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A diff between this client library's spec and our hosted spec was found. The client may need an update to match any changes in our API. See the diff below:
--- https://raw.githubusercontent.com/polygon-io/client-python/master/.polygon/websocket.json+++ https://api.polygon.io/specs/websocket.json@@ -117,6 +117,11 @@
},
{
"paths": [
+ "/forex/CAS"+ ]+ },+ {+ "paths": [
"/forex/C"
]
},
@@ -148,6 +153,11 @@
},
{
"paths": [
+ "/crypto/XAS"+ ]+ },+ {+ "paths": [
"/crypto/XT"
]
},
@@ -189,6 +199,11 @@
},
{
"paths": [
+ "/indices/A"+ ]+ },+ {+ "paths": [
"/indices/V"
]
}
@@ -2171,6 +2186,106 @@
]
}
},
+ "/forex/CAS": {+ "get": {+ "summary": "Aggregates (Per Second)",+ "description": "Stream real-time per-second forex aggregates for a given forex pair.\n",+ "parameters": [+ {+ "name": "ticker",+ "in": "query",+ "description": "Specify a forex pair in the format {from}/{to} or use * to subscribe to all forex pairs.\nYou can also use a comma separated list to subscribe to multiple forex pairs.\nYou can retrieve active forex tickers from our [Forex Tickers API](https://polygon.io/docs/forex/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^(?<from>([A-Z]{3})\\/?<to>([A-Z]{3}))$/"+ },+ "example": "*"+ }+ ],+ "responses": {+ "200": {+ "description": "The WebSocket message for a forex per-second aggregate event.",+ "content": {+ "application/json": {+ "schema": {+ "type": "object",+ "properties": {+ "ev": {+ "type": "string",+ "enum": [+ "CAS"+ ],+ "description": "The event type."+ },+ "pair": {+ "type": "string",+ "description": "The currency pair."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The open price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The close price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The high price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The low price for this aggregate window."+ },+ "v": {+ "type": "integer",+ "description": "The volume of trades during this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start time for this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end time for this aggregate window in Unix Milliseconds."+ }+ }+ },+ "example": {+ "ev": "CAS",+ "pair": "USD/EUR",+ "o": 0.8687,+ "c": 0.86889,+ "h": 0.86889,+ "l": 0.8686,+ "v": 20,+ "s": 1539145740000+ }+ }+ }+ }+ },+ "x-polygon-entitlement-data-type": {+ "name": "aggregates",+ "description": "Aggregate data"+ },+ "x-polygon-entitlement-market-type": {+ "name": "fx",+ "description": "Forex data"+ },+ "x-polygon-entitlement-allowed-timeframes": [+ {+ "name": "realtime",+ "description": "Real Time Data"+ }+ ]+ }+ },
"/business/forex/FMV": {
"get": {
"summary": "Fair Market Value",
@@ -2885,6 +3000,118 @@
]
}
},
+ "/crypto/XAS": {+ "get": {+ "summary": "Aggregates (Per Second)",+ "description": "Stream real-time per-second crypto aggregates for a given crypto pair.\n",+ "parameters": [+ {+ "name": "ticker",+ "in": "query",+ "description": "Specify a crypto pair in the format {from}-{to} or use * to subscribe to all crypto pairs.\nYou can also use a comma separated list to subscribe to multiple crypto pairs.\nYou can retrieve active crypto tickers from our [Crypto Tickers API](https://polygon.io/docs/crypto/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^(?<from>([A-Z]*)-(?<to>[A-Z]{3}))$/"+ },+ "example": "*"+ }+ ],+ "responses": {+ "200": {+ "description": "The WebSocket message for a crypto per-second aggregate event.",+ "content": {+ "application/json": {+ "schema": {+ "type": "object",+ "properties": {+ "ev": {+ "type": "string",+ "enum": [+ "XAS"+ ],+ "description": "The event type."+ },+ "pair": {+ "type": "string",+ "description": "The crypto pair."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The open price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The close price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The high price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The low price for this aggregate window."+ },+ "v": {+ "type": "integer",+ "description": "The volume of trades during this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start time for this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end time for this aggregate window in Unix Milliseconds."+ },+ "vw": {+ "type": "number",+ "format": "double",+ "description": "The volume weighted average price."+ },+ "z": {+ "type": "integer",+ "description": "The average trade size for this aggregate window."+ }+ }+ },+ "example": {+ "ev": "XAS",+ "pair": "BCD-USD",+ "v": 951.6112,+ "vw": 0.7756,+ "z": 73,+ "o": 0.772,+ "c": 0.784,+ "h": 0.784,+ "l": 0.771,+ "s": 1610463240000,+ "e": 1610463300000+ }+ }+ }+ }+ },+ "x-polygon-entitlement-data-type": {+ "name": "aggregates",+ "description": "Aggregate data"+ },+ "x-polygon-entitlement-market-type": {+ "name": "crypto",+ "description": "Crypto data"+ },+ "x-polygon-entitlement-allowed-timeframes": [+ {+ "name": "realtime",+ "description": "Real Time Data"+ }+ ]+ }+ },
"/business/crypto/FMV": {
"get": {
"summary": "Fair Market Value",
@@ -3160,6 +3387,122 @@
]
}
},
