for the exchange on which this contract trades.", - "type": "string" - }, - "type": { - "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", "type": "string" } }, - "required": [ - "active", - "date" - ], "type": "object" }, "type": "array" @@ -14081,27 +16442,93 @@ "description": "An error message." } }, - "summary": "futures contracts API", + "summary": "Futures Schedules API", "tags": [ "default" ] } }, - "/futures/vX/exchanges": { + "/futures/v1/trades/{ticker}": { "get": { - "description": "US futures exchanges and trading venues including major derivatives exchanges (CME, CBOT, NYMEX, COMEX) and other futures market infrastructure for commodity, financial, and other derivative contract trading.", - "operationId": "get_futures_vX_exchanges", + "description": "Retrieve comprehensive, tick-level trade data for a specified futures contract ticker over a defined time range. Each record includes the trade price, size, session start date, and precise timestamps, capturing individual trade events throughout the period. This granular data is essential for constructing aggregated bars and performing detailed analyses of intraday price movements, making it a valuable tool for backtesting, algorithmic strategy development, and market research.\n\nUse Cases: Intraday analysis, algorithmic trading, backtesting, market research.", + "operationId": "get_futures_v1_trades", "parameters": [ { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "description": "The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "in": "query", + "name": "timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "in": "query", + "name": "session_end_date", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '49999'.", "in": "query", "name": "limit", "schema": { - "default": 100, - "maximum": 1000, + "default": 10, + "maximum": 50000, "minimum": 1, "type": "integer" } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "timestamp.desc", + "type": "string" + } + }, + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } } ], "responses": { @@ -14109,18 +16536,35 @@ "content": { "application/json": { "example": { - "count": 1, - "request_id": 1, + "next_url": "https://api.massive.com/futures/vX/trades/ESZ4?cursor=YXA9MTczNDQ3MDk3MDAwODU5OTI2MSZhcz0yNzIzNTI4MyZsaW1pdD0xMDAwJnNlc3Npb25fZW5kX2RhdGU9MjAyNC0xMi0xNyZzb3J0PXRpbWVzdGFtcC5kZXNj", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { - "acronym": "CME", - "id": "4", - "locale": "US", - "mic": "XCME", - "name": "Chicago Mercantile Exchange", - "operating_mic": "XCME", - "type": "exchange", - "url": "https://cmegroup.com" + "price": 6052, + "report_sequence": 12033289, + "sequence_number": 27317882, + "session_end_date": "2024-12-17", + "size": 3, + "ticker": "ESZ4", + "timestamp": 1734472799000509200 + }, + { + "price": 6051.75, + "report_sequence": 12033276, + "sequence_number": 27317863, + "session_end_date": "2024-12-17", + "size": 1, + "ticker": "ESZ4", + "timestamp": 1734472798789679900 + }, + { + "price": 6052, + "report_sequence": 12033255, + "sequence_number": 27317826, + "session_end_date": "2024-12-17", + "size": 2, + "ticker": "ESZ4", + "timestamp": 1734472797000893000 } ], "status": "OK" @@ -14139,44 +16583,45 @@ "description": "The results for this request.", "items": { "properties": { - "acronym": { - "description": "Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX').", - "type": "string" + "channel": { + "description": "The CME multicast channel this event was sourced from.", + "format": "int32", + "type": "integer" }, - "id": { - "description": "Numeric identifier for the futures exchange or trading venue.", - "type": "string" + "price": { + "description": "The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.", + "format": "double", + "type": "number" }, - "locale": { - "description": "Geographic location code where the exchange operates.", - "type": "string" + "report_sequence": { + "description": "The reporting sequence number.", + "format": "int64", + "type": "integer" }, - "mic": { - "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market.", - "type": "string" + "sequence_number": { + "description": "The unique sequence number assigned to this trade.", + "format": "int64", + "type": "integer" }, - "name": { - "description": "Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange').", + "session_end_date": { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", "type": "string" }, - "operating_mic": { - "description": "Operating Market Identifier Code for the futures exchange.", - "type": "string" + "size": { + "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", + "format": "int64", + "type": "integer" }, - "type": { - "description": "Type of venue - 'exchange' for futures exchanges and derivatives trading platforms.", + "ticker": { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", "type": "string" }, - "url": { - "description": "Official website URL of the futures exchange organization.", - "type": "string" + "timestamp": { + "description": "The time when the trade was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" } }, - "required": [ - "id", - "type", - "name" - ], "type": "object" }, "type": "array" @@ -14238,68 +16683,98 @@ ] } }, - "/futures/vX/market-status": { + "/futures/vX/aggs/{ticker}": { "get": { - "description": "Retrieve the current market status for a specific product or products. This endpoint returns real-time indicators, such as open, pause, close, for futures products, along with the corresponding exchange and product codes and an evaluation timestamp. This information enables users to monitor operational conditions and adjust their trading strategies accordingly.\n\nUse Cases: Real-time monitoring, algorithm scheduling, UI updates, operational planning.", - "operationId": "get_futures_vX_market-status", + "description": "Get aggregates for a contract in a given time range.", + "operationId": "GetFuturesAggregates", "parameters": [ { - "description": "The product code of the futures contracts for which you want statuses.", + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "example": "GCJ5", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + }, + "x-polygon-go-id": "Ticker" + }, + { + "description": "The size of each aggregate candle, specified as a number followed by a unit: `sec`, `min`, `hour`, `session`, `week`, `month`, `quarter`, or `year`. \n\nEach unit has a maximum multiplier. For instance, minute candles go up to `59min` — after that, use `1hour`. Requesting an unsupported size returns a `400 Bad Request`.", + "example": "1min", "in": "query", - "name": "product_code", + "name": "resolution", "schema": { + "default": "1session", "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter by the start time of each candle. Accepts a `YYYY-MM-DD` date or a nanosecond Unix timestamp. The value is snapped to the start of the matching candle interval.\n\nWhen omitted, the API returns the most recent candles up to `limit`.\n\nUse comparison suffixes to query a range:\n- `window_start.gte` — greater than or equal to\n- `window_start.gt` — greater than\n- `window_start.lte` — less than or equal to\n- `window_start.lt` — less than\n\n**Examples**\n- Most recent minute candles: `/vX/aggs/ESU5?resolution=1min&limit=5`\n- Single daily candle: `/vX/aggs/ESU5?resolution=1session&window_start=2025-08-05`\n- Date range: `/vX/aggs/ESU5?resolution=1session&window_start.gte=2025-07-01&window_start.lte=2025-07-31`\n- After a timestamp: `/vX/aggs/ESU5?resolution=1sec&window_start.gt=1751409877000000000&limit=1000`", "in": "query", - "name": "product_code.any_of", + "name": "window_start", "schema": { "type": "string" + }, + "x-polygon-filter-field": { + "range": true } }, { - "description": "Filter greater than the value.", + "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", "in": "query", - "name": "product_code.gt", + "name": "limit", + "schema": { + "default": 1000, + "maximum": 50000, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "Range by window_start.", + "in": "query", + "name": "window_start.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Range by window_start.", "in": "query", - "name": "product_code.gte", + "name": "window_start.gt", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Range by window_start.", "in": "query", - "name": "product_code.lt", + "name": "window_start.lte", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Range by window_start.", "in": "query", - "name": "product_code.lte", + "name": "window_start.lt", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", "in": "query", - "name": "limit", + "name": "sort", "schema": { - "default": 100, - "maximum": 50001, - "minimum": 1, - "type": "integer" + "default": "window_start.desc", + "enum": [ + "window_start.asc", + "window_start.desc" + ], + "example": "window_start.desc", + "type": "string" } } ], @@ -14308,15 +16783,33 @@ "content": { "application/json": { "example": { - "request_id": "445ebfcfe5bb4b688b7971e1600c952d", + "request_id": "b452e45b7eaad14151c3e1ce5129b558", "results": [ { - "market_event": "open", - "name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", - "product_code": "ERL", - "session_end_date": "2025-12-05", - "timestamp": "2025-12-04T23:00:00+00:00", - "trading_venue": "XNYM" + "close": 2874.2, + "dollar_volume": 380560636.01, + "high": 2877.1, + "low": 2837.4, + "open": 2849.8, + "session_end_date": "2025-02-04", + "settlement_price": 2875.8, + "ticker": "GCJ5", + "transactions": 74223, + "volume": 133072, + "window_start": 1738627200000000000 + }, + { + "close": 2884.8, + "dollar_volume": 448429944.1, + "high": 2906, + "low": 2870.1, + "open": 2873.7, + "session_end_date": "2025-02-05", + "settlement_price": 2893, + "ticker": "GCJ5", + "transactions": 83673, + "volume": 155170, + "window_start": 1738713600000000000 } ], "status": "OK" @@ -14324,159 +16817,163 @@ "schema": { "properties": { "next_url": { - "description": "If present, this value can be used to fetch the next page.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", + "description": "If present, the URL to the next page of results.", "type": "string" }, "results": { - "description": "The results for this request.", "items": { "properties": { - "market_event": { - "description": "The current status of the market for the product.", - "type": "string" + "close": { + "description": "The last price within the timeframe.", + "format": "double", + "type": "number" + }, + "dollar_volume": { + "description": "The total dollar volume of the transactions that occurred within the timeframe.", + "format": "double", + "type": "number" }, - "name": { - "description": "The name of the futures product.", - "type": "string" + "high": { + "description": "The highest price within the timeframe.", + "format": "double", + "type": "number" }, - "product_code": { - "description": "The product code of the futures contracts for which you want statuses.", - "type": "string" + "low": { + "description": "The lowest price within the timeframe.", + "format": "double", + "type": "number" + }, + "open": { + "description": "The opening price within the timeframe.", + "format": "double", + "type": "number" }, "session_end_date": { - "description": "The trading date for the current session.", + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", "type": "string" }, - "timestamp": { - "description": "The timestamp for the given market event.", - "type": "string" + "settlement_price": { + "description": "The price the contract would have cost to settle for this session.", + "format": "double", + "type": "number" }, - "trading_venue": { - "description": "The trading venue (MIC) for the exchange on which the corresponding product trades.", + "ticker": { + "description": "The ticker for the contract.", "type": "string" + }, + "transactions": { + "description": "The number of transactions that occurred within the timeframe.", + "format": "int64", + "type": "integer" + }, + "volume": { + "description": "The number of contracts that traded within the timeframe.", + "format": "int64", + "type": "integer" + }, + "window_start": { + "description": "The timestamp of the beginning of the candlestick’s aggregation window.", + "format": "int64", + "type": "integer", + "x-polygon-go-type": { + "name": "INanoseconds", + "path": "github.com/polygon-io/ptime" + } } }, + "required": [ + "ticker", + "window_start", + "session_end_date", + "open", + "high", + "low", + "close", + "transactions", + "volume", + "dollar_volume" + ], "type": "object" }, "type": "array" }, "status": { - "description": "The status of this request's response.", - "enum": [ - "OK" - ], + "description": "The status of the response.", "type": "string" } }, "required": [ "status", - "request_id", "results" ], "type": "object" } } }, - "description": "A list of results." - }, - "400": { - "content": { - "application/json": { - "schema": { - "properties": { - "error": { - "description": "A message describing the source of the error.", - "type": "string" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "status": { - "description": "The status of this request's response.", - "enum": [ - "ERROR" - ], - "type": "string" - } - }, - "required": [ - "status", - "request_id", - "error" - ], - "type": "object" - } - } - }, - "description": "An error message." + "description": "A list of aggregates." } }, - "summary": "Market Status API", + "summary": "Aggregates", "tags": [ "default" - ] + ], + "x-polygon-entitlement-data-type": { + "description": "Aggregate data", + "name": "aggregates" + }, + "x-polygon-entitlement-market-type": { + "description": "Futures data", + "name": "futures" + } } }, - "/futures/vX/products": { + "/futures/vX/contracts": { "get": { - "description": "The Products API is a unified source for discovering all supported futures products and retrieving full product specifications. It returns the complete product universe with product codes, names, exchange identifiers, sector and asset class classifications, product type, settlement method, and pricing and quotation details. You can filter by name, exchange, sector, asset class, product type, or date to capture the product set or product definition that existed at a specific point in time. It also retrieves the full specification for a single product, supporting accurate system configuration, analytics, trading workflows, and historical reconciliation.\n\nUse Cases: Product specification, historical product checks, risk management, trading system integration.", - "operationId": "get_futures_vX_products", + "description": "The Contracts API provides a single source for discovering all listed futures contracts and retrieving complete contract specifications. You can query the full contract index with filters for product code, trade dates, active status, and date, returning key attributes such as ticker, first and last trade dates, days to maturity, exchange code, and order quantity limits in paginated form. The same API also returns the full specification for a single contract, including settlement dates, tick sizes, and other trading and risk related fields. Point-in-time lookups allow you to reconstruct the exact contract definition that applied on any given day.\n\nUse Cases: Historical research, trading system integration, portfolio workflows, risk management.", + "operationId": "get_futures_vX_contracts", "parameters": [ { - "description": "The full name of the product.", - "in": "query", - "name": "name", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "name.any_of", + "name": "date", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "name.gt", + "name": "date.gt", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "name.gte", + "name": "date.gte", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "name.lt", + "name": "date.lt", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "name.lte", + "name": "date.lte", "schema": { "type": "string" } }, { - "description": "The identifier for the product.", + "description": "The identifier for the contract's product.", "in": "query", "name": "product_code", "schema": { @@ -14524,346 +17021,386 @@ } }, { - "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "date", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "date.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "The ticker for the contract.", "in": "query", - "name": "date.gte", + "name": "ticker", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "date.lt", + "name": "ticker.any_of", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value.", "in": "query", - "name": "date.lte", + "name": "ticker.gt", "schema": { "type": "string" } }, { - "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "trading_venue", + "name": "ticker.gte", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter less than the value.", "in": "query", - "name": "trading_venue.any_of", + "name": "ticker.lt", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "trading_venue.gt", + "name": "ticker.lte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", "in": "query", - "name": "trading_venue.gte", + "name": "active", "schema": { - "type": "string" + "type": "boolean" } }, { - "description": "Filter less than the value.", + "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12.", "in": "query", - "name": "trading_venue.lt", + "name": "type", "schema": { + "enum": [ + "single", + "combo" + ], "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "trading_venue.lte", + "name": "type.any_of", "schema": { + "enum": [ + "single", + "combo" + ], "type": "string" } }, { - "description": "The sector to which the product belongs.", + "description": "The first day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "sector", + "name": "first_trade_date", "schema": { - "enum": [ - "asia", - "base", - "biofuels", - "coal", - "cross_rates", - "crude_oil", - "custom_index", - "dairy", - "dj_ubs_ci", - "electricity", - "emissions", - "europe", - "fertilizer", - "forestry", - "grains_and_oilseeds", - "intl_index", - "liq_nat_gas_lng", - "livestock", - "long_term_gov", - "long_term_non_gov", - "majors", - "minors", - "nat_gas", - "nat_gas_liq_petro", - "precious", - "refined_products", - "s_and_p_gsci", - "sel_sector_index", - "short_term_gov", - "short_term_non_gov", - "softs", - "us", - "us_index", - "wet_bulk" - ], "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "sector.any_of", + "name": "first_trade_date.gt", "schema": { - "enum": [ - "asia", - "base", - "biofuels", - "coal", - "cross_rates", - "crude_oil", - "custom_index", - "dairy", - "dj_ubs_ci", - "electricity", - "emissions", - "europe", - "fertilizer", - "forestry", - "grains_and_oilseeds", - "intl_index", - "liq_nat_gas_lng", - "livestock", - "long_term_gov", - "long_term_non_gov", - "majors", - "minors", - "nat_gas", - "nat_gas_liq_petro", - "precious", - "refined_products", - "s_and_p_gsci", - "sel_sector_index", - "short_term_gov", - "short_term_non_gov", - "softs", - "us", - "us_index", - "wet_bulk" - ], "type": "string" } }, { - "description": "The sub-sector to which the product belongs.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "sub_sector", + "name": "first_trade_date.gte", "schema": { - "enum": [ - "asian", - "canadian", - "cat", - "cooling_degree_days", - "ercot", - "european", - "gulf", - "heating_degree_days", - "iso_ne", - "large_cap_index", - "mid_cap_index", - "miso", - "north_american", - "nyiso", - "pjm", - "small_cap_index", - "west", - "western_power" - ], "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "sub_sector.any_of", + "name": "first_trade_date.lt", "schema": { - "enum": [ - "asian", - "canadian", - "cat", - "cooling_degree_days", - "ercot", - "european", - "gulf", - "heating_degree_days", - "iso_ne", - "large_cap_index", - "mid_cap_index", - "miso", - "north_american", - "nyiso", - "pjm", - "small_cap_index", - "west", - "western_power" - ], "type": "string" } }, { - "description": "The asset class to which the product belongs.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "asset_class", + "name": "first_trade_date.lte", "schema": { - "enum": [ - "alt_investment", - "commodity", - "financials" - ], "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "The last day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "asset_class.any_of", + "name": "last_trade_date", "schema": { - "enum": [ - "alt_investment", - "commodity", - "financials" - ], "type": "string" } }, { - "description": "The asset sub-class to which the product belongs.", + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "asset_sub_class", + "name": "last_trade_date.gt", "schema": { - "enum": [ - "agricultural", - "commodity_index", - "energy", - "equity", - "foreign_exchange", - "freight", - "housing", - "interest_rate", - "metals", - "weather" - ], "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "asset_sub_class.any_of", + "name": "last_trade_date.gte", "schema": { - "enum": [ - "agricultural", - "commodity_index", - "energy", - "equity", - "foreign_exchange", - "freight", - "housing", - "interest_rate", - "metals", - "weather" - ], "type": "string" } }, { - "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "type", + "name": "last_trade_date.lt", "schema": { - "enum": [ - "single", - "combo" - ], "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "type.any_of", + "name": "last_trade_date.lte", "schema": { - "enum": [ - "single", - "combo" - ], "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1001, + "minimum": 1, + "type": "integer" + } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "product_code.asc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/contracts?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", + "results": [ + { + "active": true, + "date": "2025-02-26", + "days_to_maturity": 138, + "first_trade_date": "2025-01-15", + "group_code": "CN", + "last_trade_date": "2025-07-14", + "max_order_quantity": 1999, + "min_order_quantity": 1, + "name": "00CN5 Future", + "product_code": "00C", + "settlement_date": "2025-07-14", + "settlement_tick_size": 0.0025, + "spread_tick_size": 0.0025, + "ticker": "00CN5", + "trade_tick_size": 0.0025, + "trading_venue": "XCBT", + "type": "single" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "active": { + "description": "Whether or not a given contract was tradeable at the given point in time. Active is true when (first_trade_date <= date >= last_trade_date) and false otherwise.", + "type": "boolean" + }, + "date": { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about contracts for the specified day.", + "format": "date", + "type": "string" + }, + "days_to_maturity": { + "description": "The number of calendar days between the 'date' and the contract's final settlement date.", + "format": "int64", + "type": "integer" + }, + "first_trade_date": { + "description": "The first day on which the contract was tradeable.", + "format": "date", + "type": "string" + }, + "group_code": { + "description": "An identifier used to identify logical groups of products. The group_code is only populated for contracts listed for trading on CME Globex.", + "type": "string" + }, + "last_trade_date": { + "description": "The last day on which the contract was tradeable.", + "format": "date", + "type": "string" + }, + "max_order_quantity": { + "description": "The maximum order quantity.", + "format": "int64", + "type": "integer" + }, + "min_order_quantity": { + "description": "The minimum order quantity.", + "format": "int64", + "type": "integer" + }, + "name": { + "description": "The name of this contract.", + "type": "string" + }, + "product_code": { + "description": "The identifier for the contract's product.", + "type": "string" + }, + "settlement_date": { + "description": "The date on which this contract settles.", + "format": "date", + "type": "string" + }, + "settlement_tick_size": { + "description": "The tick size for settlement.", + "format": "double", + "type": "number" + }, + "spread_tick_size": { + "description": "The tick size for spreads.", + "format": "double", + "type": "number" + }, + "ticker": { + "description": "The ticker for the contract.", + "type": "string" + }, + "trade_tick_size": { + "description": "The tick size for trades.", + "format": "double", + "type": "number" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this contract trades.", + "type": "string" + }, + "type": { + "description": "The type of contract, one of 'single' or 'combo'. Leaving this filter blank will query for contracts where type is 'single', 'combo' or empty. This field only exists on contracts as of 2025-03-12 and later. It will be null when date < 2025-03-12.", + "type": "string" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "futures contracts API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/exchanges": { + "get": { + "description": "US futures exchanges and trading venues including major derivatives exchanges (CME, CBOT, NYMEX, COMEX) and other futures market infrastructure for commodity, financial, and other derivative contract trading.", + "operationId": "get_futures_vX_exchanges", + "parameters": [ + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", "in": "query", "name": "limit", "schema": { "default": 100, - "maximum": 50001, + "maximum": 1000, "minimum": 1, "type": "integer" } - }, - { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", - "in": "query", - "name": "sort", - "schema": { - "default": "date.asc", - "type": "string" - } } ], "responses": { @@ -14871,27 +17408,18 @@ "content": { "application/json": { "example": { - "next_url": "https://api.massive.com/futures/vX/products?cursor=YXA9MTAwJmFzPSZhc19vZj0yMDI1LTA3LTA3JmxpbWl0PTEwMCZzb3J0PW5hbWUuYXNj", - "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", + "count": 