diff --git a/rest/gen/client.gen.go b/rest/gen/client.gen.go index 492047f4..1a05c0d8 100644 --- a/rest/gen/client.gen.go +++ b/rest/gen/client.gen.go @@ -85,8 +85,8 @@ const ( // Defines values for AggregatesV1ParamsSort. const ( - AggregatesV1ParamsSortWindowStartAsc AggregatesV1ParamsSort = "window_start.asc" - AggregatesV1ParamsSortWindowStartDesc AggregatesV1ParamsSort = "window_start.desc" + WindowStartAsc AggregatesV1ParamsSort = "window_start.asc" + WindowStartDesc AggregatesV1ParamsSort = "window_start.desc" ) // Defines values for GetFuturesV1ContractsParamsType. @@ -275,198 +275,6 @@ const ( GetFuturesV1ProductsParamsTypeAnyOfSingle GetFuturesV1ProductsParamsTypeAnyOf = "single" ) -// Defines values for GetFuturesAggregatesParamsSort. -const ( - GetFuturesAggregatesParamsSortWindowStartAsc GetFuturesAggregatesParamsSort = "window_start.asc" - GetFuturesAggregatesParamsSortWindowStartDesc GetFuturesAggregatesParamsSort = "window_start.desc" -) - -// Defines values for GetFuturesVXContractsParamsType. -const ( - GetFuturesVXContractsParamsTypeCombo GetFuturesVXContractsParamsType = "combo" - GetFuturesVXContractsParamsTypeSingle GetFuturesVXContractsParamsType = "single" -) - -// Defines values for GetFuturesVXContractsParamsTypeAnyOf. -const ( - GetFuturesVXContractsParamsTypeAnyOfCombo GetFuturesVXContractsParamsTypeAnyOf = "combo" - GetFuturesVXContractsParamsTypeAnyOfSingle GetFuturesVXContractsParamsTypeAnyOf = "single" -) - -// Defines values for GetFuturesVXProductsParamsSector. -const ( - GetFuturesVXProductsParamsSectorAsia GetFuturesVXProductsParamsSector = "asia" - GetFuturesVXProductsParamsSectorBase GetFuturesVXProductsParamsSector = "base" - GetFuturesVXProductsParamsSectorBiofuels GetFuturesVXProductsParamsSector = "biofuels" - GetFuturesVXProductsParamsSectorCoal GetFuturesVXProductsParamsSector = "coal" - GetFuturesVXProductsParamsSectorCrossRates GetFuturesVXProductsParamsSector = "cross_rates" - GetFuturesVXProductsParamsSectorCrudeOil GetFuturesVXProductsParamsSector = "crude_oil" - GetFuturesVXProductsParamsSectorCustomIndex GetFuturesVXProductsParamsSector = "custom_index" - GetFuturesVXProductsParamsSectorDairy GetFuturesVXProductsParamsSector = "dairy" - GetFuturesVXProductsParamsSectorDjUbsCi GetFuturesVXProductsParamsSector = "dj_ubs_ci" - GetFuturesVXProductsParamsSectorElectricity GetFuturesVXProductsParamsSector = "electricity" - GetFuturesVXProductsParamsSectorEmissions GetFuturesVXProductsParamsSector = "emissions" - GetFuturesVXProductsParamsSectorEurope GetFuturesVXProductsParamsSector = "europe" - GetFuturesVXProductsParamsSectorFertilizer GetFuturesVXProductsParamsSector = "fertilizer" - GetFuturesVXProductsParamsSectorForestry GetFuturesVXProductsParamsSector = "forestry" - GetFuturesVXProductsParamsSectorGrainsAndOilseeds GetFuturesVXProductsParamsSector = "grains_and_oilseeds" - GetFuturesVXProductsParamsSectorIntlIndex GetFuturesVXProductsParamsSector = "intl_index" - GetFuturesVXProductsParamsSectorLiqNatGasLng GetFuturesVXProductsParamsSector = "liq_nat_gas_lng" - GetFuturesVXProductsParamsSectorLivestock GetFuturesVXProductsParamsSector = "livestock" - GetFuturesVXProductsParamsSectorLongTermGov GetFuturesVXProductsParamsSector = "long_term_gov" - GetFuturesVXProductsParamsSectorLongTermNonGov GetFuturesVXProductsParamsSector = "long_term_non_gov" - GetFuturesVXProductsParamsSectorMajors GetFuturesVXProductsParamsSector = "majors" - GetFuturesVXProductsParamsSectorMinors GetFuturesVXProductsParamsSector = "minors" - GetFuturesVXProductsParamsSectorNatGas GetFuturesVXProductsParamsSector = "nat_gas" - GetFuturesVXProductsParamsSectorNatGasLiqPetro GetFuturesVXProductsParamsSector = "nat_gas_liq_petro" - GetFuturesVXProductsParamsSectorPrecious GetFuturesVXProductsParamsSector = "precious" - GetFuturesVXProductsParamsSectorRefinedProducts GetFuturesVXProductsParamsSector = "refined_products" - GetFuturesVXProductsParamsSectorSAndPGsci GetFuturesVXProductsParamsSector = "s_and_p_gsci" - GetFuturesVXProductsParamsSectorSelSectorIndex GetFuturesVXProductsParamsSector = "sel_sector_index" - GetFuturesVXProductsParamsSectorShortTermGov GetFuturesVXProductsParamsSector = "short_term_gov" - GetFuturesVXProductsParamsSectorShortTermNonGov GetFuturesVXProductsParamsSector = "short_term_non_gov" - GetFuturesVXProductsParamsSectorSofts GetFuturesVXProductsParamsSector = "softs" - GetFuturesVXProductsParamsSectorUs GetFuturesVXProductsParamsSector = "us" - GetFuturesVXProductsParamsSectorUsIndex GetFuturesVXProductsParamsSector = "us_index" - GetFuturesVXProductsParamsSectorWetBulk GetFuturesVXProductsParamsSector = "wet_bulk" -) - -// Defines values for GetFuturesVXProductsParamsSectorAnyOf. -const ( - GetFuturesVXProductsParamsSectorAnyOfAsia GetFuturesVXProductsParamsSectorAnyOf = "asia" - GetFuturesVXProductsParamsSectorAnyOfBase GetFuturesVXProductsParamsSectorAnyOf = "base" - GetFuturesVXProductsParamsSectorAnyOfBiofuels GetFuturesVXProductsParamsSectorAnyOf = "biofuels" - GetFuturesVXProductsParamsSectorAnyOfCoal GetFuturesVXProductsParamsSectorAnyOf = "coal" - GetFuturesVXProductsParamsSectorAnyOfCrossRates GetFuturesVXProductsParamsSectorAnyOf = "cross_rates" - GetFuturesVXProductsParamsSectorAnyOfCrudeOil GetFuturesVXProductsParamsSectorAnyOf = "crude_oil" - GetFuturesVXProductsParamsSectorAnyOfCustomIndex GetFuturesVXProductsParamsSectorAnyOf = "custom_index" - GetFuturesVXProductsParamsSectorAnyOfDairy GetFuturesVXProductsParamsSectorAnyOf = "dairy" - GetFuturesVXProductsParamsSectorAnyOfDjUbsCi GetFuturesVXProductsParamsSectorAnyOf = "dj_ubs_ci" - GetFuturesVXProductsParamsSectorAnyOfElectricity GetFuturesVXProductsParamsSectorAnyOf = "electricity" - GetFuturesVXProductsParamsSectorAnyOfEmissions GetFuturesVXProductsParamsSectorAnyOf = "emissions" - GetFuturesVXProductsParamsSectorAnyOfEurope GetFuturesVXProductsParamsSectorAnyOf = "europe" - GetFuturesVXProductsParamsSectorAnyOfFertilizer GetFuturesVXProductsParamsSectorAnyOf = "fertilizer" - GetFuturesVXProductsParamsSectorAnyOfForestry GetFuturesVXProductsParamsSectorAnyOf = "forestry" - GetFuturesVXProductsParamsSectorAnyOfGrainsAndOilseeds GetFuturesVXProductsParamsSectorAnyOf = "grains_and_oilseeds" - GetFuturesVXProductsParamsSectorAnyOfIntlIndex GetFuturesVXProductsParamsSectorAnyOf = "intl_index" - GetFuturesVXProductsParamsSectorAnyOfLiqNatGasLng GetFuturesVXProductsParamsSectorAnyOf = "liq_nat_gas_lng" - GetFuturesVXProductsParamsSectorAnyOfLivestock GetFuturesVXProductsParamsSectorAnyOf = "livestock" - GetFuturesVXProductsParamsSectorAnyOfLongTermGov GetFuturesVXProductsParamsSectorAnyOf = "long_term_gov" - GetFuturesVXProductsParamsSectorAnyOfLongTermNonGov GetFuturesVXProductsParamsSectorAnyOf = "long_term_non_gov" - GetFuturesVXProductsParamsSectorAnyOfMajors GetFuturesVXProductsParamsSectorAnyOf = "majors" - GetFuturesVXProductsParamsSectorAnyOfMinors GetFuturesVXProductsParamsSectorAnyOf = "minors" - GetFuturesVXProductsParamsSectorAnyOfNatGas GetFuturesVXProductsParamsSectorAnyOf = "nat_gas" - GetFuturesVXProductsParamsSectorAnyOfNatGasLiqPetro GetFuturesVXProductsParamsSectorAnyOf = "nat_gas_liq_petro" - GetFuturesVXProductsParamsSectorAnyOfPrecious GetFuturesVXProductsParamsSectorAnyOf = "precious" - GetFuturesVXProductsParamsSectorAnyOfRefinedProducts GetFuturesVXProductsParamsSectorAnyOf = "refined_products" - GetFuturesVXProductsParamsSectorAnyOfSAndPGsci GetFuturesVXProductsParamsSectorAnyOf = "s_and_p_gsci" - GetFuturesVXProductsParamsSectorAnyOfSelSectorIndex GetFuturesVXProductsParamsSectorAnyOf = "sel_sector_index" - GetFuturesVXProductsParamsSectorAnyOfShortTermGov GetFuturesVXProductsParamsSectorAnyOf = "short_term_gov" - GetFuturesVXProductsParamsSectorAnyOfShortTermNonGov GetFuturesVXProductsParamsSectorAnyOf = "short_term_non_gov" - GetFuturesVXProductsParamsSectorAnyOfSofts GetFuturesVXProductsParamsSectorAnyOf = "softs" - GetFuturesVXProductsParamsSectorAnyOfUs GetFuturesVXProductsParamsSectorAnyOf = "us" - GetFuturesVXProductsParamsSectorAnyOfUsIndex GetFuturesVXProductsParamsSectorAnyOf = "us_index" - GetFuturesVXProductsParamsSectorAnyOfWetBulk GetFuturesVXProductsParamsSectorAnyOf = "wet_bulk" -) - -// Defines values for GetFuturesVXProductsParamsSubSector. -const ( - GetFuturesVXProductsParamsSubSectorAsian GetFuturesVXProductsParamsSubSector = "asian" - GetFuturesVXProductsParamsSubSectorCanadian GetFuturesVXProductsParamsSubSector = "canadian" - GetFuturesVXProductsParamsSubSectorCat GetFuturesVXProductsParamsSubSector = "cat" - GetFuturesVXProductsParamsSubSectorCoolingDegreeDays GetFuturesVXProductsParamsSubSector = "cooling_degree_days" - GetFuturesVXProductsParamsSubSectorErcot GetFuturesVXProductsParamsSubSector = "ercot" - GetFuturesVXProductsParamsSubSectorEuropean GetFuturesVXProductsParamsSubSector = "european" - GetFuturesVXProductsParamsSubSectorGulf GetFuturesVXProductsParamsSubSector = "gulf" - GetFuturesVXProductsParamsSubSectorHeatingDegreeDays GetFuturesVXProductsParamsSubSector = "heating_degree_days" - GetFuturesVXProductsParamsSubSectorIsoNe GetFuturesVXProductsParamsSubSector = "iso_ne" - GetFuturesVXProductsParamsSubSectorLargeCapIndex GetFuturesVXProductsParamsSubSector = "large_cap_index" - GetFuturesVXProductsParamsSubSectorMidCapIndex GetFuturesVXProductsParamsSubSector = "mid_cap_index" - GetFuturesVXProductsParamsSubSectorMiso GetFuturesVXProductsParamsSubSector = "miso" - GetFuturesVXProductsParamsSubSectorNorthAmerican GetFuturesVXProductsParamsSubSector = "north_american" - GetFuturesVXProductsParamsSubSectorNyiso GetFuturesVXProductsParamsSubSector = "nyiso" - GetFuturesVXProductsParamsSubSectorPjm GetFuturesVXProductsParamsSubSector = "pjm" - GetFuturesVXProductsParamsSubSectorSmallCapIndex GetFuturesVXProductsParamsSubSector = "small_cap_index" - GetFuturesVXProductsParamsSubSectorWest GetFuturesVXProductsParamsSubSector = "west" - GetFuturesVXProductsParamsSubSectorWesternPower GetFuturesVXProductsParamsSubSector = "western_power" -) - -// Defines values for GetFuturesVXProductsParamsSubSectorAnyOf. -const ( - GetFuturesVXProductsParamsSubSectorAnyOfAsian GetFuturesVXProductsParamsSubSectorAnyOf = "asian" - GetFuturesVXProductsParamsSubSectorAnyOfCanadian GetFuturesVXProductsParamsSubSectorAnyOf = "canadian" - GetFuturesVXProductsParamsSubSectorAnyOfCat GetFuturesVXProductsParamsSubSectorAnyOf = "cat" - GetFuturesVXProductsParamsSubSectorAnyOfCoolingDegreeDays GetFuturesVXProductsParamsSubSectorAnyOf = "cooling_degree_days" - GetFuturesVXProductsParamsSubSectorAnyOfErcot GetFuturesVXProductsParamsSubSectorAnyOf = "ercot" - GetFuturesVXProductsParamsSubSectorAnyOfEuropean GetFuturesVXProductsParamsSubSectorAnyOf = "european" - GetFuturesVXProductsParamsSubSectorAnyOfGulf GetFuturesVXProductsParamsSubSectorAnyOf = "gulf" - GetFuturesVXProductsParamsSubSectorAnyOfHeatingDegreeDays GetFuturesVXProductsParamsSubSectorAnyOf = "heating_degree_days" - GetFuturesVXProductsParamsSubSectorAnyOfIsoNe GetFuturesVXProductsParamsSubSectorAnyOf = "iso_ne" - GetFuturesVXProductsParamsSubSectorAnyOfLargeCapIndex GetFuturesVXProductsParamsSubSectorAnyOf = "large_cap_index" - GetFuturesVXProductsParamsSubSectorAnyOfMidCapIndex GetFuturesVXProductsParamsSubSectorAnyOf = "mid_cap_index" - GetFuturesVXProductsParamsSubSectorAnyOfMiso GetFuturesVXProductsParamsSubSectorAnyOf = "miso" - GetFuturesVXProductsParamsSubSectorAnyOfNorthAmerican GetFuturesVXProductsParamsSubSectorAnyOf = "north_american" - GetFuturesVXProductsParamsSubSectorAnyOfNyiso GetFuturesVXProductsParamsSubSectorAnyOf = "nyiso" - GetFuturesVXProductsParamsSubSectorAnyOfPjm GetFuturesVXProductsParamsSubSectorAnyOf = "pjm" - GetFuturesVXProductsParamsSubSectorAnyOfSmallCapIndex GetFuturesVXProductsParamsSubSectorAnyOf = "small_cap_index" - GetFuturesVXProductsParamsSubSectorAnyOfWest GetFuturesVXProductsParamsSubSectorAnyOf = "west" - GetFuturesVXProductsParamsSubSectorAnyOfWesternPower GetFuturesVXProductsParamsSubSectorAnyOf = "western_power" -) - -// Defines values for GetFuturesVXProductsParamsAssetClass. -const ( - GetFuturesVXProductsParamsAssetClassAltInvestment GetFuturesVXProductsParamsAssetClass = "alt_investment" - GetFuturesVXProductsParamsAssetClassCommodity GetFuturesVXProductsParamsAssetClass = "commodity" - GetFuturesVXProductsParamsAssetClassFinancials GetFuturesVXProductsParamsAssetClass = "financials" -) - -// Defines values for GetFuturesVXProductsParamsAssetClassAnyOf. -const ( - GetFuturesVXProductsParamsAssetClassAnyOfAltInvestment GetFuturesVXProductsParamsAssetClassAnyOf = "alt_investment" - GetFuturesVXProductsParamsAssetClassAnyOfCommodity GetFuturesVXProductsParamsAssetClassAnyOf = "commodity" - GetFuturesVXProductsParamsAssetClassAnyOfFinancials GetFuturesVXProductsParamsAssetClassAnyOf = "financials" -) - -// Defines values for GetFuturesVXProductsParamsAssetSubClass. -const ( - GetFuturesVXProductsParamsAssetSubClassAgricultural GetFuturesVXProductsParamsAssetSubClass = "agricultural" - GetFuturesVXProductsParamsAssetSubClassCommodityIndex GetFuturesVXProductsParamsAssetSubClass = "commodity_index" - GetFuturesVXProductsParamsAssetSubClassEnergy GetFuturesVXProductsParamsAssetSubClass = "energy" - GetFuturesVXProductsParamsAssetSubClassEquity GetFuturesVXProductsParamsAssetSubClass = "equity" - GetFuturesVXProductsParamsAssetSubClassForeignExchange GetFuturesVXProductsParamsAssetSubClass = "foreign_exchange" - GetFuturesVXProductsParamsAssetSubClassFreight GetFuturesVXProductsParamsAssetSubClass = "freight" - GetFuturesVXProductsParamsAssetSubClassHousing GetFuturesVXProductsParamsAssetSubClass = "housing" - GetFuturesVXProductsParamsAssetSubClassInterestRate GetFuturesVXProductsParamsAssetSubClass = "interest_rate" - GetFuturesVXProductsParamsAssetSubClassMetals GetFuturesVXProductsParamsAssetSubClass = "metals" - GetFuturesVXProductsParamsAssetSubClassWeather GetFuturesVXProductsParamsAssetSubClass = "weather" -) - -// Defines values for GetFuturesVXProductsParamsAssetSubClassAnyOf. -const ( - GetFuturesVXProductsParamsAssetSubClassAnyOfAgricultural GetFuturesVXProductsParamsAssetSubClassAnyOf = "agricultural" - GetFuturesVXProductsParamsAssetSubClassAnyOfCommodityIndex GetFuturesVXProductsParamsAssetSubClassAnyOf = "commodity_index" - GetFuturesVXProductsParamsAssetSubClassAnyOfEnergy GetFuturesVXProductsParamsAssetSubClassAnyOf = "energy" - GetFuturesVXProductsParamsAssetSubClassAnyOfEquity GetFuturesVXProductsParamsAssetSubClassAnyOf = "equity" - GetFuturesVXProductsParamsAssetSubClassAnyOfForeignExchange GetFuturesVXProductsParamsAssetSubClassAnyOf = "foreign_exchange" - GetFuturesVXProductsParamsAssetSubClassAnyOfFreight GetFuturesVXProductsParamsAssetSubClassAnyOf = "freight" - GetFuturesVXProductsParamsAssetSubClassAnyOfHousing GetFuturesVXProductsParamsAssetSubClassAnyOf = "housing" - GetFuturesVXProductsParamsAssetSubClassAnyOfInterestRate GetFuturesVXProductsParamsAssetSubClassAnyOf = "interest_rate" - GetFuturesVXProductsParamsAssetSubClassAnyOfMetals GetFuturesVXProductsParamsAssetSubClassAnyOf = "metals" - GetFuturesVXProductsParamsAssetSubClassAnyOfWeather GetFuturesVXProductsParamsAssetSubClassAnyOf = "weather" -) - -// Defines values for GetFuturesVXProductsParamsType. -const ( - GetFuturesVXProductsParamsTypeCombo GetFuturesVXProductsParamsType = "combo" - GetFuturesVXProductsParamsTypeSingle GetFuturesVXProductsParamsType = "single" -) - -// Defines values for GetFuturesVXProductsParamsTypeAnyOf. -const ( - GetFuturesVXProductsParamsTypeAnyOfCombo GetFuturesVXProductsParamsTypeAnyOf = "combo" - GetFuturesVXProductsParamsTypeAnyOfSingle GetFuturesVXProductsParamsTypeAnyOf = "single" -) - // Defines values for GetStocksFilings10KVXSectionsParamsSection. const ( GetStocksFilings10KVXSectionsParamsSectionBusiness GetStocksFilings10KVXSectionsParamsSection = "business" @@ -479,6 +287,18 @@ const ( GetStocksFilings10KVXSectionsParamsSectionAnyOfRiskFactors GetStocksFilings10KVXSectionsParamsSectionAnyOf = "risk_factors" ) +// Defines values for GetStocksFilings10KVX0SectionsParamsSection. +const ( + GetStocksFilings10KVX0SectionsParamsSectionBusiness GetStocksFilings10KVX0SectionsParamsSection = "business" + GetStocksFilings10KVX0SectionsParamsSectionRiskFactors GetStocksFilings10KVX0SectionsParamsSection = "risk_factors" +) + +// Defines values for GetStocksFilings10KVX0SectionsParamsSectionAnyOf. +const ( + GetStocksFilings10KVX0SectionsParamsSectionAnyOfBusiness GetStocksFilings10KVX0SectionsParamsSectionAnyOf = "business" + GetStocksFilings10KVX0SectionsParamsSectionAnyOfRiskFactors GetStocksFilings10KVX0SectionsParamsSectionAnyOf = "risk_factors" +) + // Defines values for GetStocksV1DividendsParamsDistributionType. const ( GetStocksV1DividendsParamsDistributionTypeIrregular GetStocksV1DividendsParamsDistributionType = "irregular" @@ -1592,7 +1412,7 @@ type GetBenzingaV1AnalystInsightsParams struct { // RatingActionLte Filter less than or equal to the value. RatingActionLte *string `form:"rating_action.lte,omitempty" json:"rating_action.lte,omitempty"` - // BenzingaFirmId The identifer used by Benzinga for the firm record. + // BenzingaFirmId The identifier used by Benzinga for the firm record. BenzingaFirmId *string `form:"benzinga_firm_id,omitempty" json:"benzinga_firm_id,omitempty"` // BenzingaFirmIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. @@ -1776,8 +1596,8 @@ type GetBenzingaV1BullsBearsSayParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetBenzingaV1ConsensusRatingsParams defines parameters for GetBenzingaV1ConsensusRatings. -type GetBenzingaV1ConsensusRatingsParams struct { +// GetBenzingaV1ConsensusRatingsTickerParams defines parameters for GetBenzingaV1ConsensusRatingsTicker. +type GetBenzingaV1ConsensusRatingsTickerParams struct { // Date The date range to aggregate analyst ratings over. For example, date.gte=2024-10-01 and date.lt=2025-01-01 for ratings published in Q4 2024. By default, all ratings are aggregated regardless of date. Date *string `form:"date,omitempty" json:"date,omitempty"` @@ -1973,7 +1793,7 @@ type GetBenzingaV1EarningsParams struct { // GetBenzingaV1FirmsParams defines parameters for GetBenzingaV1Firms. type GetBenzingaV1FirmsParams struct { - // BenzingaId The identifer used by Benzinga for this record. + // BenzingaId The identifier used by Benzinga for this record. BenzingaId *string `form:"benzinga_id,omitempty" json:"benzinga_id,omitempty"` // BenzingaIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. @@ -2072,22 +1892,22 @@ type GetBenzingaV1GuidanceParams struct { // ImportanceLte Filter less than or equal to the value. Value must be an integer. ImportanceLte *int64 `form:"importance.lte,omitempty" json:"importance.lte,omitempty"` - // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. + // LastUpdated The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). LastUpdated *string `form:"last_updated,omitempty" json:"last_updated,omitempty"` - // LastUpdatedAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + // LastUpdatedAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). LastUpdatedAnyOf *string `form:"last_updated.any_of,omitempty" json:"last_updated.any_of,omitempty"` - // LastUpdatedGt Filter greater than the value. + // LastUpdatedGt 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'). LastUpdatedGt *string `form:"last_updated.gt,omitempty" json:"last_updated.gt,omitempty"` - // LastUpdatedGte Filter greater than or equal to the value. + // LastUpdatedGte 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'). LastUpdatedGte *string `form:"last_updated.gte,omitempty" json:"last_updated.gte,omitempty"` - // LastUpdatedLt Filter less than the value. + // LastUpdatedLt 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'). LastUpdatedLt *string `form:"last_updated.lt,omitempty" json:"last_updated.lt,omitempty"` - // LastUpdatedLte Filter less than or equal to the value. + // LastUpdatedLte 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'). LastUpdatedLte *string `form:"last_updated.lte,omitempty" json:"last_updated.lte,omitempty"` // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. Value must be an integer. @@ -2237,7 +2057,7 @@ type GetBenzingaV1RatingsParams struct { // PriceTargetActionLte Filter less than or equal to the value. PriceTargetActionLte *string `form:"price_target_action.lte,omitempty" json:"price_target_action.lte,omitempty"` - // BenzingaId The identifer used by Benzinga for this record. + // BenzingaId The identifier used by Benzinga for this record. BenzingaId *string `form:"benzinga_id,omitempty" json:"benzinga_id,omitempty"` // BenzingaIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. @@ -2255,7 +2075,7 @@ type GetBenzingaV1RatingsParams struct { // BenzingaIdLte Filter less than or equal to the value. BenzingaIdLte *string `form:"benzinga_id.lte,omitempty" json:"benzinga_id.lte,omitempty"` - // BenzingaAnalystId The identifer used by Benzinga for this analyst. + // BenzingaAnalystId The identifier used by Benzinga for this analyst. BenzingaAnalystId *string `form:"benzinga_analyst_id,omitempty" json:"benzinga_analyst_id,omitempty"` // BenzingaAnalystIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. @@ -2273,7 +2093,7 @@ type GetBenzingaV1RatingsParams struct { // BenzingaAnalystIdLte Filter less than or equal to the value. BenzingaAnalystIdLte *string `form:"benzinga_analyst_id.lte,omitempty" json:"benzinga_analyst_id.lte,omitempty"` - // BenzingaFirmId The identifer used by Benzinga for this firm. + // BenzingaFirmId The identifier used by Benzinga for this firm. BenzingaFirmId *string `form:"benzinga_firm_id,omitempty" json:"benzinga_firm_id,omitempty"` // BenzingaFirmIdAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. @@ -3526,8 +3346,8 @@ type GetFuturesV1ProductsParamsType string // GetFuturesV1ProductsParamsTypeAnyOf defines parameters for GetFuturesV1Products. type GetFuturesV1ProductsParamsTypeAnyOf string -// GetFuturesV1QuotesParams defines parameters for GetFuturesV1Quotes. -type GetFuturesV1QuotesParams struct { +// GetFuturesV1QuotesTickerParams defines parameters for GetFuturesV1QuotesTicker. +type GetFuturesV1QuotesTickerParams 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"` @@ -3658,8 +3478,8 @@ type GetFuturesV1SnapshotParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } -// GetFuturesV1TradesParams defines parameters for GetFuturesV1Trades. -type GetFuturesV1TradesParams struct { +// GetFuturesV1TradesTickerParams defines parameters for GetFuturesV1TradesTicker. +type GetFuturesV1TradesTickerParams 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"` @@ -3685,328 +3505,15 @@ type GetFuturesV1TradesParams struct { 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. - TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` - - // TickerGt Filter greater than the value. - TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` - - // TickerGte Filter greater than or equal to the value. - TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` - - // TickerLt Filter less than the value. - TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` - - // 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 { +// 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'. 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 'date' if not specified. The sort order defaults to 'asc' if not specified. - Sort *string `form:"sort,omitempty" json:"sort,omitempty"` -} - -// 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'). +// GetOptionsV3QuotesTickerParams defines parameters for GetOptionsV3QuotesTicker. +type GetOptionsV3QuotesTickerParams struct { + // Timestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. 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'). @@ -4021,124 +3528,16 @@ type GetFuturesVXQuotesParams 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 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 Limit the maximum number of results returned. Defaults to '1000' 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"` - - // 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 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 `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. - TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` - - // TickerGt Filter greater than the value. - TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` - - // TickerGte Filter greater than or equal to the value. - TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` - - // TickerLt Filter less than the value. - TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` - - // TickerLte Filter less than or equal to the value. - TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,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 *string `form:"sort,omitempty" json:"sort,omitempty"` -} - -// 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'). +// GetOptionsV3TradesTickerParams defines parameters for GetOptionsV3TradesTicker. +type GetOptionsV3TradesTickerParams struct { + // Timestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. 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'). @@ -4153,20 +3552,35 @@ type GetFuturesVXTradesParams 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 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'. + // Limit Limit the maximum number of results returned. Defaults to '1000' 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"` } -// 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'. +// GetStocksDevTradesTickerParams defines parameters for GetStocksDevTradesTicker. +type GetStocksDevTradesTickerParams struct { + // SipTimestamp The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. Value must be an integer timestamp in nanoseconds, formatted 'yyyy-mm-dd', or ISO 8601/RFC 3339 (e.g. '2024-05-28T20:27:41Z'). + SipTimestamp *string `form:"sip_timestamp,omitempty" json:"sip_timestamp,omitempty"` + + // SipTimestampGt 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'). + SipTimestampGt *string `form:"sip_timestamp.gt,omitempty" json:"sip_timestamp.gt,omitempty"` + + // SipTimestampGte 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'). + SipTimestampGte *string `form:"sip_timestamp.gte,omitempty" json:"sip_timestamp.gte,omitempty"` + + // SipTimestampLt 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'). + SipTimestampLt *string `form:"sip_timestamp.lt,omitempty" json:"sip_timestamp.lt,omitempty"` + + // SipTimestampLte 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'). + SipTimestampLte *string `form:"sip_timestamp.lte,omitempty" json:"sip_timestamp.lte,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 'sip_timestamp' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } // GetStocksFilings10KVXSectionsParams defines parameters for GetStocksFilings10KVXSections. @@ -4256,6 +3670,138 @@ type GetStocksFilings10KVXSectionsParamsSection string // GetStocksFilings10KVXSectionsParamsSectionAnyOf defines parameters for GetStocksFilings10KVXSections. type GetStocksFilings10KVXSectionsParamsSectionAnyOf string +// GetStocksFilings10KVX0SectionsParams defines parameters for GetStocksFilings10KVX0Sections. +type GetStocksFilings10KVX0SectionsParams struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // CikGt Filter greater than the value. + CikGt *string `form:"cik.gt,omitempty" json:"cik.gt,omitempty"` + + // CikGte Filter greater than or equal to the value. + CikGte *string `form:"cik.gte,omitempty" json:"cik.gte,omitempty"` + + // CikLt Filter less than the value. + CikLt *string `form:"cik.lt,omitempty" json:"cik.lt,omitempty"` + + // CikLte Filter less than or equal to the value. + CikLte *string `form:"cik.lte,omitempty" json:"cik.lte,omitempty"` + + // Ticker Stock ticker symbol for the company. + 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. + TickerAnyOf *string `form:"ticker.any_of,omitempty" json:"ticker.any_of,omitempty"` + + // TickerGt Filter greater than the value. + TickerGt *string `form:"ticker.gt,omitempty" json:"ticker.gt,omitempty"` + + // TickerGte Filter greater than or equal to the value. + TickerGte *string `form:"ticker.gte,omitempty" json:"ticker.gte,omitempty"` + + // TickerLt Filter less than the value. + TickerLt *string `form:"ticker.lt,omitempty" json:"ticker.lt,omitempty"` + + // TickerLte Filter less than or equal to the value. + TickerLte *string `form:"ticker.lte,omitempty" json:"ticker.lte,omitempty"` + + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *GetStocksFilings10KVX0SectionsParamsSection `form:"section,omitempty" json:"section,omitempty"` + + // SectionAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SectionAnyOf *GetStocksFilings10KVX0SectionsParamsSectionAnyOf `form:"section.any_of,omitempty" json:"section.any_of,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"` + + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'. + PeriodEnd *string `form:"period_end,omitempty" json:"period_end,omitempty"` + + // PeriodEndGt Filter greater than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGt *string `form:"period_end.gt,omitempty" json:"period_end.gt,omitempty"` + + // PeriodEndGte Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndGte *string `form:"period_end.gte,omitempty" json:"period_end.gte,omitempty"` + + // PeriodEndLt Filter less than the value. Value must be formatted 'yyyy-mm-dd'. + PeriodEndLt *string `form:"period_end.lt,omitempty" json:"period_end.lt,omitempty"` + + // 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 '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. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + +// GetStocksFilings10KVX0SectionsParamsSection defines parameters for GetStocksFilings10KVX0Sections. +type GetStocksFilings10KVX0SectionsParamsSection string + +// GetStocksFilings10KVX0SectionsParamsSectionAnyOf defines parameters for GetStocksFilings10KVX0Sections. +type GetStocksFilings10KVX0SectionsParamsSectionAnyOf string + +// GetStocksFilings8KVXDisclosuresParams defines parameters for GetStocksFilings8KVXDisclosures. +type GetStocksFilings8KVXDisclosuresParams struct { + // Cik SEC Central Index Key of the filer (10 digits, zero-padded). + Cik *string `form:"cik,omitempty" json:"cik,omitempty"` + + // CikAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + CikAnyOf *string `form:"cik.any_of,omitempty" json:"cik.any_of,omitempty"` + + // Tickers Filter for arrays that contain the value. + Tickers *string `form:"tickers,omitempty" json:"tickers,omitempty"` + + // TickersAllOf Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list. + TickersAllOf *string `form:"tickers.all_of,omitempty" json:"tickers.all_of,omitempty"` + + // TickersAnyOf Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list. + TickersAnyOf *string `form:"tickers.any_of,omitempty" json:"tickers.any_of,omitempty"` + + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *string `form:"filing_date,omitempty" json:"filing_date,omitempty"` + + // FilingDateAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + FilingDateAnyOf *string `form:"filing_date.any_of,omitempty" json:"filing_date.any_of,omitempty"` + + // FilingDateGt Filter greater than the value. + FilingDateGt *string `form:"filing_date.gt,omitempty" json:"filing_date.gt,omitempty"` + + // FilingDateGte Filter greater than or equal to the value. + FilingDateGte *string `form:"filing_date.gte,omitempty" json:"filing_date.gte,omitempty"` + + // FilingDateLt Filter less than the value. + FilingDateLt *string `form:"filing_date.lt,omitempty" json:"filing_date.lt,omitempty"` + + // FilingDateLte Filter less than or equal to the value. + FilingDateLte *string `form:"filing_date.lte,omitempty" json:"filing_date.lte,omitempty"` + + // TertiaryCategory Most specific disclosure category (e.g., 'quarterly_results'). Filtering on this column must use an exact match. See the full taxonomy at /stocks/taxonomies/vX/disclosures. + TertiaryCategory *string `form:"tertiary_category,omitempty" json:"tertiary_category,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. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + // GetStocksFilings8KVXTextParams defines parameters for GetStocksFilings8KVXText. type GetStocksFilings8KVXTextParams struct { // Cik SEC Central Index Key (10 digits, zero-padded). @@ -4405,42 +3951,6 @@ type GetStocksFilingsVXForm3Params 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"` - // MaxTicker Filter equal to the value. - MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` - - // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` - - // MaxTickerGt Filter greater than the value. - MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` - - // MaxTickerGte Filter greater than or equal to the value. - MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` - - // MaxTickerLt Filter less than the value. - MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` - - // MaxTickerLte Filter less than or equal to the value. - MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` - - // MinTicker Filter equal to the value. - MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` - - // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` - - // MinTickerGt Filter greater than the value. - MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` - - // MinTickerGte Filter greater than or equal to the value. - MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` - - // MinTickerLt Filter less than the value. - MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` - - // MinTickerLte Filter less than or equal to the value. - MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,omitempty"` - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '10000'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` @@ -4492,42 +4002,6 @@ type GetStocksFilingsVXForm4Params struct { // TransactionCode SEC transaction code indicating the type of transaction (e.g., 'P' for purchase, 'S' for sale, 'A' for grant/award, 'M' for exercise/conversion). TransactionCode *string `form:"transaction_code,omitempty" json:"transaction_code,omitempty"` - // MaxTicker Filter equal to the value. - MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` - - // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` - - // MaxTickerGt Filter greater than the value. - MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` - - // MaxTickerGte Filter greater than or equal to the value. - MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` - - // MaxTickerLt Filter less than the value. - MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` - - // MaxTickerLte Filter less than or equal to the value. - MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` - - // MinTicker Filter equal to the value. - MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` - - // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` - - // MinTickerGt Filter greater than the value. - MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` - - // MinTickerGte Filter greater than or equal to the value. - MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` - - // MinTickerLt Filter less than the value. - MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` - - // MinTickerLte Filter less than or equal to the value. - MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,omitempty"` - // Limit Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '10000'. Limit *int `form:"limit,omitempty" json:"limit,omitempty"` @@ -4606,7 +4080,7 @@ type GetStocksFilingsVXIndexParams 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 '1000' if not specified. The maximum allowed limit is '50000'. + // Limit Limit the maximum number of results returned. Defaults to '1000' if not specified. The maximum allowed limit is '10000'. 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. @@ -4783,42 +4257,6 @@ type GetStocksFinancialsV1BalanceSheetsParams struct { // TimeframeLte Filter less than or equal to the value. TimeframeLte *string `form:"timeframe.lte,omitempty" json:"timeframe.lte,omitempty"` - // MaxTicker Filter equal to the value. - MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` - - // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` - - // MaxTickerGt Filter greater than the value. - MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` - - // MaxTickerGte Filter greater than or equal to the value. - MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` - - // MaxTickerLt Filter less than the value. - MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` - - // MaxTickerLte Filter less than or equal to the value. - MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` - - // MinTicker Filter equal to the value. - MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` - - // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` - - // MinTickerGt Filter greater than the value. - MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` - - // MinTickerGte Filter greater than or equal to the value. - MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` - - // MinTickerLt Filter less than the value. - MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` - - // MinTickerLte Filter less than or equal to the value. - MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,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"` @@ -4933,42 +4371,6 @@ type GetStocksFinancialsV1CashFlowStatementsParams struct { // TimeframeLte Filter less than or equal to the value. TimeframeLte *string `form:"timeframe.lte,omitempty" json:"timeframe.lte,omitempty"` - // MaxTicker Filter equal to the value. - MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` - - // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` - - // MaxTickerGt Filter greater than the value. - MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` - - // MaxTickerGte Filter greater than or equal to the value. - MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` - - // MaxTickerLt Filter less than the value. - MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` - - // MaxTickerLte Filter less than or equal to the value. - MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` - - // MinTicker Filter equal to the value. - MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` - - // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` - - // MinTickerGt Filter greater than the value. - MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` - - // MinTickerGte Filter greater than or equal to the value. - MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` - - // MinTickerLt Filter less than the value. - MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` - - // MinTickerLte Filter less than or equal to the value. - MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,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"` @@ -5083,42 +4485,6 @@ type GetStocksFinancialsV1IncomeStatementsParams struct { // TimeframeLte Filter less than or equal to the value. TimeframeLte *string `form:"timeframe.lte,omitempty" json:"timeframe.lte,omitempty"` - // MaxTicker Filter equal to the value. - MaxTicker *string `form:"max_ticker,omitempty" json:"max_ticker,omitempty"` - - // MaxTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MaxTickerAnyOf *string `form:"max_ticker.any_of,omitempty" json:"max_ticker.any_of,omitempty"` - - // MaxTickerGt Filter greater than the value. - MaxTickerGt *string `form:"max_ticker.gt,omitempty" json:"max_ticker.gt,omitempty"` - - // MaxTickerGte Filter greater than or equal to the value. - MaxTickerGte *string `form:"max_ticker.gte,omitempty" json:"max_ticker.gte,omitempty"` - - // MaxTickerLt Filter less than the value. - MaxTickerLt *string `form:"max_ticker.lt,omitempty" json:"max_ticker.lt,omitempty"` - - // MaxTickerLte Filter less than or equal to the value. - MaxTickerLte *string `form:"max_ticker.lte,omitempty" json:"max_ticker.lte,omitempty"` - - // MinTicker Filter equal to the value. - MinTicker *string `form:"min_ticker,omitempty" json:"min_ticker,omitempty"` - - // MinTickerAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. - MinTickerAnyOf *string `form:"min_ticker.any_of,omitempty" json:"min_ticker.any_of,omitempty"` - - // MinTickerGt Filter greater than the value. - MinTickerGt *string `form:"min_ticker.gt,omitempty" json:"min_ticker.gt,omitempty"` - - // MinTickerGte Filter greater than or equal to the value. - MinTickerGte *string `form:"min_ticker.gte,omitempty" json:"min_ticker.gte,omitempty"` - - // MinTickerLt Filter less than the value. - MinTickerLt *string `form:"min_ticker.lt,omitempty" json:"min_ticker.lt,omitempty"` - - // MinTickerLte Filter less than or equal to the value. - MinTickerLte *string `form:"min_ticker.lte,omitempty" json:"min_ticker.lte,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"` @@ -5471,6 +4837,87 @@ type GetStocksFinancialsV1RatiosParams struct { Sort *string `form:"sort,omitempty" json:"sort,omitempty"` } +// GetStocksTaxonomiesVXDisclosuresParams defines parameters for GetStocksTaxonomiesVXDisclosures. +type GetStocksTaxonomiesVXDisclosuresParams struct { + // Taxonomy Taxonomy version that defines this classification (e.g., '1.0'). + Taxonomy *string `form:"taxonomy,omitempty" json:"taxonomy,omitempty"` + + // TaxonomyAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TaxonomyAnyOf *string `form:"taxonomy.any_of,omitempty" json:"taxonomy.any_of,omitempty"` + + // TaxonomyGt Filter greater than the value. + TaxonomyGt *string `form:"taxonomy.gt,omitempty" json:"taxonomy.gt,omitempty"` + + // TaxonomyGte Filter greater than or equal to the value. + TaxonomyGte *string `form:"taxonomy.gte,omitempty" json:"taxonomy.gte,omitempty"` + + // TaxonomyLt Filter less than the value. + TaxonomyLt *string `form:"taxonomy.lt,omitempty" json:"taxonomy.lt,omitempty"` + + // TaxonomyLte Filter less than or equal to the value. + TaxonomyLte *string `form:"taxonomy.lte,omitempty" json:"taxonomy.lte,omitempty"` + + // PrimaryCategory Top-level disclosure category. + PrimaryCategory *string `form:"primary_category,omitempty" json:"primary_category,omitempty"` + + // PrimaryCategoryAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + PrimaryCategoryAnyOf *string `form:"primary_category.any_of,omitempty" json:"primary_category.any_of,omitempty"` + + // PrimaryCategoryGt Filter greater than the value. + PrimaryCategoryGt *string `form:"primary_category.gt,omitempty" json:"primary_category.gt,omitempty"` + + // PrimaryCategoryGte Filter greater than or equal to the value. + PrimaryCategoryGte *string `form:"primary_category.gte,omitempty" json:"primary_category.gte,omitempty"` + + // PrimaryCategoryLt Filter less than the value. + PrimaryCategoryLt *string `form:"primary_category.lt,omitempty" json:"primary_category.lt,omitempty"` + + // PrimaryCategoryLte Filter less than or equal to the value. + PrimaryCategoryLte *string `form:"primary_category.lte,omitempty" json:"primary_category.lte,omitempty"` + + // SecondaryCategory Mid-level disclosure category. + SecondaryCategory *string `form:"secondary_category,omitempty" json:"secondary_category,omitempty"` + + // SecondaryCategoryAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + SecondaryCategoryAnyOf *string `form:"secondary_category.any_of,omitempty" json:"secondary_category.any_of,omitempty"` + + // SecondaryCategoryGt Filter greater than the value. + SecondaryCategoryGt *string `form:"secondary_category.gt,omitempty" json:"secondary_category.gt,omitempty"` + + // SecondaryCategoryGte Filter greater than or equal to the value. + SecondaryCategoryGte *string `form:"secondary_category.gte,omitempty" json:"secondary_category.gte,omitempty"` + + // SecondaryCategoryLt Filter less than the value. + SecondaryCategoryLt *string `form:"secondary_category.lt,omitempty" json:"secondary_category.lt,omitempty"` + + // SecondaryCategoryLte Filter less than or equal to the value. + SecondaryCategoryLte *string `form:"secondary_category.lte,omitempty" json:"secondary_category.lte,omitempty"` + + // TertiaryCategory Most specific disclosure category. + TertiaryCategory *string `form:"tertiary_category,omitempty" json:"tertiary_category,omitempty"` + + // TertiaryCategoryAnyOf Filter equal to any of the values. Multiple values can be specified by using a comma separated list. + TertiaryCategoryAnyOf *string `form:"tertiary_category.any_of,omitempty" json:"tertiary_category.any_of,omitempty"` + + // TertiaryCategoryGt Filter greater than the value. + TertiaryCategoryGt *string `form:"tertiary_category.gt,omitempty" json:"tertiary_category.gt,omitempty"` + + // TertiaryCategoryGte Filter greater than or equal to the value. + TertiaryCategoryGte *string `form:"tertiary_category.gte,omitempty" json:"tertiary_category.gte,omitempty"` + + // TertiaryCategoryLt Filter less than the value. + TertiaryCategoryLt *string `form:"tertiary_category.lt,omitempty" json:"tertiary_category.lt,omitempty"` + + // TertiaryCategoryLte Filter less than or equal to the value. + TertiaryCategoryLte *string `form:"tertiary_category.lte,omitempty" json:"tertiary_category.lte,omitempty"` + + // Limit Limit the maximum number of results returned. Defaults to '200' if not specified. The maximum allowed limit is '999'. + 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 'taxonomy' if not specified. The sort order defaults to 'desc' if not specified. + Sort *string `form:"sort,omitempty" json:"sort,omitempty"` +} + // GetStocksTaxonomiesVXRiskFactorsParams defines parameters for GetStocksTaxonomiesVXRiskFactors. type GetStocksTaxonomiesVXRiskFactorsParams struct { // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy Value must be a floating point number. @@ -8437,8 +7884,8 @@ type ClientInterface interface { // GetBenzingaV1BullsBearsSay request GetBenzingaV1BullsBearsSay(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*http.Response, error) - // GetBenzingaV1ConsensusRatings request - GetBenzingaV1ConsensusRatings(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetBenzingaV1ConsensusRatingsTicker request + GetBenzingaV1ConsensusRatingsTicker(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) // GetBenzingaV1Earnings request GetBenzingaV1Earnings(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -8509,8 +7956,8 @@ type ClientInterface interface { // 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) + // GetFuturesV1QuotesTicker request + GetFuturesV1QuotesTicker(ctx context.Context, ticker string, params *GetFuturesV1QuotesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) // GetFuturesV1Schedules request GetFuturesV1Schedules(ctx context.Context, params *GetFuturesV1SchedulesParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -8518,42 +7965,30 @@ type ClientInterface interface { // GetFuturesV1Snapshot request GetFuturesV1Snapshot(ctx context.Context, params *GetFuturesV1SnapshotParams, 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) - - // GetFuturesVXContracts request - GetFuturesVXContracts(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*http.Response, error) - - // GetFuturesVXExchanges request - GetFuturesVXExchanges(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) - - // GetFuturesVXMarketStatus request - GetFuturesVXMarketStatus(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*http.Response, error) - - // GetFuturesVXProducts request - GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetFuturesV1TradesTicker request + GetFuturesV1TradesTicker(ctx context.Context, ticker string, params *GetFuturesV1TradesTickerParams, 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) + // GetOptionsV1Exchanges request + GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) - // GetFuturesVXSnapshot request - GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetOptionsV3QuotesTicker request + GetOptionsV3QuotesTicker(ctx context.Context, ticker string, params *GetOptionsV3QuotesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) - // GetFuturesVXTrades request - GetFuturesVXTrades(ctx context.Context, ticker string, params *GetFuturesVXTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetOptionsV3TradesTicker request + GetOptionsV3TradesTicker(ctx context.Context, ticker string, params *GetOptionsV3TradesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) - // GetOptionsV1Exchanges request - GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetStocksDevTradesTicker request + GetStocksDevTradesTicker(ctx context.Context, ticker string, params *GetStocksDevTradesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) // GetStocksFilings10KVXSections request GetStocksFilings10KVXSections(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetStocksFilings10KVX0Sections request + GetStocksFilings10KVX0Sections(ctx context.Context, params *GetStocksFilings10KVX0SectionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) + + // GetStocksFilings8KVXDisclosures request + GetStocksFilings8KVXDisclosures(ctx context.Context, params *GetStocksFilings8KVXDisclosuresParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetStocksFilings8KVXText request GetStocksFilings8KVXText(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -8584,6 +8019,9 @@ type ClientInterface interface { // GetStocksFinancialsV1Ratios request GetStocksFinancialsV1Ratios(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetStocksTaxonomiesVXDisclosures request + GetStocksTaxonomiesVXDisclosures(ctx context.Context, params *GetStocksTaxonomiesVXDisclosuresParams, reqEditors ...RequestEditorFn) (*http.Response, error) + // GetStocksTaxonomiesVXRiskFactors request GetStocksTaxonomiesVXRiskFactors(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*http.Response, error) @@ -8900,8 +8338,8 @@ func (c *Client) GetBenzingaV1BullsBearsSay(ctx context.Context, params *GetBenz return c.Client.Do(req) } -func (c *Client) GetBenzingaV1ConsensusRatings(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetBenzingaV1ConsensusRatingsRequest(c.Server, ticker, params) +func (c *Client) GetBenzingaV1ConsensusRatingsTicker(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetBenzingaV1ConsensusRatingsTickerRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -9188,8 +8626,8 @@ func (c *Client) GetFuturesV1Products(ctx context.Context, params *GetFuturesV1P return c.Client.Do(req) } -func (c *Client) GetFuturesV1Quotes(ctx context.Context, ticker string, params *GetFuturesV1QuotesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesV1QuotesRequest(c.Server, ticker, params) +func (c *Client) GetFuturesV1QuotesTicker(ctx context.Context, ticker string, params *GetFuturesV1QuotesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1QuotesTickerRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -9224,8 +8662,8 @@ func (c *Client) GetFuturesV1Snapshot(ctx context.Context, params *GetFuturesV1S return c.Client.Do(req) } -func (c *Client) GetFuturesV1Trades(ctx context.Context, ticker string, params *GetFuturesV1TradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesV1TradesRequest(c.Server, ticker, params) +func (c *Client) GetFuturesV1TradesTicker(ctx context.Context, ticker string, params *GetFuturesV1TradesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetFuturesV1TradesTickerRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -9236,56 +8674,8 @@ func (c *Client) GetFuturesV1Trades(ctx context.Context, ticker string, params * 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) - 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) +func (c *Client) GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsV1ExchangesRequest(c.Server, params) if err != nil { return nil, err } @@ -9296,8 +8686,8 @@ func (c *Client) GetFuturesVXProducts(ctx context.Context, params *GetFuturesVXP 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) +func (c *Client) GetOptionsV3QuotesTicker(ctx context.Context, ticker string, params *GetOptionsV3QuotesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsV3QuotesTickerRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -9308,8 +8698,8 @@ func (c *Client) GetFuturesVXQuotes(ctx context.Context, ticker string, params * 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) GetOptionsV3TradesTicker(ctx context.Context, ticker string, params *GetOptionsV3TradesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetOptionsV3TradesTickerRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -9320,8 +8710,8 @@ 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) GetStocksDevTradesTicker(ctx context.Context, ticker string, params *GetStocksDevTradesTickerParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksDevTradesTickerRequest(c.Server, ticker, params) if err != nil { return nil, err } @@ -9332,8 +8722,8 @@ func (c *Client) GetFuturesVXSnapshot(ctx context.Context, params *GetFuturesVXS return c.Client.Do(req) } -func (c *Client) GetFuturesVXTrades(ctx context.Context, ticker string, params *GetFuturesVXTradesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetFuturesVXTradesRequest(c.Server, ticker, params) +func (c *Client) GetStocksFilings10KVXSections(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFilings10KVXSectionsRequest(c.Server, params) if err != nil { return nil, err } @@ -9344,8 +8734,8 @@ func (c *Client) GetFuturesVXTrades(ctx context.Context, ticker string, params * return c.Client.Do(req) } -func (c *Client) GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetOptionsV1ExchangesRequest(c.Server, params) +func (c *Client) GetStocksFilings10KVX0Sections(ctx context.Context, params *GetStocksFilings10KVX0SectionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFilings10KVX0SectionsRequest(c.Server, params) if err != nil { return nil, err } @@ -9356,8 +8746,8 @@ func (c *Client) GetOptionsV1Exchanges(ctx context.Context, params *GetOptionsV1 return c.Client.Do(req) } -func (c *Client) GetStocksFilings10KVXSections(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { - req, err := NewGetStocksFilings10KVXSectionsRequest(c.Server, params) +func (c *Client) GetStocksFilings8KVXDisclosures(ctx context.Context, params *GetStocksFilings8KVXDisclosuresParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksFilings8KVXDisclosuresRequest(c.Server, params) if err != nil { return nil, err } @@ -9488,6 +8878,18 @@ func (c *Client) GetStocksFinancialsV1Ratios(ctx context.Context, params *GetSto return c.Client.Do(req) } +func (c *Client) GetStocksTaxonomiesVXDisclosures(ctx context.Context, params *GetStocksTaxonomiesVXDisclosuresParams, reqEditors ...RequestEditorFn) (*http.Response, error) { + req, err := NewGetStocksTaxonomiesVXDisclosuresRequest(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) GetStocksTaxonomiesVXRiskFactors(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*http.Response, error) { req, err := NewGetStocksTaxonomiesVXRiskFactorsRequest(c.Server, params) if err != nil { @@ -12111,8 +11513,8 @@ func NewGetBenzingaV1BullsBearsSayRequest(server string, params *GetBenzingaV1Bu return req, nil } -// NewGetBenzingaV1ConsensusRatingsRequest generates requests for GetBenzingaV1ConsensusRatings -func NewGetBenzingaV1ConsensusRatingsRequest(server string, ticker string, params *GetBenzingaV1ConsensusRatingsParams) (*http.Request, error) { +// NewGetBenzingaV1ConsensusRatingsTickerRequest generates requests for GetBenzingaV1ConsensusRatingsTicker +func NewGetBenzingaV1ConsensusRatingsTickerRequest(server string, ticker string, params *GetBenzingaV1ConsensusRatingsTickerParams) (*http.Request, error) { var err error var pathParam0 string @@ -21445,8 +20847,8 @@ func NewGetFuturesV1ProductsRequest(server string, params *GetFuturesV1ProductsP return req, nil } -// NewGetFuturesV1QuotesRequest generates requests for GetFuturesV1Quotes -func NewGetFuturesV1QuotesRequest(server string, ticker string, params *GetFuturesV1QuotesParams) (*http.Request, error) { +// NewGetFuturesV1QuotesTickerRequest generates requests for GetFuturesV1QuotesTicker +func NewGetFuturesV1QuotesTickerRequest(server string, ticker string, params *GetFuturesV1QuotesTickerParams) (*http.Request, error) { var err error var pathParam0 string @@ -22207,8 +21609,8 @@ func NewGetFuturesV1SnapshotRequest(server string, params *GetFuturesV1SnapshotP return req, nil } -// NewGetFuturesV1TradesRequest generates requests for GetFuturesV1Trades -func NewGetFuturesV1TradesRequest(server string, ticker string, params *GetFuturesV1TradesParams) (*http.Request, error) { +// NewGetFuturesV1TradesTickerRequest generates requests for GetFuturesV1TradesTicker +func NewGetFuturesV1TradesTickerRequest(server string, ticker string, params *GetFuturesV1TradesTickerParams) (*http.Request, error) { var err error var pathParam0 string @@ -22375,8 +21777,57 @@ func NewGetFuturesV1TradesRequest(server string, ticker string, params *GetFutur return req, nil } -// NewGetFuturesAggregatesRequest generates requests for GetFuturesAggregates -func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFuturesAggregatesParams) (*http.Request, error) { +// 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 + } 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 +} + +// NewGetOptionsV3QuotesTickerRequest generates requests for GetOptionsV3QuotesTicker +func NewGetOptionsV3QuotesTickerRequest(server string, ticker string, params *GetOptionsV3QuotesTickerParams) (*http.Request, error) { var err error var pathParam0 string @@ -22391,7 +21842,7 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut return nil, err } - operationPath := fmt.Sprintf("/futures/vX/aggs/%s", pathParam0) + operationPath := fmt.Sprintf("/options/v3/quotes/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -22404,9 +21855,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut if params != nil { queryValues := queryURL.Query() - if params.Resolution != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "resolution", runtime.ParamLocationQuery, *params.Resolution); 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 @@ -22420,9 +21871,57 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStart != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start", runtime.ParamLocationQuery, *params.WindowStart); 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 + } 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.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) + } + } + } + + } + + 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 @@ -22452,9 +21951,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gte", runtime.ParamLocationQuery, *params.WindowStartGte); 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 @@ -22468,9 +21967,49 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.gt", runtime.ParamLocationQuery, *params.WindowStartGt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetOptionsV3TradesTickerRequest generates requests for GetOptionsV3TradesTicker +func NewGetOptionsV3TradesTickerRequest(server string, ticker string, params *GetOptionsV3TradesTickerParams) (*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("/options/v3/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 @@ -22484,9 +22023,9 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartLte != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lte", runtime.ParamLocationQuery, *params.WindowStartLte); 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 @@ -22500,9 +22039,57 @@ func NewGetFuturesAggregatesRequest(server string, ticker string, params *GetFut } - if params.WindowStartLt != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window_start.lt", runtime.ParamLocationQuery, *params.WindowStartLt); 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.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) + } + } + } + + } + + 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.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 @@ -22543,16 +22130,23 @@ 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) { +// NewGetStocksDevTradesTickerRequest generates requests for GetStocksDevTradesTicker +func NewGetStocksDevTradesTickerRequest(server string, ticker string, params *GetStocksDevTradesTickerParams) (*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/contracts") + operationPath := fmt.Sprintf("/stocks/dev/trades/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -22565,9 +22159,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract if params != nil { queryValues := queryURL.Query() - if params.Date != nil { + if params.SipTimestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip_timestamp", runtime.ParamLocationQuery, *params.SipTimestamp); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22581,9 +22175,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.DateGt != nil { + if params.SipTimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip_timestamp.gt", runtime.ParamLocationQuery, *params.SipTimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22597,9 +22191,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.DateGte != nil { + if params.SipTimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip_timestamp.gte", runtime.ParamLocationQuery, *params.SipTimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22613,9 +22207,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.DateLt != nil { + if params.SipTimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip_timestamp.lt", runtime.ParamLocationQuery, *params.SipTimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22629,9 +22223,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.DateLte != nil { + if params.SipTimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip_timestamp.lte", runtime.ParamLocationQuery, *params.SipTimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22645,9 +22239,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCode != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); 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 @@ -22661,9 +22255,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeAnyOf != nil { + if params.Sort != 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, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22677,9 +22271,42 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); 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 @@ -22693,9 +22320,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeGte != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); 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 @@ -22709,9 +22336,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeLt != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); 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 @@ -22725,9 +22352,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.ProductCodeLte != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); 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 @@ -22741,9 +22368,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.Ticker != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -22757,9 +22384,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerAnyOf != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -22773,9 +22400,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerGt != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -22789,9 +22416,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerGte != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -22805,9 +22432,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerLt != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -22821,9 +22448,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TickerLte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -22837,9 +22464,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.Active != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "active", runtime.ParamLocationQuery, *params.Active); 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 @@ -22853,9 +22480,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.Type != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); 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 @@ -22869,9 +22496,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.TypeAnyOf != nil { + if params.Section != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); 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 @@ -22885,9 +22512,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.FirstTradeDate != nil { + if params.SectionAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date", runtime.ParamLocationQuery, *params.FirstTradeDate); 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 @@ -22901,9 +22528,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.FirstTradeDateGt != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gt", runtime.ParamLocationQuery, *params.FirstTradeDateGt); 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 @@ -22917,9 +22544,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.FirstTradeDateGte != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.gte", runtime.ParamLocationQuery, *params.FirstTradeDateGte); 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 @@ -22933,9 +22560,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.FirstTradeDateLt != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "first_trade_date.lt", runtime.ParamLocationQuery, *params.FirstTradeDateLt); 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 @@ -22949,9 +22576,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.FirstTradeDateLte != nil { + if params.FilingDateLt != 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, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22965,9 +22592,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDate != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "last_trade_date", runtime.ParamLocationQuery, *params.LastTradeDate); 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 @@ -22981,9 +22608,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateGt != nil { + if params.PeriodEnd != 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, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -22997,9 +22624,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateGte != nil { + if params.PeriodEndGt != 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, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23013,9 +22640,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateLt != nil { + if params.PeriodEndGte != 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, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23029,9 +22656,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.LastTradeDateLte != nil { + if params.PeriodEndLt != 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, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23045,9 +22672,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - if params.Limit != nil { + if params.PeriodEndLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -23061,9 +22688,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - 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 @@ -23077,42 +22704,9 @@ func NewGetFuturesVXContractsRequest(server string, params *GetFuturesVXContract } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// NewGetFuturesVXExchangesRequest generates requests for GetFuturesVXExchanges -func NewGetFuturesVXExchangesRequest(server string, params *GetFuturesVXExchangesParams) (*http.Request, error) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/futures/vX/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.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 @@ -23137,8 +22731,8 @@ func NewGetFuturesVXExchangesRequest(server string, params *GetFuturesVXExchange return req, nil } -// NewGetFuturesVXMarketStatusRequest generates requests for GetFuturesVXMarketStatus -func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarketStatusParams) (*http.Request, error) { +// NewGetStocksFilings10KVX0SectionsRequest generates requests for GetStocksFilings10KVX0Sections +func NewGetStocksFilings10KVX0SectionsRequest(server string, params *GetStocksFilings10KVX0SectionsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -23146,7 +22740,7 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke return nil, err } - operationPath := fmt.Sprintf("/futures/vX/market-status") + operationPath := fmt.Sprintf("/stocks/filings/10-K/vX_0/sections") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -23159,9 +22753,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke if params != nil { queryValues := queryURL.Query() - if params.ProductCode != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); 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 @@ -23175,9 +22769,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeAnyOf != nil { + if params.CikAnyOf != 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, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23191,9 +22785,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeGt != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); 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 @@ -23207,9 +22801,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeGte != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); 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 @@ -23223,9 +22817,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeLt != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); 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 @@ -23239,9 +22833,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.ProductCodeLte != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); 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 @@ -23255,9 +22849,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - if params.Limit != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -23271,42 +22865,9 @@ func NewGetFuturesVXMarketStatusRequest(server string, params *GetFuturesVXMarke } - queryURL.RawQuery = queryValues.Encode() - } - - 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 params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name", runtime.ParamLocationQuery, *params.Name); 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 @@ -23320,9 +22881,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameAnyOf != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.any_of", runtime.ParamLocationQuery, *params.NameAnyOf); 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 @@ -23336,9 +22897,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameGt != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gt", runtime.ParamLocationQuery, *params.NameGt); 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 @@ -23352,9 +22913,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameGte != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.gte", runtime.ParamLocationQuery, *params.NameGte); 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 @@ -23368,9 +22929,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameLt != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lt", runtime.ParamLocationQuery, *params.NameLt); 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 @@ -23384,9 +22945,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.NameLte != nil { + if params.Section != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "name.lte", runtime.ParamLocationQuery, *params.NameLte); 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 @@ -23400,9 +22961,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.ProductCode != nil { + if params.SectionAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); 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 @@ -23416,9 +22977,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.ProductCodeAnyOf != nil { + if params.FilingDate != 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, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23432,9 +22993,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.ProductCodeGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); 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 @@ -23448,9 +23009,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.ProductCodeGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); 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 @@ -23464,9 +23025,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.ProductCodeLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); 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 @@ -23480,9 +23041,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.ProductCodeLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); 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 @@ -23496,9 +23057,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.Date != nil { + if params.PeriodEnd != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); 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 @@ -23512,9 +23073,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateGt != nil { + if params.PeriodEndGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); 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 @@ -23528,9 +23089,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateGte != nil { + if params.PeriodEndGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); 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 @@ -23544,9 +23105,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateLt != nil { + if params.PeriodEndLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); 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 @@ -23560,9 +23121,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.DateLte != nil { + if params.PeriodEndLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); 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 @@ -23576,9 +23137,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenue != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); 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 @@ -23592,9 +23153,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueAnyOf != nil { + if params.Sort != 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, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23608,41 +23169,42 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.TradingVenueGte != nil { +// NewGetStocksFilings8KVXDisclosuresRequest generates requests for GetStocksFilings8KVXDisclosures +func NewGetStocksFilings8KVXDisclosuresRequest(server string, params *GetStocksFilings8KVXDisclosuresParams) (*http.Request, error) { + var err error - 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) - } - } - } + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } - } + operationPath := fmt.Sprintf("/stocks/filings/8-K/vX/disclosures") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - if params.TradingVenueLt != nil { + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); err != nil { + 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 @@ -23656,9 +23218,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TradingVenueLte != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); 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 @@ -23672,9 +23234,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.Sector != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector", runtime.ParamLocationQuery, *params.Sector); 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 @@ -23688,9 +23250,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.SectorAnyOf != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sector.any_of", runtime.ParamLocationQuery, *params.SectorAnyOf); 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 @@ -23704,9 +23266,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.SubSector != nil { + if params.TickersAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sub_sector", runtime.ParamLocationQuery, *params.SubSector); 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 @@ -23720,9 +23282,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.SubSectorAnyOf != nil { + if params.FilingDate != 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, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23736,9 +23298,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetClass != nil { + if params.FilingDateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); 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 @@ -23752,9 +23314,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetClassAnyOf != nil { + if params.FilingDateGt != 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, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23768,9 +23330,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetSubClass != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_sub_class", runtime.ParamLocationQuery, *params.AssetSubClass); 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 @@ -23784,9 +23346,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.AssetSubClassAnyOf != nil { + if params.FilingDateLt != 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, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -23800,9 +23362,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.Type != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); 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 @@ -23816,9 +23378,9 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP } - if params.TypeAnyOf != nil { + if params.TertiaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.any_of", runtime.ParamLocationQuery, *params.TypeAnyOf); 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 @@ -23875,23 +23437,16 @@ func NewGetFuturesVXProductsRequest(server string, params *GetFuturesVXProductsP return req, nil } -// NewGetFuturesVXQuotesRequest generates requests for GetFuturesVXQuotes -func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFuturesVXQuotesParams) (*http.Request, error) { +// NewGetStocksFilings8KVXTextRequest generates requests for GetStocksFilings8KVXText +func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8KVXTextParams) (*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("/stocks/filings/8-K/vX/text") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -23904,41 +23459,9 @@ func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFutur 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.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.TimestampGte != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); 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 @@ -23952,9 +23475,9 @@ func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFutur } - if params.TimestampLt != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 @@ -23968,9 +23491,9 @@ func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFutur } - if params.TimestampLte != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); 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 @@ -23984,9 +23507,9 @@ func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFutur } - if params.SessionEndDate != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); 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 @@ -24000,9 +23523,9 @@ func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFutur } - if params.Limit != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -24016,9 +23539,9 @@ func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFutur } - if params.Sort != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); 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 @@ -24032,42 +23555,9 @@ func NewGetFuturesVXQuotesRequest(server string, ticker string, params *GetFutur } - 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.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code", runtime.ParamLocationQuery, *params.ProductCode); 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 @@ -24081,9 +23571,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeAnyOf != nil { + if params.TickerAnyOf != 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, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24097,9 +23587,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeGt != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gt", runtime.ParamLocationQuery, *params.ProductCodeGt); 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 @@ -24113,9 +23603,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeGte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.gte", runtime.ParamLocationQuery, *params.ProductCodeGte); 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 @@ -24129,9 +23619,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeLt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lt", runtime.ParamLocationQuery, *params.ProductCodeLt); 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 @@ -24145,9 +23635,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.ProductCodeLte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); 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 @@ -24161,9 +23651,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDate != nil { + if params.FormType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); 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 @@ -24177,9 +23667,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateGt != nil { + if params.FormTypeAnyOf != 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, "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 @@ -24193,9 +23683,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateGte != nil { + if params.FormTypeGt != 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, "form_type.gt", runtime.ParamLocationQuery, *params.FormTypeGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24209,9 +23699,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateLt != nil { + if params.FormTypeGte != 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, "form_type.gte", runtime.ParamLocationQuery, *params.FormTypeGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24225,9 +23715,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.SessionEndDateLte != nil { + if params.FormTypeLt != 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, "form_type.lt", runtime.ParamLocationQuery, *params.FormTypeLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24241,9 +23731,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenue != nil { + if params.FormTypeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); 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 @@ -24257,9 +23747,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueAnyOf != nil { + if params.FilingDate != 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, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24273,9 +23763,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); 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 @@ -24289,9 +23779,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); 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 @@ -24305,9 +23795,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); 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 @@ -24321,9 +23811,9 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule } - if params.TradingVenueLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); 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 @@ -24380,8 +23870,8 @@ func NewGetFuturesVXSchedulesRequest(server string, params *GetFuturesVXSchedule return req, nil } -// NewGetFuturesVXSnapshotRequest generates requests for GetFuturesVXSnapshot -func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotParams) (*http.Request, error) { +// NewGetStocksFilingsVX13FRequest generates requests for GetStocksFilingsVX13F +func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13FParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -24389,7 +23879,7 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP return nil, err } - operationPath := fmt.Sprintf("/futures/vX/snapshot") + operationPath := fmt.Sprintf("/stocks/filings/vX/13-F") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -24402,89 +23892,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ProductCodeAnyOf != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ProductCodeGt != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ProductCodeGte != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ProductCodeLt != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.ProductCodeLte != nil { + if params.FilerCik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "product_code.lte", runtime.ParamLocationQuery, *params.ProductCodeLte); 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 @@ -24498,9 +23908,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.Ticker != nil { + if params.FilerCikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -24514,9 +23924,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerAnyOf != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -24530,9 +23940,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -24546,9 +23956,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -24562,9 +23972,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -24578,9 +23988,9 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP } - if params.TickerLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -24637,23 +24047,16 @@ func NewGetFuturesVXSnapshotRequest(server string, params *GetFuturesVXSnapshotP return req, nil } -// NewGetFuturesVXTradesRequest generates requests for GetFuturesVXTrades -func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFuturesVXTradesParams) (*http.Request, error) { +// NewGetStocksFilingsVXForm3Request generates requests for GetStocksFilingsVXForm3 +func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVXForm3Params) (*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) + operationPath := fmt.Sprintf("/stocks/filings/vX/form-3") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -24666,9 +24069,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.IssuerCik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik", runtime.ParamLocationQuery, *params.IssuerCik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24682,9 +24085,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - if params.TimestampGt != nil { + if params.IssuerCikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik.any_of", runtime.ParamLocationQuery, *params.IssuerCikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24698,9 +24101,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - if params.TimestampGte != nil { + if params.OwnerCik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik", runtime.ParamLocationQuery, *params.OwnerCik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24714,9 +24117,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - if params.TimestampLt != nil { + if params.OwnerCikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik.any_of", runtime.ParamLocationQuery, *params.OwnerCikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24730,9 +24133,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - if params.TimestampLte != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); 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 @@ -24746,9 +24149,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - if params.SessionEndDate != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "session_end_date", runtime.ParamLocationQuery, *params.SessionEndDate); 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 @@ -24762,9 +24165,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - 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 @@ -24778,9 +24181,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - if params.Sort != nil { + if params.FormType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); 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 @@ -24794,42 +24197,9 @@ func NewGetFuturesVXTradesRequest(server string, ticker string, params *GetFutur } - 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.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -24843,42 +24213,9 @@ 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.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); 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 @@ -24892,9 +24229,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikAnyOf != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); 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 @@ -24908,9 +24245,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikGt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); 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 @@ -24924,9 +24261,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikGte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); 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 @@ -24940,9 +24277,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikLt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); 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 @@ -24956,9 +24293,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.CikLte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); 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 @@ -24972,9 +24309,42 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.Ticker != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewGetStocksFilingsVXForm4Request generates requests for GetStocksFilingsVXForm4 +func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVXForm4Params) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/filings/vX/form-4") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } + + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } + + if params != nil { + queryValues := queryURL.Query() + + if params.IssuerCik != nil { + + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik", runtime.ParamLocationQuery, *params.IssuerCik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -24988,9 +24358,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.TickerAnyOf != nil { + if params.IssuerCikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik.any_of", runtime.ParamLocationQuery, *params.IssuerCikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25004,9 +24374,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.TickerGt != nil { + if params.OwnerCik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik", runtime.ParamLocationQuery, *params.OwnerCik); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25020,9 +24390,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.TickerGte != nil { + if params.OwnerCikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik.any_of", runtime.ParamLocationQuery, *params.OwnerCikAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25036,9 +24406,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.TickerLt != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -25052,9 +24422,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.TickerLte != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -25068,9 +24438,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.Section != nil { + if params.TickersAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section", runtime.ParamLocationQuery, *params.Section); 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 @@ -25084,9 +24454,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - if params.SectionAnyOf != nil { + if params.FormType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "section.any_of", runtime.ParamLocationQuery, *params.SectionAnyOf); 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 @@ -25180,73 +24550,9 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil } - 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 params.TransactionCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "transaction_code", runtime.ParamLocationQuery, *params.TransactionCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -25303,8 +24609,8 @@ func NewGetStocksFilings10KVXSectionsRequest(server string, params *GetStocksFil return req, nil } -// NewGetStocksFilings8KVXTextRequest generates requests for GetStocksFilings8KVXText -func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8KVXTextParams) (*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) @@ -25312,7 +24618,7 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 return nil, err } - operationPath := fmt.Sprintf("/stocks/filings/8-K/vX/text") + operationPath := fmt.Sprintf("/stocks/filings/vX/index") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -25736,8 +25042,8 @@ func NewGetStocksFilings8KVXTextRequest(server string, params *GetStocksFilings8 return req, nil } -// NewGetStocksFilingsVX13FRequest generates requests for GetStocksFilingsVX13F -func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13FParams) (*http.Request, error) { +// NewGetStocksFilingsVXRiskFactorsRequest generates requests for GetStocksFilingsVXRiskFactors +func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFilingsVXRiskFactorsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -25745,7 +25051,7 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 return nil, err } - operationPath := fmt.Sprintf("/stocks/filings/vX/13-F") + operationPath := fmt.Sprintf("/stocks/filings/vX/risk-factors") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -25758,9 +25064,9 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 if params != nil { queryValues := queryURL.Query() - if params.FilerCik != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filer_cik", runtime.ParamLocationQuery, *params.FilerCik); 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 @@ -25774,9 +25080,9 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 } - if params.FilerCikAnyOf != nil { + if params.FilingDateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filer_cik.any_of", runtime.ParamLocationQuery, *params.FilerCikAnyOf); 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 @@ -25790,9 +25096,9 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 } - if params.FilingDate != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); 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 @@ -25806,9 +25112,9 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 } - if params.FilingDateGt != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); 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 @@ -25822,9 +25128,9 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 } - if params.FilingDateGte != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); 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 @@ -25838,9 +25144,9 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 } - if params.FilingDateLt != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); 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 @@ -25854,9 +25160,185 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 } - if params.FilingDateLte != nil { + if params.Ticker != 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", 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 { + return nil, err + } else if 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.CikAnyOf != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGt != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikGte != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != 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 @@ -25913,8 +25395,8 @@ func NewGetStocksFilingsVX13FRequest(server string, params *GetStocksFilingsVX13 return req, nil } -// NewGetStocksFilingsVXForm3Request generates requests for GetStocksFilingsVXForm3 -func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVXForm3Params) (*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) @@ -25922,7 +25404,7 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX return nil, err } - operationPath := fmt.Sprintf("/stocks/filings/vX/form-3") + operationPath := fmt.Sprintf("/stocks/financials/v1/balance-sheets") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -25935,9 +25417,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX if params != nil { queryValues := queryURL.Query() - if params.IssuerCik != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik", runtime.ParamLocationQuery, *params.IssuerCik); 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 @@ -25951,9 +25433,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.IssuerCikAnyOf != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik.any_of", runtime.ParamLocationQuery, *params.IssuerCikAnyOf); 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 @@ -25967,9 +25449,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.OwnerCik != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik", runtime.ParamLocationQuery, *params.OwnerCik); 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 @@ -25983,9 +25465,41 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.OwnerCikAnyOf != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik.any_of", runtime.ParamLocationQuery, *params.OwnerCikAnyOf); 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLt != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.CikLte != 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 @@ -26047,9 +25561,73 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.FormType != nil { + if params.PeriodEnd != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); 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 + } 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 @@ -26143,9 +25721,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MaxTicker != nil { + if params.FiscalYear != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); 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 @@ -26159,9 +25737,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerAnyOf != nil { + if params.FiscalYearGt != 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, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26175,9 +25753,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerGt != nil { + if params.FiscalYearGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); 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 @@ -26191,9 +25769,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerGte != nil { + if params.FiscalYearLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); 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 @@ -26207,9 +25785,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerLt != nil { + if params.FiscalYearLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); 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 @@ -26223,9 +25801,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerLte != nil { + if params.FiscalQuarter != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); 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 @@ -26239,9 +25817,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MinTicker != nil { + if params.FiscalQuarterGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); 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 @@ -26255,9 +25833,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MinTickerAnyOf != nil { + if params.FiscalQuarterGte != 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, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26271,9 +25849,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MinTickerGt != nil { + if params.FiscalQuarterLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); 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 @@ -26287,9 +25865,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MinTickerGte != nil { + if params.FiscalQuarterLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); 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 @@ -26303,9 +25881,9 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MinTickerLt != nil { + if params.Timeframe != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); 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 @@ -26319,9 +25897,73 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX } - if params.MinTickerLte != nil { + if params.TimeframeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + 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) + } + } + } + + } + + if params.TimeframeGte != 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) + } + } + } + + } + + if params.TimeframeLt != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLte != 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 @@ -26378,8 +26020,8 @@ func NewGetStocksFilingsVXForm3Request(server string, params *GetStocksFilingsVX return req, nil } -// NewGetStocksFilingsVXForm4Request generates requests for GetStocksFilingsVXForm4 -func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVXForm4Params) (*http.Request, error) { +// NewGetStocksFinancialsV1CashFlowStatementsRequest generates requests for GetStocksFinancialsV1CashFlowStatements +func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *GetStocksFinancialsV1CashFlowStatementsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -26387,7 +26029,7 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX return nil, err } - operationPath := fmt.Sprintf("/stocks/filings/vX/form-4") + operationPath := fmt.Sprintf("/stocks/financials/v1/cash-flow-statements") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -26400,9 +26042,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX if params != nil { queryValues := queryURL.Query() - if params.IssuerCik != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik", runtime.ParamLocationQuery, *params.IssuerCik); 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 @@ -26416,9 +26058,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.IssuerCikAnyOf != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "issuer_cik.any_of", runtime.ParamLocationQuery, *params.IssuerCikAnyOf); 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 @@ -26432,9 +26074,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.OwnerCik != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik", runtime.ParamLocationQuery, *params.OwnerCik); 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 @@ -26448,9 +26090,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.OwnerCikAnyOf != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "owner_cik.any_of", runtime.ParamLocationQuery, *params.OwnerCikAnyOf); 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 @@ -26464,9 +26106,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.Tickers != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); 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 @@ -26480,9 +26122,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.TickersAllOf != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); 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 @@ -26496,9 +26138,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.TickersAnyOf != nil { + if params.PeriodEnd != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); 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 @@ -26512,9 +26154,57 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.FormType != nil { + if params.PeriodEndGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); 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 + } 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 @@ -26608,9 +26298,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.TransactionCode != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "transaction_code", runtime.ParamLocationQuery, *params.TransactionCode); 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 @@ -26624,9 +26314,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MaxTicker != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); 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 @@ -26640,9 +26330,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerAnyOf != nil { + if params.TickersAnyOf != 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, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26656,9 +26346,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerGt != nil { + if params.FiscalYear != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); 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 @@ -26672,9 +26362,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerGte != nil { + if params.FiscalYearGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); 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 @@ -26688,9 +26378,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerLt != nil { + if params.FiscalYearGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); 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 @@ -26704,9 +26394,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MaxTickerLte != nil { + if params.FiscalYearLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); 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 @@ -26720,9 +26410,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MinTicker != nil { + if params.FiscalYearLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); 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 @@ -26736,9 +26426,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MinTickerAnyOf != nil { + if params.FiscalQuarter != 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, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -26752,9 +26442,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MinTickerGt != nil { + if params.FiscalQuarterGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); 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 @@ -26768,9 +26458,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MinTickerGte != nil { + if params.FiscalQuarterGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); 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 @@ -26784,9 +26474,9 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MinTickerLt != nil { + if params.FiscalQuarterLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); 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 @@ -26800,9 +26490,105 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX } - if params.MinTickerLte != nil { + if params.FiscalQuarterLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Timeframe != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeAnyOf != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + 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) + } + } + } + + } + + if params.TimeframeGte != 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) + } + } + } + + } + + if params.TimeframeLt != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimeframeLte != 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 @@ -26859,8 +26645,8 @@ func NewGetStocksFilingsVXForm4Request(server string, params *GetStocksFilingsVX return req, nil } -// NewGetStocksFilingsVXIndexRequest generates requests for GetStocksFilingsVXIndex -func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVXIndexParams) (*http.Request, error) { +// NewGetStocksFinancialsV1IncomeStatementsRequest generates requests for GetStocksFinancialsV1IncomeStatements +func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetStocksFinancialsV1IncomeStatementsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -26868,7 +26654,7 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX return nil, err } - operationPath := fmt.Sprintf("/stocks/filings/vX/index") + operationPath := fmt.Sprintf("/stocks/financials/v1/income-statements") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -26977,73 +26763,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - 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 params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -27057,9 +26779,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.TickerLte != nil { + if params.TickersAllOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -27073,9 +26795,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormType != nil { + if params.TickersAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type", runtime.ParamLocationQuery, *params.FormType); 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 @@ -27089,9 +26811,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeAnyOf != nil { + if params.PeriodEnd != 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, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -27105,9 +26827,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeGt != nil { + if params.PeriodEndGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gt", runtime.ParamLocationQuery, *params.FormTypeGt); 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 @@ -27121,9 +26843,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeGte != nil { + if params.PeriodEndGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.gte", runtime.ParamLocationQuery, *params.FormTypeGte); 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 @@ -27137,9 +26859,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeLt != nil { + if params.PeriodEndLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lt", runtime.ParamLocationQuery, *params.FormTypeLt); 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 @@ -27153,9 +26875,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - if params.FormTypeLte != nil { + if params.PeriodEndLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "form_type.lte", runtime.ParamLocationQuery, *params.FormTypeLte); 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 @@ -27249,106 +26971,9 @@ func NewGetStocksFilingsVXIndexRequest(server string, params *GetStocksFilingsVX } - 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.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() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// 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 - } - - operationPath := fmt.Sprintf("/stocks/filings/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.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 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.FilingDateGt != nil { + if params.FiscalYear != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); 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 @@ -27362,9 +26987,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.FilingDateGte != nil { + if params.FiscalYearGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); 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 @@ -27378,9 +27003,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.FilingDateLt != nil { + if params.FiscalYearGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); 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 @@ -27394,9 +27019,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.FilingDateLte != nil { + if params.FiscalYearLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); 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 @@ -27410,9 +27035,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.Ticker != nil { + if params.FiscalYearLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -27426,9 +27051,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerAnyOf != nil { + if params.FiscalQuarter != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -27442,9 +27067,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerGt != nil { + if params.FiscalQuarterGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -27458,9 +27083,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerGte != nil { + if params.FiscalQuarterGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -27474,9 +27099,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerLt != nil { + if params.FiscalQuarterLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -27490,9 +27115,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.TickerLte != nil { + if params.FiscalQuarterLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -27506,9 +27131,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.Cik != nil { + if params.Timeframe != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); 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 @@ -27522,9 +27147,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikAnyOf != nil { + if params.TimeframeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); 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 @@ -27538,9 +27163,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikGt != nil { + if params.TimeframeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); 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 @@ -27554,9 +27179,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikGte != nil { + if params.TimeframeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); 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 @@ -27570,9 +27195,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikLt != nil { + if params.TimeframeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); 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 @@ -27586,9 +27211,9 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil } - if params.CikLte != nil { + if params.TimeframeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); 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 @@ -27645,8 +27270,8 @@ func NewGetStocksFilingsVXRiskFactorsRequest(server string, params *GetStocksFil return req, nil } -// NewGetStocksFinancialsV1BalanceSheetsRequest generates requests for GetStocksFinancialsV1BalanceSheets -func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStocksFinancialsV1BalanceSheetsParams) (*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) @@ -27654,7 +27279,7 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc return nil, err } - operationPath := fmt.Sprintf("/stocks/financials/v1/balance-sheets") + operationPath := fmt.Sprintf("/stocks/financials/v1/ratios") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -27667,9 +27292,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc if params != nil { queryValues := queryURL.Query() - if params.Cik != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); 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 @@ -27683,9 +27308,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikAnyOf != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); 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 @@ -27699,9 +27324,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikGt != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); 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 @@ -27715,9 +27340,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikGte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); 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 @@ -27731,9 +27356,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikLt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); 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 @@ -27747,9 +27372,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.CikLte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); 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 @@ -27763,9 +27388,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.Tickers != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); 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 @@ -27779,9 +27404,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TickersAllOf != nil { + if params.CikAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); 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 @@ -27795,9 +27420,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TickersAnyOf != nil { + if params.CikGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); 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 @@ -27811,9 +27436,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEnd != nil { + if params.CikGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); 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 @@ -27827,9 +27452,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndGt != nil { + if params.CikLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); 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 @@ -27843,9 +27468,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndGte != nil { + if params.CikLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); 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 @@ -27859,9 +27484,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndLt != nil { + if params.Price != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); 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 @@ -27875,9 +27500,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.PeriodEndLte != nil { + if params.PriceGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); 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 @@ -27891,9 +27516,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDate != nil { + if params.PriceGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); 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 @@ -27907,9 +27532,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateGt != nil { + if params.PriceLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); 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 @@ -27923,9 +27548,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateGte != nil { + if params.PriceLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); 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 @@ -27939,9 +27564,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateLt != nil { + if params.AverageVolume != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); 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 @@ -27955,9 +27580,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FilingDateLte != nil { + if params.AverageVolumeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); 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 @@ -27971,9 +27596,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYear != nil { + if params.AverageVolumeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); 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 @@ -27987,9 +27612,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearGt != nil { + if params.AverageVolumeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); 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 @@ -28003,9 +27628,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearGte != nil { + if params.AverageVolumeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); 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 @@ -28019,9 +27644,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearLt != nil { + if params.MarketCap != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); 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 @@ -28035,9 +27660,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalYearLte != nil { + if params.MarketCapGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); 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 @@ -28051,9 +27676,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarter != nil { + if params.MarketCapGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); 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 @@ -28067,9 +27692,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterGt != nil { + if params.MarketCapLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); 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 @@ -28083,9 +27708,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterGte != nil { + if params.MarketCapLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); 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 @@ -28099,9 +27724,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterLt != nil { + if params.EarningsPerShare != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); 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 @@ -28115,9 +27740,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.FiscalQuarterLte != nil { + if params.EarningsPerShareGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); 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 @@ -28131,9 +27756,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.Timeframe != nil { + if params.EarningsPerShareGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); 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 @@ -28147,9 +27772,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeAnyOf != nil { + if params.EarningsPerShareLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); 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 @@ -28163,9 +27788,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeGt != nil { + if params.EarningsPerShareLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); 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 @@ -28179,9 +27804,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeGte != nil { + if params.PriceToEarnings != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); 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 @@ -28195,9 +27820,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeLt != nil { + if params.PriceToEarningsGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); 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 @@ -28211,9 +27836,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.TimeframeLte != nil { + if params.PriceToEarningsGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); 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 @@ -28227,9 +27852,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTicker != nil { + if params.PriceToEarningsLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); 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 @@ -28243,9 +27868,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerAnyOf != nil { + if params.PriceToEarningsLte != 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, "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 @@ -28259,9 +27884,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerGt != nil { + if params.PriceToBook != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); 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 @@ -28275,9 +27900,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerGte != nil { + if params.PriceToBookGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); 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 @@ -28291,9 +27916,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerLt != nil { + if params.PriceToBookGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); 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 @@ -28307,9 +27932,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MaxTickerLte != nil { + if params.PriceToBookLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); 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 @@ -28323,9 +27948,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTicker != nil { + if params.PriceToBookLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); 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 @@ -28339,9 +27964,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerAnyOf != nil { + if params.PriceToSales != 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, "price_to_sales", runtime.ParamLocationQuery, *params.PriceToSales); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -28355,9 +27980,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerGt != nil { + if params.PriceToSalesGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); 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 @@ -28371,9 +27996,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerGte != nil { + if params.PriceToSalesGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); 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 @@ -28387,9 +28012,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerLt != nil { + if params.PriceToSalesLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); 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 @@ -28403,9 +28028,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.MinTickerLte != nil { + if params.PriceToSalesLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); 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 @@ -28419,9 +28044,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.Limit != nil { + if params.PriceToCashFlow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -28435,9 +28060,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - if params.Sort != nil { + if params.PriceToCashFlowGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); 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 @@ -28451,42 +28076,9 @@ func NewGetStocksFinancialsV1BalanceSheetsRequest(server string, params *GetStoc } - queryURL.RawQuery = queryValues.Encode() - } - - 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 params.PriceToCashFlowGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); 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 @@ -28500,9 +28092,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.CikAnyOf != nil { + if params.PriceToCashFlowLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); 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 @@ -28516,9 +28108,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.CikGt != nil { + if params.PriceToCashFlowLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); 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 @@ -28532,9 +28124,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.CikGte != nil { + if params.PriceToFreeCashFlow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); 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 @@ -28548,9 +28140,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.CikLt != nil { + if params.PriceToFreeCashFlowGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); 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 @@ -28564,9 +28156,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.CikLte != nil { + if params.PriceToFreeCashFlowGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); 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 @@ -28580,9 +28172,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.PeriodEnd != nil { + if params.PriceToFreeCashFlowLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); 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 @@ -28596,9 +28188,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.PeriodEndGt != nil { + if params.PriceToFreeCashFlowLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); 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 @@ -28612,9 +28204,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.PeriodEndGte != nil { + if params.DividendYield != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); 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 @@ -28628,9 +28220,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.PeriodEndLt != nil { + if params.DividendYieldGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); 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 @@ -28644,9 +28236,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.PeriodEndLte != nil { + if params.DividendYieldGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); 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 @@ -28660,9 +28252,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDate != nil { + if params.DividendYieldLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); 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 @@ -28676,9 +28268,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDateGt != nil { + if params.DividendYieldLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); 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 @@ -28692,9 +28284,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDateGte != nil { + if params.ReturnOnAssets != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gte", runtime.ParamLocationQuery, *params.FilingDateGte); 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 @@ -28708,9 +28300,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDateLt != nil { + if params.ReturnOnAssetsGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lt", runtime.ParamLocationQuery, *params.FilingDateLt); 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 @@ -28724,9 +28316,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FilingDateLte != nil { + if params.ReturnOnAssetsGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.lte", runtime.ParamLocationQuery, *params.FilingDateLte); 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 @@ -28740,9 +28332,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.Tickers != nil { + if params.ReturnOnAssetsLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); 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 @@ -28756,9 +28348,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TickersAllOf != nil { + if params.ReturnOnAssetsLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); 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 @@ -28772,9 +28364,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TickersAnyOf != nil { + if params.ReturnOnEquity != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); 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 @@ -28788,9 +28380,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYear != nil { + if params.ReturnOnEquityGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year", runtime.ParamLocationQuery, *params.FiscalYear); 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 @@ -28804,9 +28396,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearGt != nil { + if params.ReturnOnEquityGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gt", runtime.ParamLocationQuery, *params.FiscalYearGt); 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 @@ -28820,9 +28412,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearGte != nil { + if params.ReturnOnEquityLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.gte", runtime.ParamLocationQuery, *params.FiscalYearGte); 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 @@ -28836,9 +28428,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearLt != nil { + if params.ReturnOnEquityLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lt", runtime.ParamLocationQuery, *params.FiscalYearLt); 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 @@ -28852,9 +28444,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalYearLte != nil { + if params.DebtToEquity != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); 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 @@ -28868,9 +28460,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarter != nil { + if params.DebtToEquityGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); 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 @@ -28884,9 +28476,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterGt != nil { + if params.DebtToEquityGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); 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 @@ -28900,9 +28492,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterGte != nil { + if params.DebtToEquityLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); 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 @@ -28916,9 +28508,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterLt != nil { + if params.DebtToEquityLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); 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 @@ -28932,9 +28524,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.FiscalQuarterLte != nil { + if params.Current != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); 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 @@ -28948,9 +28540,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.Timeframe != nil { + if params.CurrentGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); 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 @@ -28964,9 +28556,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TimeframeAnyOf != nil { + if params.CurrentGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); 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 @@ -28980,9 +28572,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TimeframeGt != nil { + if params.CurrentLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); 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 @@ -28996,9 +28588,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TimeframeGte != nil { + if params.CurrentLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); 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 @@ -29012,9 +28604,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TimeframeLt != nil { + if params.Quick != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); 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 @@ -29028,9 +28620,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.TimeframeLte != nil { + if params.QuickGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); 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 @@ -29044,9 +28636,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTicker != nil { + if params.QuickGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); 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 @@ -29060,9 +28652,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerAnyOf != nil { + if params.QuickLt != 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, "quick.lt", runtime.ParamLocationQuery, *params.QuickLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29076,9 +28668,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerGt != nil { + if params.QuickLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); 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 @@ -29092,9 +28684,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerGte != nil { + if params.Cash != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); 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 @@ -29108,9 +28700,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerLt != nil { + if params.CashGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); 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 @@ -29124,9 +28716,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MaxTickerLte != nil { + if params.CashGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); 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 @@ -29140,9 +28732,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTicker != nil { + if params.CashLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); 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 @@ -29156,9 +28748,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerAnyOf != nil { + if params.CashLte != 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, "cash.lte", runtime.ParamLocationQuery, *params.CashLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29172,9 +28764,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerGt != nil { + if params.EvToSales != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); 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 @@ -29188,9 +28780,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerGte != nil { + if params.EvToSalesGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); 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 @@ -29204,9 +28796,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerLt != nil { + if params.EvToSalesGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); 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 @@ -29220,9 +28812,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.MinTickerLte != nil { + if params.EvToSalesLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); 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 @@ -29236,9 +28828,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.Limit != nil { + if params.EvToSalesLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -29252,9 +28844,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - if params.Sort != nil { + if params.EvToEbitda != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); 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 @@ -29268,42 +28860,9 @@ func NewGetStocksFinancialsV1CashFlowStatementsRequest(server string, params *Ge } - queryURL.RawQuery = queryValues.Encode() - } - - 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 params.EvToEbitdaGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); 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 @@ -29317,9 +28876,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.CikAnyOf != nil { + if params.EvToEbitdaGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); 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 @@ -29333,9 +28892,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.CikGt != nil { + if params.EvToEbitdaLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); 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 @@ -29349,9 +28908,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.CikGte != nil { + if params.EvToEbitdaLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); 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 @@ -29365,9 +28924,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.CikLt != nil { + if params.EnterpriseValue != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); 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 @@ -29381,9 +28940,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.CikLte != nil { + if params.EnterpriseValueGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); 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 @@ -29397,9 +28956,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.Tickers != nil { + if params.EnterpriseValueGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); 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 @@ -29413,9 +28972,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TickersAllOf != nil { + if params.EnterpriseValueLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.all_of", runtime.ParamLocationQuery, *params.TickersAllOf); 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 @@ -29429,9 +28988,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TickersAnyOf != nil { + if params.EnterpriseValueLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers.any_of", runtime.ParamLocationQuery, *params.TickersAnyOf); 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 @@ -29445,9 +29004,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEnd != nil { + if params.FreeCashFlow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end", runtime.ParamLocationQuery, *params.PeriodEnd); 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 @@ -29461,9 +29020,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndGt != nil { + if params.FreeCashFlowGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gt", runtime.ParamLocationQuery, *params.PeriodEndGt); 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 @@ -29477,9 +29036,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndGte != nil { + if params.FreeCashFlowGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.gte", runtime.ParamLocationQuery, *params.PeriodEndGte); 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 @@ -29493,9 +29052,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndLt != nil { + if params.FreeCashFlowLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lt", runtime.ParamLocationQuery, *params.PeriodEndLt); 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 @@ -29509,9 +29068,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.PeriodEndLte != nil { + if params.FreeCashFlowLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "period_end.lte", runtime.ParamLocationQuery, *params.PeriodEndLte); 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 @@ -29525,9 +29084,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDate != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date", runtime.ParamLocationQuery, *params.FilingDate); 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 @@ -29541,9 +29100,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDateGt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "filing_date.gt", runtime.ParamLocationQuery, *params.FilingDateGt); 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 @@ -29557,121 +29116,42 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FilingDateGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.FilingDateLt != nil { +// NewGetStocksTaxonomiesVXDisclosuresRequest generates requests for GetStocksTaxonomiesVXDisclosures +func NewGetStocksTaxonomiesVXDisclosuresRequest(server string, params *GetStocksTaxonomiesVXDisclosuresParams) (*http.Request, error) { + var err error - 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) - } - } - } - - } - - if params.FilingDateLte != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.FiscalYear != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.FiscalYearGt != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.FiscalYearGte != 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 - } 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 + } - if params.FiscalYearLt != nil { + operationPath := fmt.Sprintf("/stocks/taxonomies/vX/disclosures") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - 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 - } 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.FiscalYearLte != nil { + if params.Taxonomy != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_year.lte", runtime.ParamLocationQuery, *params.FiscalYearLte); err != 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 @@ -29685,9 +29165,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarter != nil { + if params.TaxonomyAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter", runtime.ParamLocationQuery, *params.FiscalQuarter); err != nil { + if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.any_of", runtime.ParamLocationQuery, *params.TaxonomyAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -29701,9 +29181,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarterGt != nil { + if params.TaxonomyGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gt", runtime.ParamLocationQuery, *params.FiscalQuarterGt); 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 @@ -29717,9 +29197,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarterGte != nil { + if params.TaxonomyGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.gte", runtime.ParamLocationQuery, *params.FiscalQuarterGte); 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 @@ -29733,9 +29213,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarterLt != nil { + if params.TaxonomyLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lt", runtime.ParamLocationQuery, *params.FiscalQuarterLt); 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 @@ -29749,9 +29229,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.FiscalQuarterLte != nil { + if params.TaxonomyLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "fiscal_quarter.lte", runtime.ParamLocationQuery, *params.FiscalQuarterLte); 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 @@ -29765,9 +29245,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.Timeframe != nil { + if params.PrimaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe", runtime.ParamLocationQuery, *params.Timeframe); 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 @@ -29781,9 +29261,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeAnyOf != nil { + if params.PrimaryCategoryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.any_of", runtime.ParamLocationQuery, *params.TimeframeAnyOf); 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 @@ -29797,9 +29277,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeGt != nil { + if params.PrimaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gt", runtime.ParamLocationQuery, *params.TimeframeGt); 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 @@ -29813,9 +29293,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeGte != nil { + if params.PrimaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.gte", runtime.ParamLocationQuery, *params.TimeframeGte); 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 @@ -29829,9 +29309,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeLt != nil { + if params.PrimaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lt", runtime.ParamLocationQuery, *params.TimeframeLt); 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 @@ -29845,9 +29325,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.TimeframeLte != nil { + if params.PrimaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timeframe.lte", runtime.ParamLocationQuery, *params.TimeframeLte); 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 @@ -29861,9 +29341,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTicker != nil { + if params.SecondaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker", runtime.ParamLocationQuery, *params.MaxTicker); 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 @@ -29877,9 +29357,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerAnyOf != nil { + if params.SecondaryCategoryAnyOf != 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, "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 @@ -29893,9 +29373,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerGt != nil { + if params.SecondaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gt", runtime.ParamLocationQuery, *params.MaxTickerGt); 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 @@ -29909,9 +29389,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerGte != nil { + if params.SecondaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.gte", runtime.ParamLocationQuery, *params.MaxTickerGte); 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 @@ -29925,9 +29405,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerLt != nil { + if params.SecondaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lt", runtime.ParamLocationQuery, *params.MaxTickerLt); 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 @@ -29941,9 +29421,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MaxTickerLte != nil { + if params.SecondaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "max_ticker.lte", runtime.ParamLocationQuery, *params.MaxTickerLte); 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 @@ -29957,9 +29437,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTicker != nil { + if params.TertiaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker", runtime.ParamLocationQuery, *params.MinTicker); 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 @@ -29973,9 +29453,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerAnyOf != nil { + if params.TertiaryCategoryAnyOf != 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, "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 @@ -29989,9 +29469,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerGt != nil { + if params.TertiaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gt", runtime.ParamLocationQuery, *params.MinTickerGt); 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 @@ -30005,9 +29485,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerGte != nil { + if params.TertiaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.gte", runtime.ParamLocationQuery, *params.MinTickerGte); 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 @@ -30021,9 +29501,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerLt != nil { + if params.TertiaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lt", runtime.ParamLocationQuery, *params.MinTickerLt); 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 @@ -30037,9 +29517,9 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS } - if params.MinTickerLte != nil { + if params.TertiaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "min_ticker.lte", runtime.ParamLocationQuery, *params.MinTickerLte); 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 @@ -30096,8 +29576,8 @@ func NewGetStocksFinancialsV1IncomeStatementsRequest(server string, params *GetS return req, nil } -// NewGetStocksFinancialsV1RatiosRequest generates requests for GetStocksFinancialsV1Ratios -func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinancialsV1RatiosParams) (*http.Request, error) { +// NewGetStocksTaxonomiesVXRiskFactorsRequest generates requests for GetStocksTaxonomiesVXRiskFactors +func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocksTaxonomiesVXRiskFactorsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -30105,7 +29585,7 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan return nil, err } - operationPath := fmt.Sprintf("/stocks/financials/v1/ratios") + operationPath := fmt.Sprintf("/stocks/taxonomies/vX/risk-factors") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -30118,9 +29598,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { + if params.Taxonomy != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != 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 @@ -30134,9 +29614,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.TickerAnyOf != nil { + if params.TaxonomyGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -30150,9 +29630,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.TickerGt != nil { + if params.TaxonomyGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -30166,9 +29646,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.TickerGte != nil { + if params.TaxonomyLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -30182,9 +29662,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.TickerLt != nil { + if params.TaxonomyLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -30198,9 +29678,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.TickerLte != nil { + if params.PrimaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -30214,9 +29694,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Cik != nil { + if params.PrimaryCategoryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik", runtime.ParamLocationQuery, *params.Cik); 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 @@ -30230,9 +29710,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CikAnyOf != nil { + if params.PrimaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.any_of", runtime.ParamLocationQuery, *params.CikAnyOf); 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 @@ -30246,9 +29726,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CikGt != nil { + if params.PrimaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gt", runtime.ParamLocationQuery, *params.CikGt); 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 @@ -30262,9 +29742,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CikGte != nil { + if params.PrimaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.gte", runtime.ParamLocationQuery, *params.CikGte); 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 @@ -30278,9 +29758,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CikLt != nil { + if params.PrimaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lt", runtime.ParamLocationQuery, *params.CikLt); 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 @@ -30294,9 +29774,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CikLte != nil { + if params.SecondaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cik.lte", runtime.ParamLocationQuery, *params.CikLte); 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 @@ -30310,9 +29790,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Price != nil { + if params.SecondaryCategoryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price", runtime.ParamLocationQuery, *params.Price); 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 @@ -30326,9 +29806,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceGt != nil { + if params.SecondaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gt", runtime.ParamLocationQuery, *params.PriceGt); 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 @@ -30342,9 +29822,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceGte != nil { + if params.SecondaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.gte", runtime.ParamLocationQuery, *params.PriceGte); 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 @@ -30358,9 +29838,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceLt != nil { + if params.SecondaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lt", runtime.ParamLocationQuery, *params.PriceLt); 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 @@ -30374,9 +29854,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceLte != nil { + if params.SecondaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price.lte", runtime.ParamLocationQuery, *params.PriceLte); 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 @@ -30390,9 +29870,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolume != nil { + if params.TertiaryCategory != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume", runtime.ParamLocationQuery, *params.AverageVolume); 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 @@ -30406,9 +29886,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeGt != nil { + if params.TertiaryCategoryAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gt", runtime.ParamLocationQuery, *params.AverageVolumeGt); 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 @@ -30422,9 +29902,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeGte != nil { + if params.TertiaryCategoryGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.gte", runtime.ParamLocationQuery, *params.AverageVolumeGte); 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 @@ -30438,9 +29918,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeLt != nil { + if params.TertiaryCategoryGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lt", runtime.ParamLocationQuery, *params.AverageVolumeLt); 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 @@ -30454,9 +29934,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.AverageVolumeLte != nil { + if params.TertiaryCategoryLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "average_volume.lte", runtime.ParamLocationQuery, *params.AverageVolumeLte); 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 @@ -30470,9 +29950,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCap != nil { + if params.TertiaryCategoryLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap", runtime.ParamLocationQuery, *params.MarketCap); 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 @@ -30486,9 +29966,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gt", runtime.ParamLocationQuery, *params.MarketCapGt); 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 @@ -30502,9 +29982,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.gte", runtime.ParamLocationQuery, *params.MarketCapGte); 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 @@ -30518,9 +29998,42 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lt", runtime.ParamLocationQuery, *params.MarketCapLt); err != nil { + 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 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 @@ -30534,9 +30047,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.MarketCapLte != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "market_cap.lte", runtime.ParamLocationQuery, *params.MarketCapLte); 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 @@ -30550,9 +30063,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShare != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "earnings_per_share", runtime.ParamLocationQuery, *params.EarningsPerShare); 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 @@ -30566,9 +30079,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareGt != nil { + if params.TickerGte != 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, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30582,9 +30095,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareGte != nil { + if params.TickerLt != 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, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30598,9 +30111,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareLt != nil { + if params.TickerLte != 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, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30614,9 +30127,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EarningsPerShareLte != nil { + if params.ExDividendDate != 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, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30630,9 +30143,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarnings != nil { + if params.ExDividendDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_earnings", runtime.ParamLocationQuery, *params.PriceToEarnings); 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 @@ -30646,9 +30159,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsGt != nil { + if params.ExDividendDateGte != 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, "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 @@ -30662,9 +30175,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsGte != nil { + if params.ExDividendDateLt != 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, "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 @@ -30678,9 +30191,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsLt != nil { + if params.ExDividendDateLte != 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, "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 @@ -30694,9 +30207,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToEarningsLte != nil { + if params.Frequency != 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, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30710,9 +30223,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBook != nil { + if params.FrequencyGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_book", runtime.ParamLocationQuery, *params.PriceToBook); 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 @@ -30726,9 +30239,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookGt != nil { + if params.FrequencyGte != 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, "frequency.gte", runtime.ParamLocationQuery, *params.FrequencyGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30742,9 +30255,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookGte != nil { + if params.FrequencyLt != 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, "frequency.lt", runtime.ParamLocationQuery, *params.FrequencyLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30758,9 +30271,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookLt != nil { + if params.FrequencyLte != 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, "frequency.lte", runtime.ParamLocationQuery, *params.FrequencyLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30774,9 +30287,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToBookLte != nil { + if params.DistributionType != 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, "distribution_type", runtime.ParamLocationQuery, *params.DistributionType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30790,9 +30303,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSales != nil { + if params.DistributionTypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales", runtime.ParamLocationQuery, *params.PriceToSales); 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 @@ -30806,9 +30319,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesGt != nil { + if params.Limit != 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, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30822,9 +30335,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesGte != nil { + if params.Sort != 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, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30838,9 +30351,42 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lt", runtime.ParamLocationQuery, *params.PriceToSalesLt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + 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 @@ -30854,9 +30400,42 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToSalesLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_sales.lte", runtime.ParamLocationQuery, *params.PriceToSalesLte); err != nil { + 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) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/stocks/v1/short-interest") + 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 @@ -30870,9 +30449,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlow != nil { + if params.TickerAnyOf != 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, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30886,9 +30465,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowGt != nil { + if params.TickerGt != 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, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30902,9 +30481,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowGte != nil { + if params.TickerGte != 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, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30918,9 +30497,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowLt != nil { + if params.TickerLt != 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, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30934,9 +30513,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToCashFlowLte != nil { + if params.TickerLte != 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, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30950,9 +30529,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlow != nil { + if params.DaysToCover != 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, "days_to_cover", runtime.ParamLocationQuery, *params.DaysToCover); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -30966,9 +30545,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowGt != nil { + if params.DaysToCoverAnyOf != 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, "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 @@ -30982,9 +30561,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowGte != nil { + if params.DaysToCoverGt != 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, "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 @@ -30998,9 +30577,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowLt != nil { + if params.DaysToCoverGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "price_to_free_cash_flow.lt", runtime.ParamLocationQuery, *params.PriceToFreeCashFlowLt); 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 @@ -31014,9 +30593,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.PriceToFreeCashFlowLte != nil { + if params.DaysToCoverLt != 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, "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 @@ -31030,9 +30609,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYield != nil { + if params.DaysToCoverLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield", runtime.ParamLocationQuery, *params.DividendYield); 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 @@ -31046,9 +30625,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYieldGt != nil { + if params.SettlementDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gt", runtime.ParamLocationQuery, *params.DividendYieldGt); err != nil { + 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 @@ -31062,9 +30641,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYieldGte != nil { + if params.SettlementDateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.gte", runtime.ParamLocationQuery, *params.DividendYieldGte); err != nil { + 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 @@ -31078,25 +30657,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DividendYieldLt != nil { + if params.SettlementDateGt != 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.DividendYieldLte != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_yield.lte", runtime.ParamLocationQuery, *params.DividendYieldLte); 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 @@ -31110,9 +30673,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssets != nil { + if params.SettlementDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_assets", runtime.ParamLocationQuery, *params.ReturnOnAssets); 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 @@ -31126,9 +30689,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsGt != nil { + if params.SettlementDateLt != 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, "settlement_date.lt", runtime.ParamLocationQuery, *params.SettlementDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31142,9 +30705,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsGte != nil { + if params.SettlementDateLte != 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, "settlement_date.lte", runtime.ParamLocationQuery, *params.SettlementDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31158,9 +30721,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsLt != nil { + if params.AvgDailyVolume != 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, "avg_daily_volume", runtime.ParamLocationQuery, *params.AvgDailyVolume); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31174,9 +30737,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnAssetsLte != nil { + if params.AvgDailyVolumeAnyOf != 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, "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 @@ -31190,9 +30753,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquity != nil { + if params.AvgDailyVolumeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "return_on_equity", runtime.ParamLocationQuery, *params.ReturnOnEquity); 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 @@ -31206,9 +30769,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityGt != nil { + if params.AvgDailyVolumeGte != 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, "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 @@ -31222,9 +30785,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityGte != nil { + if params.AvgDailyVolumeLt != 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, "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 @@ -31238,9 +30801,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityLt != nil { + if params.AvgDailyVolumeLte != 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, "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 @@ -31254,9 +30817,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.ReturnOnEquityLte != nil { + if params.Limit != 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, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31270,9 +30833,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DebtToEquity != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "debt_to_equity", runtime.ParamLocationQuery, *params.DebtToEquity); 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 @@ -31286,57 +30849,42 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.DebtToEquityGt != 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 - } 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.DebtToEquityGte != nil { + return req, 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// 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 + } - if params.DebtToEquityLt != nil { + operationPath := fmt.Sprintf("/stocks/v1/short-volume") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - 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 - } 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.DebtToEquityLte != nil { + if params.Ticker != 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, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31350,9 +30898,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Current != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current", runtime.ParamLocationQuery, *params.Current); 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 @@ -31366,9 +30914,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentGt != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gt", runtime.ParamLocationQuery, *params.CurrentGt); 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 @@ -31382,9 +30930,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentGte != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.gte", runtime.ParamLocationQuery, *params.CurrentGte); 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 @@ -31398,9 +30946,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentLt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lt", runtime.ParamLocationQuery, *params.CurrentLt); 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 @@ -31414,9 +30962,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CurrentLte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "current.lte", runtime.ParamLocationQuery, *params.CurrentLte); 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 @@ -31430,9 +30978,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Quick != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick", runtime.ParamLocationQuery, *params.Quick); 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 @@ -31446,9 +30994,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickGt != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gt", runtime.ParamLocationQuery, *params.QuickGt); 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 @@ -31462,9 +31010,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickGte != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.gte", runtime.ParamLocationQuery, *params.QuickGte); 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 @@ -31478,9 +31026,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickLt != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lt", runtime.ParamLocationQuery, *params.QuickLt); 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 @@ -31494,9 +31042,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.QuickLte != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "quick.lte", runtime.ParamLocationQuery, *params.QuickLte); 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 @@ -31510,9 +31058,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.Cash != nil { + if params.DateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash", runtime.ParamLocationQuery, *params.Cash); 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 @@ -31526,9 +31074,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashGt != nil { + if params.ShortVolumeRatio != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gt", runtime.ParamLocationQuery, *params.CashGt); 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 @@ -31542,9 +31090,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashGte != nil { + if params.ShortVolumeRatioAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.gte", runtime.ParamLocationQuery, *params.CashGte); 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 @@ -31558,9 +31106,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashLt != nil { + if params.ShortVolumeRatioGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lt", runtime.ParamLocationQuery, *params.CashLt); 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 @@ -31574,9 +31122,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.CashLte != nil { + if params.ShortVolumeRatioGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash.lte", runtime.ParamLocationQuery, *params.CashLte); 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 @@ -31590,9 +31138,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSales != nil { + if params.ShortVolumeRatioLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ev_to_sales", runtime.ParamLocationQuery, *params.EvToSales); 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 @@ -31606,9 +31154,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesGt != nil { + if params.ShortVolumeRatioLte != 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, "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 @@ -31622,9 +31170,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesGte != nil { + if params.Limit != 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, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31638,9 +31186,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesLt != nil { + if params.Sort != 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, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31654,57 +31202,42 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToSalesLte != 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 - } 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.EvToEbitda != nil { + return req, 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 - } 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.EvToEbitdaGt != nil { + operationPath := fmt.Sprintf("/stocks/v1/splits") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - 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 - } 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.EvToEbitdaGte != nil { + if params.Ticker != 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, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31718,9 +31251,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToEbitdaLt != nil { + if params.TickerAnyOf != 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, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31734,9 +31267,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EvToEbitdaLte != nil { + if params.TickerGt != 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, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31750,9 +31283,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValue != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value", runtime.ParamLocationQuery, *params.EnterpriseValue); 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 @@ -31766,9 +31299,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueGt != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gt", runtime.ParamLocationQuery, *params.EnterpriseValueGt); 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 @@ -31782,9 +31315,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueGte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.gte", runtime.ParamLocationQuery, *params.EnterpriseValueGte); 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 @@ -31798,9 +31331,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueLt != nil { + if params.ExecutionDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lt", runtime.ParamLocationQuery, *params.EnterpriseValueLt); 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 @@ -31814,9 +31347,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.EnterpriseValueLte != nil { + if params.ExecutionDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "enterprise_value.lte", runtime.ParamLocationQuery, *params.EnterpriseValueLte); 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 @@ -31830,9 +31363,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlow != nil { + if params.ExecutionDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_cash_flow", runtime.ParamLocationQuery, *params.FreeCashFlow); 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 @@ -31846,9 +31379,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowGt != nil { + if params.ExecutionDateLt != 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, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31862,9 +31395,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowGte != nil { + if params.ExecutionDateLte != 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, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31878,9 +31411,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowLt != nil { + if params.AdjustmentType != 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, "adjustment_type", runtime.ParamLocationQuery, *params.AdjustmentType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -31894,9 +31427,9 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan } - if params.FreeCashFlowLte != nil { + if params.AdjustmentTypeAnyOf != 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, "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 @@ -31953,8 +31486,8 @@ func NewGetStocksFinancialsV1RatiosRequest(server string, params *GetStocksFinan return req, nil } -// NewGetStocksTaxonomiesVXRiskFactorsRequest generates requests for GetStocksTaxonomiesVXRiskFactors -func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocksTaxonomiesVXRiskFactorsParams) (*http.Request, error) { +// NewGetStocksVXFloatRequest generates requests for GetStocksVXFloat +func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -31962,7 +31495,7 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks return nil, err } - operationPath := fmt.Sprintf("/stocks/taxonomies/vX/risk-factors") + operationPath := fmt.Sprintf("/stocks/vX/float") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -31975,9 +31508,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks if params != nil { queryValues := queryURL.Query() - if params.Taxonomy != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy", runtime.ParamLocationQuery, *params.Taxonomy); 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 @@ -31991,9 +31524,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TaxonomyGt != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gt", runtime.ParamLocationQuery, *params.TaxonomyGt); 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 @@ -32007,9 +31540,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TaxonomyGte != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.gte", runtime.ParamLocationQuery, *params.TaxonomyGte); 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 @@ -32023,9 +31556,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TaxonomyLt != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lt", runtime.ParamLocationQuery, *params.TaxonomyLt); 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 @@ -32039,9 +31572,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TaxonomyLte != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "taxonomy.lte", runtime.ParamLocationQuery, *params.TaxonomyLte); 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 @@ -32055,9 +31588,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategory != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category", runtime.ParamLocationQuery, *params.PrimaryCategory); 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 @@ -32071,9 +31604,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryAnyOf != nil { + if params.FreeFloatPercent != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.any_of", runtime.ParamLocationQuery, *params.PrimaryCategoryAnyOf); 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 @@ -32087,9 +31620,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryGt != nil { + if params.FreeFloatPercentGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gt", runtime.ParamLocationQuery, *params.PrimaryCategoryGt); 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 @@ -32103,9 +31636,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryGte != nil { + if params.FreeFloatPercentGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.gte", runtime.ParamLocationQuery, *params.PrimaryCategoryGte); 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 @@ -32119,9 +31652,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryLt != nil { + if params.FreeFloatPercentLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lt", runtime.ParamLocationQuery, *params.PrimaryCategoryLt); 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 @@ -32135,9 +31668,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.PrimaryCategoryLte != nil { + if params.FreeFloatPercentLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "primary_category.lte", runtime.ParamLocationQuery, *params.PrimaryCategoryLte); 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 @@ -32151,9 +31684,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategory != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category", runtime.ParamLocationQuery, *params.SecondaryCategory); 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 @@ -32167,9 +31700,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryAnyOf != nil { + if params.Sort != 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, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32183,9 +31716,42 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gt", runtime.ParamLocationQuery, *params.SecondaryCategoryGt); err != nil { + 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 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 @@ -32199,9 +31765,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryGte != nil { + if params.DateAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.gte", runtime.ParamLocationQuery, *params.SecondaryCategoryGte); 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 @@ -32215,9 +31781,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryLt != nil { + if params.DateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lt", runtime.ParamLocationQuery, *params.SecondaryCategoryLt); 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 @@ -32231,9 +31797,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.SecondaryCategoryLte != nil { + if params.DateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "secondary_category.lte", runtime.ParamLocationQuery, *params.SecondaryCategoryLte); 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 @@ -32247,9 +31813,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategory != nil { + if params.DateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category", runtime.ParamLocationQuery, *params.TertiaryCategory); 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 @@ -32263,9 +31829,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryAnyOf != nil { + if params.DateLte != 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, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32279,9 +31845,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryGt != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gt", runtime.ParamLocationQuery, *params.TertiaryCategoryGt); 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 @@ -32295,9 +31861,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryGte != nil { + if params.TypeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.gte", runtime.ParamLocationQuery, *params.TertiaryCategoryGte); 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 @@ -32311,9 +31877,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryLt != nil { + if params.TypeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lt", runtime.ParamLocationQuery, *params.TertiaryCategoryLt); 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 @@ -32327,9 +31893,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.TertiaryCategoryLte != nil { + if params.TypeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tertiary_category.lte", runtime.ParamLocationQuery, *params.TertiaryCategoryLte); 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 @@ -32343,9 +31909,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.Limit != nil { + if params.TypeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -32359,9 +31925,9 @@ func NewGetStocksTaxonomiesVXRiskFactorsRequest(server string, params *GetStocks } - if params.Sort != nil { + if params.TypeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); 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 @@ -32375,42 +31941,9 @@ 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.Status != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -32424,9 +31957,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerAnyOf != nil { + if params.StatusAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -32440,9 +31973,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerGt != nil { + if params.StatusGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -32456,9 +31989,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerGte != nil { + if params.StatusGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -32472,9 +32005,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerLt != nil { + if params.StatusLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -32488,9 +32021,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.TickerLte != nil { + if params.StatusLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -32504,9 +32037,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDate != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); 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 @@ -32520,9 +32053,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateGt != nil { + if params.TickerAnyOf != 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, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32536,9 +32069,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateGte != nil { + if params.TickerGt != 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, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32552,9 +32085,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateLt != nil { + if params.TickerGte != 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, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32568,9 +32101,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.ExDividendDateLte != nil { + if params.TickerLt != 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, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32584,9 +32117,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.Frequency != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); 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 @@ -32600,9 +32133,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyGt != nil { + if params.Isin != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gt", runtime.ParamLocationQuery, *params.FrequencyGt); 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 @@ -32616,9 +32149,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyGte != nil { + if params.IsinAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.gte", runtime.ParamLocationQuery, *params.FrequencyGte); 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 @@ -32632,9 +32165,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyLt != nil { + if params.IsinGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lt", runtime.ParamLocationQuery, *params.FrequencyLt); 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 @@ -32648,9 +32181,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.FrequencyLte != nil { + if params.IsinGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency.lte", runtime.ParamLocationQuery, *params.FrequencyLte); 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 @@ -32664,9 +32197,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.DistributionType != nil { + if params.IsinLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "distribution_type", runtime.ParamLocationQuery, *params.DistributionType); 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 @@ -32680,9 +32213,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.DistributionTypeAnyOf != nil { + if params.IsinLte != 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, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32696,9 +32229,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.Limit != nil { + if params.TradingVenue != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -32712,9 +32245,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - if params.Sort != nil { + if params.TradingVenueAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); 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 @@ -32728,42 +32261,9 @@ func NewGetStocksV1DividendsRequest(server string, params *GetStocksV1DividendsP } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - 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 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 @@ -32777,42 +32277,9 @@ func NewGetStocksV1ExchangesRequest(server string, params *GetStocksV1ExchangesP } - 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) { - var err error - - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } - - operationPath := fmt.Sprintf("/stocks/v1/short-interest") - 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.TradingVenueGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -32826,9 +32293,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.TickerAnyOf != nil { + if params.TradingVenueLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -32842,9 +32309,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.TickerGt != nil { + if params.TradingVenueLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -32858,9 +32325,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.TickerGte != nil { + if params.TmxCompanyId != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -32874,9 +32341,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.TickerLt != nil { + if params.TmxCompanyIdGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -32890,9 +32357,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.TickerLte != nil { + if params.TmxCompanyIdGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -32906,9 +32373,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCover != nil { + if params.TmxCompanyIdLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "days_to_cover", runtime.ParamLocationQuery, *params.DaysToCover); 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 @@ -32922,9 +32389,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverAnyOf != nil { + if params.TmxCompanyIdLte != 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, "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 @@ -32938,9 +32405,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverGt != nil { + if params.TmxRecordId != 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, "tmx_record_id", runtime.ParamLocationQuery, *params.TmxRecordId); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -32954,9 +32421,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverGte != nil { + if params.TmxRecordIdAnyOf != 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, "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 @@ -32970,9 +32437,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverLt != nil { + if params.TmxRecordIdGt != 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, "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 @@ -32986,9 +32453,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.DaysToCoverLte != nil { + if params.TmxRecordIdGte != 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, "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 @@ -33002,9 +32469,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDate != nil { + if params.TmxRecordIdLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date", runtime.ParamLocationQuery, *params.SettlementDate); 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 @@ -33018,9 +32485,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateAnyOf != nil { + if params.TmxRecordIdLte != 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, "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 @@ -33034,9 +32501,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gt", runtime.ParamLocationQuery, *params.SettlementDateGt); 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 @@ -33050,9 +32517,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateGte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.gte", runtime.ParamLocationQuery, *params.SettlementDateGte); 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 @@ -33066,9 +32533,56 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lt", runtime.ParamLocationQuery, *params.SettlementDateLt); err != nil { + 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 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 @@ -33082,9 +32596,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.SettlementDateLte != nil { + if params.Precision != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "settlement_date.lte", runtime.ParamLocationQuery, *params.SettlementDateLte); 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 @@ -33098,9 +32612,63 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolume != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "avg_daily_volume", runtime.ParamLocationQuery, *params.AvgDailyVolume); err != nil { + 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 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 @@ -33114,9 +32682,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolumeAnyOf != nil { + if params.Limit != 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, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33130,73 +32698,63 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - if params.AvgDailyVolumeGt != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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 - } 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.AvgDailyVolumeGte != 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, "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 - } 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.AvgDailyVolumeLt != nil { + var pathParam1 string - 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 - } 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.AvgDailyVolumeLte != nil { + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } - 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 - } 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/forex/%s/%s/%s", pathParam0, pathParam1, pathParam2) + 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 { + 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 @@ -33210,9 +32768,9 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI } - 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 @@ -33237,16 +32795,23 @@ func NewGetStocksV1ShortInterestRequest(server string, params *GetStocksV1ShortI return req, nil } -// NewGetStocksV1ShortVolumeRequest generates requests for GetStocksV1ShortVolume -func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVolumeParams) (*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, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/stocks/v1/short-volume") + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -33259,9 +32824,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol 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 @@ -33275,9 +32840,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.TickerAnyOf != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -33291,9 +32856,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.TickerGt != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -33307,9 +32872,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - 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 @@ -33323,9 +32888,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - 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 @@ -33339,9 +32904,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - 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 @@ -33355,9 +32920,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.Date != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); 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 @@ -33371,9 +32936,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateAnyOf != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); 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 @@ -33387,9 +32952,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); 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 @@ -33403,9 +32968,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateGte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); 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 @@ -33419,9 +32984,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); 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 @@ -33435,9 +33000,49 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.DateLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// 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, "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) + 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 @@ -33451,9 +33056,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatio != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_volume_ratio", runtime.ParamLocationQuery, *params.ShortVolumeRatio); 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 @@ -33467,9 +33072,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioAnyOf != nil { + if params.Adjusted != 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, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33483,9 +33088,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioGt != nil { + if params.Window != 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, "window", runtime.ParamLocationQuery, *params.Window); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33499,9 +33104,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioGte != nil { + if params.SeriesType != 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, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33515,9 +33120,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioLt != nil { + if params.ExpandUnderlying != 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, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33531,9 +33136,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - if params.ShortVolumeRatioLte != nil { + if params.Order != 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, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33563,9 +33168,9 @@ func NewGetStocksV1ShortVolumeRequest(server string, params *GetStocksV1ShortVol } - 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 @@ -33579,42 +33184,9 @@ 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.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -33628,9 +33200,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerAnyOf != nil { + if params.TimestampLte != 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.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33644,9 +33216,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerGt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -33660,9 +33232,49 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != 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 @@ -33676,9 +33288,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerLt != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -33692,9 +33304,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.TickerLte != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -33708,9 +33320,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDate != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date", runtime.ParamLocationQuery, *params.ExecutionDate); 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 @@ -33724,9 +33336,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateGt != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); 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 @@ -33740,9 +33352,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateGte != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); 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 @@ -33756,9 +33368,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateLt != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); 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 @@ -33772,9 +33384,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.ExecutionDateLte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); 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 @@ -33788,9 +33400,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.AdjustmentType != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjustment_type", runtime.ParamLocationQuery, *params.AdjustmentType); 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 @@ -33804,9 +33416,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - if params.AdjustmentTypeAnyOf != nil { + if params.TimestampGt != 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, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -33820,9 +33432,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - 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 @@ -33836,9 +33448,9 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) } - 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 @@ -33863,16 +33475,23 @@ func NewGetStocksV1SplitsRequest(server string, params *GetStocksV1SplitsParams) return req, nil } -// NewGetStocksVXFloatRequest generates requests for GetStocksVXFloat -func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) (*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, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/stocks/vX/float") + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -33885,25 +33504,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( 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 params.Timestamp != 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 @@ -33917,9 +33520,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerGt != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -33933,9 +33536,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerGte != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -33949,9 +33552,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerLt != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -33965,9 +33568,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.TickerLte != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -33981,9 +33584,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercent != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "free_float_percent", runtime.ParamLocationQuery, *params.FreeFloatPercent); 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 @@ -33997,9 +33600,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentGt != nil { + if params.Order != 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, "order", runtime.ParamLocationQuery, *params.Order); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34013,9 +33616,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentGte != nil { + if params.Limit != 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, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34029,9 +33632,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentLt != nil { + if params.TimestampGte != 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, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34045,9 +33648,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - if params.FreeFloatPercentLte != nil { + if params.TimestampGt != 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, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34061,9 +33664,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - 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 @@ -34077,9 +33680,9 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( } - 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 @@ -34104,16 +33707,23 @@ func NewGetStocksVXFloatRequest(server string, params *GetStocksVXFloatParams) ( return req, nil } -// NewGetTmxV1CorporateEventsRequest generates requests for GetTmxV1CorporateEvents -func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateEventsParams) (*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, "stockTicker", runtime.ParamLocationPath, stockTicker) + if err != nil { + return nil, err + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/tmx/v1/corporate-events") + operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -34126,9 +33736,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE if params != nil { queryValues := queryURL.Query() - if params.Date != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date", runtime.ParamLocationQuery, *params.Date); 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 @@ -34142,9 +33752,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateAnyOf != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.any_of", runtime.ParamLocationQuery, *params.DateAnyOf); 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 @@ -34158,9 +33768,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateGt != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gt", runtime.ParamLocationQuery, *params.DateGt); 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 @@ -34174,9 +33784,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateGte != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.gte", runtime.ParamLocationQuery, *params.DateGte); 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 @@ -34190,9 +33800,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateLt != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lt", runtime.ParamLocationQuery, *params.DateLt); 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 @@ -34206,9 +33816,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.DateLte != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "date.lte", runtime.ParamLocationQuery, *params.DateLte); 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 @@ -34222,9 +33832,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Type != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type", runtime.ParamLocationQuery, *params.Type); 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 @@ -34238,9 +33848,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34254,9 +33864,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeGt != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gt", runtime.ParamLocationQuery, *params.TypeGt); 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 @@ -34270,9 +33880,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeGte != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.gte", runtime.ParamLocationQuery, *params.TypeGte); 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 @@ -34286,9 +33896,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeLt != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lt", runtime.ParamLocationQuery, *params.TypeLt); 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 @@ -34302,9 +33912,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TypeLte != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "type.lte", runtime.ParamLocationQuery, *params.TypeLte); 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 @@ -34318,9 +33928,49 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Status != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status", runtime.ParamLocationQuery, *params.Status); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// 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, "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) + 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 @@ -34334,9 +33984,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusAnyOf != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.any_of", runtime.ParamLocationQuery, *params.StatusAnyOf); 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 @@ -34350,9 +34000,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusGt != nil { + if params.ShortWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gt", runtime.ParamLocationQuery, *params.StatusGt); 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 @@ -34366,9 +34016,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusGte != nil { + if params.LongWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.gte", runtime.ParamLocationQuery, *params.StatusGte); 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 @@ -34382,9 +34032,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusLt != nil { + if params.SignalWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lt", runtime.ParamLocationQuery, *params.StatusLt); 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 @@ -34398,9 +34048,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.StatusLte != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "status.lte", runtime.ParamLocationQuery, *params.StatusLte); 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 @@ -34414,9 +34064,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Ticker != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -34430,9 +34080,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TickerAnyOf != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -34446,9 +34096,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34462,9 +34112,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34478,9 +34128,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TickerLt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -34494,9 +34144,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34510,9 +34160,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Isin != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); 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 @@ -34526,9 +34176,49 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.IsinAnyOf != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); err != nil { + 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 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 @@ -34542,9 +34232,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34558,9 +34248,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34574,9 +34264,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34590,9 +34280,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34606,9 +34296,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenue != nil { + if params.SignalWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue", runtime.ParamLocationQuery, *params.TradingVenue); 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 @@ -34622,9 +34312,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueAnyOf != nil { + if params.SeriesType != 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, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34638,9 +34328,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueGt != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gt", runtime.ParamLocationQuery, *params.TradingVenueGt); 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 @@ -34654,9 +34344,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueGte != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.gte", runtime.ParamLocationQuery, *params.TradingVenueGte); 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 @@ -34670,9 +34360,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueLt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lt", runtime.ParamLocationQuery, *params.TradingVenueLt); 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 @@ -34686,9 +34376,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TradingVenueLte != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "trading_venue.lte", runtime.ParamLocationQuery, *params.TradingVenueLte); 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 @@ -34702,9 +34392,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyId != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id", runtime.ParamLocationQuery, *params.TmxCompanyId); 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 @@ -34718,9 +34408,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdGt != nil { + if params.TimestampLte != 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, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34734,9 +34424,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdGte != nil { + if params.TimestampLt != 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, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34750,9 +34440,49 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lt", runtime.ParamLocationQuery, *params.TmxCompanyIdLt); err != nil { + 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 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 @@ -34766,9 +34496,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxCompanyIdLte != nil { + if params.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_company_id.lte", runtime.ParamLocationQuery, *params.TmxCompanyIdLte); 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 @@ -34782,9 +34512,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordId != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tmx_record_id", runtime.ParamLocationQuery, *params.TmxRecordId); 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 @@ -34798,9 +34528,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdAnyOf != nil { + if params.ShortWindow != 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, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34814,9 +34544,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdGt != nil { + if params.LongWindow != 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, "long_window", runtime.ParamLocationQuery, *params.LongWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34830,9 +34560,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdGte != nil { + if params.SignalWindow != 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, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34846,9 +34576,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdLt != nil { + if params.SeriesType != 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, "series_type", runtime.ParamLocationQuery, *params.SeriesType); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34862,9 +34592,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.TmxRecordIdLte != nil { + if params.ExpandUnderlying != 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, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -34878,9 +34608,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - if params.Limit != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -34894,9 +34624,9 @@ func NewGetTmxV1CorporateEventsRequest(server string, params *GetTmxV1CorporateE } - 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 @@ -34910,56 +34640,41 @@ 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 + if params.TimestampGte != nil { - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - 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("/v1/conversion/%s/%s", pathParam0, pathParam1) - 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.Amount != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "amount", runtime.ParamLocationQuery, *params.Amount); 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 @@ -34973,9 +34688,9 @@ func NewGetCurrencyConversionRequest(server string, from string, to string, para } - if params.Precision != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "precision", runtime.ParamLocationQuery, *params.Precision); 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 @@ -35000,27 +34715,13 @@ func NewGetCurrencyConversionRequest(server string, from string, to string, para 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) { +// NewGetOptionsMACDRequest generates requests for GetOptionsMACD +func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOptionsMACDParams) (*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, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -35030,7 +34731,7 @@ func NewDeprecatedGetHistoricCryptoTradesRequest(server string, from string, to return nil, err } - operationPath := fmt.Sprintf("/v1/historic/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -35043,25 +34744,9 @@ func NewDeprecatedGetHistoricCryptoTradesRequest(server string, from string, to 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } - - } - - if params.Limit != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -35075,63 +34760,9 @@ 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.Timespan != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "offset", runtime.ParamLocationQuery, *params.Offset); 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 @@ -35145,9 +34776,9 @@ func NewDeprecatedGetHistoricForexQuotesRequest(server string, from string, to s } - 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 @@ -35161,49 +34792,9 @@ 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.ShortWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -35217,9 +34808,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Timespan != nil { + if params.LongWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); 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 @@ -35233,9 +34824,9 @@ func NewGetCryptoEMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Window != nil { + if params.SignalWindow != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); 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 @@ -35388,13 +34979,13 @@ 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) { +// 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, "fxTicker", runtime.ParamLocationPath, fxTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) if err != nil { return nil, err } @@ -35404,7 +34995,7 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -35465,9 +35056,41 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa } - 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 @@ -35620,13 +35243,13 @@ func NewGetForexEMARequest(server string, fxTicker string, params *GetForexEMAPa return req, nil } -// NewGetIndicesEMARequest generates requests for GetIndicesEMA -func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetIndicesEMAParams) (*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 - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) if err != nil { return nil, err } @@ -35636,7 +35259,7 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -35681,22 +35304,6 @@ func NewGetIndicesEMARequest(server string, indicesTicker string, params *GetInd } - 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 { @@ -35852,13 +35459,13 @@ 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) { +// 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, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) if err != nil { return nil, err } @@ -35868,7 +35475,7 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36084,13 +35691,13 @@ func NewGetOptionsEMARequest(server string, optionsTicker string, params *GetOpt return req, nil } -// NewGetStocksEMARequest generates requests for GetStocksEMA -func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocksEMAParams) (*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, "stockTicker", runtime.ParamLocationPath, stockTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) if err != nil { return nil, err } @@ -36100,7 +35707,7 @@ func NewGetStocksEMARequest(server string, stockTicker string, params *GetStocks return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/ema/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36316,13 +35923,13 @@ 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) { +// 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, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -36332,7 +35939,7 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36377,25 +35984,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - 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 params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); 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 @@ -36409,9 +36000,9 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp } - if params.SignalWindow != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); 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 @@ -36564,13 +36155,13 @@ func NewGetCryptoMACDRequest(server string, cryptoTicker string, params *GetCryp return req, nil } -// NewGetForexMACDRequest generates requests for GetForexMACD -func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACDParams) (*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, "fxTicker", runtime.ParamLocationPath, fxTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) if err != nil { return nil, err } @@ -36580,7 +36171,7 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36641,9 +36232,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.ShortWindow != nil { + if params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "short_window", runtime.ParamLocationQuery, *params.ShortWindow); 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 @@ -36657,9 +36248,9 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.LongWindow != nil { + if params.SeriesType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "long_window", runtime.ParamLocationQuery, *params.LongWindow); 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 @@ -36673,9 +36264,193 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD } - if params.SignalWindow != nil { + if params.ExpandUnderlying != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); 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 + } 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 +} + +// 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("/v1/indicators/sma/%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.Window != 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 @@ -36828,13 +36603,13 @@ func NewGetForexMACDRequest(server string, fxTicker string, params *GetForexMACD return req, nil } -// NewGetIndicesMACDRequest generates requests for GetIndicesMACD -func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIndicesMACDParams) (*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, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "fxTicker", runtime.ParamLocationPath, fxTicker) if err != nil { return nil, err } @@ -36844,7 +36619,7 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -36905,41 +36680,9 @@ func NewGetIndicesMACDRequest(server string, indicesTicker string, params *GetIn } - 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 params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); 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 @@ -37092,13 +36835,13 @@ 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) { +// 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, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) if err != nil { return nil, err } @@ -37108,7 +36851,7 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -37169,41 +36912,9 @@ func NewGetOptionsMACDRequest(server string, optionsTicker string, params *GetOp } - 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 params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); 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 @@ -37356,13 +37067,13 @@ 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) { +// NewGetOptionsSMARequest generates requests for GetOptionsSMA +func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOptionsSMAParams) (*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, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -37372,7 +37083,7 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/macd/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -37433,41 +37144,9 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock } - 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 params.Window != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "signal_window", runtime.ParamLocationQuery, *params.SignalWindow); 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 @@ -37620,13 +37299,13 @@ func NewGetStocksMACDRequest(server string, stockTicker string, params *GetStock return req, nil } -// NewGetCryptoRSIRequest generates requests for GetCryptoRSI -func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCryptoRSIParams) (*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 - 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 } @@ -37636,7 +37315,7 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -37681,6 +37360,22 @@ func NewGetCryptoRSIRequest(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 { @@ -37836,13 +37531,20 @@ func NewGetCryptoRSIRequest(server string, cryptoTicker string, params *GetCrypt return req, nil } -// NewGetForexRSIRequest generates requests for GetForexRSI -func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIParams) (*http.Request, error) { +// 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, "fxTicker", runtime.ParamLocationPath, fxTicker) + 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 } @@ -37852,7 +37554,150 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + 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) { + 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 } @@ -37865,9 +37710,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -37881,9 +37726,97 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Timespan != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); 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 @@ -37897,6 +37830,53 @@ 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 +} + +// 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 { @@ -37913,9 +37893,42 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Window != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); 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 @@ -37929,9 +37942,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.SeriesType != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); 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 @@ -37945,9 +37958,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.ExpandUnderlying != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); 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 @@ -37961,9 +37974,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Order != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); 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 @@ -37977,9 +37990,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.Limit != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -37993,9 +38006,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampGte != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); 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 @@ -38009,9 +38022,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampGt != nil { + if params.UsCode != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); 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 @@ -38025,9 +38038,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampLte != nil { + if params.UsCodeAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); 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 @@ -38041,9 +38054,9 @@ func NewGetForexRSIRequest(server string, fxTicker string, params *GetForexRSIPa } - if params.TimestampLt != nil { + if params.UsCodeGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 @@ -38057,49 +38070,9 @@ 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.UsCodeGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -38113,9 +38086,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Timespan != nil { + if params.UsCodeLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); 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 @@ -38129,9 +38102,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Adjusted != nil { + if params.UsCodeLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -38145,9 +38118,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Window != nil { + if params.Isin != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); 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 @@ -38161,9 +38134,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.SeriesType != nil { + if params.IsinAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); 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 @@ -38177,9 +38150,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.ExpandUnderlying != nil { + if params.IsinGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); 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 @@ -38193,9 +38166,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Order != nil { + if params.IsinGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); 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 @@ -38209,9 +38182,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.Limit != nil { + if params.IsinLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -38225,9 +38198,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampGte != nil { + if params.IsinLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); 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 @@ -38241,9 +38214,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampGt != nil { + if params.ListingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); 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 @@ -38257,9 +38230,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampLte != nil { + if params.ListingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); 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 @@ -38273,9 +38246,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - if params.TimestampLt != nil { + if params.ListingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 @@ -38289,49 +38262,9 @@ func NewGetIndicesRSIRequest(server string, indicesTicker string, params *GetInd } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// 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, "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/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.ListingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -38345,9 +38278,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.Timespan != nil { + if params.ListingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); 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 @@ -38361,9 +38294,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.Adjusted != nil { + if params.IpoStatus != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -38377,9 +38310,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.Window != nil { + if params.IpoStatusAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); 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 @@ -38393,9 +38326,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.SeriesType != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "series_type", runtime.ParamLocationQuery, *params.SeriesType); 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 @@ -38409,9 +38342,9 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - if params.ExpandUnderlying != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); 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 @@ -38425,89 +38358,76 @@ func NewGetOptionsRSIRequest(server string, optionsTicker string, params *GetOpt } - 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 { +// NewGetRelatedCompaniesRequest generates requests for GetRelatedCompanies +func NewGetRelatedCompaniesRequest(server string, ticker string) (*http.Request, error) { + var err 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) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) + if err != nil { + return nil, err + } - if params.TimestampGte != nil { + serverURL, err := url.Parse(server) + 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) - } - } - } + 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.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 +} - } +// NewGetSnapshotSummaryRequest generates requests for GetSnapshotSummary +func NewGetSnapshotSummaryRequest(server string, params *GetSnapshotSummaryParams) (*http.Request, error) { + var err error - 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("/v1/summaries") + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.TimestampLt != nil { + if params != nil { + queryValues := queryURL.Query() - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { + 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 @@ -38532,13 +38452,13 @@ 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) { +// 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, "stockTicker", runtime.ParamLocationPath, stockTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) if err != nil { return nil, err } @@ -38548,7 +38468,7 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/rsi/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/global/market/crypto/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -38561,9 +38481,9 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -38577,21 +38497,45 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks } - if params.Timespan != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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) - } - } - } + 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 { @@ -38609,57 +38553,49 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks } - if params.Window != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.SeriesType != nil { +// NewGetGroupedStocksAggregatesRequest generates requests for GetGroupedStocksAggregates +func NewGetGroupedStocksAggregatesRequest(server string, date string, params *GetGroupedStocksAggregatesParams) (*http.Request, error) { + var err error - 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) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + if err != nil { + return nil, err + } - if params.ExpandUnderlying != nil { + serverURL, err := url.Parse(server) + 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) - } - } - } + operationPath := fmt.Sprintf("/v2/aggs/grouped/locale/us/market/stocks/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.Order != nil { + if params != nil { + queryValues := queryURL.Query() - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); 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 @@ -38673,9 +38609,9 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks } - if params.Limit != nil { + if params.IncludeOtc != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -38689,57 +38625,49 @@ func NewGetStocksRSIRequest(server string, stockTicker string, params *GetStocks } - 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 { +// NewGetPreviousCryptoAggregatesRequest generates requests for GetPreviousCryptoAggregates +func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, params *GetPreviousCryptoAggregatesParams) (*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, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + 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/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.TimestampLt != nil { + if params != nil { + queryValues := queryURL.Query() - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 @@ -38764,8 +38692,8 @@ 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) { +// 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 @@ -38775,12 +38703,40 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt 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("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -38793,9 +38749,9 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -38809,9 +38765,21 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Timespan != 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, "timespan", runtime.ParamLocationQuery, *params.Timespan); err != nil { + 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 @@ -38825,9 +38793,49 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.Window != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); 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 @@ -38841,25 +38849,77 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt } - if params.SeriesType != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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 { +// 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 - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); err != nil { + 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 @@ -38873,20 +38933,16 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt } - 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 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 { @@ -38905,57 +38961,123 @@ func NewGetCryptoSMARequest(server string, cryptoTicker string, params *GetCrypt } - 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 { +// NewGetPreviousIndicesAggregatesRequest generates requests for GetPreviousIndicesAggregates +func NewGetPreviousIndicesAggregatesRequest(server string, indicesTicker 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, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + 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/aggs/ticker/%s/prev", 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 +} + +// 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 + + 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, "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 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.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 @@ -38980,13 +39102,13 @@ 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) { +// 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, "fxTicker", runtime.ParamLocationPath, fxTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) if err != nil { return nil, err } @@ -38996,7 +39118,7 @@ func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAPa return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/prev", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39009,9 +39131,9 @@ func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAPa if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -39025,73 +39147,77 @@ func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAPa } - if params.Timespan != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.Adjusted != 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 - 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) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) + if err != nil { + return nil, err + } - if params.Window != nil { + var pathParam1 string - 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) - } - } - } + pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) + if err != nil { + return nil, err + } - } + var pathParam2 string - if params.SeriesType != nil { + pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) + 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) - } - } - } + var pathParam3 string - } + pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) + if err != nil { + return nil, err + } - if params.ExpandUnderlying != nil { + var pathParam4 string - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); 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 @@ -39105,20 +39231,16 @@ func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAPa } - 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 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 { @@ -39137,57 +39259,49 @@ func NewGetForexSMARequest(server string, fxTicker string, params *GetForexSMAPa } - 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 { +// 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, "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/aggs/ticker/%s/prev", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.TimestampLt != nil { + if params != nil { + queryValues := queryURL.Query() - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 @@ -39212,13 +39326,41 @@ 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) { +// 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 var pathParam0 string - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "indicesTicker", runtime.ParamLocationPath, indicesTicker) + 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) if err != nil { return nil, err } @@ -39228,7 +39370,7 @@ func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetInd return nil, err } - operationPath := fmt.Sprintf("/v1/indicators/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/aggs/ticker/%s/range/%s/%s/%s/%s", pathParam0, pathParam1, pathParam2, pathParam3, pathParam4) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39241,9 +39383,9 @@ func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetInd if params != nil { queryValues := queryURL.Query() - if params.Timestamp != nil { + if params.Adjusted != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -39257,41 +39399,21 @@ func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetInd } - 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.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 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.Window != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); 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 @@ -39305,135 +39427,109 @@ func NewGetIndicesSMARequest(server string, indicesTicker string, params *GetInd } - if params.SeriesType != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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 { +// NewGetLastStocksQuoteRequest generates requests for GetLastStocksQuote +func NewGetLastStocksQuoteRequest(server string, stocksTicker string) (*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, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + if err != nil { + return nil, err + } - 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 { - return nil, err - } else if 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/nbbo/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - } + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err + } - if params.Limit != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + 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) - } - } - } + return req, nil +} - } +// NewGetLastOptionsTradeRequest generates requests for GetLastOptionsTrade +func NewGetLastOptionsTradeRequest(server string, optionsTicker string) (*http.Request, error) { + var err error - if params.TimestampGte != nil { + var pathParam0 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) - } - } - } + 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 + } - if params.TimestampGt != nil { + operationPath := fmt.Sprintf("/v2/last/trade/%s", pathParam0) + 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 + } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - if params.TimestampLte != nil { + return req, 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) - } - } - } +// NewGetLastStocksTradeRequest generates requests for GetLastStocksTrade +func NewGetLastStocksTradeRequest(server string, stocksTicker string) (*http.Request, error) { + var err error - } + var pathParam0 string - if params.TimestampLt != 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.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) - } - } - } + 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.RawQuery = queryValues.Encode() + queryURL, err := serverURL.Parse(operationPath) + if err != nil { + return nil, err } req, err := http.NewRequest("GET", queryURL.String(), nil) @@ -39444,23 +39540,16 @@ 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) { +// NewListNewsRequest generates requests for ListNews +func NewListNewsRequest(server string, params *ListNewsParams) (*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/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/reference/news") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39473,9 +39562,9 @@ func NewGetOptionsSMARequest(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 @@ -39489,9 +39578,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.Timespan != nil { + if params.PublishedUtc != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timespan", runtime.ParamLocationQuery, *params.Timespan); 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 @@ -39505,9 +39594,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.Adjusted != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -39521,9 +39610,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.Window != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "window", runtime.ParamLocationQuery, *params.Window); 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 @@ -39537,9 +39626,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - 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 @@ -39553,9 +39642,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.ExpandUnderlying != nil { + if params.TickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expand_underlying", runtime.ParamLocationQuery, *params.ExpandUnderlying); 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 @@ -39569,9 +39658,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.Order != nil { + if params.PublishedUtcGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); 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 @@ -39585,9 +39674,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.Limit != nil { + if params.PublishedUtcGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -39601,9 +39690,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampGte != nil { + if params.PublishedUtcLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); 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 @@ -39617,9 +39706,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampGt != nil { + if params.PublishedUtcLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); 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 @@ -39633,9 +39722,9 @@ func NewGetOptionsSMARequest(server string, optionsTicker string, params *GetOpt } - if params.TimestampLte != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); 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 @@ -39649,9 +39738,25 @@ func NewGetOptionsSMARequest(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 + } 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 @@ -39676,23 +39781,16 @@ 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) { +// NewGetCryptoSnapshotTickersRequest generates requests for GetCryptoSnapshotTickers +func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshotTickersParams) (*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/sma/%s", pathParam0) + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39705,185 +39803,9 @@ func NewGetStocksSMARequest(server string, stockTicker string, params *GetStocks 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.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 { - return nil, err - } else if 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 params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 @@ -39908,20 +39830,13 @@ 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) { +// 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, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } - - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) if err != nil { return nil, err } @@ -39931,7 +39846,7 @@ func NewGetLastCryptoTradeRequest(server string, from string, to string) (*http. return nil, err } - operationPath := fmt.Sprintf("/v1/last/crypto/%s/%s", pathParam0, pathParam1) + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/crypto/tickers/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -39949,30 +39864,57 @@ func NewGetLastCryptoTradeRequest(server string, from string, to string) (*http. return req, nil } -// NewGetLastCurrencyQuoteRequest generates requests for GetLastCurrencyQuote -func NewGetLastCurrencyQuoteRequest(server string, from string, to string) (*http.Request, error) { +// 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, "from", runtime.ParamLocationPath, from) + 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, "to", runtime.ParamLocationPath, to) + serverURL, err := url.Parse(server) if err != nil { return nil, err } - serverURL, err := url.Parse(server) - if err != nil { + 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 } - operationPath := fmt.Sprintf("/v1/last_quote/currencies/%s/%s", pathParam0, pathParam1) + 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 } @@ -39990,8 +39932,8 @@ func NewGetLastCurrencyQuoteRequest(server string, from string, to string) (*htt return req, nil } -// NewGetMarketStatusRequest generates requests for GetMarketStatus -func NewGetMarketStatusRequest(server string) (*http.Request, error) { +// NewGetForexSnapshotTickersRequest generates requests for GetForexSnapshotTickers +func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTickersParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -39999,7 +39941,7 @@ func NewGetMarketStatusRequest(server string) (*http.Request, error) { return nil, err } - operationPath := fmt.Sprintf("/v1/marketstatus/now") + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40009,6 +39951,28 @@ func NewGetMarketStatusRequest(server string) (*http.Request, error) { 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 + } 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 @@ -40017,16 +39981,23 @@ func NewGetMarketStatusRequest(server string) (*http.Request, error) { return req, nil } -// NewGetMarketHolidaysRequest generates requests for GetMarketHolidays -func NewGetMarketHolidaysRequest(server string) (*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("/v1/marketstatus/upcoming") + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40044,37 +40015,50 @@ func NewGetMarketHolidaysRequest(server string) (*http.Request, error) { 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) { +// 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, "from", runtime.ParamLocationPath, from) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) if err != nil { return nil, err } - var pathParam1 string - - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) + serverURL, err := url.Parse(server) if err != nil { return nil, err } - var pathParam2 string + operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/%s", pathParam0) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "date", runtime.ParamLocationPath, date) + 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("/v1/open-close/crypto/%s/%s/%s", pathParam0, pathParam1, pathParam2) + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40087,9 +40071,25 @@ func NewGetCryptoOpenCloseRequest(server string, from string, to string, date op if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.Tickers != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.IncludeOtc != 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 @@ -40114,20 +40114,13 @@ func NewGetCryptoOpenCloseRequest(server string, from string, to string, date op return req, nil } -// NewGetIndicesOpenCloseRequest generates requests for GetIndicesOpenClose -func NewGetIndicesOpenCloseRequest(server string, indicesTicker string, date string) (*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, "indicesTicker", runtime.ParamLocationPath, indicesTicker) - 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, "stocksTicker", runtime.ParamLocationPath, stocksTicker) if err != nil { return nil, err } @@ -40137,7 +40130,7 @@ func NewGetIndicesOpenCloseRequest(server string, indicesTicker string, date str return nil, err } - operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/tickers/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40155,20 +40148,13 @@ func NewGetIndicesOpenCloseRequest(server string, indicesTicker string, date str return req, nil } -// NewGetOptionsOpenCloseRequest generates requests for GetOptionsOpenClose -func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams) (*http.Request, error) { +// 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, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - 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, "direction", runtime.ParamLocationPath, direction) if err != nil { return nil, err } @@ -40178,7 +40164,7 @@ func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date ope return nil, err } - operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + operationPath := fmt.Sprintf("/v2/snapshot/locale/us/markets/stocks/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40191,9 +40177,9 @@ func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date ope if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.IncludeOtc != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -40218,13 +40204,13 @@ func NewGetOptionsOpenCloseRequest(server string, optionsTicker string, date ope return req, nil } -// NewGetStocksOpenCloseRequest generates requests for GetStocksOpenClose -func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams) (*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, "stocksTicker", runtime.ParamLocationPath, stocksTicker) + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) if err != nil { return nil, err } @@ -40241,7 +40227,7 @@ func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date opena return nil, err } - operationPath := fmt.Sprintf("/v1/open-close/%s/%s", pathParam0, pathParam1) + operationPath := fmt.Sprintf("/v2/ticks/stocks/nbbo/%s/%s", pathParam0, pathParam1) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40254,9 +40240,57 @@ func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date opena 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.TimestampLimit != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } + + } + + if params.Reverse != 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 + } 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 @@ -40281,16 +40315,30 @@ func NewGetStocksOpenCloseRequest(server string, stocksTicker string, date opena return req, nil } -// NewGetV1ReferenceIposRequest generates requests for GetV1ReferenceIpos -func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParams) (*http.Request, error) { +// 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 + + 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("/v1/reference/ipos") + operationPath := fmt.Sprintf("/v2/ticks/stocks/trades/%s/%s", pathParam0, pathParam1) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40303,9 +40351,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam 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 @@ -40319,9 +40367,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerAnyOf != nil { + if params.TimestampLimit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -40335,9 +40383,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerGt != nil { + if params.Reverse != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -40351,9 +40399,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerGte != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); 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 @@ -40367,9 +40415,49 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != nil { + 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 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 @@ -40383,9 +40471,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.TickerLte != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -40399,9 +40487,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCode != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code", runtime.ParamLocationQuery, *params.UsCode); 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 @@ -40415,9 +40503,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeAnyOf != nil { + if params.TimestampLte != 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.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40431,9 +40519,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeGt != nil { + if params.TimestampLt != 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.lt", runtime.ParamLocationQuery, *params.TimestampLt); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -40447,9 +40535,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeGte != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.gte", runtime.ParamLocationQuery, *params.UsCodeGte); 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 @@ -40463,9 +40551,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeLt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lt", runtime.ParamLocationQuery, *params.UsCodeLt); 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 @@ -40479,9 +40567,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.UsCodeLte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "us_code.lte", runtime.ParamLocationQuery, *params.UsCodeLte); 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 @@ -40495,9 +40583,49 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.Isin != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin", runtime.ParamLocationQuery, *params.Isin); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// 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, "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/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 @@ -40511,9 +40639,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinAnyOf != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.any_of", runtime.ParamLocationQuery, *params.IsinAnyOf); 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 @@ -40527,9 +40655,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gt", runtime.ParamLocationQuery, *params.IsinGt); 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 @@ -40543,9 +40671,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinGte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.gte", runtime.ParamLocationQuery, *params.IsinGte); 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 @@ -40559,9 +40687,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lt", runtime.ParamLocationQuery, *params.IsinLt); 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 @@ -40575,9 +40703,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IsinLte != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "isin.lte", runtime.ParamLocationQuery, *params.IsinLte); 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 @@ -40591,9 +40719,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDate != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date", runtime.ParamLocationQuery, *params.ListingDate); 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 @@ -40607,9 +40735,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateGt != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gt", runtime.ParamLocationQuery, *params.ListingDateGt); 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 @@ -40623,9 +40751,49 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateGte != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.gte", runtime.ParamLocationQuery, *params.ListingDateGte); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// 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, "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/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 @@ -40639,9 +40807,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateLt != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lt", runtime.ParamLocationQuery, *params.ListingDateLt); 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 @@ -40655,9 +40823,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.ListingDateLte != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "listing_date.lte", runtime.ParamLocationQuery, *params.ListingDateLte); 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 @@ -40671,9 +40839,9 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IpoStatus != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ipo_status", runtime.ParamLocationQuery, *params.IpoStatus); 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 @@ -40687,9 +40855,25 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam } - if params.IpoStatusAnyOf != nil { + if params.TimestampLt != 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.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) + } + } + } + + } + + 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 @@ -40746,23 +40930,16 @@ func NewGetV1ReferenceIposRequest(server string, params *GetV1ReferenceIposParam return req, nil } -// NewGetRelatedCompaniesRequest generates requests for GetRelatedCompanies -func NewGetRelatedCompaniesRequest(server string, ticker string) (*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, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } - serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v1/related-companies/%s", pathParam0) + operationPath := fmt.Sprintf("/v3/reference/conditions") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -40772,39 +40949,28 @@ 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.AssetClass != nil { -// NewGetSnapshotSummaryRequest generates requests for GetSnapshotSummary -func NewGetSnapshotSummaryRequest(server string, params *GetSnapshotSummaryParams) (*http.Request, error) { - var err 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) + } + } + } - 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 params.DataType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.any_of", runtime.ParamLocationQuery, *params.TickerAnyOf); 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 @@ -40818,49 +40984,9 @@ func NewGetSnapshotSummaryRequest(server string, params *GetSnapshotSummaryParam } - queryURL.RawQuery = queryValues.Encode() - } - - 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 params.Id != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -40874,49 +41000,9 @@ 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 - } - - 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 params.Sip != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -40930,49 +41016,25 @@ 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 - } - - return req, nil -} - -// 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("/v2/aggs/grouped/locale/us/market/stocks/%s", pathParam0) - 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 { + return nil, err + } else if 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.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -40986,9 +41048,9 @@ func NewGetGroupedStocksAggregatesRequest(server string, date string, params *Ge } - if params.IncludeOtc != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); 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 @@ -41013,23 +41075,16 @@ 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) { +// 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, "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/aggs/ticker/%s/prev", pathParam0) + operationPath := fmt.Sprintf("/v3/reference/dividends") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -41042,9 +41097,9 @@ func NewGetPreviousCryptoAggregatesRequest(server string, cryptoTicker string, p if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -41058,77 +41113,9 @@ 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 - } - - 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 params.ExDividendDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -41142,21 +41129,25 @@ 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.RecordDate != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } } } + } - if params.Limit != nil { + if params.DeclarationDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -41170,49 +41161,57 @@ 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.PayDate != nil { - return req, 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 + } 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.Frequency != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) - if err != nil { - return nil, err - } + 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 + } 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.CashAmount != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + 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 + } 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.DividendType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -41226,77 +41225,105 @@ func NewGetPreviousForexAggregatesRequest(server string, forexTicker string, par } - 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 -} + } -// 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 + if params.TickerGt != nil { - var pathParam0 string + 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) + } + } + } - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "forexTicker", runtime.ParamLocationPath, forexTicker) - if err != nil { - return nil, err - } + } - var pathParam1 string + if params.TickerLte != nil { - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) - 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) + } + } + } - var pathParam2 string + } - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } + if params.TickerLt != nil { - var pathParam3 string + 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) + } + } + } - pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } + } - var pathParam4 string + if params.ExDividendDateGte != nil { - pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - if err != nil { - return nil, err - } + 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 + } 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.ExDividendDateGt != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + 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 + } 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.ExDividendDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -41310,21 +41337,25 @@ 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.ExDividendDateLt != 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } } } + } - if params.Limit != nil { + if params.RecordDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -41338,123 +41369,73 @@ 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 - } - - return req, nil -} - -// NewGetPreviousIndicesAggregatesRequest generates requests for GetPreviousIndicesAggregates -func NewGetPreviousIndicesAggregatesRequest(server string, indicesTicker 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 - } - - 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 - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, 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 - - 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, "multiplier", runtime.ParamLocationPath, multiplier) - if err != nil { - return nil, err - } - - var pathParam2 string + if params.RecordDateGt != nil { - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } + 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 + } 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.RecordDateLte != nil { - var pathParam4 string + 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 + } 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.RecordDateLt != 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, "record_date.lt", runtime.ParamLocationQuery, *params.RecordDateLt); err != nil { + return nil, err + } else if 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.DeclarationDateGte != 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, "declaration_date.gte", runtime.ParamLocationQuery, *params.DeclarationDateGte); err != nil { + return nil, err + } else if 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.DeclarationDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -41468,49 +41449,57 @@ func NewGetIndicesAggregatesRequest(server string, indicesTicker string, multipl } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.DeclarationDateLte != nil { - return req, 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } -// NewGetPreviousOptionsAggregatesRequest generates requests for GetPreviousOptionsAggregates -func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, params *GetPreviousOptionsAggregatesParams) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.DeclarationDateLt != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } + 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 + } 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.PayDateGte != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + 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 + } 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.PayDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 @@ -41524,77 +41513,105 @@ func NewGetPreviousOptionsAggregatesRequest(server string, optionsTicker string, } - queryURL.RawQuery = queryValues.Encode() - } + if params.PayDateLte != nil { - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - 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 + if params.PayDateLt != nil { - var pathParam0 string + 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) + } + } + } - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } + } - var pathParam1 string + if params.CashAmountGte != nil { - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "multiplier", runtime.ParamLocationPath, multiplier) - if err != nil { - return nil, err - } + 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) + } + } + } - var pathParam2 string + } - pathParam2, err = runtime.StyleParamWithLocation("simple", false, "timespan", runtime.ParamLocationPath, timespan) - if err != nil { - return nil, err - } + if params.CashAmountGt != nil { - var pathParam3 string + 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) + } + } + } - pathParam3, err = runtime.StyleParamWithLocation("simple", false, "from", runtime.ParamLocationPath, from) - if err != nil { - return nil, err - } + } - var pathParam4 string + if params.CashAmountLte != nil { - pathParam4, err = runtime.StyleParamWithLocation("simple", false, "to", runtime.ParamLocationPath, to) - 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) + } + } + } - 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.CashAmountLt != nil { - queryURL, err := serverURL.Parse(operationPath) - 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) + } + } + } - 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 @@ -41608,21 +41625,25 @@ 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.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.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 @@ -41647,23 +41668,16 @@ func NewGetOptionsAggregatesRequest(server string, optionsTicker string, multipl return req, nil } -// NewGetPreviousStocksAggregatesRequest generates requests for GetPreviousStocksAggregates -func NewGetPreviousStocksAggregatesRequest(server string, stocksTicker string, params *GetPreviousStocksAggregatesParams) (*http.Request, error) { +// NewListExchangesRequest generates requests for ListExchanges +func NewListExchangesRequest(server string, params *ListExchangesParams) (*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/aggs/ticker/%s/prev", pathParam0) + operationPath := fmt.Sprintf("/v3/reference/exchanges") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -41676,9 +41690,25 @@ func NewGetPreviousStocksAggregatesRequest(server string, stocksTicker string, p if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.AssetClass != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); 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 + } 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 @@ -41703,51 +41733,16 @@ 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) { +// NewListOptionsContractsRequest generates requests for ListOptionsContracts +func NewListOptionsContractsRequest(server string, params *ListOptionsContractsParams) (*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) - 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) + operationPath := fmt.Sprintf("/v3/reference/options/contracts") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -41760,9 +41755,9 @@ func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplie if params != nil { queryValues := queryURL.Query() - if params.Adjusted != nil { + if params.UnderlyingTicker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "adjusted", runtime.ParamLocationQuery, *params.Adjusted); err != 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 @@ -41776,21 +41771,25 @@ 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.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.Limit != nil { + if params.ContractType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); 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 @@ -41804,144 +41803,105 @@ func NewGetStocksAggregatesRequest(server string, stocksTicker string, multiplie } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.ExpirationDate != nil { - return req, 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) + } + } + } -// NewGetLastStocksQuoteRequest generates requests for GetLastStocksQuote -func NewGetLastStocksQuoteRequest(server string, stocksTicker string) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.AsOf != nil { - 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/nbbo/%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 -} - -// 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 -} + 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) + } + } + } -// NewGetLastStocksTradeRequest generates requests for GetLastStocksTrade -func NewGetLastStocksTradeRequest(server string, stocksTicker string) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.StrikePrice != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stocksTicker", runtime.ParamLocationPath, stocksTicker) - if err != nil { - return nil, err - } + 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) + } + } + } - 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.Expired != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + 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) + } + } + } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + } - return req, nil -} + if params.UnderlyingTickerGte != nil { -// NewListNewsRequest generates requests for ListNews -func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, error) { - var err error + 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 + } 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/reference/news") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + if params.UnderlyingTickerGt != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + 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 + } else { + for k, v := range parsed { + for _, v2 := range v { + queryValues.Add(k, v2) + } + } + } - if params != nil { - queryValues := queryURL.Query() + } - if params.Ticker != nil { + if params.UnderlyingTickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -41955,9 +41915,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtc != nil { + if params.UnderlyingTickerLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc", runtime.ParamLocationQuery, *params.PublishedUtc); err != 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 @@ -41971,9 +41931,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerGte != nil { + if params.ExpirationDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != 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 @@ -41987,9 +41947,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerGt != nil { + if params.ExpirationDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != 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 @@ -42003,9 +41963,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerLte != nil { + if params.ExpirationDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != 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 @@ -42019,9 +41979,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.TickerLt != nil { + if params.ExpirationDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); err != 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 @@ -42035,9 +41995,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcGte != nil { + if params.StrikePriceGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gte", runtime.ParamLocationQuery, *params.PublishedUtcGte); err != 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 @@ -42051,9 +42011,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcGt != nil { + if params.StrikePriceGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.gt", runtime.ParamLocationQuery, *params.PublishedUtcGt); err != 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 @@ -42067,9 +42027,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcLte != nil { + if params.StrikePriceLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lte", runtime.ParamLocationQuery, *params.PublishedUtcLte); err != 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 @@ -42083,9 +42043,9 @@ func NewListNewsRequest(server string, params *ListNewsParams) (*http.Request, e } - if params.PublishedUtcLt != nil { + if params.StrikePriceLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "published_utc.lt", runtime.ParamLocationQuery, *params.PublishedUtcLt); err != 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 @@ -42158,16 +42118,23 @@ 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) { +// 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, "options_ticker", runtime.ParamLocationPath, optionsTicker) + 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("/v3/reference/options/contracts/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -42180,9 +42147,9 @@ func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshot if params != nil { queryValues := queryURL.Query() - if params.Tickers != nil { + if params.AsOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); 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 @@ -42207,110 +42174,8 @@ func NewGetCryptoSnapshotTickersRequest(server string, params *GetCryptoSnapshot 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) { +// NewListStockSplitsRequest generates requests for ListStockSplits +func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -42318,7 +42183,7 @@ func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTi return nil, err } - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers") + operationPath := fmt.Sprintf("/v3/reference/splits") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -42331,9 +42196,9 @@ func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTi if params != nil { queryValues := queryURL.Query() - 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 @@ -42347,110 +42212,105 @@ func NewGetForexSnapshotTickersRequest(server string, params *GetForexSnapshotTi } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// 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 - } + if params.ExecutionDate != nil { - operationPath := fmt.Sprintf("/v2/snapshot/locale/global/markets/forex/tickers/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + 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) + } + } + } - 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.ReverseSplit != nil { - return req, nil -} + 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) + } + } + } -// NewGetForexSnapshotDirectionRequest generates requests for GetForexSnapshotDirection -func NewGetForexSnapshotDirectionRequest(server string, direction GetForexSnapshotDirectionParamsDirection) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.TickerGte != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "direction", runtime.ParamLocationPath, direction) - 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) + } + } + } - 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 - } + if params.TickerGt != nil { - queryURL, err := serverURL.Parse(operationPath) - 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) + } + } + } - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + } - return req, nil -} + if params.TickerLte != nil { -// NewGetStocksSnapshotTickersRequest generates requests for GetStocksSnapshotTickers -func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshotTickersParams) (*http.Request, error) { - var err 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) + } + } + } - 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 - } + if params.TickerLt != nil { - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + 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 != nil { - queryValues := queryURL.Query() + } - if params.Tickers != nil { + if params.ExecutionDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "tickers", runtime.ParamLocationQuery, *params.Tickers); 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 @@ -42464,9 +42324,9 @@ func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshot } - if params.IncludeOtc != nil { + if params.ExecutionDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); 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 @@ -42480,83 +42340,9 @@ func NewGetStocksSnapshotTickersRequest(server string, params *GetStocksSnapshot } - queryURL.RawQuery = queryValues.Encode() - } + if params.ExecutionDateLte != nil { - 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 - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.IncludeOtc != nil { - - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "include_otc", runtime.ParamLocationQuery, *params.IncludeOtc); 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 @@ -42570,56 +42356,9 @@ func NewGetStocksSnapshotDirectionRequest(server string, direction GetStocksSnap } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - 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 - - 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("/v2/ticks/stocks/nbbo/%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 params.ExecutionDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); 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 @@ -42633,9 +42372,9 @@ func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, d } - if params.TimestampLimit != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); 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 @@ -42649,9 +42388,9 @@ func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, d } - if params.Reverse != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); 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 @@ -42665,9 +42404,9 @@ func NewDeprecatedGetHistoricStocksQuotesRequest(server string, ticker string, d } - 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 @@ -42692,30 +42431,16 @@ 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) { +// NewListTickersRequest generates requests for ListTickers +func NewListTickersRequest(server string, params *ListTickersParams) (*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("/v2/ticks/stocks/trades/%s/%s", pathParam0, pathParam1) + operationPath := fmt.Sprintf("/v3/reference/tickers") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -42728,9 +42453,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d 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 @@ -42744,9 +42469,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d } - if params.TimestampLimit != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestampLimit", runtime.ParamLocationQuery, *params.TimestampLimit); 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 @@ -42760,9 +42485,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d } - if params.Reverse != nil { + if params.Market != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "reverse", runtime.ParamLocationQuery, *params.Reverse); err != nil { + 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 @@ -42776,9 +42501,9 @@ func NewDeprecatedGetHistoricStocksTradesRequest(server string, ticker string, d } - if params.Limit != nil { + if params.Exchange != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + 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 @@ -42792,49 +42517,9 @@ 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.Cusip != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp", runtime.ParamLocationQuery, *params.Timestamp); err != nil { + 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 @@ -42848,9 +42533,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampGte != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); 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 @@ -42864,9 +42549,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampGt != nil { + if params.Date != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); 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 @@ -42880,9 +42565,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampLte != nil { + if params.Search != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); err != nil { + 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 @@ -42896,9 +42581,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.TimestampLt != nil { + if params.Active != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 @@ -42912,9 +42597,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.Order != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); 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 @@ -42928,9 +42613,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - 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 @@ -42944,9 +42629,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - if params.Sort != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); 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 @@ -42960,49 +42645,9 @@ func NewGetForexQuotesRequest(server string, fxTicker string, params *GetForexQu } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } - - return req, nil -} - -// 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, "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/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.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 @@ -43016,9 +42661,9 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampGte != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); 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 @@ -43032,9 +42677,9 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); 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 @@ -43048,9 +42693,9 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampLte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lte", runtime.ParamLocationQuery, *params.TimestampLte); 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 @@ -43064,25 +42709,42 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.TimestampLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } - } + return req, nil +} - if params.Order != nil { +// NewListTickerTypesRequest generates requests for ListTickerTypes +func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*http.Request, error) { + var err error - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/reference/tickers/types") + 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 @@ -43096,9 +42758,9 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - if params.Limit != nil { + if params.Locale != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != 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 @@ -43112,9 +42774,49 @@ func NewGetOptionsQuotesRequest(server string, optionsTicker string, params *Get } - 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 +} + +// NewGetTickerRequest generates requests for GetTicker +func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) (*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/%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.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 @@ -43139,23 +42841,16 @@ 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) { +// NewGetSnapshotsRequest generates requests for GetSnapshots +func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*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/quotes/%s", pathParam0) + operationPath := fmt.Sprintf("/v3/snapshot") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -43168,9 +42863,9 @@ func NewGetStocksQuotesRequest(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 @@ -43184,9 +42879,9 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampGte != nil { + if params.Type != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gte", runtime.ParamLocationQuery, *params.TimestampGte); 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 @@ -43200,9 +42895,9 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampGt != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.gt", runtime.ParamLocationQuery, *params.TimestampGt); 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 @@ -43216,9 +42911,9 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - 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 @@ -43232,9 +42927,41 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto } - if params.TimestampLt != nil { + if params.TickerLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "timestamp.lt", runtime.ParamLocationQuery, *params.TimestampLt); 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 + } 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.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 @@ -43307,8 +43034,8 @@ func NewGetStocksQuotesRequest(server string, stockTicker string, params *GetSto return req, nil } -// NewListConditionsRequest generates requests for ListConditions -func NewListConditionsRequest(server string, params *ListConditionsParams) (*http.Request, error) { +// NewGetIndicesSnapshotRequest generates requests for GetIndicesSnapshot +func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -43316,7 +43043,7 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt return nil, err } - operationPath := fmt.Sprintf("/v3/reference/conditions") + operationPath := fmt.Sprintf("/v3/snapshot/indices") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -43329,9 +43056,9 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt if params != nil { queryValues := queryURL.Query() - if params.AssetClass != nil { + if params.TickerAnyOf != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); 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 @@ -43345,9 +43072,9 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt } - if params.DataType != nil { + if params.Ticker != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "data_type", runtime.ParamLocationQuery, *params.DataType); 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 @@ -43361,9 +43088,9 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt } - if params.Id != nil { + if params.TickerGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "id", runtime.ParamLocationQuery, *params.Id); 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 @@ -43377,9 +43104,41 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt } - if params.Sip != nil { + if params.TickerGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sip", runtime.ParamLocationQuery, *params.Sip); 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 + } 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.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 @@ -43452,16 +43211,23 @@ func NewListConditionsRequest(server string, params *ListConditionsParams) (*htt return req, nil } -// NewListDividendsRequest generates requests for ListDividends -func NewListDividendsRequest(server string, params *ListDividendsParams) (*http.Request, error) { +// NewGetOptionsChainRequest generates requests for GetOptionsChain +func NewGetOptionsChainRequest(server string, underlyingAsset string, params *GetOptionsChainParams) (*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 + } + serverURL, err := url.Parse(server) if err != nil { return nil, err } - operationPath := fmt.Sprintf("/v3/reference/dividends") + operationPath := fmt.Sprintf("/v3/snapshot/options/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -43474,9 +43240,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { + if params.StrikePrice != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -43490,9 +43256,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDate != nil { + if params.ExpirationDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ex_dividend_date", runtime.ParamLocationQuery, *params.ExDividendDate); 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 @@ -43506,9 +43272,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.RecordDate != nil { + if params.ContractType != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date", runtime.ParamLocationQuery, *params.RecordDate); 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 @@ -43522,9 +43288,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDate != nil { + if params.StrikePriceGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date", runtime.ParamLocationQuery, *params.DeclarationDate); err != 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 @@ -43538,9 +43304,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDate != nil { + if params.StrikePriceGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date", runtime.ParamLocationQuery, *params.PayDate); err != 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 @@ -43554,9 +43320,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.Frequency != nil { + if params.StrikePriceLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "frequency", runtime.ParamLocationQuery, *params.Frequency); err != 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 @@ -43570,9 +43336,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.CashAmount != nil { + if params.StrikePriceLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount", runtime.ParamLocationQuery, *params.CashAmount); err != 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 @@ -43586,9 +43352,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DividendType != nil { + if params.ExpirationDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "dividend_type", runtime.ParamLocationQuery, *params.DividendType); err != 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 @@ -43602,9 +43368,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerGte != nil { + if params.ExpirationDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gte", runtime.ParamLocationQuery, *params.TickerGte); err != 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 @@ -43618,9 +43384,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerGt != nil { + if params.ExpirationDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); err != 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 @@ -43634,9 +43400,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerLte != nil { + if params.ExpirationDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); err != 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 @@ -43650,9 +43416,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.TickerLt != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -43666,9 +43432,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDateGte != nil { + if params.Limit != 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, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -43682,9 +43448,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDateGt != nil { + if params.Sort != 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, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -43698,89 +43464,90 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.ExDividendDateLte != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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 - } 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.ExDividendDateLt != nil { +// NewGetOptionContractRequest generates requests for GetOptionContract +func NewGetOptionContractRequest(server string, underlyingAsset string, optionContract string) (*http.Request, error) { + var err error - 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + var pathParam0 string - } + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) + if err != nil { + return nil, err + } - if params.RecordDateGte != nil { + var pathParam1 string - 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } + 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 + } - if params.RecordDateGt != nil { + operationPath := fmt.Sprintf("/v3/snapshot/options/%s/%s", pathParam0, pathParam1) + if operationPath[0] == '/' { + operationPath = "." + operationPath + } - 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 - } 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.RecordDateLte != nil { + return req, 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 - } else { - for k, v := range parsed { - for _, v2 := range v { - queryValues.Add(k, v2) - } - } - } +// NewGetCryptoTradesRequest generates requests for GetCryptoTrades +func NewGetCryptoTradesRequest(server string, cryptoTicker string, params *GetCryptoTradesParams) (*http.Request, error) { + var err error - } + var pathParam0 string - if params.RecordDateLt != nil { + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) + if err != nil { + return nil, err + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "record_date.lt", runtime.ParamLocationQuery, *params.RecordDateLt); err != nil { + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/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 @@ -43794,9 +43561,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateGte != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gte", runtime.ParamLocationQuery, *params.DeclarationDateGte); 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 @@ -43810,9 +43577,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.gt", runtime.ParamLocationQuery, *params.DeclarationDateGt); 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 @@ -43826,9 +43593,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateLte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lte", runtime.ParamLocationQuery, *params.DeclarationDateLte); 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 @@ -43842,9 +43609,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.DeclarationDateLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "declaration_date.lt", runtime.ParamLocationQuery, *params.DeclarationDateLt); 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 @@ -43858,9 +43625,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateGte != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gte", runtime.ParamLocationQuery, *params.PayDateGte); 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 @@ -43874,9 +43641,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateGt != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.gt", runtime.ParamLocationQuery, *params.PayDateGt); 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 @@ -43890,9 +43657,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateLte != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lte", runtime.ParamLocationQuery, *params.PayDateLte); 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 @@ -43906,9 +43673,49 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.PayDateLt != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "pay_date.lt", runtime.ParamLocationQuery, *params.PayDateLt); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// 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 + } + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/v3/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 @@ -43922,9 +43729,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.CashAmountGte != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gte", runtime.ParamLocationQuery, *params.CashAmountGte); 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 @@ -43938,9 +43745,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.CashAmountGt != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.gt", runtime.ParamLocationQuery, *params.CashAmountGt); 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 @@ -43954,9 +43761,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.CashAmountLte != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lte", runtime.ParamLocationQuery, *params.CashAmountLte); 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 @@ -43970,9 +43777,9 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. } - if params.CashAmountLt != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "cash_amount.lt", runtime.ParamLocationQuery, *params.CashAmountLt); 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 @@ -44045,16 +43852,23 @@ func NewListDividendsRequest(server string, params *ListDividendsParams) (*http. return req, nil } -// NewListExchangesRequest generates requests for ListExchanges -func NewListExchangesRequest(server string, params *ListExchangesParams) (*http.Request, error) { +// NewGetStocksTradesRequest generates requests for GetStocksTrades +func NewGetStocksTradesRequest(server string, stockTicker string, params *GetStocksTradesParams) (*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/reference/exchanges") + operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -44067,9 +43881,9 @@ func NewListExchangesRequest(server string, params *ListExchangesParams) (*http. if params != nil { queryValues := queryURL.Query() - if params.AssetClass != nil { + if params.Timestamp != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "asset_class", runtime.ParamLocationQuery, *params.AssetClass); 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 @@ -44083,9 +43897,9 @@ func NewListExchangesRequest(server string, params *ListExchangesParams) (*http. } - if params.Locale != nil { + if params.TimestampGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "locale", runtime.ParamLocationQuery, *params.Locale); 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 @@ -44099,42 +43913,9 @@ func NewListExchangesRequest(server string, params *ListExchangesParams) (*http. } - 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 - } - - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } - - if params != nil { - queryValues := queryURL.Query() - - if params.UnderlyingTicker != nil { + if params.TimestampGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker", runtime.ParamLocationQuery, *params.UnderlyingTicker); 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 @@ -44148,9 +43929,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.Ticker != nil { + if params.TimestampLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); 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 @@ -44164,9 +43945,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.ContractType != nil { + if params.TimestampLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "contract_type", runtime.ParamLocationQuery, *params.ContractType); 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 @@ -44180,9 +43961,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.ExpirationDate != nil { + if params.Order != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date", runtime.ParamLocationQuery, *params.ExpirationDate); 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 @@ -44196,9 +43977,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.AsOf != nil { + if params.Limit != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); 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 @@ -44212,9 +43993,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.StrikePrice != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price", runtime.ParamLocationQuery, *params.StrikePrice); 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 @@ -44228,9 +44009,42 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.Expired != nil { + queryURL.RawQuery = queryValues.Encode() + } - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expired", runtime.ParamLocationQuery, *params.Expired); err != nil { + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + return req, nil +} + +// NewListFinancialsRequest generates requests for ListFinancials +func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*http.Request, error) { + var err error + + serverURL, err := url.Parse(server) + if err != nil { + return nil, err + } + + operationPath := fmt.Sprintf("/vX/reference/financials") + 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 @@ -44244,9 +44058,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.UnderlyingTickerGte != nil { + if params.Cik != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gte", runtime.ParamLocationQuery, *params.UnderlyingTickerGte); 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 @@ -44260,9 +44074,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.UnderlyingTickerGt != nil { + if params.CompanyName != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.gt", runtime.ParamLocationQuery, *params.UnderlyingTickerGt); err != nil { + 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 @@ -44276,9 +44090,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.UnderlyingTickerLte != nil { + if params.Sic != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lte", runtime.ParamLocationQuery, *params.UnderlyingTickerLte); err != nil { + 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 @@ -44292,9 +44106,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.UnderlyingTickerLt != nil { + if params.FilingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "underlying_ticker.lt", runtime.ParamLocationQuery, *params.UnderlyingTickerLt); 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 @@ -44308,9 +44122,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.ExpirationDateGte != nil { + if params.PeriodOfReportDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gte", runtime.ParamLocationQuery, *params.ExpirationDateGte); err != nil { + 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 @@ -44324,9 +44138,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.ExpirationDateGt != nil { + if params.Timeframe != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.gt", runtime.ParamLocationQuery, *params.ExpirationDateGt); 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 @@ -44340,9 +44154,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.ExpirationDateLte != nil { + if params.IncludeSources != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lte", runtime.ParamLocationQuery, *params.ExpirationDateLte); err != nil { + 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 @@ -44356,9 +44170,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.ExpirationDateLt != nil { + if params.CompanyNameSearch != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "expiration_date.lt", runtime.ParamLocationQuery, *params.ExpirationDateLt); err != nil { + 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 @@ -44372,9 +44186,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.StrikePriceGte != nil { + if params.FilingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gte", runtime.ParamLocationQuery, *params.StrikePriceGte); 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 @@ -44388,9 +44202,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.StrikePriceGt != nil { + if params.FilingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.gt", runtime.ParamLocationQuery, *params.StrikePriceGt); 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 @@ -44404,9 +44218,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.StrikePriceLte != nil { + if params.FilingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lte", runtime.ParamLocationQuery, *params.StrikePriceLte); 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 @@ -44420,9 +44234,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.StrikePriceLt != nil { + if params.FilingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "strike_price.lt", runtime.ParamLocationQuery, *params.StrikePriceLt); 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 @@ -44436,9 +44250,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.Order != nil { + if params.PeriodOfReportDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "order", runtime.ParamLocationQuery, *params.Order); err != nil { + 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 @@ -44452,9 +44266,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.Limit != nil { + if params.PeriodOfReportDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "limit", runtime.ParamLocationQuery, *params.Limit); err != nil { + 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 @@ -44468,9 +44282,9 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - if params.Sort != nil { + if params.PeriodOfReportDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "sort", runtime.ParamLocationQuery, *params.Sort); err != nil { + 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 @@ -44484,49 +44298,57 @@ func NewListOptionsContractsRequest(server string, params *ListOptionsContractsP } - queryURL.RawQuery = queryValues.Encode() - } - - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + if params.PeriodOfReportDateLt != nil { - return req, nil -} + 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) + } + } + } -// NewGetOptionsContractRequest generates requests for GetOptionsContract -func NewGetOptionsContractRequest(server string, optionsTicker string, params *GetOptionsContractParams) (*http.Request, error) { - var err error + } - var pathParam0 string + if params.Order != nil { - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "options_ticker", runtime.ParamLocationPath, optionsTicker) - 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("/v3/reference/options/contracts/%s", pathParam0) - 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.AsOf != nil { + if params.Sort != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "as_of", runtime.ParamLocationQuery, *params.AsOf); 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 @@ -44551,8 +44373,8 @@ 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) { +// NewListIPOsRequest generates requests for ListIPOs +func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, error) { var err error serverURL, err := url.Parse(server) @@ -44560,7 +44382,7 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h return nil, err } - operationPath := fmt.Sprintf("/v3/reference/splits") + operationPath := fmt.Sprintf("/vX/reference/ipos") if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -44589,41 +44411,9 @@ 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 params.ReverseSplit != nil { - - 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) - } - } - } - - } - - if params.TickerGte != nil { + if params.UsCode != 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", runtime.ParamLocationQuery, *params.UsCode); err != nil { return nil, err } else if parsed, err := url.ParseQuery(queryFrag); err != nil { return nil, err @@ -44637,9 +44427,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.TickerGt != nil { + if params.Isin != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.gt", runtime.ParamLocationQuery, *params.TickerGt); 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 @@ -44653,9 +44443,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.TickerLte != nil { + if params.ListingDate != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lte", runtime.ParamLocationQuery, *params.TickerLte); 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 @@ -44669,9 +44459,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.TickerLt != nil { + if params.IpoStatus != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker.lt", runtime.ParamLocationQuery, *params.TickerLt); 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 @@ -44685,9 +44475,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.ExecutionDateGte != nil { + if params.ListingDateGte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gte", runtime.ParamLocationQuery, *params.ExecutionDateGte); 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 @@ -44701,9 +44491,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.ExecutionDateGt != nil { + if params.ListingDateGt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.gt", runtime.ParamLocationQuery, *params.ExecutionDateGt); 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 @@ -44717,9 +44507,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.ExecutionDateLte != nil { + if params.ListingDateLte != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lte", runtime.ParamLocationQuery, *params.ExecutionDateLte); 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 @@ -44733,9 +44523,9 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h } - if params.ExecutionDateLt != nil { + if params.ListingDateLt != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "execution_date.lt", runtime.ParamLocationQuery, *params.ExecutionDateLt); 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 @@ -44808,16 +44598,23 @@ func NewListStockSplitsRequest(server string, params *ListStockSplitsParams) (*h return req, nil } -// NewListTickersRequest generates requests for ListTickers -func NewListTickersRequest(server string, params *ListTickersParams) (*http.Request, error) { +// NewGetEventsRequest generates requests for GetEvents +func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*http.Request, error) { var err error + var pathParam0 string + + pathParam0, err = runtime.StyleParamWithLocation("simple", false, "id", runtime.ParamLocationPath, id) + 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("/vX/reference/tickers/%s/events", pathParam0) if operationPath[0] == '/' { operationPath = "." + operationPath } @@ -44830,9 +44627,9 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ if params != nil { queryValues := queryURL.Query() - if params.Ticker != nil { + if params.Types != nil { - if queryFrag, err := runtime.StyleParamWithLocation("form", true, "ticker", runtime.ParamLocationQuery, *params.Ticker); err != nil { + 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 @@ -44846,2671 +44643,2281 @@ func NewListTickersRequest(server string, params *ListTickersParams) (*http.Requ } - if params.Type != nil { + queryURL.RawQuery = queryValues.Encode() + } - 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) - } - } - } + req, err := http.NewRequest("GET", queryURL.String(), nil) + if err != nil { + return nil, err + } + + 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 +} - if params.Market != nil { +// ClientWithResponses builds on ClientInterface to offer response payloads +type ClientWithResponses struct { + ClientInterface +} - 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) - } - } - } +// 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 +} +// 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 + } +} - if params.Exchange != nil { +// 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) - 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) - } - } - } + // GetBenzingaV1AnalystsWithResponse request + GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) - } + // GetBenzingaV1BullsBearsSayWithResponse request + GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) - if params.Cusip != nil { + // GetBenzingaV1ConsensusRatingsTickerWithResponse request + GetBenzingaV1ConsensusRatingsTickerWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsTickerParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsTickerResponse, 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) - } - } - } + // 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.Cik != nil { + // GetBenzingaV1GuidanceWithResponse request + GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, 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) - } - } - } + // 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.Date != nil { + // GetConsumerSpendingEuV1MerchantAggregatesWithResponse request + GetConsumerSpendingEuV1MerchantAggregatesWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantAggregatesParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantAggregatesResponse, 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) - } - } - } + // GetConsumerSpendingEuV1MerchantHierarchyWithResponse request + GetConsumerSpendingEuV1MerchantHierarchyWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantHierarchyParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantHierarchyResponse, error) - } + // GetCryptoV1ExchangesWithResponse request + GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) - if params.Search != nil { + // GetEtfGlobalV1AnalyticsWithResponse request + GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, 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) - } - } - } + // GetEtfGlobalV1ConstituentsWithResponse request + GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) - } + // GetEtfGlobalV1FundFlowsWithResponse request + GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) - if params.Active != nil { + // GetEtfGlobalV1ProfilesWithResponse request + GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, 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) - } - } - } + // GetEtfGlobalV1TaxonomiesWithResponse request + GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) - } + // GetFedV1InflationWithResponse request + GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) - if params.TickerGte != nil { + // GetFedV1InflationExpectationsWithResponse request + GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, 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) - } - } - } + // GetFedV1LaborMarketWithResponse request + GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) - } + // GetFedV1TreasuryYieldsWithResponse request + GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) - if params.TickerGt != nil { + // GetForexV1ExchangesWithResponse request + GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, 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) - } - } - } + // AggregatesV1WithResponse request + AggregatesV1WithResponse(ctx context.Context, ticker string, params *AggregatesV1Params, reqEditors ...RequestEditorFn) (*AggregatesV1Response, error) - } + // GetFuturesV1ContractsWithResponse request + GetFuturesV1ContractsWithResponse(ctx context.Context, params *GetFuturesV1ContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ContractsResponse, error) - if params.TickerLte != nil { + // GetFuturesV1ExchangesWithResponse request + GetFuturesV1ExchangesWithResponse(ctx context.Context, params *GetFuturesV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ExchangesResponse, 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) - } - } - } + // GetFuturesV1MarketStatusWithResponse request + GetFuturesV1MarketStatusWithResponse(ctx context.Context, params *GetFuturesV1MarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesV1MarketStatusResponse, error) - } + // GetFuturesV1ProductsWithResponse request + GetFuturesV1ProductsWithResponse(ctx context.Context, params *GetFuturesV1ProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ProductsResponse, error) - if params.TickerLt != nil { + // GetFuturesV1QuotesTickerWithResponse request + GetFuturesV1QuotesTickerWithResponse(ctx context.Context, ticker string, params *GetFuturesV1QuotesTickerParams, reqEditors ...RequestEditorFn) (*GetFuturesV1QuotesTickerResponse, 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) - } - } - } + // GetFuturesV1SchedulesWithResponse request + GetFuturesV1SchedulesWithResponse(ctx context.Context, params *GetFuturesV1SchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SchedulesResponse, error) - } + // GetFuturesV1SnapshotWithResponse request + GetFuturesV1SnapshotWithResponse(ctx context.Context, params *GetFuturesV1SnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SnapshotResponse, error) - if params.Order != nil { + // GetFuturesV1TradesTickerWithResponse request + GetFuturesV1TradesTickerWithResponse(ctx context.Context, ticker string, params *GetFuturesV1TradesTickerParams, reqEditors ...RequestEditorFn) (*GetFuturesV1TradesTickerResponse, 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) - } - } - } + // GetOptionsV1ExchangesWithResponse request + GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) - } + // GetOptionsV3QuotesTickerWithResponse request + GetOptionsV3QuotesTickerWithResponse(ctx context.Context, ticker string, params *GetOptionsV3QuotesTickerParams, reqEditors ...RequestEditorFn) (*GetOptionsV3QuotesTickerResponse, error) - if params.Limit != nil { + // GetOptionsV3TradesTickerWithResponse request + GetOptionsV3TradesTickerWithResponse(ctx context.Context, ticker string, params *GetOptionsV3TradesTickerParams, reqEditors ...RequestEditorFn) (*GetOptionsV3TradesTickerResponse, 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) - } - } - } + // GetStocksDevTradesTickerWithResponse request + GetStocksDevTradesTickerWithResponse(ctx context.Context, ticker string, params *GetStocksDevTradesTickerParams, reqEditors ...RequestEditorFn) (*GetStocksDevTradesTickerResponse, error) - } + // GetStocksFilings10KVXSectionsWithResponse request + GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) - if params.Sort != nil { + // GetStocksFilings10KVX0SectionsWithResponse request + GetStocksFilings10KVX0SectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVX0SectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVX0SectionsResponse, 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) - } - } - } + // GetStocksFilings8KVXDisclosuresWithResponse request + GetStocksFilings8KVXDisclosuresWithResponse(ctx context.Context, params *GetStocksFilings8KVXDisclosuresParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXDisclosuresResponse, error) - } + // GetStocksFilings8KVXTextWithResponse request + GetStocksFilings8KVXTextWithResponse(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXTextResponse, error) - queryURL.RawQuery = queryValues.Encode() - } + // GetStocksFilingsVX13FWithResponse request + GetStocksFilingsVX13FWithResponse(ctx context.Context, params *GetStocksFilingsVX13FParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVX13FResponse, error) - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // GetStocksFilingsVXForm3WithResponse request + GetStocksFilingsVXForm3WithResponse(ctx context.Context, params *GetStocksFilingsVXForm3Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm3Response, error) - return req, nil -} + // GetStocksFilingsVXForm4WithResponse request + GetStocksFilingsVXForm4WithResponse(ctx context.Context, params *GetStocksFilingsVXForm4Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm4Response, error) -// NewListTickerTypesRequest generates requests for ListTickerTypes -func NewListTickerTypesRequest(server string, params *ListTickerTypesParams) (*http.Request, error) { - var err error + // GetStocksFilingsVXIndexWithResponse request + GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // GetStocksFilingsVXRiskFactorsWithResponse request + GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) - operationPath := fmt.Sprintf("/v3/reference/tickers/types") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // GetStocksFinancialsV1BalanceSheetsWithResponse request + GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + // GetStocksFinancialsV1CashFlowStatementsWithResponse request + GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) - if params != nil { - queryValues := queryURL.Query() + // GetStocksFinancialsV1IncomeStatementsWithResponse request + GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) - if params.AssetClass != nil { + // GetStocksFinancialsV1RatiosWithResponse request + GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, 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) - } - } - } + // GetStocksTaxonomiesVXDisclosuresWithResponse request + GetStocksTaxonomiesVXDisclosuresWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXDisclosuresParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXDisclosuresResponse, error) - } + // GetStocksTaxonomiesVXRiskFactorsWithResponse request + GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) - if params.Locale != nil { + // GetStocksV1DividendsWithResponse request + GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, 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) - } - } - } + // 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) -// NewGetTickerRequest generates requests for GetTicker -func NewGetTickerRequest(server string, ticker string, params *GetTickerParams) (*http.Request, error) { - var err error + // GetTmxV1CorporateEventsWithResponse request + GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) - var pathParam0 string + // GetCurrencyConversionWithResponse request + GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "ticker", runtime.ParamLocationPath, ticker) - if err != nil { - return nil, err - } + // DeprecatedGetHistoricCryptoTradesWithResponse request + DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) - serverURL, err := url.Parse(server) - 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) - operationPath := fmt.Sprintf("/v3/reference/tickers/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // GetCryptoEMAWithResponse request + GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + // GetForexEMAWithResponse request + GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) - if params != nil { - queryValues := queryURL.Query() + // GetIndicesEMAWithResponse request + GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) - if params.Date != nil { + // GetOptionsEMAWithResponse request + GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, 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) - } - } - } + // GetStocksEMAWithResponse request + GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) - } + // GetCryptoMACDWithResponse request + GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) - queryURL.RawQuery = queryValues.Encode() - } + // GetForexMACDWithResponse request + GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // GetIndicesMACDWithResponse request + GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) - return req, nil -} + // GetOptionsMACDWithResponse request + GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) -// NewGetSnapshotsRequest generates requests for