asynctradier.common.quote module

class asynctradier.common.quote.Greeks(**kwargs)[source]

Bases: object

Represents the Greeks of an option contract.

delta

The delta value of the option.

Type:: float

gamma

The gamma value of the option.

Type:: float

theta

The theta value of the option.

Type:: float

vega

The vega value of the option.

Type:: float

rho

The rho value of the option.

Type:: float

phi

The phi value of the option.

Type:: float

bid_iv

The bid implied volatility of the option.

Type:: float

mid_iv

The mid implied volatility of the option.

Type:: float

ask_iv

The ask implied volatility of the option.

Type:: float

smv_vol

The smoothed volatility of the option.

Type:: float

updated_at

The timestamp when the Greeks were last updated.

Type:: str

class asynctradier.common.quote.Quote(**kwargs)[source]

Bases: object

Represents a quote for a financial instrument.

symbol

The symbol of the financial instrument.

Type:: str

description

The description of the financial instrument.

Type:: str

exch

The exchange where the financial instrument is traded.

Type:: str

type

The type of the quote.

Type:: QuoteType

last

The last price of the financial instrument.

Type:: float

change

The change in price of the financial instrument.

Type:: float

volume

The volume of the financial instrument.

Type:: int

open

The opening price of the financial instrument.

Type:: float

high

The highest price of the financial instrument.

Type:: float

low

The lowest price of the financial instrument.

Type:: float

close

The closing price of the financial instrument.

Type:: float

bid

The bid price of the financial instrument.

Type:: float

ask

The ask price of the financial instrument.

Type:: float

underlying

The underlying symbol for options.

Type:: str, optional

strike

The strike price for options.

Type:: float, optional

change_percentage

The percentage change in price of the financial instrument.

Type:: float

average_volume

The 90-day average volume of the financial instrument.

Type:: int

last_volume

The volume of the last price of the financial instrument.

Type:: int

trade_date

The most recent trade date of the financial instrument.

Type:: str

prevclose

The previous closing price of the financial instrument.

Type:: float

week_52_high

The 52-week high price of the financial instrument.

Type:: float

week_52_low

The 52-week low price of the financial instrument.

Type:: float

bidsize

The bid size of the financial instrument (in hundreds).

Type:: int

bidexch

The exchange where the bid price is quoted.

Type:: str

bid_date

The date of the bid price.

Type:: str

asksize

The ask size of the financial instrument.

Type:: int

askexch

The exchange where the ask price is quoted.

Type:: str

ask_date

The date of the ask price.

Type:: str

open_interest

The open interest for options.

Type:: int, optional

contract_size

The contract size for options.

Type:: str, optional

expiration_date

The expiration date for options.

Type:: str, optional

expiration_type

The expiration type for options.

Type:: str, optional

option_type

The type of the option.

Type:: OptionType, optional

root_symbols

Comma-delimited list of option root symbols for an underlier.

Type:: str

root_symbol

The root symbol for an underlier.

Type:: str, optional

greeks

The Greeks values for options.

Type:: Greeks, optional

note

The note for the quote.

Type:: str, optional

date

The date of the quote.

Type:: str, optional

vwap

The volume-weighted average price of the financial instrument.

Type:: float, optional