1, + "request_id": 1, "results": [ { - "asset_class": "commodity", - "asset_sub_class": "energy", - "date": "2025-07-07", - "last_updated": "2025-02-22", - "name": "1% Fuel Oil Barges FOB Rdam (Platts) vs. 1% Fuel Oil Cargoes FOB NWE (Platts) BALMO Futures", - "price_quotation": "U.S. dollars and cents per metric ton", - "product_code": "EBE", - "sector": "refined_products", - "settlement_currency_code": "USD", - "settlement_method": "financially_settled", - "settlement_type": "cash", - "sub_sector": "european", - "trade_currency_code": "USD", - "trading_venue": "XNYM", - "type": "single", - "unit_of_measure": "MTONS", - "unit_of_measure_qty": 1000 + "acronym": "CME", + "id": "4", + "locale": "US", + "mic": "XCME", + "name": "Chicago Mercantile Exchange", + "operating_mic": "XCME", + "type": "exchange", + "url": "https://cmegroup.com" } ], "status": "OK" @@ -14910,81 +17438,39 @@ "description": "The results for this request.", "items": { "properties": { - "asset_class": { - "description": "The asset class to which the product belongs.", + "acronym": { + "description": "Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX').", "type": "string" }, - "asset_sub_class": { - "description": "The asset sub-class to which the product belongs.", + "id": { + "description": "Numeric identifier for the futures exchange or trading venue.", "type": "string" }, - "date": { - "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day.", - "format": "date", + "locale": { + "description": "Geographic location code where the exchange operates.", "type": "string" }, - "last_updated": { - "description": "The date and time at which this product was last updated.", - "format": "date-time", + "mic": { + "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market.", "type": "string" }, "name": { - "description": "The full name of the product.", - "type": "string" - }, - "price_quotation": { - "description": "The quoted price for this product.", - "type": "string" - }, - "product_code": { - "description": "The identifier for the product.", - "type": "string" - }, - "sector": { - "description": "The sector to which the product belongs.", - "type": "string" - }, - "settlement_currency_code": { - "description": "The currency in which this product settles.", - "type": "string" - }, - "settlement_method": { - "description": "The method of settlement for this product (Financially Settled or Deliverable).", - "type": "string" - }, - "settlement_type": { - "description": "The type of settlement for this product.", - "type": "string" - }, - "sub_sector": { - "description": "The sub-sector to which the product belongs.", - "type": "string" - }, - "trade_currency_code": { - "description": "The currency in which this product's contracts trade.", + "description": "Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange').", "type": "string" }, - "trading_venue": { - "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "operating_mic": { + "description": "Operating Market Identifier Code for the futures exchange.", "type": "string" }, "type": { - "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "description": "Type of venue - 'exchange' for futures exchanges and derivatives trading platforms.", "type": "string" }, - "unit_of_measure": { - "description": "The unit of measure for this product.", + "url": { + "description": "Official website URL of the futures exchange organization.", "type": "string" - }, - "unit_of_measure_qty": { - "description": "The quantity of the unit of measure for this product.", - "format": "double", - "type": "number" } }, - "required": [ - "date" - ], "type": "object" }, "type": "array" @@ -15041,91 +17527,73 @@ "description": "An error message." } }, - "summary": "Futures Products API", "tags": [ "default" ] } }, - "/futures/vX/quotes-new/{ticker}": { + "/futures/vX/market-status": { "get": { - "operationId": "get_futures_vX_quotes-new", + "description": "Retrieve the current market status for a specific product or products. This endpoint returns real-time indicators, such as open, pause, close, for futures products, along with the corresponding exchange and product codes and an evaluation timestamp. This information enables users to monitor operational conditions and adjust their trading strategies accordingly.\n\nUse Cases: Real-time monitoring, algorithm scheduling, UI updates, operational planning.", + "operationId": "get_futures_vX_market-status", "parameters": [ { - "description": "The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", - "in": "query", - "name": "timestamp", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", - "in": "query", - "name": "timestamp.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "description": "The product code of the futures contracts for which you want statuses.", "in": "query", - "name": "timestamp.gte", + "name": "product_code", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "timestamp.lt", + "name": "product_code.any_of", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", + "description": "Filter greater than the value.", "in": "query", - "name": "timestamp.lte", + "name": "product_code.gt", "schema": { "type": "string" } }, { - "description": "The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "session_end_date", + "name": "product_code.gte", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'.", + "description": "Filter less than the value.", "in": "query", - "name": "limit", + "name": "product_code.lt", "schema": { - "default": 100, - "maximum": 50000, - "minimum": 1, - "type": "integer" + "type": "string" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "sort", + "name": "product_code.lte", "schema": { - "default": "timestamp.desc", "type": "string" } }, { - "description": "The exchange symbol that this item is traded under.", - "in": "path", - "name": "ticker", - "required": true, + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'.", + "in": "query", + "name": "limit", "schema": { - "type": "string" + "default": 10, + "maximum": 100, + "minimum": 1, + "type": "integer" } } ], @@ -15133,6 +17601,20 @@ "200": { "content": { "application/json": { + "example": { + "request_id": "445ebfcfe5bb4b688b7971e1600c952d", + "results": [ + { + "market_event": "open", + "name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "product_code": "ERL", + "session_end_date": "2025-12-05", + "timestamp": "2025-12-04T23:00:00+00:00", + "trading_venue": "XNYM" + } + ], + "status": "OK" + }, "schema": { "properties": { "next_url": { @@ -15147,72 +17629,32 @@ "description": "The results for this request.", "items": { "properties": { - "ask_price": { - "description": "The ask price.", - "format": "double", - "type": "number" - }, - "ask_size": { - "description": "The ask size.", - "format": "int32", - "type": "integer" - }, - "ask_timestamp": { - "description": "The nanosecond accuracy Unix Timestamp when the ask price was submitted to the exchange.", - "format": "int64", - "type": "integer" - }, - "bid_price": { - "description": "The bid price.", - "format": "double", - "type": "number" - }, - "bid_size": { - "description": "The bid size.", - "format": "int32", - "type": "integer" - }, - "bid_timestamp": { - "description": "The nanosecond accuracy Unix Timestamp when the bid price was submitted to the exchange.", - "format": "int64", - "type": "integer" - }, - "exchange": { - "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", - "format": "int32", - "type": "integer" + "market_event": { + "description": "The current status of the market for the product.", + "type": "string" }, - "report_sequence": { - "description": "The report sequence number.", - "format": "int64", - "type": "integer" + "name": { + "description": "The name of the futures product.", + "type": "string" }, - "sequence_number": { - "description": "The sequence number represents the order in which quote events occurred for this ticker.", - "format": "int64", - "type": "integer" + "product_code": { + "description": "The product code of the futures contracts for which you want statuses.", + "type": "string" }, "session_end_date": { - "description": "The trade date representing the session end date for this quote. Used for partitioning and filtering quotes by trading session.", + "description": "The trading date for the current session.", + "format": "date", "type": "string" }, - "ticker": { - "description": "The exchange symbol that this item is traded under.", + "timestamp": { + "description": "The timestamp for the given market event.", "type": "string" }, - "timestamp": { - "description": "The nanosecond accuracy Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.", - "format": "int64", - "type": "integer" + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which the corresponding product trades.", + "type": "string" } }, - "required": [ - "ticker", - "timestamp", - "sequence_number", - "report_sequence", - "session_end_date" - ], "type": "object" }, "type": "array" @@ -15269,460 +17711,716 @@ "description": "An error message." } }, + "summary": "Market Status API", "tags": [ "default" ] } }, - "/futures/vX/quotes/{ticker}": { + "/futures/vX/products": { "get": { - "description": "Get quotes for a contract in a given time range.", - "operationId": "GetFuturesQuotes", + "description": "The Products API is a unified source for discovering all supported futures products and retrieving full product specifications. It returns the complete product universe with product codes, names, exchange identifiers, sector and asset class classifications, product type, settlement method, and pricing and quotation details. You can filter by name, exchange, sector, asset class, product type, or date to capture the product set or product definition that existed at a specific point in time. It also retrieves the full specification for a single product, supporting accurate system configuration, analytics, trading workflows, and historical reconciliation.\n\nUse Cases: Product specification, historical product checks, risk management, trading system integration.", + "operationId": "get_futures_vX_products", "parameters": [ { - "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", - "example": "GCJ5", - "in": "path", - "name": "ticker", - "required": true, + "description": "The full name of the product.", + "in": "query", + "name": "name", "schema": { "type": "string" - }, - "x-polygon-go-id": "Ticker" + } }, { - "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "timestamp", + "name": "name.any_of", "schema": { "type": "string" - }, - "x-polygon-filter-field": { - "range": true } }, { - "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "description": "Filter greater than the value.", "in": "query", - "name": "session_end_date", + "name": "name.gt", "schema": { "type": "string" - }, - "x-polygon-filter-field": { - "range": true } }, { - "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "limit", + "name": "name.gte", "schema": { - "default": 1000, - "maximum": 50000, - "minimum": 1, - "type": "integer" + "type": "string" } }, { - "description": "Range by timestamp.", + "description": "Filter less than the value.", "in": "query", - "name": "timestamp.gte", + "name": "name.lt", "schema": { "type": "string" } }, { - "description": "Range by timestamp.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "timestamp.gt", + "name": "name.lte", "schema": { "type": "string" } }, { - "description": "Range by timestamp.", + "description": "The identifier for the product.", "in": "query", - "name": "timestamp.lte", + "name": "product_code", "schema": { "type": "string" } }, { - "description": "Range by timestamp.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "timestamp.lt", + "name": "product_code.any_of", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "Filter greater than the value.", "in": "query", - "name": "session_end_date.gte", + "name": "product_code.gt", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "session_end_date.gt", + "name": "product_code.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "product_code.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "product_code.lte", + "schema": { + "type": "string" + } + }, + { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "in": "query", + "name": "trading_venue", + "schema": { + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "trading_venue.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "trading_venue.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "trading_venue.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "trading_venue.lt", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "session_end_date.lte", + "name": "trading_venue.lte", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "The sector to which the product belongs.", "in": "query", - "name": "session_end_date.lt", + "name": "sector", "schema": { + "enum": [ + "asia", + "base", + "biofuels", + "coal", + "cross_rates", + "crude_oil", + "custom_index", + "dairy", + "dj_ubs_ci", + "electricity", + "emissions", + "europe", + "fertilizer", + "forestry", + "grains_and_oilseeds", + "intl_index", + "liq_nat_gas_lng", + "livestock", + "long_term_gov", + "long_term_non_gov", + "majors", + "minors", + "nat_gas", + "nat_gas_liq_petro", + "precious", + "refined_products", + "s_and_p_gsci", + "sel_sector_index", + "short_term_gov", + "short_term_non_gov", + "softs", + "us", + "us_index", + "wet_bulk" + ], "type": "string" } }, { - "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "sort", + "name": "sector.any_of", "schema": { - "default": "timestamp.desc", "enum": [ - "timestamp.asc", - "timestamp.desc" + "asia", + "base", + "biofuels", + "coal", + "cross_rates", + "crude_oil", + "custom_index", + "dairy", + "dj_ubs_ci", + "electricity", + "emissions", + "europe", + "fertilizer", + "forestry", + "grains_and_oilseeds", + "intl_index", + "liq_nat_gas_lng", + "livestock", + "long_term_gov", + "long_term_non_gov", + "majors", + "minors", + "nat_gas", + "nat_gas_liq_petro", + "precious", + "refined_products", + "s_and_p_gsci", + "sel_sector_index", + "short_term_gov", + "short_term_non_gov", + "softs", + "us", + "us_index", + "wet_bulk" ], - "example": "timestamp.desc", "type": "string" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "next_url": "https://api.massive.com/futures/vX/quotes/GCJ5?cursor=YXA9MTczNDQ2MDIzMDcwODEyNjI4MSZhcz0mbGltaXQ9MTAwMCZzZXNzaW9uX2VuZF9kYXRlPTIwMjQtMTItMTcmc29ydD10aW1lc3RhbXAuZGVzYw", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "results": [ - { - "ask_timestamp": "1734472800076125400,", - "bid_price": "2660,", - "bid_size": "1,", - "bid_timestamp": "1734472800076125400,", - "report_sequence": "2250337,", - "sequence_number": 15357766, - "session_end_date": "2024-12-17,", - "ticker": "GCJ5,", - "timestamp": "1734472800076125400," - }, - { - "ask_price": "2685.9,", - "ask_size": "1,", - "ask_timestamp": "1734472755134391800,", - "bid_price": "2684.7,", - "bid_size": "1,", - "bid_timestamp": "1734472736352455200,", - "report_sequence": "2249723,", - "sequence_number": 15354716, - "session_end_date": "2024-12-17,", - "ticker": "GCJ5,", - "timestamp": "1734472755134391800," - } - ], - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", - "type": "string" - }, - "results": { - "items": { - "properties": { - "ask_price": { - "description": "The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", - "format": "double", - "type": "number" - }, - "ask_size": { - "description": "The quote size represents the number of futures contracts available at the given ask price.", - "format": "double", - "type": "number" - }, - "ask_timestamp": { - "description": "The time when the ask price was submitted to the exchange.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "bid_price": { - "description": "The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", - "format": "double", - "type": "number" - }, - "bid_size": { - "description": "The quote size represents the number of futures contracts available at the given bid price.", - "format": "double", - "type": "number" - }, - "bid_timestamp": { - "description": "The time when the bid price was submitted to the exchange.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - }, - "report_sequence": { - "description": "The reporting sequence number.", - "type": "integer" - }, - "sequence_number": { - "description": "The unique sequence number assigned to this quote by the exchange.", - "type": "integer" - }, - "session_end_date": { - "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", - "type": "string" - }, - "ticker": { - "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", - "type": "string" - }, - "timestamp": { - "description": "The time when the quote was generated at the exchange to nanosecond precision.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "required": [ - "ticker", - "timestamp", - "session_end_date", - "report_sequence", - "sequence_number" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Futures" - } - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "required": [ - "status" - ], - "type": "object" - } - } - }, - "description": "A list of quotes." - } - }, - "summary": "Quotes", - "tags": [ - "default" - ], - "x-polygon-entitlement-data-type": { - "description": "Futures quotes data", - "name": "nbbo" - }, - "x-polygon-entitlement-market-type": { - "description": "Futures data", - "name": "futures" - }, - "x-polygon-replaces": { - "date": 1654056060000, - "replaces": { - "name": "Quotes", - "path": "get_v1_us_futures_quotes__ticker___date" - } - } - } - }, - "/futures/vX/schedules": { - "get": { - "description": "The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can request the full set of schedules for all products on a specific trading date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.\n\nUse Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.", - "operationId": "get_futures_vX_schedules", - "parameters": [ + }, { - "description": "The product code of the futures contract.", + "description": "The sub-sector to which the product belongs.", "in": "query", - "name": "product_code", + "name": "sub_sector", "schema": { + "enum": [ + "asian", + "canadian", + "cat", + "cooling_degree_days", + "ercot", + "european", + "gulf", + "heating_degree_days", + "iso_ne", + "large_cap_index", + "mid_cap_index", + "miso", + "north_american", + "nyiso", + "pjm", + "small_cap_index", + "west", + "western_power" + ], "type": "string" } }, { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "product_code.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "product_code.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "product_code.gte", + "name": "sub_sector.any_of", "schema": { + "enum": [ + "asian", + "canadian", + "cat", + "cooling_degree_days", + "ercot", + "european", + "gulf", + "heating_degree_days", + "iso_ne", + "large_cap_index", + "mid_cap_index", + "miso", + "north_american", + "nyiso", + "pjm", + "small_cap_index", + "west", + "western_power" + ], "type": "string" } }, { - "description": "Filter less than the value.", + "description": "The asset class to which the product belongs.", "in": "query", - "name": "product_code.lt", + "name": "asset_class", "schema": { + "enum": [ + "alt_investment", + "commodity", + "financials" + ], "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "product_code.lte", + "name": "asset_class.any_of", "schema": { + "enum": [ + "alt_investment", + "commodity", + "financials" + ], "type": "string" } }, { - "description": "The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used.", + "description": "The asset sub-class to which the product belongs.", "in": "query", - "name": "session_end_date", + "name": "asset_sub_class", "schema": { + "enum": [ + "agricultural", + "commodity_index", + "energy", + "equity", + "foreign_exchange", + "freight", + "housing", + "interest_rate", + "metals", + "weather" + ], "type": "string" } }, { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "session_end_date.any_of", + "name": "asset_sub_class.any_of", "schema": { + "enum": [ + "agricultural", + "commodity_index", + "energy", + "equity", + "foreign_exchange", + "freight", + "housing", + "interest_rate", + "metals", + "weather" + ], "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", "in": "query", - "name": "session_end_date.gt", + "name": "type", "schema": { + "enum": [ + "single", + "combo" + ], "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "session_end_date.gte", + "name": "type.any_of", "schema": { + "enum": [ + "single", + "combo" + ], "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", "in": "query", - "name": "session_end_date.lt", + "name": "limit", "schema": { - "type": "string" + "default": 100, + "maximum": 50001, + "minimum": 1, + "type": "integer" } }, { - "description": "Filter less than or equal to the value.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.", "in": "query", - "name": "session_end_date.lte", + "name": "sort", "schema": { + "default": "date.asc", "type": "string" } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/products?cursor=YXA9MTAwJmFzPSZhc19vZj0yMDI1LTA3LTA3JmxpbWl0PTEwMCZzb3J0PW5hbWUuYXNj", + "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", + "results": [ + { + "asset_class": "commodity", + "asset_sub_class": "energy", + "date": "2025-07-07", + "last_updated": "2025-02-22", + "name": "1% Fuel Oil Barges FOB Rdam (Platts) vs. 1% Fuel Oil Cargoes FOB NWE (Platts) BALMO Futures", + "price_quotation": "U.S. dollars and cents per metric ton", + "product_code": "EBE", + "sector": "refined_products", + "settlement_currency_code": "USD", + "settlement_method": "financially_settled", + "settlement_type": "cash", + "sub_sector": "european", + "trade_currency_code": "USD", + "trading_venue": "XNYM", + "type": "single", + "unit_of_measure": "MTONS", + "unit_of_measure_qty": 1000 + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "asset_class": { + "description": "The asset class to which the product belongs.", + "type": "string" + }, + "asset_sub_class": { + "description": "The asset sub-class to which the product belongs.", + "type": "string" + }, + "date": { + "description": "A date string in the format YYYY-MM-DD. This parameter will return point-in-time information about products for the specified day.", + "format": "date", + "type": "string" + }, + "last_updated": { + "description": "The date and time at which this product was last updated.", + "format": "date-time", + "type": "string" + }, + "name": { + "description": "The full name of the product.", + "type": "string" + }, + "price_quotation": { + "description": "The quoted price for this product.", + "type": "string" + }, + "product_code": { + "description": "The identifier for the product.", + "type": "string" + }, + "sector": { + "description": "The sector to which the product belongs.", + "type": "string" + }, + "settlement_currency_code": { + "description": "The currency in which this product settles.", + "type": "string" + }, + "settlement_method": { + "description": "The method of settlement for this product (Financially Settled or Deliverable).", + "type": "string" + }, + "settlement_type": { + "description": "The type of settlement for this product.", + "type": "string" + }, + "sub_sector": { + "description": "The sub-sector to which the product belongs.", + "type": "string" + }, + "trade_currency_code": { + "description": "The currency in which this product's contracts trade.", + "type": "string" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "type": "string" + }, + "type": { + "description": "The type of product, one of 'single' or 'combo'. Leaving this filter blank will query for both 'single' and 'combo' types.", + "type": "string" + }, + "unit_of_measure": { + "description": "The unit of measure for this product.", + "type": "string" + }, + "unit_of_measure_qty": { + "description": "The quantity of the unit of measure for this product.", + "format": "double", + "type": "number" + } + }, + "required": [ + "date" + ], + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "summary": "Futures Products API", + "tags": [ + "default" + ] + } + }, + "/futures/vX/quotes/{ticker}": { + "get": { + "description": "Retrieve quote data for a specified futures contract ticker. Each record includes the best bid and offer prices, sizes, and timestamps, reflecting the prevailing quote environment at each moment. This endpoint supports detailed analysis of price dynamics and liquidity conditions to inform trading decisions and market research.\n\nUse Cases: Liquidity analysis, price discovery, trading strategy refinement, market research.", + "operationId": "get_futures_vX_quotes", + "parameters": [ { - "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", + "description": "The time when the quote was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "trading_venue", + "name": "timestamp", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter greater than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "trading_venue.any_of", + "name": "timestamp.gt", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter greater than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "trading_venue.gt", + "name": "timestamp.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter less than the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "trading_venue.gte", + "name": "timestamp.lt", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Filter less than or equal to the value. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", "in": "query", - "name": "trading_venue.lt", + "name": "timestamp.lte", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", "in": "query", - "name": "trading_venue.lte", + "name": "session_end_date", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '49999'.", "in": "query", "name": "limit", "schema": { - "default": 10, - "maximum": 1001, + "default": 100, + "maximum": 50000, "minimum": 1, "type": "integer" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.", "in": "query", "name": "sort", "schema": { - "default": "product_code.asc", + "default": "timestamp.desc", + "type": "string" + } + }, + { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "in": "path", + "name": "ticker", + "required": true, + "schema": { "type": "string" } } @@ -15732,32 +18430,32 @@ "content": { "application/json": { "example": { - "next_url": "https://api.staging.massive.com/futures/vX/schedules?cursor=AQANA0VSTAIAAAEFAAEBAwACAQ0DRVJMAQ0ZMjAyNC0wNi0xMFQyMTowMDowMCswMDowMA==", - "request_id": "a83620d1ec6a4cd5b84ea669e377fd47", + "next_url": "https://api.massive.com/futures/vX/quotes/GCJ5?cursor=YXA9MTczNDQ2MDIzMDcwODEyNjI4MSZhcz0mbGltaXQ9MTAwMCZzZXNzaW9uX2VuZF9kYXRlPTIwMjQtMTItMTcmc29ydD10aW1lc3RhbXAuZGVzYw", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { - "event": "pre_open", - "product_code": "ERL", - "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", - "session_end_date": "2024-06-10", - "timestamp": "2024-06-09T21:00:00+00:00", - "trading_venue": "XNYM" - }, - { - "event": "open", - "product_code": "ERL", - "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", - "session_end_date": "2024-06-10", - "timestamp": "2024-06-09T22:00:00+00:00", - "trading_venue": "XNYM" + "ask_timestamp": "1734472800076125400,", + "bid_price": "2660,", + "bid_size": "1,", + "bid_timestamp": "1734472800076125400,", + "report_sequence": "2250337,", + "sequence_number": 15357766, + "session_end_date": "2024-12-17,", + "ticker": "GCJ5,", + "timestamp": "1734472800076125400," }, { - "event": "close", - "product_code": "ERL", - "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", - "session_end_date": "2024-06-10", - "timestamp": "2024-06-10T21:00:00+00:00", - "trading_venue": "XNYM" + "ask_price": "2685.9,", + "ask_size": "1,", + "ask_timestamp": "1734472755134391800,", + "bid_price": "2684.7,", + "bid_size": "1,", + "bid_timestamp": "1734472736352455200,", + "report_sequence": "2249723,", + "sequence_number": 15354716, + "session_end_date": "2024-12-17,", + "ticker": "GCJ5,", + "timestamp": "1734472755134391800," } ], "status": "OK" @@ -15776,29 +18474,63 @@ "description": "The results for this request.", "items": { "properties": { - "event": { - "description": "The type of session on the given trading date.", - "type": "string" + "ask_price": { + "description": "The ask price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", + "format": "double", + "type": "number" }, - "product_code": { - "description": "The product code of the futures contract.", - "type": "string" + "ask_size": { + "description": "The quote size represents the number of futures contracts available at the given ask price.", + "format": "int32", + "type": "integer" }, - "product_name": { - "description": "The name of the futures product to which this schedule applies.", - "type": "string" + "ask_timestamp": { + "description": "The time when the ask price was submitted to the exchange.", + "format": "int64", + "type": "integer" + }, + "bid_price": { + "description": "The bid price is expressed per unit of the underlying asset, and you apply the contract multiplier to get the full contract value.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The quote size represents the number of futures contracts available at the given bid price.", + "format": "int32", + "type": "integer" + }, + "bid_timestamp": { + "description": "The time when the bid price was submitted to the exchange.", + "format": "int64", + "type": "integer" + }, + "channel": { + "description": "The CME multicast channel this event was sourced from.", + "format": "int32", + "type": "integer" + }, + "report_sequence": { + "description": "The reporting sequence number.", + "format": "int64", + "type": "integer" + }, + "sequence_number": { + "description": "The unique sequence number assigned to this quote by the exchange.", + "format": "int64", + "type": "integer" }, "session_end_date": { - "description": "The session end date for the schedules (also known as the trading date). This is the day in CT for which the user wants to retrieve data. If left blank, this value defaults to 'today' in Central Time. e.g. If a request is made from Pacific Time on '2025-01-01' at 11:00 pm with no 'session_end_date' a default value of `2025-01-02` will be used.", + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", "type": "string" }, - "timestamp": { - "description": "The timestamp for the given market event.", + "ticker": { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", "type": "string" }, - "trading_venue": { - "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", - "type": "string" + "timestamp": { + "description": "The time when the quote was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" } }, "type": "object" @@ -15857,19 +18589,18 @@ "description": "An error message." } }, - "summary": "Futures Schedules API", "tags": [ "default" ] } }, - "/futures/vX/snapshot": { + "/futures/vX/schedules": { "get": { - "description": "Retrieve a snapshot of the most recent futures contract data.", - "operationId": "get_futures_vX_snapshot", + "description": "The Schedules API provides a unified way to retrieve trading schedules for futures markets, returning precise session open and close times, intraday breaks, and any adjustments for holidays or special events. You can filter schedules by session_end_date or retrieve the schedule for a single product using its product code. All times are returned in Coordinated Universal Time (UTC), making it straightforward to align trading, execution, and operational workflows across systems.\n\nUse Cases: Schedule planning, market analysis, strategy alignment, risk and operations management.", + "operationId": "get_futures_vX_schedules", "parameters": [ { - "description": "The code for the contracts' underlying product.", + "description": "The product code of the futures contract.", "in": "query", "name": "product_code", "schema": { @@ -15917,9 +18648,49 @@ } }, { - "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).", + "description": "The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "ticker", + "name": "session_end_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "session_end_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "session_end_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "session_end_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "session_end_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", + "in": "query", + "name": "trading_venue", "schema": { "type": "string" } @@ -15927,7 +18698,7 @@ { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "ticker.any_of", + "name": "trading_venue.any_of", "schema": { "type": "string" } @@ -15935,7 +18706,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "ticker.gt", + "name": "trading_venue.gt", "schema": { "type": "string" } @@ -15943,7 +18714,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "ticker.gte", + "name": "trading_venue.gte", "schema": { "type": "string" } @@ -15951,7 +18722,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "ticker.lt", + "name": "trading_venue.lt", "schema": { "type": "string" } @@ -15959,28 +18730,28 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "ticker.lte", + "name": "trading_venue.lte", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.", + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '1000'.", "in": "query", "name": "limit", "schema": { - "default": 100, - "maximum": 50001, + "default": 10, + "maximum": 1001, "minimum": 1, "type": "integer" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'product_code' if not specified. The sort order defaults to 'asc' if not specified.", "in": "query", "name": "sort", "schema": { - "default": "ticker.asc", + "default": "product_code.asc", "type": "string" } } @@ -15990,237 +18761,74 @@ "content": { "application/json": { "example": { - "count": 1, - "next_url": "https://api.massive.com/v1/futures/vX/snapshot?cursor=AQANAkNCBVNQ", - "request_id": "c4d50f4801874e30b63e674b844cf51f", + "next_url": "https://api.staging.massive.com/futures/vX/schedules?cursor=AQANA0VSTAIAAAEFAAEBAwACAQ0DRVJMAQ0ZMjAyNC0wNi0xMFQyMTowMDowMCswMDowMA==", + "request_id": "a83620d1ec6a4cd5b84ea669e377fd47", "results": [ { - "details": { - "open_interest": 112, - "settlement_date": 1753851600000000000 - }, - "last_minute": { - "close": 240.00000000000003, - "high": 240.00000000000003, - "last_updated": 1746045300000, - "low": 240.00000000000003, - "open": 240.00000000000003, - "volume": 5 - }, - "last_quote": { - "ask": 240.50000000000003, - "ask_size": 3, - "ask_timestamp": 1746036204386194000, - "bid": 239.50000000000003, - "bid_size": 2, - "bid_timestamp": 1746035747932118000, - "last_updated": 1746046798024234200 - }, - "last_trade": { - "last_updated": 1746045242858242600, - "price": 240.00000000000003, - "size": 5 - }, - "product_code": "CB", - "session": { - "change": 21.11, - "change_percent": 0.09622134, - "close": 240.00000000000003, - "high": 241.00000000000003, - "low": 240.00000000000003, - "open": 240.00000000000003, - "previous_settlement": 219.39, - "settlement_price": 240.50000000000003, - "volume": 55 - }, - "ticker": "CBN5" - } - ], - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page.", - "type": "string" + "event": "pre_open", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-09T21:00:00+00:00", + "trading_venue": "XNYM" }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" + { + "event": "open", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-09T22:00:00+00:00", + "trading_venue": "XNYM" }, - "results": { - "description": "The results for this request.", - "items": { - "properties": { - "details": { - "properties": { - "product_code": { - "type": "string" - }, - "settlement_date": { - "description": "The day that this contract is settled.", - "format": "date", - "type": "string" - }, - "ticker": { - "type": "string" - } - }, - "type": "object" - }, - "last_minute": { - "properties": { - "close": { - "description": "The price at the end of the minute bar.", - "format": "double", - "type": "number" - }, - "high": { - "description": "The highest price reached in the minute bar.", - "format": "double", - "type": "number" - }, - "last_updated": { - "description": "The timestamp indicating the most recent update to the minute bar.", - "format": "int64", - "type": "integer" - }, - "low": { - "description": "The lowest price reached in the minute bar.", - "format": "double", - "type": "number" - }, - "open": { - "description": "The opening price at the start of the minute bar.", - "format": "double", - "type": "number" - }, - "timeframe": { - "type": "string" - }, - "volume": { - "description": "The number of contracts traded in the minute bar.", - "format": "double", - "type": "number" - } - }, - "type": "object" - }, - "last_quote": { - "properties": { - "ask": { - "description": "The lowest price a seller is willing to accept.", - "format": "double", - "type": "number" - }, - "ask_size": { - "description": "The number of contracts available at the ask price.", - "format": "int32", - "type": "integer" - }, - "ask_timestamp": { - "description": "The time when the best ask price was last updated.", - "format": "int64", - "type": "integer" - }, - "bid": { - "description": "The highest price a buyer is willing to pay.", - "format": "double", - "type": "number" - }, - "bid_size": { - "description": "The number of contracts available at the bid price.", - "format": "int32", - "type": "integer" - }, - "bid_timestamp": { - "description": "The time when the best bid price was last updated.", - "format": "int64", - "type": "integer" - }, - "last_updated": { - "description": "The time when the quote was generated at the exchange to nanosecond precision.", - "format": "int64", - "type": "integer" - }, - "timeframe": { - "type": "string" - } - }, - "type": "object" - }, - "last_trade": { - "properties": { - "last_updated": { - "description": "The time when the trade was generated at the exchange to nanosecond precision.", - "format": "int64", - "type": "integer" - }, - "price": { - "description": "The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "size": { - "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", - "format": "int64", - "type": "integer" - }, - "timeframe": { - "type": "string" - } - }, - "type": "object" - }, - "session": { - "properties": { - "change": { - "description": "The change in price during this