+ "/indices/A": {+ "get": {+ "summary": "Aggregates (Per Second)",+ "description": "Stream real-time second aggregates for a given index ticker symbol.\n",+ "parameters": [+ {+ "name": "ticker",+ "in": "query",+ "description": "Specify an index ticker using \"I:\" prefix or use * to subscribe to all index tickers.\nYou can also use a comma separated list to subscribe to multiple index tickers.\nYou can retrieve available index tickers from our [Index Tickers API](https://polygon.io/docs/indices/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^(I:[a-zA-Z0-9]+)$/"+ },+ "example": "*"+ }+ ],+ "responses": {+ "200": {+ "description": "The WebSocket message for a second aggregate event.",+ "content": {+ "application/json": {+ "schema": {+ "allOf": [+ {+ "type": "object",+ "properties": {+ "ev": {+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The symbol representing the given index."+ },+ "op": {+ "type": "number",+ "format": "double",+ "description": "Today's official opening value."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The opening index value for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The closing index value for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The highest index value for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The lowest index value for this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds."+ }+ }+ },+ {+ "properties": {+ "ev": {+ "enum": [+ "A"+ ],+ "description": "The event type."+ }+ }+ }+ ]+ },+ "example": {+ "ev": "A",+ "sym": "I:SPX",+ "op": 3985.67,+ "o": 3985.67,+ "c": 3985.67,+ "h": 3985.67,+ "l": 3985.67,+ "s": 1678220675805,+ "e": 1678220675805+ }+ }+ }+ }+ },+ "x-polygon-entitlement-data-type": {+ "name": "aggregates",+ "description": "Aggregate data"+ },+ "x-polygon-entitlement-market-type": {+ "name": "indices",+ "description": "Indices data"+ },+ "x-polygon-entitlement-allowed-timeframes": [+ {+ "name": "delayed",+ "description": "15 minute delayed data"+ },+ {+ "name": "realtime",+ "description": "Real Time Data"+ }+ ]+ }+ },
"/indices/AM": {
"get": {
"summary": "Aggregates (Per Minute)",
@@ -4454,7 +4797,7 @@
}
]
},
- "ForexAggregateEvent": {+ "ForexMinuteAggregateEvent": {
"type": "object",
"properties": {
"ev": {
@@ -4502,6 +4845,54 @@
}
}
},
+ "ForexSecondAggregateEvent": {+ "type": "object",+ "properties": {+ "ev": {+ "type": "string",+ "enum": [+ "CAS"+ ],+ "description": "The event type."+ },+ "pair": {+ "type": "string",+ "description": "The currency pair."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The open price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The close price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The high price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The low price for this aggregate window."+ },+ "v": {+ "type": "integer",+ "description": "The volume of trades during this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start time for this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end time for this aggregate window in Unix Milliseconds."+ }+ }+ },
"CryptoQuoteEvent": {
"type": "object",
"properties": {
@@ -4600,7 +4991,7 @@
}
}
},
- "CryptoAggregateEvent": {+ "CryptoMinuteAggregateEvent": {
"type": "object",
"properties": {
"ev": {
@@ -4657,6 +5048,63 @@
}
}
},
+ "CryptoSecondAggregateEvent": {+ "type": "object",+ "properties": {+ "ev": {+ "type": "string",+ "enum": [+ "XAS"+ ],+ "description": "The event type."+ },+ "pair": {+ "type": "string",+ "description": "The crypto pair."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The open price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The close price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The high price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The low price for this aggregate window."+ },+ "v": {+ "type": "integer",+ "description": "The volume of trades during this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start time for this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end time for this aggregate window in Unix Milliseconds."+ },+ "vw": {+ "type": "number",+ "format": "double",+ "description": "The volume weighted average price."+ },+ "z": {+ "type": "integer",+ "description": "The average trade size for this aggregate window."+ }+ }+ },
"CryptoL2BookEvent": {
"type": "object",
"properties": {
@@ -4825,6 +5273,65 @@
}
]
},
+ "IndicesSecondAggregateEvent": {+ "allOf": [+ {+ "type": "object",+ "properties": {+ "ev": {+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The symbol representing the given index."+ },+ "op": {+ "type": "number",+ "format": "double",+ "description": "Today's official opening value."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The opening index value for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The closing index value for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The highest index value for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The lowest index value for this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The timestamp of the starting index for this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The timestamp of the ending index for this aggregate window in Unix Milliseconds."+ }+ }+ },+ {+ "properties": {+ "ev": {+ "enum": [+ "A"+ ],+ "description": "The event type."+ }+ }+ }+ ]+ },
"IndicesValueEvent": {
"type": "object",
"properties": {
The text was updated successfully, but these errors were encountered:
A diff between this client library's spec and our hosted spec was found. The client may need an update to match any changes in our API. See the diff below:
The text was updated successfully, but these errors were encountered: