asynctradier.clients.marketdata_client module

class asynctradier.clients.marketdata_client.MarketDataClient(session: WebUtil, account_id: str, token: str, sandbox: bool = False)[source]

Bases: object

A client for accessing market data.

Parameters:

  • session (WebUtil) – The session object used for making HTTP requests.

  • account_id (str) – The account ID associated with the client.

  • token (str) – The authentication token for accessing the market data.

  • sandbox (bool, optional) – Whether to use the sandbox environment. Defaults to False.

async get_calendar(year: str, month: str) → List[Calendar][source]

Retrieves the calendar for a specific year and month.

Parameters:

  • year (str) – The year in the format YYYY.

  • month (str) – The month in the format MM.

Returns:

A list of Calendar objects representing the calendar for the specified year and month.

Return type:

List[Calendar]

async get_clock(delay: bool = False) → Clock[source]

Retrieves the current market clock.

Returns:

A Clock object representing the current market clock.

Return type:

Clock

async get_etb_securities() → List[Security][source]

Retrieves a list of ETB (Exchange Traded Bond) securities.

Returns:

A list of ETB securities.

Return type:

List[str]

async get_historical_quotes(symbol: str, interval: str, start: str, end: str) → List[Quote][source]

Get historical quotes for a symbol.

Parameters:

  • symbol (str) – The symbol.

  • interval (str) – The interval for the historical quotes.

  • start (str) – The start date (YYYY-MM-DD).

  • end (str) – The end date (YYYY-MM-DD).

async get_option_chains(symbol: str, expiration_date: str, greeks: bool = False, option_type: OptionType | None = None) → List[Quote][source]

Get option chains for a symbol.

Parameters:

  • symbol (str) – The symbol.

  • expiration_date (str) – The expiration date (YYYY-MM-DD).

  • greeks (bool, optional) – Whether to include greeks in the response. Defaults to False.

  • option_type (OptionType, optional) – Filter by option type. Defaults to None.

async get_option_expirations(symbol: str, strikes: bool = False, contract_size: bool = False, expiration_type: bool = False) → List[Expiration][source]

Retrieves the option expirations for a given symbol.

Parameters:

  • symbol (str) – The symbol for which to retrieve option expirations.

  • strikes (bool, optional) – Whether to include strike prices in the response. Defaults to False.

  • contract_size (bool, optional) – Whether to include contract sizes in the response. Defaults to False.

  • expiration_type (bool, optional) – Whether to include expiration types in the response. Defaults to False.

Returns:

A list of Expiration objects representing the option expirations.

Return type:

List[Expiration]

async get_option_strikes(symbol: str, expiration_date: str) → List[float][source]

Get option strikes for a symbol.

Parameters:

  • symbol (str) – The symbol.

  • expiration_date (str) – The expiration date (YYYY-MM-DD).

async get_quotes(symbols: List[str], greeks: bool = False) → List[Quote][source]

Get quotes for a list of symbols.

Parameters:

  • symbols (List[str]) – A list of symbols.

  • greeks (bool, optional) – Whether to include greeks in the response. Defaults to False.

async get_time_and_sales(symbol: str, interval: str = 'tick', start: str | None = None, end: str | None = None, session_filter: str = 'all') → List[Quote][source]

Retrieves time and sales data for a given symbol within a specified interval.

Parameters:

  • symbol (str) – The symbol for which to retrieve time and sales data.

  • interval (str, optional) – The interval of the time and sales data. Defaults to “tick”.

  • start (str, optional) – The start date and time for the data retrieval. Format: “YYYY-MM-DD HH:MM”. Defaults to None.

  • end (str, optional) – The end date and time for the data retrieval. Format: “YYYY-MM-DD HH:MM”. Defaults to None.

  • session_filter (str, optional) – The session filter for the data retrieval. Must be one of “all” or “open”. Defaults to “all”.

Returns:

A list of Quote objects representing the time and sales data.

Return type:

List[Quote]

Raises:

InvalidParameter – If the provided interval, session_filter, start date, or end date is invalid.

async lookup_symbol(query: str, exchanges: str | None = None, types: str | None = None) → List[Security][source]

Search for companies based on the given query.

Parameters:

  • query (str) – The search query.

  • exchanges (str, optional) – The exchanges to search. Must be one of “Q” or “N”. Defaults to None.

  • types (str, optional) – The types of securities to search. Must be one of “stock”, “option”, “etf”, or “index”. Defaults to None.

Returns:

A list of Security objects representing the search results.

Return type:

List[Security]

async option_lookup(symbol: str) → List[str][source]

Retrieves a list of option symbols for a given symbol.

Parameters:

symbol (str) – The symbol for which to retrieve option symbols.

Returns:

A list of option symbols.

Return type:

List[str]

async search_companies(query: str, indexes: bool = False) → List[Security][source]

Search for companies based on the given query.

Parameters:

  • query (str) – The search query.

  • indexes (bool, optional) – Whether to include indexes in the search results. Defaults to False.

Returns:

A list of Security objects representing the search results.

Return type:

List[Security]