session.", - "format": "double", - "type": "number" - }, - "change_percent": { - "description": "The percentage change in price during this session.", - "format": "double", - "type": "number" - }, - "close": { - "description": "The price at the end of the session.", - "format": "double", - "type": "number" - }, - "high": { - "description": "The highest price reached in the session.", - "format": "double", - "type": "number" - }, - "low": { - "description": "The lowest price reached in the session.", - "format": "double", - "type": "number" - }, - "open": { - "description": "The opening price at the start of the session.", - "format": "double", - "type": "number" - }, - "previous_settlement": { - "description": "The settlement price of the previous session.", - "format": "double", - "type": "number" - }, - "settlement_price": { - "description": "The final settlement price at the end of the session.", - "format": "double", - "type": "number" - }, - "volume": { - "description": "The number of contracts traded in the session.", - "format": "double", - "type": "number" - } - }, - "type": "object" + { + "event": "close", + "product_code": "ERL", + "product_name": "ERCOT North 345 kV Hub Day-Ahead 5 MW Off-Peak Futures", + "session_end_date": "2024-06-10", + "timestamp": "2024-06-10T21:00:00+00:00", + "trading_venue": "XNYM" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "event": { + "description": "The type of session on the given trading date.", + "type": "string" + }, + "product_code": { + "description": "The product code of the futures contract.", + "type": "string" + }, + "product_name": { + "description": "The name of the futures product to which this schedule applies.", + "type": "string" + }, + "session_end_date": { + "description": "The session end date for the schedules (also known as the trading date). This field is optional and can be used to filter results by a specific session end date. If left blank, schedules for all dates will be returned. Note that trading sessions end at 5 PM Central Time, so a session ending at 5 PM CT on January 1st would have a session_end_date of 2025-01-01.", + "format": "date", + "type": "string" + }, + "timestamp": { + "description": "The timestamp for the given market event.", + "type": "string" + }, + "trading_venue": { + "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", + "type": "string" } }, "type": "object" @@ -16279,16 +18887,16 @@ "description": "An error message." } }, - "summary": "futures_snapshot_v1 API", + "summary": "Futures Schedules API", "tags": [ "default" ] } }, - "/futures/vX/snapshot-native": { + "/futures/vX/snapshot": { "get": { "description": "Retrieve a snapshot of the most recent futures contract data.", - "operationId": "get_futures_vX_snapshot-native", + "operationId": "get_futures_vX_snapshot", "parameters": [ { "description": "The code for the contracts' underlying product.", @@ -16518,6 +19126,7 @@ "type": "number" }, "timeframe": { + "description": "The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED.", "type": "string" }, "volume": { @@ -16566,6 +19175,7 @@ "type": "integer" }, "timeframe": { + "description": "The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED.", "type": "string" } }, @@ -16589,6 +19199,7 @@ "type": "integer" }, "timeframe": { + "description": "The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED.", "type": "string" } }, @@ -16707,9 +19318,10 @@ ] } }, - "/futures/vX/trades-new/{ticker}": { + "/futures/vX/trades/{ticker}": { "get": { - "operationId": "get_futures_vX_trades-new", + "description": "Retrieve comprehensive, tick-level trade data for a specified futures contract ticker over a defined time range. Each record includes the trade price, size, session start date, and precise timestamps, capturing individual trade events throughout the period. This granular data is essential for constructing aggregated bars and performing detailed analyses of intraday price movements, making it a valuable tool for backtesting, algorithmic strategy development, and market research.\n\nUse Cases: Intraday analysis, algorithmic trading, backtesting, market research.", + "operationId": "get_futures_vX_trades", "parameters": [ { "description": "The time when the trade was generated at the exchange to nanosecond precision. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z').", @@ -16752,7 +19364,7 @@ } }, { - "description": "The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.", + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", "in": "query", "name": "session_end_date", "schema": { @@ -16780,7 +19392,7 @@ } }, { - "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).", + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", "in": "path", "name": "ticker", "required": true, @@ -16793,6 +19405,40 @@ "200": { "content": { "application/json": { + "example": { + "next_url": "https://api.massive.com/futures/vX/trades/ESZ4?cursor=YXA9MTczNDQ3MDk3MDAwODU5OTI2MSZhcz0yNzIzNTI4MyZsaW1pdD0xMDAwJnNlc3Npb25fZW5kX2RhdGU9MjAyNC0xMi0xNyZzb3J0PXRpbWVzdGFtcC5kZXNj", + "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", + "results": [ + { + "price": 6052, + "report_sequence": 12033289, + "sequence_number": 27317882, + "session_end_date": "2024-12-17", + "size": 3, + "ticker": "ESZ4", + "timestamp": 1734472799000509200 + }, + { + "price": 6051.75, + "report_sequence": 12033276, + "sequence_number": 27317863, + "session_end_date": "2024-12-17", + "size": 1, + "ticker": "ESZ4", + "timestamp": 1734472798789679900 + }, + { + "price": 6052, + "report_sequence": 12033255, + "sequence_number": 27317826, + "session_end_date": "2024-12-17", + "size": 2, + "ticker": "ESZ4", + "timestamp": 1734472797000893000 + } + ], + "status": "OK" + }, "schema": { "properties": { "next_url": { @@ -16807,21 +19453,8 @@ "description": "The results for this request.", "items": { "properties": { - "conditions": { - "description": "A list of condition codes.", - "items": { - "format": "int32", - "type": "integer" - }, - "type": "array" - }, - "correction": { - "description": "The trade correction indicator.", - "format": "int64", - "type": "integer" - }, - "exchange": { - "description": "The exchange ID. See Exchanges for Massive's mapping of exchange IDs.", + "channel": { + "description": "The CME multicast channel this event was sourced from.", "format": "int32", "type": "integer" }, @@ -16830,43 +19463,196 @@ "format": "double", "type": "number" }, - "report_sequence": { - "description": "The report sequence number.", - "format": "int64", - "type": "integer" + "report_sequence": { + "description": "The reporting sequence number.", + "format": "int64", + "type": "integer" + }, + "sequence_number": { + "description": "The unique sequence number assigned to this trade.", + "format": "int64", + "type": "integer" + }, + "session_end_date": { + "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "type": "string" + }, + "size": { + "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", + "format": "int64", + "type": "integer" + }, + "ticker": { + "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", + "type": "string" + }, + "timestamp": { + "description": "The time when the trade was generated at the exchange to nanosecond precision.", + "format": "int64", + "type": "integer" + } + }, + "type": "object" + }, + "type": "array" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "OK" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "results" + ], + "type": "object" + } + } + }, + "description": "A list of results." + }, + "400": { + "content": { + "application/json": { + "schema": { + "properties": { + "error": { + "description": "A message describing the source of the error.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "status": { + "description": "The status of this request's response.", + "enum": [ + "ERROR" + ], + "type": "string" + } + }, + "required": [ + "status", + "request_id", + "error" + ], + "type": "object" + } + } + }, + "description": "An error message." + } + }, + "tags": [ + "default" + ] + } + }, + "/options/v1/exchanges": { + "get": { + "description": "US options exchanges and trading venues including traditional options exchanges (CBOE, ISE, etc.), Securities Information Processors (SIP), and other options market infrastructure for derivatives trading.", + "operationId": "get_options_v1_exchanges", + "parameters": [ + { + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 100, + "maximum": 1000, + "minimum": 1, + "type": "integer" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "count": 2, + "request_id": 1, + "results": [ + { + "id": "302", + "locale": "US", + "mic": "XCBO", + "name": "Chicago Board Options Exchange", + "operating_mic": "XCBO", + "participant_id": "C", + "type": "exchange", + "url": "https://www.cboe.com" + }, + { + "acronym": "ISE", + "id": "308", + "locale": "US", + "mic": "XISX", + "name": "International Securities Exchange, LLC", + "operating_mic": "XISX", + "participant_id": "I", + "type": "exchange", + "url": "https://www.nasdaq.com/solutions/nasdaq-ise" + } + ], + "status": "OK" + }, + "schema": { + "properties": { + "next_url": { + "description": "If present, this value can be used to fetch the next page.", + "type": "string" + }, + "request_id": { + "description": "A request id assigned by the server.", + "type": "string" + }, + "results": { + "description": "The results for this request.", + "items": { + "properties": { + "acronym": { + "description": "Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues.", + "type": "string" + }, + "id": { + "description": "Numeric identifier for the options trading venue or exchange.", + "type": "string" + }, + "locale": { + "description": "Geographic location code.", + "type": "string" }, - "sequence_number": { - "description": "The sequence number represents the sequence in which trade events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.", - "format": "int64", - "type": "integer" + "mic": { + "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market.", + "type": "string" }, - "session_end_date": { - "description": "The trade date representing the session end date for this trade. Used for partitioning and filtering trades by trading session.", + "name": { + "description": "Full official name of the options exchange or trading venue.", "type": "string" }, - "size": { - "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", - "format": "int64", - "type": "integer" + "operating_mic": { + "description": "Operating Market Identifier Code - identifies the parent organization or operating entity.", + "type": "string" }, - "ticker": { - "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini contract).", + "participant_id": { + "description": "Single-character participant identifier used in consolidator market data feeds and options trade reporting.", "type": "string" }, - "timestamp": { - "description": "The time when the trade was generated at the exchange to nanosecond precision.", - "format": "int64", - "type": "integer" + "type": { + "description": "Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority).", + "type": "string" + }, + "url": { + "description": "Official website URL of the organization operating the options exchange.", + "type": "string" } }, - "required": [ - "ticker", - "timestamp", - "sequence_number", - "report_sequence", - "price", - "session_end_date" - ], "type": "object" }, "type": "array" @@ -16928,283 +19714,230 @@ ] } }, - "/futures/vX/trades/{ticker}": { + "/stocks/filings/10-K/vX/sections": { "get": { - "description": "Get trades for a contract in a given time range.", - "operationId": "GetFuturesTrades", + "description": "SEC document text sections providing raw text content from specific sections of SEC filings (10-K, 10-Q, etc.).", + "operationId": "get_stocks_filings_10-K_vX_sections", "parameters": [ { - "description": "The futures contract identifier, including the base symbol and contract expiration (e.g., GCJ5 for the April 2025 gold contract).", - "example": "GCJ5", - "in": "path", - "name": "ticker", - "required": true, - "schema": { - "type": "string" - }, - "x-polygon-go-id": "Ticker" - }, - { - "description": "Query by trade timestamp. Either a date with the format YYYY-MM-DD or a nanosecond timestamp.", + "description": "SEC Central Index Key (10 digits, zero-padded).", "in": "query", - "name": "timestamp", + "name": "cik", "schema": { "type": "string" - }, - "x-polygon-filter-field": { - "range": true } }, { - "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "session_end_date", + "name": "cik.any_of", "schema": { "type": "string" - }, - "x-polygon-filter-field": { - "range": true - } - }, - { - "description": "The number of results to return per page (default=1000, maximum=50000, minimum=1).", - "in": "query", - "name": "limit", - "schema": { - "default": 1000, - "maximum": 50000, - "minimum": 1, - "type": "integer" } }, { - "description": "Range by timestamp.", + "description": "Filter greater than the value.", "in": "query", - "name": "timestamp.gte", + "name": "cik.gt", "schema": { "type": "string" } }, { - "description": "Range by timestamp.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "timestamp.gt", + "name": "cik.gte", "schema": { "type": "string" } }, { - "description": "Range by timestamp.", + "description": "Filter less than the value.", "in": "query", - "name": "timestamp.lte", + "name": "cik.lt", "schema": { "type": "string" } }, { - "description": "Range by timestamp.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "timestamp.lt", + "name": "cik.lte", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "Stock ticker symbol for the company.", "in": "query", - "name": "session_end_date.gte", + "name": "ticker", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "session_end_date.gt", + "name": "ticker.any_of", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "Filter greater than the value.", "in": "query", - "name": "session_end_date.lte", + "name": "ticker.gt", "schema": { "type": "string" } }, { - "description": "Range by session_end_date.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "session_end_date.lt", + "name": "ticker.gte", "schema": { "type": "string" } }, { - "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", + "description": "Filter less than the value.", "in": "query", - "name": "sort", - "schema": { - "default": "timestamp.desc", - "enum": [ - "timestamp.asc", - "timestamp.desc" - ], - "example": "timestamp.desc", - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "next_url": "https://api.massive.com/futures/vX/trades/ESZ4?cursor=YXA9MTczNDQ3MDk3MDAwODU5OTI2MSZhcz0yNzIzNTI4MyZsaW1pdD0xMDAwJnNlc3Npb25fZW5kX2RhdGU9MjAyNC0xMi0xNyZzb3J0PXRpbWVzdGFtcC5kZXNj", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "results": [ - { - "price": 6052, - "report_sequence": 12033289, - "sequence_number": 27317882, - "session_end_date": "2024-12-17", - "size": 3, - "ticker": "ESZ4", - "timestamp": 1734472799000509200 - }, - { - "price": 6051.75, - "report_sequence": 12033276, - "sequence_number": 27317863, - "session_end_date": "2024-12-17", - "size": 1, - "ticker": "ESZ4", - "timestamp": 1734472798789679900 - }, - { - "price": 6052, - "report_sequence": 12033255, - "sequence_number": 27317826, - "session_end_date": "2024-12-17", - "size": 2, - "ticker": "ESZ4", - "timestamp": 1734472797000893000 - } - ], - "status": "OK" - }, - "schema": { - "properties": { - "next_url": { - "description": "If present, this value can be used to fetch the next page of data.", - "type": "string" - }, - "results": { - "items": { - "properties": { - "price": { - "description": "The price of the trade. This is the actual dollar value per whole contract of this trade. A trade of 100 contracts with a price of $2.00 would be worth a total dollar value of $200.00.", - "format": "double", - "type": "number" - }, - "report_sequence": { - "description": "The reporting sequence number.", - "type": "integer" - }, - "sequence_number": { - "description": "The unique sequence number assigned to this trade.", - "type": "integer" - }, - "session_end_date": { - "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", - "type": "string" - }, - "size": { - "description": "The total number of contracts exchanged between buyers and sellers on a given trade.", - "format": "double", - "type": "number" - }, - "ticker": { - "description": "ticker of the trade", - "type": "string" - }, - "timestamp": { - "description": "The time when the trade was generated at the exchange to nanosecond precision.", - "type": "integer", - "x-polygon-go-type": { - "name": "IMilliseconds", - "path": "github.com/polygon-io/ptime" - } - } - }, - "required": [ - "ticker", - "timestamp", - "session_end_date", - "price", - "size", - "report_sequence", - "sequence_number" - ], - "type": "object", - "x-polygon-go-type": { - "name": "Futures" - } - }, - "type": "array" - }, - "status": { - "description": "The status of this request's response.", - "type": "string" - } - }, - "required": [ - "status" - ], - "type": "object" - } - } - }, - "description": "A list of trades." - } - }, - "summary": "Trades", - "tags": [ - "default" - ], - "x-polygon-entitlement-data-type": { - "description": "Futures trade data", - "name": "trades" - }, - "x-polygon-entitlement-market-type": { - "description": "Futures data", - "name": "futures" - }, - "x-polygon-replaces": { - "date": 1654056060000, - "replaces": { - "name": "Trades", - "path": "get_v1_us_futures_trades__ticker___date" - } - } - } - }, - "/options/v1/exchanges": { - "get": { - "description": "US options exchanges and trading venues including traditional options exchanges (CBOE, ISE, etc.), Securities Information Processors (SIP), and other options market infrastructure for derivatives trading.", - "operationId": "get_options_v1_exchanges", - "parameters": [ + "name": "ticker.lt", + "schema": { + "type": "string" + } + }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "ticker.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", + "in": "query", + "name": "section", + "schema": { + "enum": [ + "business", + "risk_factors" + ], + "type": "string" + } + }, + { + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "in": "query", + "name": "section.any_of", + "schema": { + "enum": [ + "business", + "risk_factors" + ], + "type": "string" + } + }, + { + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "filing_date.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "in": "query", + "name": "period_end.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'.", "in": "query", "name": "limit", "schema": { - "default": 100, - "maximum": 1000, + "default": 10, + "maximum": 100, "minimum": 1, "type": "integer" } + }, + { + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "period_end.desc", + "type": "string" + } } ], "responses": { @@ -17213,28 +19946,26 @@ "application/json": { "example": { "count": 2, - "request_id": 1, + "next_url": "https://api.massive.com/stocks/filings/10-K/vX/sections?cursor=eyJsaW1pd...", + "request_id": "a3f8b2c1d4e5f6g7", "results": [ { - "id": "302", - "locale": "US", - "mic": "XCBO", - "name": "Chicago Board Options Exchange", - "operating_mic": "XCBO", - "participant_id": "C", - "type": "exchange", - "url": "https://www.cboe.com" + "cik": "0000320193", + "filing_date": "2023-11-03", + "filing_url": "https://www.sec.gov/Archives/edgar/data/320193/0000320193-23-000106.txt", + "period_end": "2023-09-30", + "section": "risk_factors", + "text": "Item 1A. Risk Factors\n\nInvesting in our stock involves risk. In addition to the other information in this Annual Report on Form 10-K, the following risk factors should be carefully considered...", + "ticker": "AAPL" }, { - "acronym": "ISE", - "id": "308", - "locale": "US", - "mic": "XISX", - "name": "International Securities Exchange, LLC", - "operating_mic": "XISX", - "participant_id": "I", - "type": "exchange", - "url": "https://www.nasdaq.com/solutions/nasdaq-ise" + "cik": "0000789019", + "filing_date": "2023-07-27", + "filing_url": "https://www.sec.gov/Archives/edgar/data/789019/0000950170-23-035122.txt", + "period_end": "2023-06-30", + "section": "risk_factors", + "text": "Item 1A. RISK FACTORS\n\nOur operations and financial results are subject to various risks and uncertainties...", + "ticker": "MSFT" } ], "status": "OK" @@ -17253,48 +19984,37 @@ "description": "The results for this request.", "items": { "properties": { - "acronym": { - "description": "Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues.", - "type": "string" - }, - "id": { - "description": "Numeric identifier for the options trading venue or exchange.", - "type": "string" - }, - "locale": { - "description": "Geographic location code.", + "cik": { + "description": "SEC Central Index Key (10 digits, zero-padded).", "type": "string" }, - "mic": { - "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market.", + "filing_date": { + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).", + "format": "date", "type": "string" }, - "name": { - "description": "Full official name of the options exchange or trading venue.", + "filing_url": { + "description": "SEC URL source for the full filing.", "type": "string" }, - "operating_mic": { - "description": "Operating Market Identifier Code - identifies the parent organization or operating entity.", + "period_end": { + "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD).", + "format": "date", "type": "string" }, - "participant_id": { - "description": "Single-character participant identifier used in consolidator market data feeds and options trade reporting.", + "section": { + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", "type": "string" }, - "type": { - "description": "Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority).", + "text": { + "description": "Full raw text content of the section, including headers and formatting.", "type": "string" }, - "url": { - "description": "Official website URL of the organization operating the options exchange.", + "ticker": { + "description": "Stock ticker symbol for the company.", "type": "string" } }, - "required": [ - "id", - "type", - "name" - ], "type": "object" }, "type": "array" @@ -17356,10 +20076,10 @@ ] } }, - "/stocks/filings/10-K/vX/sections": { + "/stocks/filings/8-K/vX/text": { "get": { - "description": "SEC document text sections providing raw text content from specific sections of SEC filings (10-K, 10-Q, etc.).", - "operationId": "get_stocks_filings_10-K_vX_sections", + "description": "SEC 8-K filings text providing parsed content from current report filings. 8-K forms report material events such as earnings, acquisitions, executive changes, and other significant corporate events.", + "operationId": "get_stocks_filings_8-K_vX_text", "parameters": [ { "description": "SEC Central Index Key (10 digits, zero-padded).", @@ -17458,73 +20178,57 @@ } }, { - "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", + "description": "SEC form type (e.g., '8-K', '8-K/A' for amendments).", "in": "query", - "name": "section", + "name": "form_type", "schema": { - "enum": [ - "business", - "risk_factors" - ], "type": "string" } }, { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "section.any_of", - "schema": { - "enum": [ - "business", - "risk_factors" - ], - "type": "string" - } - }, - { - "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "filing_date", + "name": "form_type.any_of", "schema": { "type": "string" } }, { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than the value.", "in": "query", - "name": "filing_date.gt", + "name": "form_type.gt", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter greater than or equal to the value.", "in": "query", - "name": "filing_date.gte", + "name": "form_type.gte", "schema": { "type": "string" } }, { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than the value.", "in": "query", - "name": "filing_date.lt", + "name": "form_type.lt", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "filing_date.lte", + "name": "form_type.lte", "schema": { "type": "string" } }, { - "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "period_end", + "name": "filing_date", "schema": { "type": "string" } @@ -17532,7 +20236,7 @@ { "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "period_end.gt", + "name": "filing_date.gt", "schema": { "type": "string" } @@ -17540,7 +20244,7 @@ { "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "period_end.gte", + "name": "filing_date.gte", "schema": { "type": "string" } @@ -17548,7 +20252,7 @@ { "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "period_end.lt", + "name": "filing_date.lt", "schema": { "type": "string" } @@ -17556,28 +20260,28 @@ { "description": "Filter less than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "period_end.lte", + "name": "filing_date.lte", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '9999'.", + "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'.", "in": "query", "name": "limit", "schema": { - "default": 100, - "maximum": 10000, + "default": 10, + "maximum": 100, "minimum": 1, "type": "integer" } }, { - "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'period_end' if not specified. The sort order defaults to 'desc' if not specified.", + "description": "A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'filing_date' if not specified. The sort order defaults to 'desc' if not specified.", "in": "query", "name": "sort", "schema": { - "default": "period_end.desc", + "default": "filing_date.desc", "type": "string" } } @@ -17588,26 +20292,26 @@ "application/json": { "example": { "count": 2, - "next_url": "https://api.massive.com/stocks/filings/10-K/vX/sections?cursor=eyJsaW1pd...", + "next_url": "https://api.massive.com/stocks/filings/8-K/vX/text?cursor=eyJsaW1pd...", "request_id": "a3f8b2c1d4e5f6g7", "results": [ { - "cik": "0000320193", - "filing_date": "2023-11-03", - "filing_url": "https://www.sec.gov/Archives/edgar/data/320193/0000320193-23-000106.txt", - "period_end": "2023-09-30", - "section": "risk_factors", - "text": "Item 1A. Risk Factors\n\nInvesting in our stock involves risk. In addition to the other information in this Annual Report on Form 10-K, the following risk factors should be carefully considered...", - "ticker": "AAPL" + "accession_number": "0000004962-25-000002", + "cik": "0000004962", + "filing_date": "2025-01-15", + "filing_url": "https://www.sec.gov/Archives/edgar/data/4962/0000004962-25-000002.txt", + "form_type": "8-K", + "items_text": "Item 7.01\tRegulation FD Disclosure\n\nAmerican Express Company is hereby furnishing below delinquency and write-off statistics...", + "ticker": "AXP" }, { - "cik": "0000789019", - "filing_date": "2023-07-27", - "filing_url": "https://www.sec.gov/Archives/edgar/data/789019/0000950170-23-035122.txt", - "period_end": "2023-06-30", - "section": "risk_factors", - "text": "Item 1A. RISK FACTORS\n\nOur operations and financial results are subject to various risks and uncertainties...", - "ticker": "MSFT" + "accession_number": "0000320193-25-000010", + "cik": "0000320193", + "filing_date": "2025-01-14", + "filing_url": "https://www.sec.gov/Archives/edgar/data/320193/0000320193-25-000010.txt", + "form_type": "8-K", + "items_text": "Item 2.02\tResults of Operations and Financial Condition\n\nOn January 14, 2025, Apple Inc. announced financial results...", + "ticker": "AAPL" } ], "status": "OK" @@ -17626,6 +20330,10 @@ "description": "The results for this request.", "items": { "properties": { + "accession_number": { + "description": "SEC accession number uniquely identifying the filing (e.g., '0000004962-25-000002').", + "type": "string" + }, "cik": { "description": "SEC Central Index Key (10 digits, zero-padded).", "type": "string" @@ -17639,17 +20347,12 @@ "description": "SEC URL source for the full filing.", "type": "string" }, - "period_end": { - "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD).", - "format": "date", - "type": "string" - }, - "section": { - "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", + "form_type": { + "description": "SEC form type (e.g., '8-K', '8-K/A' for amendments).", "type": "string" }, - "text": { - "description": "Full raw text content of the section, including headers and formatting.", + "items_text": { + "description": "Parsed text content from the 8-K filing, including item numbers and descriptions.", "type": "string" }, "ticker": { @@ -17718,63 +20421,15 @@ ] } }, - "/stocks/filings/8-K/vX/text": { + "/stocks/filings/vX/13-F": { "get": { - "description": "SEC 8-K filings text providing parsed content from current report filings. 8-K forms report material events such as earnings, acquisitions, executive changes, and other significant corporate events.", - "operationId": "get_stocks_filings_8-K_vX_text", + "description": "SEC Form 13F filings data showing institutional investment manager holdings. Form 13F is required to be filed quarterly by institutional investment managers with at least $100 million in qualifying assets under management.", + "operationId": "get_stocks_filings_vX_13-F", "parameters": [ { - "description": "SEC Central Index Key (10 digits, zero-padded).", - "in": "query", - "name": "cik", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", - "in": "query", - "name": "cik.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "cik.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "cik.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "cik.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "cik.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Stock ticker symbol for the company.", + "description": "SEC Central Index Key (10 digits, zero-padded) of the filing entity.", "in": "query", - "name": "ticker", + "name": "filer_cik", "schema": { "type": "string" } @@ -17782,47 +20437,15 @@ { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "ticker.lte", + "name": "filer_cik.any_of", "schema": { "type": "string" } }, { - "description": "SEC form type (e.g., '8-K', '8-K/A' for amendments).", + "description": "Unique SEC accession number for the filing (e.g., '0000950123-24-011775').", "in": "query", - "name": "form_type", + "name": "accession_number", "schema": { "type": "string" } @@ -17830,7 +20453,7 @@ { "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "form_type.any_of", + "name": "accession_number.any_of", "schema": { "type": "string" } @@ -17838,7 +20461,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "form_type.gt", + "name": "accession_number.gt", "schema": { "type": "string" } @@ -17846,7 +20469,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "form_type.gte", + "name": "accession_number.gte", "schema": { "type": "string" } @@ -17854,7 +20477,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "form_type.lt", + "name": "accession_number.lt", "schema": { "type": "string" } @@ -17862,7 +20485,7 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "form_type.lte", + "name": "accession_number.lte", "schema": { "type": "string" } @@ -17908,12 +20531,12 @@ } }, { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '1000'.", "in": "query", "name": "limit", "schema": { "default": 100, - "maximum": 1000, + "maximum": 1001, "minimum": 1, "type": "integer" } @@ -17933,27 +20556,64 @@ "content": { "application/json": { "example": { - "count": 2, - "next_url": "https://api.massive.com/stocks/filings/8-K/vX/text?cursor=eyJsaW1pd...", + "next_url": "https://api.massive.com/stocks/filings/vX/13-F?cursor=eyJsaW1pd...", "request_id": "a3f8b2c1d4e5f6g7", "results": [ { - "accession_number": "0000004962-25-000002", - "cik": "0000004962", - "filing_date": "2025-01-15", - "filing_url": "https://www.sec.gov/Archives/edgar/data/4962/0000004962-25-000002.txt", - "form_type": "8-K", - "items_text": "Item 7.01\tRegulation FD Disclosure\n\nAmerican Express Company is hereby furnishing below delinquency and write-off statistics...", - "ticker": "AXP" + "accession_number": "0000950123-24-011775", + "cusip": "023135106", + "file_number": "028-04545", + "filer_cik": "0001067983", + "filing_date": "2024-11-14", + "filing_url": "https://www.sec.gov/Archives/edgar/data/1067983/0000950123-24-011775.txt", + "film_number": "241461756", + "form_type": "13F-HR", + "investment_discretion": "DFND", + "issuer_name": "AMAZON COM INC", + "market_value": 1439212920, + "other_managers": [ + "Buffett Warren E" + ], + "period": "2024-09-30", + "put_call": null, + "shares_or_principal_amount": 7724000, + "shares_or_principal_type": "SH", + "tickers": [ + "BRK.A", + "BRK.B" + ], + "title_of_class": "COM", + "voting_authority_none": 0, + "voting_authority_shared": 0, + "voting_authority_sole": 7724000 }, { - "accession_number": "0000320193-25-000010", - "cik": "0000320193", - "filing_date": "2025-01-14", - "filing_url": "https://www.sec.gov/Archives/edgar/data/320193/0000320193-25-000010.txt", - "form_type": "8-K", - "items_text": "Item 2.02\tResults of Operations and Financial Condition\n\nOn January 14, 2025, Apple Inc. announced financial results...", - "ticker": "AAPL" + "accession_number": "0000950123-24-011775", + "cusip": "025816109", + "file_number": "028-04545", + "filer_cik": "0001067983", + "filing_date": "2024-11-14", + "filing_url": "https://www.sec.gov/Archives/edgar/data/1067983/0000950123-24-011775.txt", + "film_number": "241461756", + "form_type": "13F-HR", + "investment_discretion": "DFND", + "issuer_name": "AMERICAN EXPRESS CO", + "market_value": 311864270, + "other_managers": [ + "Buffett Warren E" + ], + "period": "2024-09-30", + "put_call": null, + "shares_or_principal_amount": 1149942, + "shares_or_principal_type": "SH", + "tickers": [ + "BRK.A", + "BRK.B" + ], + "title_of_class": "COM", + "voting_authority_none": 0, + "voting_authority_shared": 0, + "voting_authority_sole": 1149942 } ], "status": "OK" @@ -17973,11 +20633,19 @@ "items": { "properties": { "accession_number": { - "description": "SEC accession number uniquely identifying the filing (e.g., '0000004962-25-000002').", + "description": "Unique SEC accession number for the filing (e.g., '0000950123-24-011775').", "type": "string" }, - "cik": { - "description": "SEC Central Index Key (10 digits, zero-padded).", + "cusip": { + "description": "The CUSIP identifier for the held security.", + "type": "string" + }, + "file_number": { + "description": "The 13F-specific file number assigned to the filer.", + "type": "string" + }, + "filer_cik": { + "description": "SEC Central Index Key (10 digits, zero-padded) of the filing entity.", "type": "string" }, "filing_date": { @@ -17986,20 +20654,80 @@ "type": "string" }, "filing_url": { - "description": "SEC URL source for the full filing.", + "description": "Direct URL to the filing on the SEC EDGAR website.", + "type": "string" + }, + "film_number": { + "description": "SEC EDGAR film number for the filing.", "type": "string" }, "form_type": { - "description": "SEC form type (e.g., '8-K', '8-K/A' for amendments).", + "description": "SEC form type (e.g., '13F-HR' for holdings report, '13F-HR/A' for amended report).", "type": "string" }, - "items_text": { - "description": "Parsed text content from the 8-K filing, including item numbers and descriptions.", + "investment_discretion": { + "description": "Type of investment discretion. Possible values: SOLE, SHARED, DFND (defined).", "type": "string" }, - "ticker": { - "description": "Stock ticker symbol for the company.", + "issuer_name": { + "description": "Name of the company whose securities are held.", + "type": "string" + }, + "market_value": { + "description": "Market value of the holding in USD.", + "format": "int64", + "type": "integer" + }, + "other_managers": { + "description": "List of names of other manager(s) sharing investment discretion over the reported holdings, if applicable.", + "items": { + "type": "string" + }, + "type": "array" + }, + "period": { + "description": "The quarter end date that the filing covers (formatted as YYYY-MM-DD).", + "format": "date", + "type": "string" + }, + "put_call": { + "description": "Indicates if the holding is a put or call option. Possible values: PUT, CALL, or empty for common stock.", + "type": "string" + }, + "shares_or_principal_amount": { + "description": "Number of shares or principal amount held.", + "format": "int64", + "type": "integer" + }, + "shares_or_principal_type": { + "description": "Type of amount reported. Possible values: SH (shares), PRN (principal amount).", + "type": "string" + }, + "tickers": { + "description": "A list of ticker symbols for the filing entity. Multiple symbols may indicate different share classes (e.g., BRK.A and BRK.B for Berkshire Hathaway).", + "items": { + "type": "string" + }, + "type": "array" + }, + "title_of_class": { + "description": "Description of the class of securities held (e.g., 'COM', 'CL A').", "type": "string" + }, + "voting_authority_none": { + "description": "Number of shares with no voting authority.", + "format": "int64", + "type": "integer" + }, + "voting_authority_shared": { + "description": "Number of shares with shared voting authority.", + "format": "int64", + "type": "integer" + }, + "voting_authority_sole": { + "description": "Number of shares with sole voting authority.", + "format": "int64", + "type": "integer" } }, "type": "object" @@ -18278,7 +21006,6 @@ "content": { "application/json": { "example": { - "count": 2, "next_url": "https://api.massive.com/stocks/filings/vX/index?cursor=eyJsaW1pd...", "request_id": "1daccfd9794e482e96d104dee6ed432b", "results": [ @@ -19362,9 +22089,6 @@ "type": "number" } }, - "required": [ - "timeframe" - ], "type": "object" }, "type": "array" @@ -21995,10 +24719,6 @@ "type": "string" } }, - "required": [ - "ticker", - "date" - ], "type": "object" }, "type": "array" @@ -22335,9 +25055,6 @@ "type": "string" } }, - "required": [ - "taxonomy" - ], "type": "object" }, "type": "array" @@ -22683,9 +25400,6 @@ "type": "string" } }, - "required": [ - "distribution_type" - ], "type": "object" }, "type": "array" @@ -22846,11 +25560,6 @@ "type": "string" } }, - "required": [ - "id", - "type", - "name" - ], "type": "object" }, "type": "array" @@ -23196,11 +25905,6 @@ "type": "string" } }, - "required": [ - "settlement_date", - "avg_daily_volume", - "days_to_cover" - ], "type": "object" }, "type": "array" @@ -23553,9 +26257,6 @@ "type": "number" } }, - "required": [ - "date" - ], "type": "object" }, "type": "array" @@ -23823,9 +26524,6 @@ "type": "string" } }, - "required": [ - "adjustment_type" - ], "type": "object" }, "type": "array"