GetSnapshots -func NewGetSnapshotsRequest(server string, params *GetSnapshotsParams) (*http.Request, error) { - var err error + // GetStocksMACDWithResponse request + GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // GetCryptoRSIWithResponse request + GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) - operationPath := fmt.Sprintf("/v3/snapshot") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // GetForexRSIWithResponse request + GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + // GetIndicesRSIWithResponse request + GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) - if params != nil { - queryValues := queryURL.Query() + // GetOptionsRSIWithResponse request + GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) - if params.Ticker != nil { + // GetStocksRSIWithResponse request + GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, 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) - } - } - } + // GetCryptoSMAWithResponse request + GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) - } + // GetForexSMAWithResponse request + GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) - if params.Type != nil { + // GetIndicesSMAWithResponse request + GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, 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) - } - } - } + // GetOptionsSMAWithResponse request + GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) - } + // GetStocksSMAWithResponse request + GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) - if params.TickerGte != nil { + // GetLastCryptoTradeWithResponse request + GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, 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) - } - } - } + // GetLastCurrencyQuoteWithResponse request + GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) - } + // GetMarketStatusWithResponse request + GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) - if params.TickerGt != nil { + // GetMarketHolidaysWithResponse request + GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, 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) - } - } - } + // GetCryptoOpenCloseWithResponse request + GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) - } + // GetIndicesOpenCloseWithResponse request + GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) - if params.TickerLte != nil { + // GetOptionsOpenCloseWithResponse request + GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, 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) - } - } - } + // GetStocksOpenCloseWithResponse request + GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) - } + // GetV1ReferenceIposWithResponse request + GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) - if params.TickerLt != nil { + // GetRelatedCompaniesWithResponse request + GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, 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) - } - } - } + // GetSnapshotSummaryWithResponse request + GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) - } + // GetGroupedCryptoAggregatesWithResponse request + GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) - if params.TickerAnyOf != nil { + // GetGroupedForexAggregatesWithResponse request + GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) - 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) - } - } - } + // GetGroupedStocksAggregatesWithResponse request + GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) - } + // GetPreviousCryptoAggregatesWithResponse request + GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) - if params.Order != nil { + // GetCryptoAggregatesWithResponse request + GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, 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) - } - } - } + // GetPreviousForexAggregatesWithResponse request + GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) - } + // GetForexAggregatesWithResponse request + GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) - if params.Limit != nil { + // GetPreviousIndicesAggregatesWithResponse request + GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, 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) - } - } - } + // GetIndicesAggregatesWithResponse request + GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) - } + // GetPreviousOptionsAggregatesWithResponse request + GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) - if params.Sort != nil { + // GetOptionsAggregatesWithResponse request + GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, 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) - } - } - } + // GetPreviousStocksAggregatesWithResponse request + GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) - } + // GetStocksAggregatesWithResponse request + GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) - queryURL.RawQuery = queryValues.Encode() - } + // GetLastStocksQuoteWithResponse request + GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // GetLastOptionsTradeWithResponse request + GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) - return req, nil -} + // GetLastStocksTradeWithResponse request + GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) -// NewGetIndicesSnapshotRequest generates requests for GetIndicesSnapshot -func NewGetIndicesSnapshotRequest(server string, params *GetIndicesSnapshotParams) (*http.Request, error) { - var err error + // ListNewsWithResponse request + ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // GetCryptoSnapshotTickersWithResponse request + GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) - operationPath := fmt.Sprintf("/v3/snapshot/indices") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // GetCryptoSnapshotTickerWithResponse request + GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + // DeprecatedGetCryptoSnapshotTickerBookWithResponse request + DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) - if params != nil { - queryValues := queryURL.Query() + // GetCryptoSnapshotDirectionWithResponse request + GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) - if params.TickerAnyOf != nil { + // GetForexSnapshotTickersWithResponse request + GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) - 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) - } - } - } + // GetForexSnapshotTickerWithResponse request + GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) - } + // GetForexSnapshotDirectionWithResponse request + GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) - if params.Ticker != nil { + // GetStocksSnapshotTickersWithResponse request + GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, 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) - } - } - } + // 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) - if params.TickerGte != nil { + // DeprecatedGetHistoricStocksQuotesWithResponse request + DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, 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) - } - } - } + // 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) - if params.TickerGt != nil { + // GetOptionsQuotesWithResponse request + GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, 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) - } - } - } + // 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) - if params.TickerLte != nil { + // ListDividendsWithResponse request + ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, 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) - } - } - } + // ListExchangesWithResponse request + ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) - } + // ListOptionsContractsWithResponse request + ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) - if params.TickerLt != nil { + // GetOptionsContractWithResponse request + GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, 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) - } - } - } + // ListStockSplitsWithResponse request + ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) - } + // ListTickersWithResponse request + ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) - if params.Order != nil { + // ListTickerTypesWithResponse request + ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, 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) - } - } - } + // 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) - if params.Limit != nil { + // GetIndicesSnapshotWithResponse request + GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, 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) - } - } - } + // 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) - if params.Sort != nil { + // GetCryptoTradesWithResponse request + GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, 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) - } - } - } + // 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) - queryURL.RawQuery = queryValues.Encode() - } + // ListFinancialsWithResponse request + ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, error) - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // ListIPOsWithResponse request + ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) - return req, nil + // GetEventsWithResponse request + GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) } -// NewGetOptionsChainRequest generates requests for GetOptionsChain -func NewGetOptionsChainRequest(server string, underlyingAsset string, params *GetOptionsChainParams) (*http.Request, error) { - var err error +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"` - var pathParam0 string + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) - if err != nil { - return nil, err - } + // Results The results for this request. + Results []struct { + // BenzingaFirmId The identifier used by Benzinga for the firm record. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - operationPath := fmt.Sprintf("/v3/snapshot/options/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // BenzingaRatingId The identifier used by Benzinga for the rating record. + BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` - if params != nil { - queryValues := queryURL.Query() + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` - if params.StrikePrice != 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, "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) - } - } - } + // 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"` - if params.ExpirationDate != nil { + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,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) - } - } - } + // 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.ContractType != nil { + // Ticker The stock symbol of the company being rated. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` - 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) - } - } - } + // 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"` - } + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - 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 { + // Status The status of this request's response. + Status GetBenzingaV1AnalystInsights400Status `json:"status"` + } +} +type GetBenzingaV1AnalystInsights200Status string +type GetBenzingaV1AnalystInsights400Status string - 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) - } - } - } +// Status returns HTTPResponse.Status +func (r GetBenzingaV1AnalystInsightsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - } +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1AnalystInsightsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - if params.StrikePriceLte != nil { +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 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) - } - } - } + // 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"` - if params.StrikePriceLt != nil { + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - 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) - } - } - } + // 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"` - if params.ExpirationDateGte != nil { + // 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 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) - } - } - } + // 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"` - if params.ExpirationDateGt != nil { + // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. + OverallSuccessRate *float64 `json:"overall_success_rate,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) - } - } - } + // 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"` - if params.ExpirationDateLte != nil { + // 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"` - 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 GetBenzingaV1Analysts200Status `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 GetBenzingaV1Analysts400Status `json:"status"` + } +} +type GetBenzingaV1Analysts200Status string +type GetBenzingaV1Analysts400Status 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 GetBenzingaV1AnalystsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - } +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1AnalystsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - if params.Order != nil { +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 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 { + // 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 params.Limit != nil { + // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. + BenzingaId *string `json:"benzinga_id,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) - } - } - } + // 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"` - } + // 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 params.Sort != nil { + // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. + Ticker *string `json:"ticker,omitempty"` + } `json:"results"` - 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) - } - } - } + // 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"` - } + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - queryURL.RawQuery = queryValues.Encode() + // Status The status of this request's response. + Status GetBenzingaV1BullsBearsSay400Status `json:"status"` } +} +type GetBenzingaV1BullsBearsSay200Status string +type GetBenzingaV1BullsBearsSay400Status string - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err +// Status returns HTTPResponse.Status +func (r GetBenzingaV1BullsBearsSayResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status } + return http.StatusText(0) +} - return req, nil +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1BullsBearsSayResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 } -// NewGetOptionContractRequest generates requests for GetOptionContract -func NewGetOptionContractRequest(server string, underlyingAsset string, optionContract string) (*http.Request, error) { - var err error +type GetBenzingaV1ConsensusRatingsTickerResponse 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"` - var pathParam0 string + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "underlyingAsset", runtime.ParamLocationPath, underlyingAsset) - if err != nil { - return nil, err - } + // Results The results for this request. + Results []struct { + // BuyRatings The count of 'Buy' ratings from contributing analysts. + BuyRatings int64 `json:"buy_ratings"` - var pathParam1 string + // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. + ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` - pathParam1, err = runtime.StyleParamWithLocation("simple", false, "optionContract", runtime.ParamLocationPath, optionContract) - if err != nil { - return nil, err - } + // 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"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // 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"` - operationPath := fmt.Sprintf("/v3/snapshot/options/%s/%s", pathParam0, pathParam1) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // HighPriceTarget The highest price target among all contributing analysts. + HighPriceTarget *float64 `json:"high_price_target,omitempty"` - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + // HoldRatings The count of 'Hold' ratings from contributing analysts. + HoldRatings int64 `json:"hold_ratings"` - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // LowPriceTarget The lowest price target among all contributing analysts. + LowPriceTarget *float64 `json:"low_price_target,omitempty"` - return req, nil -} + // PriceTargetContributors The number of unique analysts contributing price targets. + PriceTargetContributors int64 `json:"price_target_contributors"` -// NewGetCryptoTradesRequest generates requests for GetCryptoTrades -func NewGetCryptoTradesRequest(server string, cryptoTicker string, params *GetCryptoTradesParams) (*http.Request, error) { - var err error + // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. + RatingsContributors int64 `json:"ratings_contributors"` - var pathParam0 string + // SellRatings The count of 'Sell' ratings from contributing analysts. + SellRatings int64 `json:"sell_ratings"` - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "cryptoTicker", runtime.ParamLocationPath, cryptoTicker) - if err != nil { - return nil, err + // 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 GetBenzingaV1ConsensusRatingsTicker200Status `json:"status"` } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` + + // Status The status of this request's response. + Status GetBenzingaV1ConsensusRatingsTicker400Status `json:"status"` } +} +type GetBenzingaV1ConsensusRatingsTicker200Status string +type GetBenzingaV1ConsensusRatingsTicker400Status string - operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath +// Status returns HTTPResponse.Status +func (r GetBenzingaV1ConsensusRatingsTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status } + return http.StatusText(0) +} - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1ConsensusRatingsTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode } + return 0 +} - if params != nil { - queryValues := queryURL.Query() +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"` - if params.Timestamp != nil { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - 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) - } - } - } + // 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"` - if params.TimestampGte != nil { + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_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) - } - } - } + // 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"` - if params.TimestampGt != nil { + // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. + Date *string `json:"date,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) - } - } - } + // 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"` - if params.TimestampLte != nil { + // EpsSurprise The difference between the actual and estimated EPS. + EpsSurprise *float64 `json:"eps_surprise,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) - } - } - } + // 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"` - if params.TimestampLt != nil { + // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. + EstimatedRevenue *float64 `json:"estimated_revenue,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) - } - } - } + // 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"` - if params.Order != 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"` - 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) - } - } - } + // 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"` - if params.Limit != nil { + // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. + PreviousEps *float64 `json:"previous_eps,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) - } - } - } + // 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"` - if params.Sort != nil { + // RevenueSurprise The difference between the actual and estimated revenue. + RevenueSurprise *float64 `json:"revenue_surprise,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) - } - } - } + // 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"` - queryURL.RawQuery = queryValues.Encode() + // 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"` } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err + // 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"` } +} +type GetBenzingaV1Earnings200Status string +type GetBenzingaV1Earnings400Status string - return req, nil +// Status returns HTTPResponse.Status +func (r GetBenzingaV1EarningsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) } -// NewGetOptionsTradesRequest generates requests for GetOptionsTrades -func NewGetOptionsTradesRequest(server string, optionsTicker string, params *GetOptionsTradesParams) (*http.Request, error) { - var err error +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1EarningsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - var pathParam0 string +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"` - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "optionsTicker", runtime.ParamLocationPath, optionsTicker) - if err != nil { - return nil, err - } + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // Results The results for this request. + Results []struct { + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // Currency Primary currency used by the financial firm, with some entries having null values. + Currency *string `json:"currency,omitempty"` - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err + // 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"` } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - if params != nil { - queryValues := queryURL.Query() + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - if params.Timestamp != 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, "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) - } - } - } +// 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.TimestampGte != 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, "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) - } - } - } + // 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.TimestampGt != nil { + // CompanyName The name of the company issuing guidance. + 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 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.TimestampLte != 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, "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) - } - } - } + // 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"` - if params.TimestampLt != nil { + // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. + FiscalPeriod *string `json:"fiscal_period,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) - } - } - } + // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. + 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"` - if params.Order != nil { + // 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 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) - } - } - } + // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. + MaxEpsGuidance *float64 `json:"max_eps_guidance,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"` - if params.Limit != nil { + // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. + MinEpsGuidance *float64 `json:"min_eps_guidance,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) - } - } - } + // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. + MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` - } + // Notes Additional descriptive text or commentary provided about the guidance record. + Notes *string `json:"notes,omitempty"` - if params.Sort != nil { + // 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"` - 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) - } - } - } + // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,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"` - queryURL.RawQuery = queryValues.Encode() - } + // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. + PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,omitempty"` - return req, nil -} + // 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"` -// NewGetStocksTradesRequest generates requests for GetStocksTrades -func NewGetStocksTradesRequest(server string, stockTicker string, params *GetStocksTradesParams) (*http.Request, error) { - var err error + // 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"` - var pathParam0 string + // Ticker The stock symbol of the company issuing guidance. + Ticker *string `json:"ticker,omitempty"` - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "stockTicker", runtime.ParamLocationPath, stockTicker) - if err != nil { - return nil, err + // 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 GetBenzingaV1Guidance200Status `json:"status"` } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err + // 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"` } +} +type GetBenzingaV1Guidance200Status string +type GetBenzingaV1Guidance400Status string - operationPath := fmt.Sprintf("/v3/trades/%s", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath +// Status returns HTTPResponse.Status +func (r GetBenzingaV1GuidanceResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status } + return http.StatusText(0) +} - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1GuidanceResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode } + return 0 +} - if params != nil { - queryValues := queryURL.Query() +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"` - if params.Timestamp != nil { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - 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) - } - } - } + // 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"` - } + // Analyst The name of the individual analyst who issued the rating. + Analyst *string `json:"analyst,omitempty"` - if params.TimestampGte != nil { + // BenzingaAnalystId The identifier used by Benzinga for this analyst. + BenzingaAnalystId *string `json:"benzinga_analyst_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) - } - } - } + // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker + BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` - } + // BenzingaFirmId The identifier used by Benzinga for this firm. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` - if params.TimestampGt != nil { + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,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) - } - } - } + // 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"` - if params.TimestampLte != nil { + // Currency The ISO 4217 currency code in which the price target is denominated. + Currency *string `json:"currency,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) - } - } - } + // 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.TimestampLt != nil { + // 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"` - 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) - } - } - } + // 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"` - if params.Order != nil { + // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. + PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,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) - } - } - } + // 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"` - if params.Limit != nil { + // PricePercentChange The percentage change in price target if price target and previous price target exists + PricePercentChange *float64 `json:"price_percent_change,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) - } - } - } + // 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"` - if params.Sort != nil { + // Rating The current rating set by the analyst. + Rating *string `json:"rating,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) - } - } - } + // 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"` - queryURL.RawQuery = queryValues.Encode() - } + // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. + Time *string `json:"time,omitempty"` + } `json:"results"` - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err + // Status The status of this request's response. + Status GetBenzingaV1Ratings200Status `json:"status"` } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - return req, nil -} - -// NewListFinancialsRequest generates requests for ListFinancials -func NewListFinancialsRequest(server string, params *ListFinancialsParams) (*http.Request, error) { - var err error + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err + // Status The status of this request's response. + Status GetBenzingaV1Ratings400Status `json:"status"` } +} +type GetBenzingaV1Ratings200Status string +type GetBenzingaV1Ratings400Status string - operationPath := fmt.Sprintf("/vX/reference/financials") - if operationPath[0] == '/' { - operationPath = "." + operationPath +// Status returns HTTPResponse.Status +func (r GetBenzingaV1RatingsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status } + return http.StatusText(0) +} - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err +// StatusCode returns HTTPResponse.StatusCode +func (r GetBenzingaV1RatingsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode } + return 0 +} - if params != nil { - queryValues := queryURL.Query() +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"` - 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 { + // Author The name of the journalist or entity that authored the news article. + Author string `json:"author"` - } + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId int64 `json:"benzinga_id"` - if params.Cik != nil { + // Body The full text content of the news article. + Body *string `json:"body,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) - } - } - } + // 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.CompanyName != 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, "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) - } - } - } + // 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.Sic != 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, "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) - } - } - } + // 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.FilingDate != 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, "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) - } - } - } + // 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.PeriodOfReportDate != 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, "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) - } - } - } +// 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.Timeframe != nil { +type GetConsumerSpendingEuV1MerchantAggregatesResponse 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, "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) - } - } - } + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - } + // 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"` - if params.IncludeSources != nil { + // ConsumerType The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking. + ConsumerType *string `json:"consumer_type,omitempty"` - 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) - } - } - } + // 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"` - } + // 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"` - if params.CompanyNameSearch != nil { + // MccGroup Merchant category code group associated with the merchant or payment processor. + MccGroup *string `json:"mcc_group,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) - } - } - } + // MerchantIndustry Industry name based on GICS/BICS/ICB data classification for the merchant. + MerchantIndustry *string `json:"merchant_industry,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"` - if params.FilingDateGte != nil { + // 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"` - 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) - } - } - } + // 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"` - } + // 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"` - if params.FilingDateGt != nil { + // SpendInDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with inbound transactions. + SpendInDistinctAccountKeyCount *int64 `json:"spend_in_distinct_account_key_count,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) - } - } - } + // 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"` - if params.FilingDateLte != nil { + // SpendOutDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with outbound transactions. + SpendOutDistinctAccountKeyCount *int64 `json:"spend_out_distinct_account_key_count,omitempty"` - 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) - } - } - } + // 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"` - if params.FilingDateLt != nil { + // TotalAccounts The total count of distinct consumer accounts with any transaction activity for this aggregation. + TotalAccounts *int64 `json:"total_accounts,omitempty"` - 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) - } - } - } + // 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"` - if params.PeriodOfReportDateGte != nil { + // 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"` - 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) - } - } - } + // 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"` - if params.PeriodOfReportDateGt != nil { + // 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"` - 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) - } - } - } + // 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"` + } `json:"results"` - if params.PeriodOfReportDateLte != nil { + // Status The status of this request's response. + Status GetConsumerSpendingEuV1MerchantAggregates200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - 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) - } - } - } + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - } + // Status The status of this request's response. + Status GetConsumerSpendingEuV1MerchantAggregates400Status `json:"status"` + } +} +type GetConsumerSpendingEuV1MerchantAggregates200Status string +type GetConsumerSpendingEuV1MerchantAggregates400Status string - if params.PeriodOfReportDateLt != nil { +// Status returns HTTPResponse.Status +func (r GetConsumerSpendingEuV1MerchantAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - 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) - } - } - } +// StatusCode returns HTTPResponse.StatusCode +func (r GetConsumerSpendingEuV1MerchantAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - } +type GetConsumerSpendingEuV1MerchantHierarchyResponse 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.Order != nil { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - 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) - } - } - } + // Results The results for this request. + Results []struct { + // 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"` - } + // 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"` - if params.Limit != nil { + // 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"` - 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) - } - } - } + // GrandparentName Merchant's grandparent business name (Title Case). + GrandparentName *string `json:"grandparent_name,omitempty"` - } + // GrandparentTicker Stock ticker of the merchant's grandparent company. Uses Bloomberg standard. + GrandparentTicker *string `json:"grandparent_ticker,omitempty"` - if params.Sort != nil { + // GreatGrandparentName Merchant's great-grandparent business name (Title Case, top-level corporate entity). + GreatGrandparentName *string `json:"great_grandparent_name,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) - } - } - } + // 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"` - queryURL.RawQuery = queryValues.Encode() - } + // IndustryGroup Industry group classification based on GICS/BICS/ICB standards. + IndustryGroup *string `json:"industry_group,omitempty"` - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // ListingStatus Whether the merchant is a publicly listed company or private. Possible values: public, private. + ListingStatus string `json:"listing_status"` - return req, nil -} + // LookupName Lowercase merchant tag used for joining with the merchant-aggregates endpoint name field (e.g., 'asda', 'amazon'). + LookupName *string `json:"lookup_name,omitempty"` -// NewListIPOsRequest generates requests for ListIPOs -func NewListIPOsRequest(server string, params *ListIPOsParams) (*http.Request, error) { - var err error + // NormalizedName Cleaned, standardized merchant display name (Title Case, e.g., 'Asda', 'Amazon'). + NormalizedName *string `json:"normalized_name,omitempty"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. + ParentName *string `json:"parent_name,omitempty"` - operationPath := fmt.Sprintf("/vX/reference/ipos") - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // ParentTicker Stock ticker of the merchant's parent company. Uses Bloomberg standard. + ParentTicker *string `json:"parent_ticker,omitempty"` - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err + // 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 GetConsumerSpendingEuV1MerchantHierarchy200Status `json:"status"` } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - if params != nil { - queryValues := queryURL.Query() + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - if params.Ticker != nil { + // Status The status of this request's response. + Status GetConsumerSpendingEuV1MerchantHierarchy400Status `json:"status"` + } +} +type GetConsumerSpendingEuV1MerchantHierarchy200Status string +type GetConsumerSpendingEuV1MerchantHierarchy400Status string - 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) - } - } - } +// Status returns HTTPResponse.Status +func (r GetConsumerSpendingEuV1MerchantHierarchyResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - } +// StatusCode returns HTTPResponse.StatusCode +func (r GetConsumerSpendingEuV1MerchantHierarchyResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - if params.UsCode != 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, "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) - } - } - } + // 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.Isin != 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, "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) - } - } - } + // 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.ListingDate != 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, "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) - } - } - } + // 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"` + } +} +type GetCryptoV1Exchanges200Status string +type GetCryptoV1Exchanges400Status string - if params.IpoStatus != nil { +// Status returns HTTPResponse.Status +func (r GetCryptoV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - 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) - } - } - } +// StatusCode returns HTTPResponse.StatusCode +func (r GetCryptoV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - } +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"` - if params.ListingDateGte != nil { + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - 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) - } - } - } + // 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"` - if params.ListingDateGt != 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, "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) - } - } - } + // 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"` - if params.ListingDateLte != nil { + // QuantCompositeGlobal Overall global theme score combining sector and country analysis for macro investment views. + QuantCompositeGlobal *float64 `json:"quant_composite_global,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) - } - } - } + // 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"` - if params.ListingDateLt != nil { + // QuantCompositeTechnical Combined technical analysis score aggregating short, intermediate, and long-term technical factors. + QuantCompositeTechnical *float64 `json:"quant_composite_technical,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) - } - } - } + // 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"` - if params.Order != nil { + // QuantFundamentalPcf Fundamental analysis score based on price-to-cash-flow ratios of the ETF's underlying assets. + QuantFundamentalPcf *float64 `json:"quant_fundamental_pcf,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) - } - } - } + // 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"` - if params.Limit != nil { + // QuantGlobalSector Quantitative score analyzing global sector themes and sector-specific performance factors. + QuantGlobalSector *float64 `json:"quant_global_sector,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) - } - } - } + // 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"` - if params.Sort != nil { + // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. + QuantQualityFirm *float64 `json:"quant_quality_firm,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) - } - } - } + // 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"` - queryURL.RawQuery = queryValues.Encode() - } + // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. + QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err - } + // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. + QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` - return req, nil -} + // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. + QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` -// NewGetEventsRequest generates requests for GetEvents -func NewGetEventsRequest(server string, id string, params *GetEventsParams) (*http.Request, error) { - var err error + // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. + QuantTechnicalLt *float64 `json:"quant_technical_lt,omitempty"` - var pathParam0 string + // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. + QuantTechnicalSt *float64 `json:"quant_technical_st,omitempty"` - pathParam0, err = runtime.StyleParamWithLocation("simple", false, "id", runtime.ParamLocationPath, id) - if err != nil { - return nil, err - } + // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. + QuantTotalScore *float64 `json:"quant_total_score,omitempty"` - serverURL, err := url.Parse(server) - if err != nil { - return nil, err - } + // RewardScore ETF Global's proprietary Green Diamond score measuring the potential reward and return prospects of the ETF. + RewardScore *float64 `json:"reward_score,omitempty"` - operationPath := fmt.Sprintf("/vX/reference/tickers/%s/events", pathParam0) - if operationPath[0] == '/' { - operationPath = "." + operationPath - } + // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. + RiskCountry *float64 `json:"risk_country,omitempty"` - queryURL, err := serverURL.Parse(operationPath) - if err != nil { - return nil, err - } + // RiskDeviation A component score measuring how much the ETF deviates from expected performance. + RiskDeviation *float64 `json:"risk_deviation,omitempty"` - if params != nil { - queryValues := queryURL.Query() + // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. + RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` - if params.Types != nil { + // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. + RiskLiquidity *float64 `json:"risk_liquidity,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) - } - } - } + // 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"` - queryURL.RawQuery = queryValues.Encode() - } + // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. + RiskVolatility *float64 `json:"risk_volatility,omitempty"` + } `json:"results"` - req, err := http.NewRequest("GET", queryURL.String(), nil) - if err != nil { - return nil, err + // Status The status of this request's response. + Status GetEtfGlobalV1Analytics200Status `json:"status"` } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - return req, nil -} + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` -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 - } + // Status The status of this request's response. + Status GetEtfGlobalV1Analytics400Status `json:"status"` } - return nil -} - -// ClientWithResponses builds on ClientInterface to offer response payloads -type ClientWithResponses struct { - ClientInterface } +type GetEtfGlobalV1Analytics200Status string +type GetEtfGlobalV1Analytics400Status string -// 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 +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1AnalyticsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status } - return &ClientWithResponses{client}, nil + return http.StatusText(0) } -// 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 +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1AnalyticsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode } + return 0 } -// 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) +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"` - // GetBenzingaV1AnalystsWithResponse request - GetBenzingaV1AnalystsWithResponse(ctx context.Context, params *GetBenzingaV1AnalystsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1AnalystsResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // GetBenzingaV1BullsBearsSayWithResponse request - GetBenzingaV1BullsBearsSayWithResponse(ctx context.Context, params *GetBenzingaV1BullsBearsSayParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1BullsBearsSayResponse, error) + // 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"` - // GetBenzingaV1ConsensusRatingsWithResponse request - GetBenzingaV1ConsensusRatingsWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsResponse, error) + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // GetBenzingaV1EarningsWithResponse request - GetBenzingaV1EarningsWithResponse(ctx context.Context, params *GetBenzingaV1EarningsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1EarningsResponse, error) + // ConstituentName The full company or security name of the constituent holding. + ConstituentName *string `json:"constituent_name,omitempty"` - // GetBenzingaV1FirmsWithResponse request - GetBenzingaV1FirmsWithResponse(ctx context.Context, params *GetBenzingaV1FirmsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1FirmsResponse, error) + // 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"` - // GetBenzingaV1GuidanceWithResponse request - GetBenzingaV1GuidanceWithResponse(ctx context.Context, params *GetBenzingaV1GuidanceParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1GuidanceResponse, error) + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `json:"constituent_ticker,omitempty"` - // GetBenzingaV1RatingsWithResponse request - GetBenzingaV1RatingsWithResponse(ctx context.Context, params *GetBenzingaV1RatingsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1RatingsResponse, error) + // CountryOfExchange The country where the exchange that lists this constituent security is located. + CountryOfExchange *string `json:"country_of_exchange,omitempty"` - // GetBenzingaV2NewsWithResponse request - GetBenzingaV2NewsWithResponse(ctx context.Context, params *GetBenzingaV2NewsParams, reqEditors ...RequestEditorFn) (*GetBenzingaV2NewsResponse, error) + // CurrencyTraded The local currency in which this constituent security is denominated and traded. + CurrencyTraded *string `json:"currency_traded,omitempty"` - // GetConsumerSpendingEuV1MerchantAggregatesWithResponse request - GetConsumerSpendingEuV1MerchantAggregatesWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantAggregatesParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantAggregatesResponse, error) + // 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"` - // GetConsumerSpendingEuV1MerchantHierarchyWithResponse request - GetConsumerSpendingEuV1MerchantHierarchyWithResponse(ctx context.Context, params *GetConsumerSpendingEuV1MerchantHierarchyParams, reqEditors ...RequestEditorFn) (*GetConsumerSpendingEuV1MerchantHierarchyResponse, error) + // Exchange The name of the stock exchange where this constituent security is primarily traded. + Exchange *string `json:"exchange,omitempty"` - // GetCryptoV1ExchangesWithResponse request - GetCryptoV1ExchangesWithResponse(ctx context.Context, params *GetCryptoV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetCryptoV1ExchangesResponse, error) + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `json:"figi,omitempty"` - // GetEtfGlobalV1AnalyticsWithResponse request - GetEtfGlobalV1AnalyticsWithResponse(ctx context.Context, params *GetEtfGlobalV1AnalyticsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1AnalyticsResponse, error) + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `json:"isin,omitempty"` - // GetEtfGlobalV1ConstituentsWithResponse request - GetEtfGlobalV1ConstituentsWithResponse(ctx context.Context, params *GetEtfGlobalV1ConstituentsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ConstituentsResponse, error) + // MarketValue The total market value of this constituent position held by the ETF. + MarketValue *float64 `json:"market_value,omitempty"` - // GetEtfGlobalV1FundFlowsWithResponse request - GetEtfGlobalV1FundFlowsWithResponse(ctx context.Context, params *GetEtfGlobalV1FundFlowsParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1FundFlowsResponse, error) + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // GetEtfGlobalV1ProfilesWithResponse request - GetEtfGlobalV1ProfilesWithResponse(ctx context.Context, params *GetEtfGlobalV1ProfilesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1ProfilesResponse, error) + // 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"` - // GetEtfGlobalV1TaxonomiesWithResponse request - GetEtfGlobalV1TaxonomiesWithResponse(ctx context.Context, params *GetEtfGlobalV1TaxonomiesParams, reqEditors ...RequestEditorFn) (*GetEtfGlobalV1TaxonomiesResponse, error) + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `json:"sedol,omitempty"` - // GetFedV1InflationWithResponse request - GetFedV1InflationWithResponse(ctx context.Context, params *GetFedV1InflationParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationResponse, error) + // SharesHeld The number of shares of this constituent security that the ETF currently owns. + SharesHeld *float64 `json:"shares_held,omitempty"` - // GetFedV1InflationExpectationsWithResponse request - GetFedV1InflationExpectationsWithResponse(ctx context.Context, params *GetFedV1InflationExpectationsParams, reqEditors ...RequestEditorFn) (*GetFedV1InflationExpectationsResponse, error) + // UsCode A unique identifier code for the constituent security in US markets. + UsCode *string `json:"us_code,omitempty"` - // GetFedV1LaborMarketWithResponse request - GetFedV1LaborMarketWithResponse(ctx context.Context, params *GetFedV1LaborMarketParams, reqEditors ...RequestEditorFn) (*GetFedV1LaborMarketResponse, error) + // Weight The percentage weight of this constituent security within the ETF's total portfolio. + Weight *float64 `json:"weight,omitempty"` + } `json:"results"` - // GetFedV1TreasuryYieldsWithResponse request - GetFedV1TreasuryYieldsWithResponse(ctx context.Context, params *GetFedV1TreasuryYieldsParams, reqEditors ...RequestEditorFn) (*GetFedV1TreasuryYieldsResponse, error) + // 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"` - // GetForexV1ExchangesWithResponse request - GetForexV1ExchangesWithResponse(ctx context.Context, params *GetForexV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetForexV1ExchangesResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // AggregatesV1WithResponse request - AggregatesV1WithResponse(ctx context.Context, ticker string, params *AggregatesV1Params, reqEditors ...RequestEditorFn) (*AggregatesV1Response, error) + // Status The status of this request's response. + Status GetEtfGlobalV1Constituents400Status `json:"status"` + } +} +type GetEtfGlobalV1Constituents200Status string +type GetEtfGlobalV1Constituents400Status string - // GetFuturesV1ContractsWithResponse request - GetFuturesV1ContractsWithResponse(ctx context.Context, params *GetFuturesV1ContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ContractsResponse, error) +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1ConstituentsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // GetFuturesV1ExchangesWithResponse request - GetFuturesV1ExchangesWithResponse(ctx context.Context, params *GetFuturesV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ExchangesResponse, error) +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1ConstituentsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // GetFuturesV1MarketStatusWithResponse request - GetFuturesV1MarketStatusWithResponse(ctx context.Context, params *GetFuturesV1MarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesV1MarketStatusResponse, error) +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"` - // GetFuturesV1ProductsWithResponse request - GetFuturesV1ProductsWithResponse(ctx context.Context, params *GetFuturesV1ProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesV1ProductsResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // GetFuturesV1QuotesWithResponse request - GetFuturesV1QuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesV1QuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1QuotesResponse, error) + // 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"` - // GetFuturesV1SchedulesWithResponse request - GetFuturesV1SchedulesWithResponse(ctx context.Context, params *GetFuturesV1SchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SchedulesResponse, error) + // 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"` - // GetFuturesV1SnapshotWithResponse request - GetFuturesV1SnapshotWithResponse(ctx context.Context, params *GetFuturesV1SnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SnapshotResponse, error) + // 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"` - // GetFuturesV1TradesWithResponse request - GetFuturesV1TradesWithResponse(ctx context.Context, ticker string, params *GetFuturesV1TradesParams, reqEditors ...RequestEditorFn) (*GetFuturesV1TradesResponse, error) + // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. + Nav *float64 `json:"nav,omitempty"` - // GetFuturesAggregatesWithResponse request - GetFuturesAggregatesWithResponse(ctx context.Context, ticker string, params *GetFuturesAggregatesParams, reqEditors ...RequestEditorFn) (*GetFuturesAggregatesResponse, error) + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // GetFuturesVXContractsWithResponse request - GetFuturesVXContractsWithResponse(ctx context.Context, params *GetFuturesVXContractsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXContractsResponse, error) + // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. + SharesOutstanding *float64 `json:"shares_outstanding,omitempty"` + } `json:"results"` - // GetFuturesVXExchangesWithResponse request - GetFuturesVXExchangesWithResponse(ctx context.Context, params *GetFuturesVXExchangesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXExchangesResponse, error) + // 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"` - // GetFuturesVXMarketStatusWithResponse request - GetFuturesVXMarketStatusWithResponse(ctx context.Context, params *GetFuturesVXMarketStatusParams, reqEditors ...RequestEditorFn) (*GetFuturesVXMarketStatusResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // GetFuturesVXProductsWithResponse request - GetFuturesVXProductsWithResponse(ctx context.Context, params *GetFuturesVXProductsParams, reqEditors ...RequestEditorFn) (*GetFuturesVXProductsResponse, error) + // Status The status of this request's response. + Status GetEtfGlobalV1FundFlows400Status `json:"status"` + } +} +type GetEtfGlobalV1FundFlows200Status string +type GetEtfGlobalV1FundFlows400Status string - // GetFuturesVXQuotesWithResponse request - GetFuturesVXQuotesWithResponse(ctx context.Context, ticker string, params *GetFuturesVXQuotesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXQuotesResponse, error) +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1FundFlowsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // GetFuturesVXSchedulesWithResponse request - GetFuturesVXSchedulesWithResponse(ctx context.Context, params *GetFuturesVXSchedulesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSchedulesResponse, error) +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1FundFlowsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // GetFuturesVXSnapshotWithResponse request - GetFuturesVXSnapshotWithResponse(ctx context.Context, params *GetFuturesVXSnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesVXSnapshotResponse, error) +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"` - // GetFuturesVXTradesWithResponse request - GetFuturesVXTradesWithResponse(ctx context.Context, ticker string, params *GetFuturesVXTradesParams, reqEditors ...RequestEditorFn) (*GetFuturesVXTradesResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // GetOptionsV1ExchangesWithResponse request - GetOptionsV1ExchangesWithResponse(ctx context.Context, params *GetOptionsV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetOptionsV1ExchangesResponse, error) + // Results The results for this request. + Results []struct { + // Administrator The administrator of the ETF. + Administrator *string `json:"administrator,omitempty"` - // GetStocksFilings10KVXSectionsWithResponse request - GetStocksFilings10KVXSectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVXSectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVXSectionsResponse, error) + // Advisor The investment advisor of the ETF. + Advisor *string `json:"advisor,omitempty"` - // GetStocksFilings8KVXTextWithResponse request - GetStocksFilings8KVXTextWithResponse(ctx context.Context, params *GetStocksFilings8KVXTextParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXTextResponse, error) + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` - // GetStocksFilingsVX13FWithResponse request - GetStocksFilingsVX13FWithResponse(ctx context.Context, params *GetStocksFilingsVX13FParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVX13FResponse, error) + // Aum The total assets under management, representing the current market value of all assets held by the ETF. + Aum *float64 `json:"aum,omitempty"` - // GetStocksFilingsVXForm3WithResponse request - GetStocksFilingsVXForm3WithResponse(ctx context.Context, params *GetStocksFilingsVXForm3Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm3Response, error) + // 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"` - // GetStocksFilingsVXForm4WithResponse request - GetStocksFilingsVXForm4WithResponse(ctx context.Context, params *GetStocksFilingsVXForm4Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm4Response, error) + // 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"` - // GetStocksFilingsVXIndexWithResponse request - GetStocksFilingsVXIndexWithResponse(ctx context.Context, params *GetStocksFilingsVXIndexParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXIndexResponse, error) + // CallVolume Call options volume. + CallVolume *float64 `json:"call_volume,omitempty"` - // GetStocksFilingsVXRiskFactorsWithResponse request - GetStocksFilingsVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksFilingsVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXRiskFactorsResponse, error) + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // GetStocksFinancialsV1BalanceSheetsWithResponse request - GetStocksFinancialsV1BalanceSheetsWithResponse(ctx context.Context, params *GetStocksFinancialsV1BalanceSheetsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1BalanceSheetsResponse, error) + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // GetStocksFinancialsV1CashFlowStatementsWithResponse request - GetStocksFinancialsV1CashFlowStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1CashFlowStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1CashFlowStatementsResponse, error) + // CouponExposure Coupon exposure breakdown for fixed income ETFs. + CouponExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"coupon_exposure,omitempty"` - // GetStocksFinancialsV1IncomeStatementsWithResponse request - GetStocksFinancialsV1IncomeStatementsWithResponse(ctx context.Context, params *GetStocksFinancialsV1IncomeStatementsParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1IncomeStatementsResponse, error) + // CreationFee The fee for creating new shares of the ETF. + CreationFee *float64 `json:"creation_fee,omitempty"` - // GetStocksFinancialsV1RatiosWithResponse request - GetStocksFinancialsV1RatiosWithResponse(ctx context.Context, params *GetStocksFinancialsV1RatiosParams, reqEditors ...RequestEditorFn) (*GetStocksFinancialsV1RatiosResponse, error) + // CreationUnitSize The size of creation units for the ETF. + CreationUnitSize *float64 `json:"creation_unit_size,omitempty"` - // GetStocksTaxonomiesVXRiskFactorsWithResponse request - GetStocksTaxonomiesVXRiskFactorsWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXRiskFactorsParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) + // CurrencyExposure Currency exposure breakdown of the ETF. + CurrencyExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"currency_exposure,omitempty"` - // GetStocksV1DividendsWithResponse request - GetStocksV1DividendsWithResponse(ctx context.Context, params *GetStocksV1DividendsParams, reqEditors ...RequestEditorFn) (*GetStocksV1DividendsResponse, error) + // Custodian The custodian of the ETF assets. + Custodian *string `json:"custodian,omitempty"` - // GetStocksV1ExchangesWithResponse request - GetStocksV1ExchangesWithResponse(ctx context.Context, params *GetStocksV1ExchangesParams, reqEditors ...RequestEditorFn) (*GetStocksV1ExchangesResponse, error) + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` - // GetStocksV1ShortInterestWithResponse request - GetStocksV1ShortInterestWithResponse(ctx context.Context, params *GetStocksV1ShortInterestParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortInterestResponse, error) + // 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"` - // GetStocksV1ShortVolumeWithResponse request - GetStocksV1ShortVolumeWithResponse(ctx context.Context, params *GetStocksV1ShortVolumeParams, reqEditors ...RequestEditorFn) (*GetStocksV1ShortVolumeResponse, error) + // DiscountPremium Discount or premium to net asset value. + DiscountPremium *float64 `json:"discount_premium,omitempty"` - // GetStocksV1SplitsWithResponse request - GetStocksV1SplitsWithResponse(ctx context.Context, params *GetStocksV1SplitsParams, reqEditors ...RequestEditorFn) (*GetStocksV1SplitsResponse, error) + // DistributionFrequency How frequently the ETF makes distributions. + DistributionFrequency *string `json:"distribution_frequency,omitempty"` - // GetStocksVXFloatWithResponse request - GetStocksVXFloatWithResponse(ctx context.Context, params *GetStocksVXFloatParams, reqEditors ...RequestEditorFn) (*GetStocksVXFloatResponse, error) + // Distributor The distributor of the ETF. + Distributor *string `json:"distributor,omitempty"` - // GetTmxV1CorporateEventsWithResponse request - GetTmxV1CorporateEventsWithResponse(ctx context.Context, params *GetTmxV1CorporateEventsParams, reqEditors ...RequestEditorFn) (*GetTmxV1CorporateEventsResponse, error) + // 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"` - // GetCurrencyConversionWithResponse request - GetCurrencyConversionWithResponse(ctx context.Context, from string, to string, params *GetCurrencyConversionParams, reqEditors ...RequestEditorFn) (*GetCurrencyConversionResponse, error) + // FeeWaivers Any fee waivers applied to the ETF. + FeeWaivers *float64 `json:"fee_waivers,omitempty"` - // DeprecatedGetHistoricCryptoTradesWithResponse request - DeprecatedGetHistoricCryptoTradesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricCryptoTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricCryptoTradesResponse, error) + // FiscalYearEnd The fiscal year end date for the ETF. + FiscalYearEnd *string `json:"fiscal_year_end,omitempty"` - // DeprecatedGetHistoricForexQuotesWithResponse request - DeprecatedGetHistoricForexQuotesWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *DeprecatedGetHistoricForexQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricForexQuotesResponse, error) + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` - // GetCryptoEMAWithResponse request - GetCryptoEMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoEMAParams, reqEditors ...RequestEditorFn) (*GetCryptoEMAResponse, error) + // FuturesCommissionMerchant The futures commission merchant, if applicable. + FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` - // GetForexEMAWithResponse request - GetForexEMAWithResponse(ctx context.Context, fxTicker string, params *GetForexEMAParams, reqEditors ...RequestEditorFn) (*GetForexEMAResponse, error) + // GeographicExposure Geographic exposure breakdown of the ETF. + GeographicExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"geographic_exposure,omitempty"` - // GetIndicesEMAWithResponse request - GetIndicesEMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesEMAParams, reqEditors ...RequestEditorFn) (*GetIndicesEMAResponse, error) + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` - // GetOptionsEMAWithResponse request - GetOptionsEMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsEMAParams, reqEditors ...RequestEditorFn) (*GetOptionsEMAResponse, error) + // IndustryExposure Industry exposure breakdown of the ETF. + IndustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_exposure,omitempty"` - // GetStocksEMAWithResponse request - GetStocksEMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksEMAParams, reqEditors ...RequestEditorFn) (*GetStocksEMAResponse, error) + // IndustryGroupExposure Industry group exposure breakdown of the ETF. + IndustryGroupExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_group_exposure,omitempty"` - // GetCryptoMACDWithResponse request - GetCryptoMACDWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoMACDParams, reqEditors ...RequestEditorFn) (*GetCryptoMACDResponse, error) + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` - // GetForexMACDWithResponse request - GetForexMACDWithResponse(ctx context.Context, fxTicker string, params *GetForexMACDParams, reqEditors ...RequestEditorFn) (*GetForexMACDResponse, error) + // LeadMarketMaker The lead market maker for the ETF. + LeadMarketMaker *string `json:"lead_market_maker,omitempty"` - // GetIndicesMACDWithResponse request - GetIndicesMACDWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesMACDParams, reqEditors ...RequestEditorFn) (*GetIndicesMACDResponse, error) + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle string `json:"leverage_style"` - // GetOptionsMACDWithResponse request - GetOptionsMACDWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsMACDParams, reqEditors ...RequestEditorFn) (*GetOptionsMACDResponse, error) + // 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"` - // GetStocksMACDWithResponse request - GetStocksMACDWithResponse(ctx context.Context, stockTicker string, params *GetStocksMACDParams, reqEditors ...RequestEditorFn) (*GetStocksMACDResponse, error) + // ListingExchange The primary exchange where the ETF is listed. + ListingExchange *string `json:"listing_exchange,omitempty"` - // GetCryptoRSIWithResponse request - GetCryptoRSIWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoRSIParams, reqEditors ...RequestEditorFn) (*GetCryptoRSIResponse, error) + // 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"` - // GetForexRSIWithResponse request - GetForexRSIWithResponse(ctx context.Context, fxTicker string, params *GetForexRSIParams, reqEditors ...RequestEditorFn) (*GetForexRSIResponse, error) + // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. + ManagementFee *float64 `json:"management_fee,omitempty"` - // GetIndicesRSIWithResponse request - GetIndicesRSIWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesRSIParams, reqEditors ...RequestEditorFn) (*GetIndicesRSIResponse, error) + // MaturityExposure Maturity exposure breakdown for fixed income ETFs. + MaturityExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"maturity_exposure,omitempty"` - // GetOptionsRSIWithResponse request - GetOptionsRSIWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsRSIParams, reqEditors ...RequestEditorFn) (*GetOptionsRSIResponse, error) + // NetExpenses Net expenses after waivers. + NetExpenses *float64 `json:"net_expenses,omitempty"` - // GetStocksRSIWithResponse request - GetStocksRSIWithResponse(ctx context.Context, stockTicker string, params *GetStocksRSIParams, reqEditors ...RequestEditorFn) (*GetStocksRSIResponse, error) + // NumHoldings Number of holdings in the ETF. + NumHoldings *float64 `json:"num_holdings,omitempty"` - // GetCryptoSMAWithResponse request - GetCryptoSMAWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoSMAParams, reqEditors ...RequestEditorFn) (*GetCryptoSMAResponse, error) + // OptionsAvailable Availability of options on the ETF. + OptionsAvailable *int32 `json:"options_available,omitempty"` - // GetForexSMAWithResponse request - GetForexSMAWithResponse(ctx context.Context, fxTicker string, params *GetForexSMAParams, reqEditors ...RequestEditorFn) (*GetForexSMAResponse, error) + // OptionsVolume Options trading volume for the ETF. + OptionsVolume *float64 `json:"options_volume,omitempty"` - // GetIndicesSMAWithResponse request - GetIndicesSMAWithResponse(ctx context.Context, indicesTicker string, params *GetIndicesSMAParams, reqEditors ...RequestEditorFn) (*GetIndicesSMAResponse, error) + // OtherExpenses Other expenses charged by the ETF. + OtherExpenses *float64 `json:"other_expenses,omitempty"` - // GetOptionsSMAWithResponse request - GetOptionsSMAWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsSMAParams, reqEditors ...RequestEditorFn) (*GetOptionsSMAResponse, error) + // PortfolioManager The portfolio manager of the ETF. + PortfolioManager *string `json:"portfolio_manager,omitempty"` - // GetStocksSMAWithResponse request - GetStocksSMAWithResponse(ctx context.Context, stockTicker string, params *GetStocksSMAParams, reqEditors ...RequestEditorFn) (*GetStocksSMAResponse, error) + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` - // GetLastCryptoTradeWithResponse request - GetLastCryptoTradeWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCryptoTradeResponse, error) + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // GetLastCurrencyQuoteWithResponse request - GetLastCurrencyQuoteWithResponse(ctx context.Context, from string, to string, reqEditors ...RequestEditorFn) (*GetLastCurrencyQuoteResponse, error) + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType string `json:"product_type"` - // GetMarketStatusWithResponse request - GetMarketStatusWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketStatusResponse, error) + // PutCallRatio Put/call ratio for options on the ETF. + PutCallRatio *float64 `json:"put_call_ratio,omitempty"` - // GetMarketHolidaysWithResponse request - GetMarketHolidaysWithResponse(ctx context.Context, reqEditors ...RequestEditorFn) (*GetMarketHolidaysResponse, error) + // PutVolume Put options volume. + PutVolume *float64 `json:"put_volume,omitempty"` - // GetCryptoOpenCloseWithResponse request - GetCryptoOpenCloseWithResponse(ctx context.Context, from string, to string, date openapi_types.Date, params *GetCryptoOpenCloseParams, reqEditors ...RequestEditorFn) (*GetCryptoOpenCloseResponse, error) + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` - // GetIndicesOpenCloseWithResponse request - GetIndicesOpenCloseWithResponse(ctx context.Context, indicesTicker string, date string, reqEditors ...RequestEditorFn) (*GetIndicesOpenCloseResponse, error) + // SectorExposure Sector exposure breakdown of the ETF. + SectorExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"sector_exposure,omitempty"` - // GetOptionsOpenCloseWithResponse request - GetOptionsOpenCloseWithResponse(ctx context.Context, optionsTicker string, date openapi_types.Date, params *GetOptionsOpenCloseParams, reqEditors ...RequestEditorFn) (*GetOptionsOpenCloseResponse, error) + // ShortInterest Short interest in the ETF. + ShortInterest *float64 `json:"short_interest,omitempty"` - // GetStocksOpenCloseWithResponse request - GetStocksOpenCloseWithResponse(ctx context.Context, stocksTicker string, date openapi_types.Date, params *GetStocksOpenCloseParams, reqEditors ...RequestEditorFn) (*GetStocksOpenCloseResponse, error) + // Subadvisor The subadvisor of the ETF, if applicable. + Subadvisor *string `json:"subadvisor,omitempty"` - // GetV1ReferenceIposWithResponse request - GetV1ReferenceIposWithResponse(ctx context.Context, params *GetV1ReferenceIposParams, reqEditors ...RequestEditorFn) (*GetV1ReferenceIposResponse, error) + // SubindustryExposure Sub-industry exposure breakdown of the ETF. + SubindustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"subindustry_exposure,omitempty"` - // GetRelatedCompaniesWithResponse request - GetRelatedCompaniesWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetRelatedCompaniesResponse, 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"` - // GetSnapshotSummaryWithResponse request - GetSnapshotSummaryWithResponse(ctx context.Context, params *GetSnapshotSummaryParams, reqEditors ...RequestEditorFn) (*GetSnapshotSummaryResponse, error) + // TotalExpenses The total annual expense ratio of the ETF, including all fees and costs passed on to investors. + TotalExpenses *float64 `json:"total_expenses,omitempty"` - // GetGroupedCryptoAggregatesWithResponse request - GetGroupedCryptoAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedCryptoAggregatesResponse, error) + // TransferAgent The transfer agent for the ETF. + TransferAgent *string `json:"transfer_agent,omitempty"` - // GetGroupedForexAggregatesWithResponse request - GetGroupedForexAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedForexAggregatesResponse, error) + // Trustee The trustee of the ETF. + Trustee *string `json:"trustee,omitempty"` + } `json:"results"` - // GetGroupedStocksAggregatesWithResponse request - GetGroupedStocksAggregatesWithResponse(ctx context.Context, date string, params *GetGroupedStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetGroupedStocksAggregatesResponse, error) + // 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"` - // GetPreviousCryptoAggregatesWithResponse request - GetPreviousCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, params *GetPreviousCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousCryptoAggregatesResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // GetCryptoAggregatesWithResponse request - GetCryptoAggregatesWithResponse(ctx context.Context, cryptoTicker string, multiplier int, timespan GetCryptoAggregatesParamsTimespan, from string, to string, params *GetCryptoAggregatesParams, reqEditors ...RequestEditorFn) (*GetCryptoAggregatesResponse, error) + // Status The status of this request's response. + Status GetEtfGlobalV1Profiles400Status `json:"status"` + } +} +type GetEtfGlobalV1Profiles200Status string +type GetEtfGlobalV1Profiles400Status string - // GetPreviousForexAggregatesWithResponse request - GetPreviousForexAggregatesWithResponse(ctx context.Context, forexTicker string, params *GetPreviousForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousForexAggregatesResponse, error) +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1ProfilesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // GetForexAggregatesWithResponse request - GetForexAggregatesWithResponse(ctx context.Context, forexTicker string, multiplier int, timespan GetForexAggregatesParamsTimespan, from string, to string, params *GetForexAggregatesParams, reqEditors ...RequestEditorFn) (*GetForexAggregatesResponse, error) +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1ProfilesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // GetPreviousIndicesAggregatesWithResponse request - GetPreviousIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, reqEditors ...RequestEditorFn) (*GetPreviousIndicesAggregatesResponse, error) +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"` - // GetIndicesAggregatesWithResponse request - GetIndicesAggregatesWithResponse(ctx context.Context, indicesTicker string, multiplier int, timespan GetIndicesAggregatesParamsTimespan, from string, to string, params *GetIndicesAggregatesParams, reqEditors ...RequestEditorFn) (*GetIndicesAggregatesResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // GetPreviousOptionsAggregatesWithResponse request - GetPreviousOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, params *GetPreviousOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousOptionsAggregatesResponse, error) + // 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"` - // GetOptionsAggregatesWithResponse request - GetOptionsAggregatesWithResponse(ctx context.Context, optionsTicker string, multiplier int, timespan GetOptionsAggregatesParamsTimespan, from string, to string, params *GetOptionsAggregatesParams, reqEditors ...RequestEditorFn) (*GetOptionsAggregatesResponse, error) + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // GetPreviousStocksAggregatesWithResponse request - GetPreviousStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, params *GetPreviousStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetPreviousStocksAggregatesResponse, error) + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // GetStocksAggregatesWithResponse request - GetStocksAggregatesWithResponse(ctx context.Context, stocksTicker string, multiplier int, timespan GetStocksAggregatesParamsTimespan, from string, to string, params *GetStocksAggregatesParams, reqEditors ...RequestEditorFn) (*GetStocksAggregatesResponse, error) + // Country The specific country focus of the ETF, if applicable. + Country *string `json:"country,omitempty"` - // GetLastStocksQuoteWithResponse request - GetLastStocksQuoteWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksQuoteResponse, error) + // CreditQualityRating Credit quality rating for fixed income ETFs. + CreditQualityRating *string `json:"credit_quality_rating,omitempty"` - // GetLastOptionsTradeWithResponse request - GetLastOptionsTradeWithResponse(ctx context.Context, optionsTicker string, reqEditors ...RequestEditorFn) (*GetLastOptionsTradeResponse, error) + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` - // GetLastStocksTradeWithResponse request - GetLastStocksTradeWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetLastStocksTradeResponse, error) + // 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"` - // ListNewsWithResponse request - ListNewsWithResponse(ctx context.Context, params *ListNewsParams, reqEditors ...RequestEditorFn) (*ListNewsResponse, error) + // Duration The duration characteristics for fixed income ETFs. + Duration *string `json:"duration,omitempty"` - // GetCryptoSnapshotTickersWithResponse request - GetCryptoSnapshotTickersWithResponse(ctx context.Context, params *GetCryptoSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickersResponse, error) + // 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"` - // GetCryptoSnapshotTickerWithResponse request - GetCryptoSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotTickerResponse, error) + // Esg Environmental, Social, and Governance characteristics. + Esg *string `json:"esg,omitempty"` - // DeprecatedGetCryptoSnapshotTickerBookWithResponse request - DeprecatedGetCryptoSnapshotTickerBookWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*DeprecatedGetCryptoSnapshotTickerBookResponse, error) + // ExposureMechanism The mechanism used to achieve exposure. + ExposureMechanism *string `json:"exposure_mechanism,omitempty"` - // GetCryptoSnapshotDirectionWithResponse request - GetCryptoSnapshotDirectionWithResponse(ctx context.Context, direction GetCryptoSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetCryptoSnapshotDirectionResponse, error) + // Factor Factor exposure characteristics of the ETF. + Factor *string `json:"factor,omitempty"` - // GetForexSnapshotTickersWithResponse request - GetForexSnapshotTickersWithResponse(ctx context.Context, params *GetForexSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickersResponse, error) + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` - // GetForexSnapshotTickerWithResponse request - GetForexSnapshotTickerWithResponse(ctx context.Context, ticker string, reqEditors ...RequestEditorFn) (*GetForexSnapshotTickerResponse, error) + // HedgeReset The frequency of hedge reset, if applicable. + HedgeReset *string `json:"hedge_reset,omitempty"` - // GetForexSnapshotDirectionWithResponse request - GetForexSnapshotDirectionWithResponse(ctx context.Context, direction GetForexSnapshotDirectionParamsDirection, reqEditors ...RequestEditorFn) (*GetForexSnapshotDirectionResponse, error) + // HoldingsDisclosureFrequency How frequently holdings are disclosed. + HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` - // GetStocksSnapshotTickersWithResponse request - GetStocksSnapshotTickersWithResponse(ctx context.Context, params *GetStocksSnapshotTickersParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickersResponse, error) + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` - // GetStocksSnapshotTickerWithResponse request - GetStocksSnapshotTickerWithResponse(ctx context.Context, stocksTicker string, reqEditors ...RequestEditorFn) (*GetStocksSnapshotTickerResponse, error) + // Isin The International Securities Identification Number, a global standard code for uniquely identifying this ETF worldwide. + Isin *string `json:"isin,omitempty"` - // GetStocksSnapshotDirectionWithResponse request - GetStocksSnapshotDirectionWithResponse(ctx context.Context, direction GetStocksSnapshotDirectionParamsDirection, params *GetStocksSnapshotDirectionParams, reqEditors ...RequestEditorFn) (*GetStocksSnapshotDirectionResponse, error) + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` - // DeprecatedGetHistoricStocksQuotesWithResponse request - DeprecatedGetHistoricStocksQuotesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksQuotesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksQuotesResponse, error) + // LeverageReset The frequency of leverage reset, if applicable. + LeverageReset *string `json:"leverage_reset,omitempty"` - // DeprecatedGetHistoricStocksTradesWithResponse request - DeprecatedGetHistoricStocksTradesWithResponse(ctx context.Context, ticker string, date openapi_types.Date, params *DeprecatedGetHistoricStocksTradesParams, reqEditors ...RequestEditorFn) (*DeprecatedGetHistoricStocksTradesResponse, error) + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle string `json:"leverage_style"` - // GetForexQuotesWithResponse request - GetForexQuotesWithResponse(ctx context.Context, fxTicker string, params *GetForexQuotesParams, reqEditors ...RequestEditorFn) (*GetForexQuotesResponse, error) + // 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"` - // GetOptionsQuotesWithResponse request - GetOptionsQuotesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsQuotesParams, reqEditors ...RequestEditorFn) (*GetOptionsQuotesResponse, error) + // 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"` - // GetStocksQuotesWithResponse request - GetStocksQuotesWithResponse(ctx context.Context, stockTicker string, params *GetStocksQuotesParams, reqEditors ...RequestEditorFn) (*GetStocksQuotesResponse, 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"` - // ListConditionsWithResponse request - ListConditionsWithResponse(ctx context.Context, params *ListConditionsParams, reqEditors ...RequestEditorFn) (*ListConditionsResponse, error) + // Maturity The maturity profile for fixed income ETFs. + Maturity *string `json:"maturity,omitempty"` - // ListDividendsWithResponse request - ListDividendsWithResponse(ctx context.Context, params *ListDividendsParams, reqEditors ...RequestEditorFn) (*ListDividendsResponse, error) + // Objective The primary investment objective of the ETF. + Objective *string `json:"objective,omitempty"` - // ListExchangesWithResponse request - ListExchangesWithResponse(ctx context.Context, params *ListExchangesParams, reqEditors ...RequestEditorFn) (*ListExchangesResponse, error) + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` - // ListOptionsContractsWithResponse request - ListOptionsContractsWithResponse(ctx context.Context, params *ListOptionsContractsParams, reqEditors ...RequestEditorFn) (*ListOptionsContractsResponse, error) + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // GetOptionsContractWithResponse request - GetOptionsContractWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsContractParams, reqEditors ...RequestEditorFn) (*GetOptionsContractResponse, error) + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType string `json:"product_type"` - // ListStockSplitsWithResponse request - ListStockSplitsWithResponse(ctx context.Context, params *ListStockSplitsParams, reqEditors ...RequestEditorFn) (*ListStockSplitsResponse, error) + // RebalanceFrequency How frequently the ETF rebalances its holdings. + RebalanceFrequency *string `json:"rebalance_frequency,omitempty"` - // ListTickersWithResponse request - ListTickersWithResponse(ctx context.Context, params *ListTickersParams, reqEditors ...RequestEditorFn) (*ListTickersResponse, error) + // ReconstitutionFrequency How frequently the index is reconstituted. + ReconstitutionFrequency *string `json:"reconstitution_frequency,omitempty"` - // ListTickerTypesWithResponse request - ListTickerTypesWithResponse(ctx context.Context, params *ListTickerTypesParams, reqEditors ...RequestEditorFn) (*ListTickerTypesResponse, error) + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` - // GetTickerWithResponse request - GetTickerWithResponse(ctx context.Context, ticker string, params *GetTickerParams, reqEditors ...RequestEditorFn) (*GetTickerResponse, error) + // SecondaryObjective The secondary investment objective, if applicable. + SecondaryObjective *string `json:"secondary_objective,omitempty"` - // GetSnapshotsWithResponse request - GetSnapshotsWithResponse(ctx context.Context, params *GetSnapshotsParams, reqEditors ...RequestEditorFn) (*GetSnapshotsResponse, error) + // SelectionMethodology The methodology used to select securities. + SelectionMethodology *string `json:"selection_methodology,omitempty"` - // GetIndicesSnapshotWithResponse request - GetIndicesSnapshotWithResponse(ctx context.Context, params *GetIndicesSnapshotParams, reqEditors ...RequestEditorFn) (*GetIndicesSnapshotResponse, error) + // SelectionUniverse The universe from which securities are selected. + SelectionUniverse *string `json:"selection_universe,omitempty"` - // GetOptionsChainWithResponse request - GetOptionsChainWithResponse(ctx context.Context, underlyingAsset string, params *GetOptionsChainParams, reqEditors ...RequestEditorFn) (*GetOptionsChainResponse, error) + // StrategicFocus The strategic investment focus of the ETF. + StrategicFocus *string `json:"strategic_focus,omitempty"` - // GetOptionContractWithResponse request - GetOptionContractWithResponse(ctx context.Context, underlyingAsset string, optionContract string, reqEditors ...RequestEditorFn) (*GetOptionContractResponse, error) + // TargetedFocus The targeted investment focus of the ETF. + TargetedFocus *string `json:"targeted_focus,omitempty"` - // GetCryptoTradesWithResponse request - GetCryptoTradesWithResponse(ctx context.Context, cryptoTicker string, params *GetCryptoTradesParams, reqEditors ...RequestEditorFn) (*GetCryptoTradesResponse, 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"` - // GetOptionsTradesWithResponse request - GetOptionsTradesWithResponse(ctx context.Context, optionsTicker string, params *GetOptionsTradesParams, reqEditors ...RequestEditorFn) (*GetOptionsTradesResponse, error) + // UsCode A unique identifier code that identifies this ETF in US markets. + UsCode *string `json:"us_code,omitempty"` - // GetStocksTradesWithResponse request - GetStocksTradesWithResponse(ctx context.Context, stockTicker string, params *GetStocksTradesParams, reqEditors ...RequestEditorFn) (*GetStocksTradesResponse, error) + // WeightingMethodology The methodology used to weight holdings. + WeightingMethodology *string `json:"weighting_methodology,omitempty"` + } `json:"results"` - // ListFinancialsWithResponse request - ListFinancialsWithResponse(ctx context.Context, params *ListFinancialsParams, reqEditors ...RequestEditorFn) (*ListFinancialsResponse, 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"` - // ListIPOsWithResponse request - ListIPOsWithResponse(ctx context.Context, params *ListIPOsParams, reqEditors ...RequestEditorFn) (*ListIPOsResponse, error) + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // GetEventsWithResponse request - GetEventsWithResponse(ctx context.Context, id string, params *GetEventsParams, reqEditors ...RequestEditorFn) (*GetEventsResponse, error) + // Status The status of this request's response. + Status GetEtfGlobalV1Taxonomies400Status `json:"status"` + } } +type GetEtfGlobalV1Taxonomies200Status string +type GetEtfGlobalV1Taxonomies400Status string -type GetBenzingaV1AnalystInsightsResponse struct { +// Status returns HTTPResponse.Status +func (r GetEtfGlobalV1TaxonomiesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} + +// StatusCode returns HTTPResponse.StatusCode +func (r GetEtfGlobalV1TaxonomiesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} + +type GetFedV1InflationResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -47522,45 +46929,30 @@ type GetBenzingaV1AnalystInsightsResponse struct { // 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"` + // 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"` - // BenzingaRatingId The identifier used by Benzinga for the rating record. - BenzingaRatingId *string `json:"benzinga_rating_id,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"` - // CompanyName The name of the company being rated. - CompanyName *string `json:"company_name,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"` - // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + // Date Calendar date of the observation (YYYY‑MM‑DD). 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"` + // 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"` - // 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"` + // 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"` - // Ticker The stock symbol of the company being rated. - Ticker *string `json:"ticker,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 GetBenzingaV1AnalystInsights200Status `json:"status"` + Status GetFedV1Inflation200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -47570,14 +46962,14 @@ type GetBenzingaV1AnalystInsightsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1AnalystInsights400Status `json:"status"` + Status GetFedV1Inflation400Status `json:"status"` } } -type GetBenzingaV1AnalystInsights200Status string -type GetBenzingaV1AnalystInsights400Status string +type GetFedV1Inflation200Status string +type GetFedV1Inflation400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1AnalystInsightsResponse) Status() string { +func (r GetFedV1InflationResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47585,14 +46977,14 @@ func (r GetBenzingaV1AnalystInsightsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1AnalystInsightsResponse) StatusCode() int { +func (r GetFedV1InflationResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV1AnalystsResponse struct { +type GetFedV1InflationExpectationsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -47604,42 +46996,33 @@ type GetBenzingaV1AnalystsResponse struct { // 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"` + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,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"` + // 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"` - // OverallAvgReturn The average percent price difference per rating since the date of recommendation. - OverallAvgReturn *float64 `json:"overall_avg_return,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"` - // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. - OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,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"` - // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. - OverallSuccessRate *float64 `json:"overall_success_rate,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"` - // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. - SmartScore *float64 `json:"smart_score,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"` - // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. - TotalRatings *float64 `json:"total_ratings,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"` - // 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"` + // 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 GetBenzingaV1Analysts200Status `json:"status"` + Status GetFedV1InflationExpectations200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -47649,14 +47032,14 @@ type GetBenzingaV1AnalystsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Analysts400Status `json:"status"` + Status GetFedV1InflationExpectations400Status `json:"status"` } } -type GetBenzingaV1Analysts200Status string -type GetBenzingaV1Analysts400Status string +type GetFedV1InflationExpectations200Status string +type GetFedV1InflationExpectations400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1AnalystsResponse) Status() string { +func (r GetFedV1InflationExpectationsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47664,14 +47047,14 @@ func (r GetBenzingaV1AnalystsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1AnalystsResponse) StatusCode() int { +func (r GetFedV1InflationExpectationsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV1BullsBearsSayResponse struct { +type GetFedV1LaborMarketResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -47683,24 +47066,24 @@ type GetBenzingaV1BullsBearsSayResponse struct { // 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"` + // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). + AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` - // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. - BenzingaId *string `json:"benzinga_id,omitempty"` + // Date Calendar date of the observation (YYYY-MM-DD). + Date *string `json:"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"` + // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). + JobOpenings *float32 `json:"job_openings,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"` + // 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"` - // Ticker The stock ticker symbol for the company associated with the bull and bear case summaries. - Ticker *string `json:"ticker,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 GetBenzingaV1BullsBearsSay200Status `json:"status"` + Status GetFedV1LaborMarket200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -47710,14 +47093,14 @@ type GetBenzingaV1BullsBearsSayResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1BullsBearsSay400Status `json:"status"` + Status GetFedV1LaborMarket400Status `json:"status"` } } -type GetBenzingaV1BullsBearsSay200Status string -type GetBenzingaV1BullsBearsSay400Status string +type GetFedV1LaborMarket200Status string +type GetFedV1LaborMarket400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1BullsBearsSayResponse) Status() string { +func (r GetFedV1LaborMarketResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47725,14 +47108,14 @@ func (r GetBenzingaV1BullsBearsSayResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1BullsBearsSayResponse) StatusCode() int { +func (r GetFedV1LaborMarketResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV1ConsensusRatingsResponse struct { +type GetFedV1TreasuryYieldsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -47744,48 +47127,45 @@ type GetBenzingaV1ConsensusRatingsResponse struct { // Results The results for this request. Results []struct { - // BuyRatings The count of 'Buy' ratings from contributing analysts. - BuyRatings int64 `json:"buy_ratings"` - - // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. - ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` + // Date Calendar date of the yield observation (YYYY-MM-DD). + Date *string `json:"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"` + // 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"` - // 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"` + // 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"` - // HighPriceTarget The highest price target among all contributing analysts. - HighPriceTarget *float64 `json:"high_price_target,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"` - // HoldRatings The count of 'Hold' ratings from contributing analysts. - HoldRatings int64 `json:"hold_ratings"` + // 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"` - // LowPriceTarget The lowest price target among all contributing analysts. - LowPriceTarget *float64 `json:"low_price_target,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"` - // PriceTargetContributors The number of unique analysts contributing price targets. - PriceTargetContributors int64 `json:"price_target_contributors"` + // 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"` - // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. - RatingsContributors int64 `json:"ratings_contributors"` + // 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"` - // SellRatings The count of 'Sell' ratings from contributing analysts. - SellRatings int64 `json:"sell_ratings"` + // 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"` - // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. - StrongBuyRatings int64 `json:"strong_buy_ratings"` + // 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"` - // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. - StrongSellRatings int64 `json:"strong_sell_ratings"` + // 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"` - // Ticker The requested ticker. - Ticker *string `json:"ticker,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 GetBenzingaV1ConsensusRatings200Status `json:"status"` + Status GetFedV1TreasuryYields200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -47795,14 +47175,14 @@ type GetBenzingaV1ConsensusRatingsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1ConsensusRatings400Status `json:"status"` + Status GetFedV1TreasuryYields400Status `json:"status"` } } -type GetBenzingaV1ConsensusRatings200Status string -type GetBenzingaV1ConsensusRatings400Status string +type GetFedV1TreasuryYields200Status string +type GetFedV1TreasuryYields400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1ConsensusRatingsResponse) Status() string { +func (r GetFedV1TreasuryYieldsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47810,14 +47190,14 @@ func (r GetBenzingaV1ConsensusRatingsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1ConsensusRatingsResponse) StatusCode() int { +func (r GetFedV1TreasuryYieldsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV1EarningsResponse struct { +type GetForexV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -47829,98 +47209,97 @@ type GetBenzingaV1EarningsResponse struct { // 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"` + // Id Numeric identifier for the forex trading venue or institution. + Id string `json:"id"` - // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. - DateStatus *string `json:"date_status,omitempty"` + // Name Full name of the foreign exchange trading venue, platform, or financial institution. + Name string `json:"name"` - // 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"` + // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. + Type string `json:"type"` + } `json:"results"` - // EpsSurprise The difference between the actual and estimated EPS. - EpsSurprise *float64 `json:"eps_surprise,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"` - // EpsSurprisePercent The percentage difference between the actual and estimated EPS. - EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. - EstimatedEps *float64 `json:"estimated_eps,omitempty"` + // Status The status of this request's response. + Status GetForexV1Exchanges400Status `json:"status"` + } +} +type GetForexV1Exchanges200Status string +type GetForexV1Exchanges400Status string - // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. - EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` +// Status returns HTTPResponse.Status +func (r GetForexV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. - FiscalPeriod *string `json:"fiscal_period,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // FiscalYear The fiscal year in which the earnings period falls. - FiscalYear *int64 `json:"fiscal_year,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"` - // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` + // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. + DollarVolume float64 `json:"dollar_volume"` - // 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"` + // High The highest price within the timeframe. + High float64 `json:"high"` - // Notes Additional context, commentary, or clarifying notes related to the earnings event. - Notes *string `json:"notes,omitempty"` + // Low The lowest price within the timeframe. + Low float64 `json:"low"` - // PreviousEps The company's reported earnings per share (EPS) for the previous comparable period. - PreviousEps *float64 `json:"previous_eps,omitempty"` + // Open The opening price within the timeframe. + Open float64 `json:"open"` - // PreviousRevenue The company's revenue for the previous comparable fiscal period. - PreviousRevenue *float64 `json:"previous_revenue,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"` - // 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"` + // SettlementPrice The price the contract would have cost to settle for this session. + SettlementPrice *float64 `json:"settlement_price,omitempty"` - // RevenueSurprise The difference between the actual and estimated revenue. - RevenueSurprise *float64 `json:"revenue_surprise,omitempty"` + // Ticker The ticker for the contract. + Ticker string `json:"ticker"` - // RevenueSurprisePercent The percentage difference between the actual and estimated revenue. - RevenueSurprisePercent *float64 `json:"revenue_surprise_percent,omitempty"` + // Transactions The number of transactions that occurred within the timeframe. + Transactions int64 `json:"transactions"` - // Ticker The stock symbol of the company reporting earnings. - Ticker *string `json:"ticker,omitempty"` + // Volume The number of contracts that traded within the timeframe. + Volume int64 `json:"volume"` - // Time The time (formatted as 24-hour HH:MM:SS EST) when the earnings are scheduled or were reported. - Time *string `json:"time,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 GetBenzingaV1Earnings200Status `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 GetBenzingaV1Earnings400Status `json:"status"` + // Status The status of the response. + Status string `json:"status"` } } -type GetBenzingaV1Earnings200Status string -type GetBenzingaV1Earnings400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1EarningsResponse) Status() string { +func (r AggregatesV1Response) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47928,14 +47307,14 @@ func (r GetBenzingaV1EarningsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1EarningsResponse) StatusCode() int { +func (r AggregatesV1Response) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV1FirmsResponse struct { +type GetFuturesV1ContractsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -47947,21 +47326,60 @@ type GetBenzingaV1FirmsResponse struct { // Results The results for this request. Results []struct { - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,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 `json:"active"` - // Currency Primary currency used by the financial firm, with some entries having null values. - Currency *string `json:"currency,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"` - // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. - LastUpdated *string `json:"last_updated,omitempty"` + // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. + DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` - // Name The name of a research firm or investment bank which issues ratings. + // FirstTradeDate The first day on which the contract was tradeable. + FirstTradeDate *openapi_types.Date `json:"first_trade_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"` + + // LastTradeDate The last day on which the contract was tradeable. + LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` + + // 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 GetBenzingaV1Firms200Status `json:"status"` + Status GetFuturesV1Contracts200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -47971,14 +47389,14 @@ type GetBenzingaV1FirmsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Firms400Status `json:"status"` + Status GetFuturesV1Contracts400Status `json:"status"` } } -type GetBenzingaV1Firms200Status string -type GetBenzingaV1Firms400Status string +type GetFuturesV1Contracts200Status string +type GetFuturesV1Contracts400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1FirmsResponse) Status() string { +func (r GetFuturesV1ContractsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -47986,14 +47404,14 @@ func (r GetBenzingaV1FirmsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1FirmsResponse) StatusCode() int { +func (r GetFuturesV1ContractsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV1GuidanceResponse struct { +type GetFuturesV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48005,84 +47423,97 @@ type GetBenzingaV1GuidanceResponse struct { // 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"` - - // CompanyName The name of the company issuing guidance. - CompanyName *string `json:"company_name,omitempty"` + // Acronym Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX'). + Acronym *string `json:"acronym,omitempty"` - // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. - Currency *string `json:"currency,omitempty"` + // Id Numeric identifier for the futures exchange or trading venue. + Id string `json:"id"` - // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. - Date *string `json:"date,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"` - - // 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"` + // Locale Geographic location code where the exchange operates. + Locale *string `json:"locale,omitempty"` - // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. - FiscalPeriod *string `json:"fiscal_period,omitempty"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. + Mic *string `json:"mic,omitempty"` - // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. - FiscalYear *int64 `json:"fiscal_year,omitempty"` + // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). + Name string `json:"name"` - // Importance A subjective indicator of the importance of the event, on a scale from 0 (lowest) to 5 (highest). - Importance *int64 `json:"importance,omitempty"` + // OperatingMic Operating Market Identifier Code for the futures exchange. + OperatingMic *string `json:"operating_mic,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"` + // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. + Type string `json:"type"` - // MaxEpsGuidance The highest EPS value the company expects for the fiscal period if a range was provided. - MaxEpsGuidance *float64 `json:"max_eps_guidance,omitempty"` + // Url Official website URL of the futures exchange organization. + Url *string `json:"url,omitempty"` + } `json:"results"` - // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. - MaxRevenueGuidance *float64 `json:"max_revenue_guidance,omitempty"` + // Status The status of this request's response. + Status GetFuturesV1Exchanges200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // MinEpsGuidance The lowest EPS value the company expects for the fiscal period if a range was provided. - MinEpsGuidance *float64 `json:"min_eps_guidance,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. - MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` + // Status The status of this request's response. + Status GetFuturesV1Exchanges400Status `json:"status"` + } +} +type GetFuturesV1Exchanges200Status string +type GetFuturesV1Exchanges400Status string - // Notes Additional descriptive text or commentary provided about the guidance record. - Notes *string `json:"notes,omitempty"` +// Status returns HTTPResponse.Status +func (r GetFuturesV1ExchangesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // 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"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetFuturesV1ExchangesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` +type GetFuturesV1MarketStatusResponse 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"` - // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. - PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` + // Results The results for this request. + Results []struct { + // MarketEvent The current status of the market for the product. + MarketEvent *string `json:"market_event,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"` + // Name The name of the futures product. + Name *string `json:"name,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"` + // ProductCode The product code of the futures contracts for which you want statuses. + ProductCode *string `json:"product_code,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"` + // SessionEndDate The trading date for the current session. + SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` - // Ticker The stock symbol of the company issuing guidance. - Ticker *string `json:"ticker,omitempty"` + // Timestamp The timestamp for the given market event. + Timestamp *string `json:"timestamp,omitempty"` - // Time The time of day the guidance was announced, in HH:mm:ss format. - Time *string `json:"time,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 GetBenzingaV1Guidance200Status `json:"status"` + Status GetFuturesV1MarketStatus200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48092,14 +47523,14 @@ type GetBenzingaV1GuidanceResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Guidance400Status `json:"status"` + Status GetFuturesV1MarketStatus400Status `json:"status"` } } -type GetBenzingaV1Guidance200Status string -type GetBenzingaV1Guidance400Status string +type GetFuturesV1MarketStatus200Status string +type GetFuturesV1MarketStatus400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1GuidanceResponse) Status() string { +func (r GetFuturesV1MarketStatusResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48107,14 +47538,14 @@ func (r GetBenzingaV1GuidanceResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1GuidanceResponse) StatusCode() int { +func (r GetFuturesV1MarketStatusResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV1RatingsResponse struct { +type GetFuturesV1ProductsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48126,81 +47557,60 @@ type GetBenzingaV1RatingsResponse struct { // 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"` - - // Analyst The name of the individual analyst who issued the rating. - Analyst *string `json:"analyst,omitempty"` - - // 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"` - - // 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"` + // AssetClass The asset class to which the product belongs. + AssetClass *string `json:"asset_class,omitempty"` - // Currency The ISO 4217 currency code in which the price target is denominated. - Currency *string `json:"currency,omitempty"` + // AssetSubClass The asset sub-class to which the product belongs. + AssetSubClass *string `json:"asset_sub_class,omitempty"` - // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. - Date *string `json:"date,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"` - // Firm The name of the research firm or investment bank issuing the rating. - Firm *string `json:"firm,omitempty"` + // LastUpdated The date and time at which this product was last updated. + LastUpdated *time.Time `json:"last_updated,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"` + // Name The full name of the product. + Name *string `json:"name,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"` + // PriceQuotation The quoted price for this product. + PriceQuotation *string `json:"price_quotation,omitempty"` - // Notes Additional context or commentary. - Notes *string `json:"notes,omitempty"` + // ProductCode The identifier for the product. + ProductCode *string `json:"product_code,omitempty"` - // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. - PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` + // Sector The sector to which the product belongs. + Sector *string `json:"sector,omitempty"` - // PreviousPriceTarget The previous price target set by the analyst. - PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` + // SettlementCurrencyCode The currency in which this product settles. + SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` - // PreviousRating The previous rating set by the analyst. - PreviousRating *string `json:"previous_rating,omitempty"` + // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). + SettlementMethod *string `json:"settlement_method,omitempty"` - // PricePercentChange The percentage change in price target if price target and previous price target exists - PricePercentChange *float64 `json:"price_percent_change,omitempty"` + // SettlementType The type of settlement for this product. + SettlementType *string `json:"settlement_type,omitempty"` - // PriceTarget The current price target set by the analyst. - PriceTarget *float64 `json:"price_target,omitempty"` + // SubSector The sub-sector to which the product belongs. + SubSector *string `json:"sub_sector,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"` + // TradeCurrencyCode The currency in which this product's contracts trade. + TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` - // Rating The current rating set by the analyst. - Rating *string `json:"rating,omitempty"` + // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. + TradingVenue *string `json:"trading_venue,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"` + // 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"` - // Ticker The stock symbol of the company being rated. - Ticker *string `json:"ticker,omitempty"` + // UnitOfMeasure The unit of measure for this product. + UnitOfMeasure *string `json:"unit_of_measure,omitempty"` - // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. - Time *string `json:"time,omitempty"` + // UnitOfMeasureQty The quantity of the unit of measure for this product. + UnitOfMeasureQty *float32 `json:"unit_of_measure_qty,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV1Ratings200Status `json:"status"` + Status GetFuturesV1Products200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48210,14 +47620,14 @@ type GetBenzingaV1RatingsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV1Ratings400Status `json:"status"` + Status GetFuturesV1Products400Status `json:"status"` } } -type GetBenzingaV1Ratings200Status string -type GetBenzingaV1Ratings400Status string +type GetFuturesV1Products200Status string +type GetFuturesV1Products400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV1RatingsResponse) Status() string { +func (r GetFuturesV1ProductsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48225,14 +47635,14 @@ func (r GetBenzingaV1RatingsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV1RatingsResponse) StatusCode() int { +func (r GetFuturesV1ProductsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetBenzingaV2NewsResponse struct { +type GetFuturesV1QuotesTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48244,45 +47654,45 @@ type GetBenzingaV2NewsResponse struct { // 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"` + // 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"` - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId int64 `json:"benzinga_id"` + // AskSize The quote size represents the number of futures contracts available at the given ask price. + AskSize *int32 `json:"ask_size,omitempty"` - // Body The full text content of the news article. - Body *string `json:"body,omitempty"` + // AskTimestamp The time when the ask price was submitted to the exchange. + AskTimestamp *int64 `json:"ask_timestamp,omitempty"` - // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). - Channels *[]string `json:"channels,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"` - // Images A list of images associated with the article. - Images *[]string `json:"images,omitempty"` + // BidSize The quote size represents the number of futures contracts available at the given bid price. + BidSize *int32 `json:"bid_size,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"` + // BidTimestamp The time when the bid price was submitted to the exchange. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` - // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. - Published time.Time `json:"published"` + // Channel The CME multicast channel this event was sourced from. + Channel int32 `json:"channel"` - // Tags A list of tags that describe the themes or content of the article. - Tags *[]string `json:"tags,omitempty"` + // ReportSequence The reporting sequence number. + ReportSequence int64 `json:"report_sequence"` - // Teaser A short summary or lead-in to the news article's content. - Teaser *string `json:"teaser,omitempty"` + // SequenceNumber The unique sequence number assigned to this quote by the exchange. + SequenceNumber int64 `json:"sequence_number"` - // Tickers A list of stock or crypto tickers mentioned in the article. - Tickers *[]string `json:"tickers,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"` - // Title The headline of the news article. - Title string `json:"title"` + // 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"` - // Url The direct link to the source of the news article. - Url string `json:"url"` + // Timestamp The time when the quote was generated at the exchange to nanosecond precision. + Timestamp int64 `json:"timestamp"` } `json:"results"` // Status The status of this request's response. - Status GetBenzingaV2News200Status `json:"status"` + Status GetFuturesV1QuotesTicker200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48292,14 +47702,14 @@ type GetBenzingaV2NewsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetBenzingaV2News400Status `json:"status"` + Status GetFuturesV1QuotesTicker400Status `json:"status"` } } -type GetBenzingaV2News200Status string -type GetBenzingaV2News400Status string +type GetFuturesV1QuotesTicker200Status string +type GetFuturesV1QuotesTicker400Status string // Status returns HTTPResponse.Status -func (r GetBenzingaV2NewsResponse) Status() string { +func (r GetFuturesV1QuotesTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48307,14 +47717,14 @@ func (r GetBenzingaV2NewsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetBenzingaV2NewsResponse) StatusCode() int { +func (r GetFuturesV1QuotesTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetConsumerSpendingEuV1MerchantAggregatesResponse struct { +type GetFuturesV1SchedulesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48326,84 +47736,27 @@ type GetConsumerSpendingEuV1MerchantAggregatesResponse struct { // 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"` - - // ConsumerType The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking. - ConsumerType *string `json:"consumer_type,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"` - - // 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"` - - // MccGroup Merchant category code group associated with the merchant or payment processor. - MccGroup *string `json:"mcc_group,omitempty"` - - // MerchantIndustry Industry name based on GICS/BICS/ICB data classification for the merchant. - MerchantIndustry *string `json:"merchant_industry,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"` - - // 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"` - - // 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"` - - // 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"` - - // SpendInDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with inbound transactions. - SpendInDistinctAccountKeyCount *int64 `json:"spend_in_distinct_account_key_count,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"` + // Event The type of session on the given trading date. + Event *string `json:"event,omitempty"` - // TransactionDate The calendar date when the consumer transactions occurred. - TransactionDate *openapi_types.Date `json:"transaction_date,omitempty"` + // ProductCode The product code of the futures contract. + ProductCode *string `json:"product_code,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"` + // ProductName The name of the futures product to which this schedule applies. + ProductName *string `json:"product_name,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"` + // 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"` - // Type The type of aggregation. Can be 'merchant' or 'payment_processor'. - Type *string `json:"type,omitempty"` + // Timestamp The timestamp for the given market event. + Timestamp *time.Time `json:"timestamp,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"` + // 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 GetConsumerSpendingEuV1MerchantAggregates200Status `json:"status"` + Status GetFuturesV1Schedules200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48413,14 +47766,14 @@ type GetConsumerSpendingEuV1MerchantAggregatesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetConsumerSpendingEuV1MerchantAggregates400Status `json:"status"` + Status GetFuturesV1Schedules400Status `json:"status"` } } -type GetConsumerSpendingEuV1MerchantAggregates200Status string -type GetConsumerSpendingEuV1MerchantAggregates400Status string +type GetFuturesV1Schedules200Status string +type GetFuturesV1Schedules400Status string // Status returns HTTPResponse.Status -func (r GetConsumerSpendingEuV1MerchantAggregatesResponse) Status() string { +func (r GetFuturesV1SchedulesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48428,14 +47781,14 @@ func (r GetConsumerSpendingEuV1MerchantAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetConsumerSpendingEuV1MerchantAggregatesResponse) StatusCode() int { +func (r GetFuturesV1SchedulesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetConsumerSpendingEuV1MerchantHierarchyResponse struct { +type GetFuturesV1SnapshotResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48447,60 +47800,105 @@ type GetConsumerSpendingEuV1MerchantHierarchyResponse struct { // Results The results for this request. Results []struct { - // 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"` + Details *struct { + ProductCode *string `json:"product_code,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"` + // 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"` - // 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"` + // High The highest price reached in the minute bar. + High *float64 `json:"high,omitempty"` - // GrandparentName Merchant's grandparent business name (Title Case). - GrandparentName *string `json:"grandparent_name,omitempty"` + // LastUpdated The timestamp indicating the most recent update to the minute bar. + LastUpdated *int64 `json:"last_updated,omitempty"` - // GrandparentTicker Stock ticker of the merchant's grandparent company. Uses Bloomberg standard. - GrandparentTicker *string `json:"grandparent_ticker,omitempty"` + // Low The lowest price reached in the minute bar. + Low *float64 `json:"low,omitempty"` - // GreatGrandparentName Merchant's great-grandparent business name (Title Case, top-level corporate entity). - GreatGrandparentName *string `json:"great_grandparent_name,omitempty"` + // Open The opening price at the start of the minute bar. + Open *float64 `json:"open,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"` + // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. + Timeframe *string `json:"timeframe,omitempty"` - // Industry Industry classification based on GICS/BICS/ICB standards. - Industry *string `json:"industry,omitempty"` + // Volume The number of contracts traded in the minute bar. + Volume *int64 `json:"volume,omitempty"` + } `json:"last_minute,omitempty"` + LastQuote *struct { + // Ask The lowest price a seller is willing to accept. + Ask *float64 `json:"ask,omitempty"` - // IndustryGroup Industry group classification based on GICS/BICS/ICB standards. - IndustryGroup *string `json:"industry_group,omitempty"` + // AskSize The number of contracts available at the ask price. + AskSize *int32 `json:"ask_size,omitempty"` - // ListingStatus Whether the merchant is a publicly listed company or private. Possible values: public, private. - ListingStatus string `json:"listing_status"` + // AskTimestamp The time when the best ask price was last updated. + AskTimestamp *int64 `json:"ask_timestamp,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"` + // Bid The highest price a buyer is willing to pay. + Bid *float64 `json:"bid,omitempty"` - // NormalizedName Cleaned, standardized merchant display name (Title Case, e.g., 'Asda', 'Amazon'). - NormalizedName *string `json:"normalized_name,omitempty"` + // BidSize The number of contracts available at the bid price. + BidSize *int32 `json:"bid_size,omitempty"` - // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. - ParentName *string `json:"parent_name,omitempty"` + // BidTimestamp The time when the best bid price was last updated. + BidTimestamp *int64 `json:"bid_timestamp,omitempty"` - // ParentTicker Stock ticker of the merchant's parent company. Uses Bloomberg standard. - ParentTicker *string `json:"parent_ticker,omitempty"` + // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. + LastUpdated *int64 `json:"last_updated,omitempty"` - // Sector Sector classification based on GICS/BICS/ICB standards. - Sector *string `json:"sector,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"` - // SubIndustry Sub-industry classification based on GICS/BICS/ICB standards. - SubIndustry *string `json:"sub_industry,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"` - // Ticker Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg standard. - Ticker *string `json:"ticker,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 *int64 `json:"volume,omitempty"` + } `json:"session,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetConsumerSpendingEuV1MerchantHierarchy200Status `json:"status"` + Status GetFuturesV1Snapshot200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48510,14 +47908,14 @@ type GetConsumerSpendingEuV1MerchantHierarchyResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetConsumerSpendingEuV1MerchantHierarchy400Status `json:"status"` + Status GetFuturesV1Snapshot400Status `json:"status"` } } -type GetConsumerSpendingEuV1MerchantHierarchy200Status string -type GetConsumerSpendingEuV1MerchantHierarchy400Status string +type GetFuturesV1Snapshot200Status string +type GetFuturesV1Snapshot400Status string // Status returns HTTPResponse.Status -func (r GetConsumerSpendingEuV1MerchantHierarchyResponse) Status() string { +func (r GetFuturesV1SnapshotResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48525,14 +47923,14 @@ func (r GetConsumerSpendingEuV1MerchantHierarchyResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetConsumerSpendingEuV1MerchantHierarchyResponse) StatusCode() int { +func (r GetFuturesV1SnapshotResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoV1ExchangesResponse struct { +type GetFuturesV1TradesTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48544,21 +47942,33 @@ type GetCryptoV1ExchangesResponse struct { // Results The results for this request. Results []struct { - // Id Numeric identifier for the cryptocurrency exchange or trading platform. - Id string `json:"id"` + // Channel The CME multicast channel this event was sourced from. + Channel int32 `json:"channel"` - // Name Full official name of the cryptocurrency exchange or digital asset trading platform. - 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 crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. - Type string `json:"type"` + // ReportSequence The reporting sequence number. + ReportSequence int64 `json:"report_sequence"` - // Url Official website URL of the cryptocurrency exchange. - Url *string `json:"url,omitempty"` - } `json:"results"` + // SequenceNumber The unique sequence number assigned to this trade. + SequenceNumber int64 `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,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"` + + // Timestamp The time when the trade was generated at the exchange to nanosecond precision. + Timestamp int64 `json:"timestamp"` + } `json:"results"` // Status The status of this request's response. - Status GetCryptoV1Exchanges200Status `json:"status"` + Status GetFuturesV1TradesTicker200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48568,14 +47978,14 @@ type GetCryptoV1ExchangesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetCryptoV1Exchanges400Status `json:"status"` + Status GetFuturesV1TradesTicker400Status `json:"status"` } } -type GetCryptoV1Exchanges200Status string -type GetCryptoV1Exchanges400Status string +type GetFuturesV1TradesTicker200Status string +type GetFuturesV1TradesTicker400Status string // Status returns HTTPResponse.Status -func (r GetCryptoV1ExchangesResponse) Status() string { +func (r GetFuturesV1TradesTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48583,14 +47993,14 @@ func (r GetCryptoV1ExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoV1ExchangesResponse) StatusCode() int { +func (r GetFuturesV1TradesTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetEtfGlobalV1AnalyticsResponse struct { +type GetOptionsV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48602,111 +48012,36 @@ type GetEtfGlobalV1AnalyticsResponse struct { // 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"` + // Acronym Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues. + Acronym *string `json:"acronym,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"` + // Id Numeric identifier for the options trading venue or exchange. + Id string `json:"id"` - // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. - RiskCountry *float64 `json:"risk_country,omitempty"` + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` - // RiskDeviation A component score measuring how much the ETF deviates from expected performance. - RiskDeviation *float64 `json:"risk_deviation,omitempty"` + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. + Mic *string `json:"mic,omitempty"` - // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. - RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` + // Name Full official name of the options exchange or trading venue. + Name string `json:"name"` - // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. - RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` + // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. + OperatingMic *string `json:"operating_mic,omitempty"` - // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. - RiskStructure *float64 `json:"risk_structure,omitempty"` + // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` - // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. - RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). + Type string `json:"type"` - // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. - RiskVolatility *float64 `json:"risk_volatility,omitempty"` + // 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 GetEtfGlobalV1Analytics200Status `json:"status"` + Status GetOptionsV1Exchanges200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48716,14 +48051,14 @@ type GetEtfGlobalV1AnalyticsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Analytics400Status `json:"status"` + Status GetOptionsV1Exchanges400Status `json:"status"` } } -type GetEtfGlobalV1Analytics200Status string -type GetEtfGlobalV1Analytics400Status string +type GetOptionsV1Exchanges200Status string +type GetOptionsV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetEtfGlobalV1AnalyticsResponse) Status() string { +func (r GetOptionsV1ExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48731,14 +48066,14 @@ func (r GetEtfGlobalV1AnalyticsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1AnalyticsResponse) StatusCode() int { +func (r GetOptionsV1ExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetEtfGlobalV1ConstituentsResponse struct { +type GetOptionsV3QuotesTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48750,63 +48085,36 @@ type GetEtfGlobalV1ConstituentsResponse struct { // 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"` - - // 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"` - - // Exchange The name of the stock exchange where this constituent security is primarily traded. - Exchange *string `json:"exchange,omitempty"` - - // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. - Figi *string `json:"figi,omitempty"` + // AskExchange The exchange ID reporting the ask side of the quote. + AskExchange int32 `json:"ask_exchange"` - // Isin The International Securities Identification Number, a global standard for identifying securities. - Isin *string `json:"isin,omitempty"` + // AskPrice The ask price. + AskPrice float64 `json:"ask_price"` - // MarketValue The total market value of this constituent position held by the ETF. - MarketValue *float64 `json:"market_value,omitempty"` + // AskSize The size available at the ask price. + AskSize int64 `json:"ask_size"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // BidExchange The exchange ID reporting the bid side of the quote. + BidExchange int32 `json:"bid_exchange"` - // 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"` + // BidPrice The bid price. + BidPrice float64 `json:"bid_price"` - // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. - Sedol *string `json:"sedol,omitempty"` + // BidSize The size available at the bid price. + BidSize int64 `json:"bid_size"` - // SharesHeld The number of shares of this constituent security that the ETF currently owns. - SharesHeld *float64 `json:"shares_held,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. Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` - // UsCode A unique identifier code for the constituent security in US markets. - UsCode *string `json:"us_code,omitempty"` + // 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"` - // Weight The percentage weight of this constituent security within the ETF's total portfolio. - Weight *float64 `json:"weight,omitempty"` + // Ticker The options ticker symbol (e.g., O:SPY260123C00687000). + Ticker string `json:"ticker"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Constituents200Status `json:"status"` + Status GetOptionsV3QuotesTicker200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48816,14 +48124,14 @@ type GetEtfGlobalV1ConstituentsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Constituents400Status `json:"status"` + Status GetOptionsV3QuotesTicker400Status `json:"status"` } } -type GetEtfGlobalV1Constituents200Status string -type GetEtfGlobalV1Constituents400Status string +type GetOptionsV3QuotesTicker200Status string +type GetOptionsV3QuotesTicker400Status string // Status returns HTTPResponse.Status -func (r GetEtfGlobalV1ConstituentsResponse) Status() string { +func (r GetOptionsV3QuotesTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48831,14 +48139,14 @@ func (r GetEtfGlobalV1ConstituentsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1ConstituentsResponse) StatusCode() int { +func (r GetOptionsV3QuotesTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetEtfGlobalV1FundFlowsResponse struct { +type GetOptionsV3TradesTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48850,27 +48158,33 @@ type GetEtfGlobalV1FundFlowsResponse struct { // 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"` + // Conditions A list of condition codes. + Conditions []int32 `json:"conditions"` - // 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"` + // Exchange The exchange ID. + Exchange int32 `json:"exchange"` - // 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"` + // 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"` - // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. - Nav *float64 `json:"nav,omitempty"` + // Price The price of the trade. This is the actual dollar value per whole contract of this trade. + Price float64 `json:"price"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,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. Values reset after each trading session/day. + SequenceNumber int64 `json:"sequence_number"` - // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. - SharesOutstanding *float64 `json:"shares_outstanding,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"` + + // Size The size of a trade (also known as volume). + Size int64 `json:"size"` + + // Ticker The options ticker symbol (e.g., O:SPY260123C00687000). + Ticker string `json:"ticker"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1FundFlows200Status `json:"status"` + Status GetOptionsV3TradesTicker200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -48880,14 +48194,14 @@ type GetEtfGlobalV1FundFlowsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1FundFlows400Status `json:"status"` + Status GetOptionsV3TradesTicker400Status `json:"status"` } } -type GetEtfGlobalV1FundFlows200Status string -type GetEtfGlobalV1FundFlows400Status string +type GetOptionsV3TradesTicker200Status string +type GetOptionsV3TradesTicker400Status string // Status returns HTTPResponse.Status -func (r GetEtfGlobalV1FundFlowsResponse) Status() string { +func (r GetOptionsV3TradesTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -48895,14 +48209,14 @@ func (r GetEtfGlobalV1FundFlowsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1FundFlowsResponse) StatusCode() int { +func (r GetOptionsV3TradesTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetEtfGlobalV1ProfilesResponse struct { +type GetStocksDevTradesTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -48914,201 +48228,128 @@ type GetEtfGlobalV1ProfilesResponse struct { // 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"` - - // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. - Focus *string `json:"focus,omitempty"` - - // FuturesCommissionMerchant The futures commission merchant, if applicable. - FuturesCommissionMerchant *string `json:"futures_commission_merchant,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"` + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // LeadMarketMaker The lead market maker for the ETF. - LeadMarketMaker *string `json:"lead_market_maker,omitempty"` + // Correction The trade correction indicator. + Correction *int64 `json:"correction,omitempty"` - // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). - LeverageStyle string `json:"leverage_style"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int32 `json:"exchange,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"` + // 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"` - // ListingExchange The primary exchange where the ETF is listed. - ListingExchange *string `json:"listing_exchange,omitempty"` + // 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"` - // 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"` + // 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"` - // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. - ManagementFee *float64 `json:"management_fee,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"` - // MaturityExposure Maturity exposure breakdown for fixed income ETFs. - MaturityExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"maturity_exposure,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"` - // NetExpenses Net expenses after waivers. - NetExpenses *float64 `json:"net_expenses,omitempty"` + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` - // NumHoldings Number of holdings in the ETF. - NumHoldings *float64 `json:"num_holdings,omitempty"` + // SizeFraction The fractional size of a trade (also known as volume). + SizeFraction int64 `json:"size_fraction"` - // OptionsAvailable Availability of options on the ETF. - OptionsAvailable *int32 `json:"options_available,omitempty"` + // 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"` - // OptionsVolume Options trading volume for the ETF. - OptionsVolume *float64 `json:"options_volume,omitempty"` + // Ticker The ticker symbol. + Ticker string `json:"ticker"` - // OtherExpenses Other expenses charged by the ETF. - OtherExpenses *float64 `json:"other_expenses,omitempty"` + // TrfId The ID for the Trade Reporting Facility where the trade took place. + TrfId *int32 `json:"trf_id,omitempty"` - // PortfolioManager The portfolio manager of the ETF. - PortfolioManager *string `json:"portfolio_manager,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"` - // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. - PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + // Status The status of this request's response. + Status GetStocksDevTradesTicker200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). - ProductType string `json:"product_type"` + // Status The status of this request's response. + Status GetStocksDevTradesTicker400Status `json:"status"` + } +} +type GetStocksDevTradesTicker200Status string +type GetStocksDevTradesTicker400Status string - // PutCallRatio Put/call ratio for options on the ETF. - PutCallRatio *float64 `json:"put_call_ratio,omitempty"` +// Status returns HTTPResponse.Status +func (r GetStocksDevTradesTickerResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // PutVolume Put options volume. - PutVolume *float64 `json:"put_volume,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetStocksDevTradesTickerResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // Region The geographic region or area of the world where the ETF concentrates its investments. - Region *string `json:"region,omitempty"` +type GetStocksFilings10KVXSectionsResponse 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"` - // SectorExposure Sector exposure breakdown of the ETF. - SectorExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"sector_exposure,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // ShortInterest Short interest in the ETF. - ShortInterest *float64 `json:"short_interest,omitempty"` + // Results The results for this request. + Results []struct { + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` - // Subadvisor The subadvisor of the ETF, if applicable. - Subadvisor *string `json:"subadvisor,omitempty"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // SubindustryExposure Sub-industry exposure breakdown of the ETF. - SubindustryExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"subindustry_exposure,omitempty"` + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,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"` + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,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"` + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *string `json:"section,omitempty"` - // TransferAgent The transfer agent for the ETF. - TransferAgent *string `json:"transfer_agent,omitempty"` + // Text Full raw text content of the section, including headers and formatting. + Text *string `json:"text,omitempty"` - // Trustee The trustee of the ETF. - Trustee *string `json:"trustee,omitempty"` + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Profiles200Status `json:"status"` + Status GetStocksFilings10KVXSections200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49118,14 +48359,14 @@ type GetEtfGlobalV1ProfilesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Profiles400Status `json:"status"` + Status GetStocksFilings10KVXSections400Status `json:"status"` } } -type GetEtfGlobalV1Profiles200Status string -type GetEtfGlobalV1Profiles400Status string +type GetStocksFilings10KVXSections200Status string +type GetStocksFilings10KVXSections400Status string // Status returns HTTPResponse.Status -func (r GetEtfGlobalV1ProfilesResponse) Status() string { +func (r GetStocksFilings10KVXSectionsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49133,14 +48374,14 @@ func (r GetEtfGlobalV1ProfilesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1ProfilesResponse) StatusCode() int { +func (r GetStocksFilings10KVXSectionsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetEtfGlobalV1TaxonomiesResponse struct { +type GetStocksFilings10KVX0SectionsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49152,126 +48393,30 @@ type GetEtfGlobalV1TaxonomiesResponse struct { // 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"` + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` - // Category The broad investment category that describes the ETF's investment focus and strategy. - Category *string `json:"category,omitempty"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,omitempty"` - // Country The specific country focus of the ETF, if applicable. - Country *string `json:"country,omitempty"` + // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` - // CreditQualityRating Credit quality rating for fixed income ETFs. - CreditQualityRating *string `json:"credit_quality_rating,omitempty"` + // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). + Section *string `json:"section,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"` - - // 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"` + // Text Full raw text content of the section, including headers and formatting. + Text *string `json:"text,omitempty"` - // WeightingMethodology The methodology used to weight holdings. - WeightingMethodology *string `json:"weighting_methodology,omitempty"` + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies200Status `json:"status"` + Status GetStocksFilings10KVX0Sections200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49281,14 +48426,14 @@ type GetEtfGlobalV1TaxonomiesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies400Status `json:"status"` + Status GetStocksFilings10KVX0Sections400Status `json:"status"` } } -type GetEtfGlobalV1Taxonomies200Status string -type GetEtfGlobalV1Taxonomies400Status string +type GetStocksFilings10KVX0Sections200Status string +type GetStocksFilings10KVX0Sections400Status string // Status returns HTTPResponse.Status -func (r GetEtfGlobalV1TaxonomiesResponse) Status() string { +func (r GetStocksFilings10KVX0SectionsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49296,14 +48441,14 @@ func (r GetEtfGlobalV1TaxonomiesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetEtfGlobalV1TaxonomiesResponse) StatusCode() int { +func (r GetStocksFilings10KVX0SectionsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFedV1InflationResponse struct { +type GetStocksFilings8KVXDisclosuresResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49315,30 +48460,36 @@ type GetFedV1InflationResponse struct { // 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"` + // AccessionNumber Unique SEC accession number for the filing (e.g., '0000320193-25-000010'). + AccessionNumber *string `json:"accession_number,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"` + // Cik SEC Central Index Key of the filer (10 digits, zero-padded). + Cik *string `json:"cik,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"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *string `json:"filing_date,omitempty"` - // Date Calendar date of the observation (YYYY‑MM‑DD). - Date *string `json:"date,omitempty"` + // FilingUrl Direct URL to the full submission text file for the filing on SEC EDGAR. + FilingUrl *string `json:"filing_url,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"` + // PrimaryCategory Top-level disclosure category (e.g., 'financial_results'). See the full taxonomy at /stocks/taxonomies/vX/disclosures. + PrimaryCategory *string `json:"primary_category,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"` + // SecondaryCategory Mid-level disclosure category (e.g., 'earnings_announcement'). See the full taxonomy at /stocks/taxonomies/vX/disclosures. + SecondaryCategory *string `json:"secondary_category,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"` + // SupportingText A verbatim excerpt from the filing text supporting the assigned categories. + SupportingText *string `json:"supporting_text,omitempty"` + + // TertiaryCategory Most specific disclosure category (e.g., 'quarterly_results'). Filtering on this column must use an exact match. See the full taxonomy at /stocks/taxonomies/vX/disclosures. + TertiaryCategory *string `json:"tertiary_category,omitempty"` + + // Tickers A list of ticker symbols for the filing company. Multiple symbols may indicate different share classes; empty if no ticker is currently mapped to the filer. + Tickers *[]string `json:"tickers,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFedV1Inflation200Status `json:"status"` + Status GetStocksFilings8KVXDisclosures200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49348,14 +48499,14 @@ type GetFedV1InflationResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1Inflation400Status `json:"status"` + Status GetStocksFilings8KVXDisclosures400Status `json:"status"` } } -type GetFedV1Inflation200Status string -type GetFedV1Inflation400Status string +type GetStocksFilings8KVXDisclosures200Status string +type GetStocksFilings8KVXDisclosures400Status string // Status returns HTTPResponse.Status -func (r GetFedV1InflationResponse) Status() string { +func (r GetStocksFilings8KVXDisclosuresResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49363,14 +48514,14 @@ func (r GetFedV1InflationResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1InflationResponse) StatusCode() int { +func (r GetStocksFilings8KVXDisclosuresResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFedV1InflationExpectationsResponse struct { +type GetStocksFilings8KVXTextResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49382,33 +48533,30 @@ type GetFedV1InflationExpectationsResponse struct { // Results The results for this request. Results []struct { - // Date Calendar date of the observation (YYYY‑MM‑DD). - Date *string `json:"date,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"` + // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000004962-25-000002'). + AccessionNumber *string `json:"accession_number,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"` + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,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"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_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"` + // FilingUrl SEC URL source for the full filing. + FilingUrl *string `json:"filing_url,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"` + // FormType SEC form type (e.g., '8-K', '8-K/A' for amendments). + FormType *string `json:"form_type,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"` + // ItemsText Parsed text content from the 8-K filing, including item numbers and descriptions. + ItemsText *string `json:"items_text,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"` + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFedV1InflationExpectations200Status `json:"status"` + Status GetStocksFilings8KVXText200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49418,14 +48566,14 @@ type GetFedV1InflationExpectationsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1InflationExpectations400Status `json:"status"` + Status GetStocksFilings8KVXText400Status `json:"status"` } } -type GetFedV1InflationExpectations200Status string -type GetFedV1InflationExpectations400Status string +type GetStocksFilings8KVXText200Status string +type GetStocksFilings8KVXText400Status string // Status returns HTTPResponse.Status -func (r GetFedV1InflationExpectationsResponse) Status() string { +func (r GetStocksFilings8KVXTextResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49433,14 +48581,14 @@ func (r GetFedV1InflationExpectationsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1InflationExpectationsResponse) StatusCode() int { +func (r GetStocksFilings8KVXTextResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFedV1LaborMarketResponse struct { +type GetStocksFilingsVX13FResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49452,106 +48600,69 @@ type GetFedV1LaborMarketResponse struct { // 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"` - - // Date Calendar date of the observation (YYYY-MM-DD). - Date *string `json:"date,omitempty"` - - // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). - JobOpenings *float32 `json:"job_openings,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"` - - // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). - UnemploymentRate *float32 `json:"unemployment_rate,omitempty"` - } `json:"results"` + // AccessionNumber Unique SEC accession number for the filing (e.g., '0000950123-24-011775'). + AccessionNumber *string `json:"accession_number,omitempty"` - // 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"` + // Cusip The CUSIP identifier for the held security. + Cusip *string `json:"cusip,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // FileNumber The 13F-specific file number assigned to the filer. + FileNumber *string `json:"file_number,omitempty"` - // Status The status of this request's response. - Status GetFedV1LaborMarket400Status `json:"status"` - } -} -type GetFedV1LaborMarket200Status string -type GetFedV1LaborMarket400Status string + // FilerCik SEC Central Index Key (10 digits, zero-padded) of the filing entity. + FilerCik *string `json:"filer_cik,omitempty"` -// Status returns HTTPResponse.Status -func (r GetFedV1LaborMarketResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1LaborMarketResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,omitempty"` -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"` + // FilmNumber SEC EDGAR film number for the filing. + FilmNumber *string `json:"film_number,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // FormType SEC form type (e.g., '13F-HR' for holdings report, '13F-HR/A' for amended report). + FormType *string `json:"form_type,omitempty"` - // Results The results for this request. - Results []struct { - // Date Calendar date of the yield observation (YYYY-MM-DD). - Date *string `json:"date,omitempty"` + // InvestmentDiscretion Type of investment discretion. Possible values: SOLE, SHARED, DFND (defined). + InvestmentDiscretion *string `json:"investment_discretion,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"` + // IssuerName Name of the company whose securities are held. + IssuerName *string `json:"issuer_name,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"` + // MarketValue Market value of the holding in USD. + MarketValue *int64 `json:"market_value,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"` + // OtherManagers List of names of other manager(s) sharing investment discretion over the reported holdings, if applicable. + OtherManagers *[]string `json:"other_managers,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"` + // Period The quarter end date that the filing covers (formatted as YYYY-MM-DD). + Period *openapi_types.Date `json:"period,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"` + // 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"` - // 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"` + // SharesOrPrincipalAmount Number of shares or principal amount held. + SharesOrPrincipalAmount *int64 `json:"shares_or_principal_amount,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"` + // SharesOrPrincipalType Type of amount reported. Possible values: SH (shares), PRN (principal amount). + SharesOrPrincipalType *string `json:"shares_or_principal_type,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"` + // TitleOfClass Description of the class of securities held (e.g., 'COM', 'CL A'). + TitleOfClass *string `json:"title_of_class,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"` + // VotingAuthorityNone Number of shares with no voting authority. + VotingAuthorityNone *int64 `json:"voting_authority_none,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"` + // VotingAuthorityShared Number of shares with shared voting authority. + VotingAuthorityShared *int64 `json:"voting_authority_shared,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"` + // 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 GetFedV1TreasuryYields200Status `json:"status"` + Status GetStocksFilingsVX13F200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49561,14 +48672,14 @@ type GetFedV1TreasuryYieldsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1TreasuryYields400Status `json:"status"` + Status GetStocksFilingsVX13F400Status `json:"status"` } } -type GetFedV1TreasuryYields200Status string -type GetFedV1TreasuryYields400Status string +type GetStocksFilingsVX13F200Status string +type GetStocksFilingsVX13F400Status string // Status returns HTTPResponse.Status -func (r GetFedV1TreasuryYieldsResponse) Status() string { +func (r GetStocksFilingsVX13FResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49576,14 +48687,14 @@ func (r GetFedV1TreasuryYieldsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFedV1TreasuryYieldsResponse) StatusCode() int { +func (r GetStocksFilingsVX13FResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexV1ExchangesResponse struct { +type GetStocksFilingsVXForm3Response struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49595,97 +48706,116 @@ type GetForexV1ExchangesResponse struct { // Results The results for this request. Results []struct { - // Id Numeric identifier for the forex trading venue or institution. - Id string `json:"id"` + // AccessionNumber Unique SEC accession number for the filing (e.g., '0001209191-25-012345'). + AccessionNumber *string `json:"accession_number,omitempty"` - // Name Full name of the foreign exchange trading venue, platform, or financial institution. - Name string `json:"name"` + // Aff10b5One Whether the transaction was made pursuant to a Rule 10b5-1 trading plan. + Aff10b5One *bool `json:"aff_10b5_one,omitempty"` - // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. - Type string `json:"type"` - } `json:"results"` + // DateOfOriginalSubmission Date of the original filing submission for amendment filings (3/A). Null for initial filings (formatted as YYYY-MM-DD). + DateOfOriginalSubmission *openapi_types.Date `json:"date_of_original_submission,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"` + // DirectOrIndirect Whether ownership is direct ('D') or indirect ('I'). + DirectOrIndirect *string `json:"direct_or_indirect,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // ExerciseDate Date exercisable for derivative securities (formatted as YYYY-MM-DD). + ExerciseDate *openapi_types.Date `json:"exercise_date,omitempty"` - // Status The status of this request's response. - Status GetForexV1Exchanges400Status `json:"status"` - } -} -type GetForexV1Exchanges200Status string -type GetForexV1Exchanges400Status string + // ExercisePrice Exercise or conversion price of derivative securities in USD. + ExercisePrice *float64 `json:"exercise_price,omitempty"` -// Status returns HTTPResponse.Status -func (r GetForexV1ExchangesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetForexV1ExchangesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,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"` + // Footnotes List of footnotes from the filing that are relevant to this row, each with an id and description. + Footnotes *[]struct { + Description *string `json:"description,omitempty"` + Id *string `json:"id,omitempty"` + } `json:"footnotes,omitempty"` - // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. - DollarVolume float64 `json:"dollar_volume"` + // FormType SEC form type ('3' for initial filing, '3/A' for amendments). + FormType *string `json:"form_type,omitempty"` - // High The highest price within the timeframe. - High float64 `json:"high"` + // IsDirector Whether the reporting owner is a director of the issuer. + IsDirector *bool `json:"is_director,omitempty"` - // Low The lowest price within the timeframe. - Low float64 `json:"low"` + // IsOfficer Whether the reporting owner is an officer of the issuer. + IsOfficer *bool `json:"is_officer,omitempty"` - // Open The opening price within the timeframe. - Open float64 `json:"open"` + // IsOther Whether the reporting owner has another relationship with the issuer. + IsOther *bool `json:"is_other,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"` + // IsTenPercentOwner Whether the reporting owner holds 10% or more of a class of equity securities. + IsTenPercentOwner *bool `json:"is_ten_percent_owner,omitempty"` - // SettlementPrice The price the contract would have cost to settle for this session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // IssuerCik SEC Central Index Key of the issuer company (10 digits, zero-padded). + IssuerCik *string `json:"issuer_cik,omitempty"` - // Ticker The ticker for the contract. - Ticker string `json:"ticker"` + // IssuerName Name of the issuer company as reported in the filing. + IssuerName *string `json:"issuer_name,omitempty"` - // Transactions The number of transactions that occurred within the timeframe. - Transactions int64 `json:"transactions"` + // NatureOfOwnership Nature of indirect ownership (e.g., 'By Trust', 'By Spouse'). + NatureOfOwnership *string `json:"nature_of_ownership,omitempty"` - // Volume The number of contracts that traded within the timeframe. - Volume int64 `json:"volume"` + // NotSubjectToSection16 Whether the reporting owner is not subject to Section 16 of the Securities Exchange Act. + NotSubjectToSection16 *bool `json:"not_subject_to_section_16,omitempty"` - // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. - WindowStart int64 `json:"window_start"` + // OfficerTitle Title of the officer, if the reporting owner is an officer. + OfficerTitle *string `json:"officer_title,omitempty"` + + // OwnerCik SEC Central Index Key of the reporting owner (10 digits, zero-padded). + OwnerCik *string `json:"owner_cik,omitempty"` + + // OwnerName Name of the reporting owner (individual or entity). + OwnerName *string `json:"owner_name,omitempty"` + + // PeriodOfReport Date of the event triggering the filing (formatted as YYYY-MM-DD). + PeriodOfReport *openapi_types.Date `json:"period_of_report,omitempty"` + + // Remarks Additional remarks included in the filing. + Remarks *string `json:"remarks,omitempty"` + + // SecurityTitle Title or description of the security (e.g., 'Common Stock', 'Stock Option'). + SecurityTitle *string `json:"security_title,omitempty"` + + // SecurityType Type of security ('non-derivative' or 'derivative'). + SecurityType *string `json:"security_type,omitempty"` + + // SharesOwned Number of shares beneficially owned. + SharesOwned *float64 `json:"shares_owned,omitempty"` + + // Tickers A list of ticker symbols for the issuer company. Multiple symbols may indicate different share classes. + Tickers *[]string `json:"tickers,omitempty"` + + // UnderlyingSecurityShares Number of underlying shares for derivative holdings. + UnderlyingSecurityShares *float64 `json:"underlying_security_shares,omitempty"` + + // UnderlyingSecurityTitle Title of the underlying security for derivative holdings. + UnderlyingSecurityTitle *string `json:"underlying_security_title,omitempty"` } `json:"results"` - // Status The status of the response. - Status string `json:"status"` + // Status The status of this request's response. + Status GetStocksFilingsVXForm3200Status `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 GetStocksFilingsVXForm3400Status `json:"status"` } } +type GetStocksFilingsVXForm3200Status string +type GetStocksFilingsVXForm3400Status string // Status returns HTTPResponse.Status -func (r AggregatesV1Response) Status() string { +func (r GetStocksFilingsVXForm3Response) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49693,14 +48823,14 @@ func (r AggregatesV1Response) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r AggregatesV1Response) StatusCode() int { +func (r GetStocksFilingsVXForm3Response) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesV1ContractsResponse struct { +type GetStocksFilingsVXForm4Response struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49712,60 +48842,132 @@ type GetFuturesV1ContractsResponse 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"` + // AccessionNumber Unique SEC accession number for the filing (e.g., '0001209191-25-012345'). + AccessionNumber *string `json:"accession_number,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"` + // Aff10b5One Whether the transaction was made pursuant to a Rule 10b5-1 trading plan. + Aff10b5One *bool `json:"aff_10b5_one,omitempty"` - // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. - DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` + // DateOfOriginalSubmission Date of the original filing submission for amendment filings (4/A). Null for standard filings (formatted as YYYY-MM-DD). + DateOfOriginalSubmission *openapi_types.Date `json:"date_of_original_submission,omitempty"` - // FirstTradeDate The first day on which the contract was tradeable. - FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` + // DeemedExecutionDate Deemed execution date if different from transaction date (formatted as YYYY-MM-DD). + DeemedExecutionDate *openapi_types.Date `json:"deemed_execution_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"` + // DirectOrIndirect Whether ownership is direct ('D') or indirect ('I'). + DirectOrIndirect *string `json:"direct_or_indirect,omitempty"` - // LastTradeDate The last day on which the contract was tradeable. - LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` + // EquitySwapInvolved Whether an equity swap was involved in the transaction. + EquitySwapInvolved *bool `json:"equity_swap_involved,omitempty"` - // MaxOrderQuantity The maximum order quantity. - MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` + // ExerciseDate Date exercisable for derivative securities (formatted as YYYY-MM-DD). + ExerciseDate *openapi_types.Date `json:"exercise_date,omitempty"` - // MinOrderQuantity The minimum order quantity. - MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` + // ExercisePrice Exercise or conversion price of derivative securities in USD. + ExercisePrice *float64 `json:"exercise_price,omitempty"` - // Name The name of this contract. - Name *string `json:"name,omitempty"` + // ExpirationDate Expiration date for derivative securities (formatted as YYYY-MM-DD). + ExpirationDate *openapi_types.Date `json:"expiration_date,omitempty"` - // ProductCode The identifier for the contract's product. - ProductCode *string `json:"product_code,omitempty"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // SettlementDate The date on which this contract settles. - SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,omitempty"` - // SettlementTickSize The tick size for settlement. - SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` + // Footnotes List of footnotes from the filing that are relevant to this row, each with an id and description. + Footnotes *[]struct { + Description *string `json:"description,omitempty"` + Id *string `json:"id,omitempty"` + } `json:"footnotes,omitempty"` - // SpreadTickSize The tick size for spreads. - SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` + // FormType SEC form type ('4' for standard filing, '4/A' for amendments). + FormType *string `json:"form_type,omitempty"` - // Ticker The ticker for the contract. - Ticker *string `json:"ticker,omitempty"` + // IsDirector Whether the reporting owner is a director of the issuer. + IsDirector *bool `json:"is_director,omitempty"` - // TradeTickSize The tick size for trades. - TradeTickSize *float64 `json:"trade_tick_size,omitempty"` + // IsOfficer Whether the reporting owner is an officer of the issuer. + IsOfficer *bool `json:"is_officer,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. - TradingVenue *string `json:"trading_venue,omitempty"` + // IsOther Whether the reporting owner has another relationship with the issuer. + IsOther *bool `json:"is_other,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"` + // IsTenPercentOwner Whether the reporting owner holds 10% or more of a class of equity securities. + IsTenPercentOwner *bool `json:"is_ten_percent_owner,omitempty"` + + // IssuerCik SEC Central Index Key of the issuer company (10 digits, zero-padded). + IssuerCik *string `json:"issuer_cik,omitempty"` + + // IssuerName Name of the issuer company as reported in the filing. + IssuerName *string `json:"issuer_name,omitempty"` + + // NatureOfOwnership Nature of indirect ownership (e.g., 'By Trust', 'By Spouse'). + NatureOfOwnership *string `json:"nature_of_ownership,omitempty"` + + // NotSubjectToSection16 Whether the reporting owner is not subject to Section 16 of the Securities Exchange Act. + NotSubjectToSection16 *bool `json:"not_subject_to_section_16,omitempty"` + + // OfficerTitle Title of the officer, if the reporting owner is an officer. + OfficerTitle *string `json:"officer_title,omitempty"` + + // OwnerCik SEC Central Index Key of the reporting owner (10 digits, zero-padded). + OwnerCik *string `json:"owner_cik,omitempty"` + + // OwnerName Name of the reporting owner (individual or entity). + OwnerName *string `json:"owner_name,omitempty"` + + // PeriodOfReport Date of the event triggering the filing (formatted as YYYY-MM-DD). + PeriodOfReport *openapi_types.Date `json:"period_of_report,omitempty"` + + // RecordType Type of record in the filing (e.g., 'transaction', 'holding'). + RecordType *string `json:"record_type,omitempty"` + + // Remarks Additional remarks included in the filing. + Remarks *string `json:"remarks,omitempty"` + + // SecurityTitle Title or description of the security (e.g., 'Common Stock', 'Stock Option'). + SecurityTitle *string `json:"security_title,omitempty"` + + // SecurityType Type of security ('non-derivative' or 'derivative'). + SecurityType *string `json:"security_type,omitempty"` + + // SharesOwnedFollowingTransaction Total shares beneficially owned after the transaction. + SharesOwnedFollowingTransaction *float64 `json:"shares_owned_following_transaction,omitempty"` + + // Tickers A list of ticker symbols for the issuer company. Multiple symbols may indicate different share classes. + Tickers *[]string `json:"tickers,omitempty"` + + // TransactionAcquiredDisposed Whether shares were acquired ('A') or disposed of ('D'). + TransactionAcquiredDisposed *string `json:"transaction_acquired_disposed,omitempty"` + + // TransactionCode SEC transaction code indicating the type of transaction (e.g., 'P' for purchase, 'S' for sale, 'A' for grant/award, 'M' for exercise/conversion). + TransactionCode *string `json:"transaction_code,omitempty"` + + // TransactionDate Date of the transaction (formatted as YYYY-MM-DD). + TransactionDate *openapi_types.Date `json:"transaction_date,omitempty"` + + // TransactionPricePerShare Price per share of the transaction in USD. + TransactionPricePerShare *float64 `json:"transaction_price_per_share,omitempty"` + + // TransactionShares Number of shares involved in the transaction. + TransactionShares *float64 `json:"transaction_shares,omitempty"` + + // TransactionTimeliness Timeliness of the filing: 'O' (on time) or 'L' (late). + TransactionTimeliness *string `json:"transaction_timeliness,omitempty"` + + // TransactionValue Total value of the transaction in USD (transaction_shares x transaction_price_per_share). Null when shares or price is not reported. + TransactionValue *float64 `json:"transaction_value,omitempty"` + + // UnderlyingSecurityShares Number of underlying shares for derivative transactions. + UnderlyingSecurityShares *float64 `json:"underlying_security_shares,omitempty"` + + // UnderlyingSecurityTitle Title of the underlying security for derivative transactions. + UnderlyingSecurityTitle *string `json:"underlying_security_title,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesV1Contracts200Status `json:"status"` + Status GetStocksFilingsVXForm4200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49775,14 +48977,14 @@ type GetFuturesV1ContractsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Contracts400Status `json:"status"` + Status GetStocksFilingsVXForm4400Status `json:"status"` } } -type GetFuturesV1Contracts200Status string -type GetFuturesV1Contracts400Status string +type GetStocksFilingsVXForm4200Status string +type GetStocksFilingsVXForm4400Status string // Status returns HTTPResponse.Status -func (r GetFuturesV1ContractsResponse) Status() string { +func (r GetStocksFilingsVXForm4Response) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49790,14 +48992,14 @@ func (r GetFuturesV1ContractsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1ContractsResponse) StatusCode() int { +func (r GetStocksFilingsVXForm4Response) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesV1ExchangesResponse struct { +type GetStocksFilingsVXIndexResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49809,33 +49011,30 @@ type GetFuturesV1ExchangesResponse 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"` - - // Id Numeric identifier for the futures exchange or trading venue. - Id string `json:"id"` + // AccessionNumber SEC accession number uniquely identifying the filing (e.g., '0000320193-24-000123'). + AccessionNumber *string `json:"accession_number,omitempty"` - // Locale Geographic location code where the exchange operates. - Locale *string `json:"locale,omitempty"` + // Cik SEC Central Index Key (CIK) identifying the filing entity. + Cik *string `json:"cik,omitempty"` - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures 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 futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). - Name string `json:"name"` + // FilingUrl Direct URL to the filing on the SEC EDGAR website. + FilingUrl *string `json:"filing_url,omitempty"` - // OperatingMic Operating Market Identifier Code for the futures exchange. - OperatingMic *string `json:"operating_mic,omitempty"` + // FormType SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.). + FormType *string `json:"form_type,omitempty"` - // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. - Type string `json:"type"` + // IssuerName Name of the company or entity that submitted the filing. + IssuerName *string `json:"issuer_name,omitempty"` - // Url Official website URL of the futures exchange organization. - Url *string `json:"url,omitempty"` + // Ticker Stock ticker symbol for the filing entity, if available. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesV1Exchanges200Status `json:"status"` + Status GetStocksFilingsVXIndex200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49845,14 +49044,14 @@ type GetFuturesV1ExchangesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Exchanges400Status `json:"status"` + Status GetStocksFilingsVXIndex400Status `json:"status"` } } -type GetFuturesV1Exchanges200Status string -type GetFuturesV1Exchanges400Status string +type GetStocksFilingsVXIndex200Status string +type GetStocksFilingsVXIndex400Status string // Status returns HTTPResponse.Status -func (r GetFuturesV1ExchangesResponse) Status() string { +func (r GetStocksFilingsVXIndexResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49860,14 +49059,14 @@ func (r GetFuturesV1ExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1ExchangesResponse) StatusCode() int { +func (r GetStocksFilingsVXIndexResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesV1MarketStatusResponse struct { +type GetStocksFilingsVXRiskFactorsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49879,27 +49078,30 @@ type GetFuturesV1MarketStatusResponse 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"` + // Cik SEC Central Index Key (10 digits, zero-padded). + Cik *string `json:"cik,omitempty"` - // Name The name of the futures product. - Name *string `json:"name,omitempty"` + // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). + FilingDate *string `json:"filing_date,omitempty"` - // ProductCode The product code of the futures contracts for which you want statuses. - ProductCode *string `json:"product_code,omitempty"` + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` - // SessionEndDate The trading date for the current session. - SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,omitempty"` + // SupportingText Snippet of text to support the given label + SupportingText *string `json:"supporting_text,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. - TradingVenue *string `json:"trading_venue,omitempty"` + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` + + // Ticker Stock ticker symbol for the company. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesV1MarketStatus200Status `json:"status"` + Status GetStocksFilingsVXRiskFactors200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -49909,14 +49111,14 @@ type GetFuturesV1MarketStatusResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1MarketStatus400Status `json:"status"` + Status GetStocksFilingsVXRiskFactors400Status `json:"status"` } } -type GetFuturesV1MarketStatus200Status string -type GetFuturesV1MarketStatus400Status string +type GetStocksFilingsVXRiskFactors200Status string +type GetStocksFilingsVXRiskFactors400Status string // Status returns HTTPResponse.Status -func (r GetFuturesV1MarketStatusResponse) Status() string { +func (r GetStocksFilingsVXRiskFactorsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -49924,14 +49126,14 @@ func (r GetFuturesV1MarketStatusResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1MarketStatusResponse) StatusCode() int { +func (r GetStocksFilingsVXRiskFactorsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesV1ProductsResponse struct { +type GetStocksFinancialsV1BalanceSheetsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -49943,142 +49145,123 @@ type GetFuturesV1ProductsResponse struct { // Results The results for this request. Results []struct { - // AssetClass The asset class to which the product belongs. - AssetClass *string `json:"asset_class,omitempty"` + // AccountsPayable Amounts owed to suppliers and vendors for goods and services purchased on credit. + AccountsPayable *float64 `json:"accounts_payable,omitempty"` - // AssetSubClass The asset sub-class to which the product belongs. - AssetSubClass *string `json:"asset_sub_class,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"` - // 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"` + // 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"` - // LastUpdated The date and time at which this product was last updated. - LastUpdated *time.Time `json:"last_updated,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"` - // Name The full name of the product. - Name *string `json:"name,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"` - // PriceQuotation The quoted price for this product. - PriceQuotation *string `json:"price_quotation,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"` - // ProductCode The identifier for the product. - ProductCode *string `json:"product_code,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"` - // Sector The sector to which the product belongs. - Sector *string `json:"sector,omitempty"` + // CommonStock Par or stated value of common shares outstanding representing basic ownership in the company. + CommonStock *float64 `json:"common_stock,omitempty"` - // SettlementCurrencyCode The currency in which this product settles. - SettlementCurrencyCode *string `json:"settlement_currency_code,omitempty"` + // DebtCurrent Short-term borrowings and the current portion of long-term debt due within one year. + DebtCurrent *float64 `json:"debt_current,omitempty"` - // SettlementMethod The method of settlement for this product (Financially Settled or Deliverable). - SettlementMethod *string `json:"settlement_method,omitempty"` + // DeferredRevenueCurrent Customer payments received in advance for goods or services to be delivered within one year. + DeferredRevenueCurrent *float64 `json:"deferred_revenue_current,omitempty"` - // SettlementType The type of settlement for this product. - SettlementType *string `json:"settlement_type,omitempty"` + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // SubSector The sub-sector to which the product belongs. - SubSector *string `json:"sub_sector,omitempty"` + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` - // TradeCurrencyCode The currency in which this product's contracts trade. - TradeCurrencyCode *string `json:"trade_currency_code,omitempty"` + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. - TradingVenue *string `json:"trading_venue,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"` - // 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"` + // IntangibleAssetsNet Intangible assets other than goodwill, including patents, trademarks, and customer relationships, net of accumulated amortization. + IntangibleAssetsNet *float64 `json:"intangible_assets_net,omitempty"` - // UnitOfMeasure The unit of measure for this product. - UnitOfMeasure *string `json:"unit_of_measure,omitempty"` + // Inventories Raw materials, work-in-process, and finished goods held for sale in the ordinary course of business. + Inventories *float64 `json:"inventories,omitempty"` - // UnitOfMeasureQty The quantity of the unit of measure for this product. - UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,omitempty"` - } `json:"results"` + // 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"` - // Status The status of this request's response. - Status GetFuturesV1Products200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // NoncontrollingInterest Equity in consolidated subsidiaries not owned by the parent company, representing minority shareholders' ownership. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // 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"` - // Status The status of this request's response. - Status GetFuturesV1Products400Status `json:"status"` - } -} -type GetFuturesV1Products200Status string -type GetFuturesV1Products400Status string + // 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"` -// Status returns HTTPResponse.Status -func (r GetFuturesV1ProductsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // OtherEquity Equity components not classified elsewhere in shareholders' equity. + OtherEquity *float64 `json:"other_equity,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1ProductsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // 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"` -type GetFuturesV1QuotesResponse 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"` + // 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"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // PreferredStock Par or stated value of preferred shares outstanding with preferential rights over common stock. + PreferredStock *float64 `json:"preferred_stock,omitempty"` - // 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"` + // PropertyPlantEquipmentNet Tangible fixed assets used in operations, reported net of accumulated depreciation. + PropertyPlantEquipmentNet *float64 `json:"property_plant_equipment_net,omitempty"` - // AskSize The quote size represents the number of futures contracts available at the given ask price. - AskSize *int32 `json:"ask_size,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"` - // AskTimestamp The time when the ask price was submitted to the exchange. - AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + // RetainedEarningsDeficit Cumulative net income earned by the company less dividends paid to shareholders since inception. + RetainedEarningsDeficit *float64 `json:"retained_earnings_deficit,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"` + // 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"` - // BidSize The quote size represents the number of futures contracts available at the given bid price. - BidSize *int32 `json:"bid_size,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"` - // BidTimestamp The time when the bid price was submitted to the exchange. - BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + // Timeframe The reporting period type. Possible values include: quarterly, annual. + Timeframe string `json:"timeframe"` - // Channel The CME multicast channel this event was sourced from. - Channel int32 `json:"channel"` + // TotalAssets Sum of all current and non-current assets representing everything the company owns or controls. + TotalAssets *float64 `json:"total_assets,omitempty"` - // ReportSequence The reporting sequence number. - ReportSequence int64 `json:"report_sequence"` + // 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"` - // SequenceNumber The unique sequence number assigned to this quote by the exchange. - SequenceNumber int64 `json:"sequence_number"` + // TotalCurrentLiabilities Sum of all liabilities expected to be settled within one year. + TotalCurrentLiabilities *float64 `json:"total_current_liabilities,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"` + // TotalEquity Sum of all equity components representing shareholders' total ownership interest in the company. + TotalEquity *float64 `json:"total_equity,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"` + // TotalEquityAttributableToParent Total shareholders' equity attributable to the parent company, excluding noncontrolling interests. + TotalEquityAttributableToParent *float64 `json:"total_equity_attributable_to_parent,omitempty"` - // Timestamp The time when the quote was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // 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 GetFuturesV1Quotes200Status `json:"status"` + Status GetStocksFinancialsV1BalanceSheets200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50088,14 +49271,14 @@ type GetFuturesV1QuotesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Quotes400Status `json:"status"` + Status GetStocksFinancialsV1BalanceSheets400Status `json:"status"` } } -type GetFuturesV1Quotes200Status string -type GetFuturesV1Quotes400Status string +type GetStocksFinancialsV1BalanceSheets200Status string +type GetStocksFinancialsV1BalanceSheets400Status string // Status returns HTTPResponse.Status -func (r GetFuturesV1QuotesResponse) Status() string { +func (r GetStocksFinancialsV1BalanceSheetsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50103,14 +49286,14 @@ func (r GetFuturesV1QuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1QuotesResponse) StatusCode() int { +func (r GetStocksFinancialsV1BalanceSheetsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesV1SchedulesResponse struct { +type GetStocksFinancialsV1CashFlowStatementsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50122,27 +49305,105 @@ type GetFuturesV1SchedulesResponse struct { // Results The results for this request. Results []struct { - // Event The type of session on the given trading date. - Event *string `json:"event,omitempty"` + // CashFromOperatingActivitiesContinuingOperations Cash generated from continuing business operations before discontinued operations. + CashFromOperatingActivitiesContinuingOperations *float64 `json:"cash_from_operating_activities_continuing_operations,omitempty"` - // ProductCode The product code of the futures contract. - ProductCode *string `json:"product_code,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"` - // ProductName The name of the futures product to which this schedule applies. - ProductName *string `json:"product_name,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"` - // 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"` + // 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"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,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"` - // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. - TradingVenue *string `json:"trading_venue,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"` + + // 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 GetFuturesV1Schedules200Status `json:"status"` + Status GetStocksFinancialsV1CashFlowStatements200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50152,14 +49413,14 @@ type GetFuturesV1SchedulesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Schedules400Status `json:"status"` + Status GetStocksFinancialsV1CashFlowStatements400Status `json:"status"` } } -type GetFuturesV1Schedules200Status string -type GetFuturesV1Schedules400Status string +type GetStocksFinancialsV1CashFlowStatements200Status string +type GetStocksFinancialsV1CashFlowStatements400Status string // Status returns HTTPResponse.Status -func (r GetFuturesV1SchedulesResponse) Status() string { +func (r GetStocksFinancialsV1CashFlowStatementsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50167,14 +49428,14 @@ func (r GetFuturesV1SchedulesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1SchedulesResponse) StatusCode() int { +func (r GetStocksFinancialsV1CashFlowStatementsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesV1SnapshotResponse struct { +type GetStocksFinancialsV1IncomeStatementsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50186,105 +49447,111 @@ type GetFuturesV1SnapshotResponse struct { // Results The results for this request. Results []struct { - Details *struct { - ProductCode *string `json:"product_code,omitempty"` + // 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"` - // 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"` + // 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"` - // High The highest price reached in the minute bar. - High *float64 `json:"high,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"` - // LastUpdated The timestamp indicating the most recent update to the minute bar. - LastUpdated *int64 `json:"last_updated,omitempty"` + // ConsolidatedNetIncomeLoss Total net income or loss for the consolidated entity including all subsidiaries. + ConsolidatedNetIncomeLoss *float64 `json:"consolidated_net_income_loss,omitempty"` - // Low The lowest price reached in the minute bar. - Low *float64 `json:"low,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"` - // Open The opening price at the start of the minute bar. - Open *float64 `json:"open,omitempty"` + // DepreciationDepletionAmortization Non-cash expenses representing the allocation of asset costs over their useful lives. + DepreciationDepletionAmortization *float64 `json:"depreciation_depletion_amortization,omitempty"` - // Timeframe The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED. - Timeframe *string `json:"timeframe,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"` - // Volume The number of contracts traded in the minute bar. - Volume *int64 `json:"volume,omitempty"` - } `json:"last_minute,omitempty"` - LastQuote *struct { - // Ask The lowest price a seller is willing to accept. - Ask *float64 `json:"ask,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"` - // AskSize The number of contracts available at the ask price. - AskSize *int32 `json:"ask_size,omitempty"` + // DiscontinuedOperations After-tax results from business segments that have been or will be disposed of. + DiscontinuedOperations *float64 `json:"discontinued_operations,omitempty"` - // AskTimestamp The time when the best ask price was last updated. - AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + // Ebitda Earnings before interest, taxes, depreciation, and amortization, a measure of operating performance. + Ebitda *float64 `json:"ebitda,omitempty"` - // Bid The highest price a buyer is willing to pay. - Bid *float64 `json:"bid,omitempty"` + // EquityInAffiliates The company's share of income or losses from equity method investments in affiliated companies. + EquityInAffiliates *float64 `json:"equity_in_affiliates,omitempty"` - // BidSize The number of contracts available at the bid price. - BidSize *int32 `json:"bid_size,omitempty"` + // ExtraordinaryItems Unusual and infrequent gains or losses that are both unusual in nature and infrequent in occurrence. + ExtraordinaryItems *float64 `json:"extraordinary_items,omitempty"` - // BidTimestamp The time when the best bid price was last updated. - BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + // FilingDate The date when the financial statement was filed with the SEC. + FilingDate *openapi_types.Date `json:"filing_date,omitempty"` - // LastUpdated The time when the quote was generated at the exchange to nanosecond precision. - LastUpdated *int64 `json:"last_updated,omitempty"` + // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. + FiscalQuarter *float64 `json:"fiscal_quarter,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"` + // FiscalYear The fiscal year for the reporting period. + FiscalYear *float64 `json:"fiscal_year,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"` + // GrossProfit Revenue minus cost of revenue, representing profit before operating expenses. + GrossProfit *float64 `json:"gross_profit,omitempty"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` + // IncomeBeforeIncomeTaxes Pre-tax income calculated as operating income plus total other income/expense. + IncomeBeforeIncomeTaxes *float64 `json:"income_before_income_taxes,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"` + // IncomeTaxes Income tax expense or benefit for the period. + IncomeTaxes *float64 `json:"income_taxes,omitempty"` - // ChangePercent The percentage change in price during this session. - ChangePercent *float64 `json:"change_percent,omitempty"` + // InterestExpense Cost of borrowed funds, including interest on debt and other financing obligations. + InterestExpense *float64 `json:"interest_expense,omitempty"` - // Close The price at the end of the session. - Close *float64 `json:"close,omitempty"` + // InterestIncome Income earned from interest-bearing investments and cash equivalents. + InterestIncome *float64 `json:"interest_income,omitempty"` - // High The highest price reached in the session. - High *float64 `json:"high,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"` - // Low The lowest price reached in the session. - Low *float64 `json:"low,omitempty"` + // NoncontrollingInterest The portion of net income attributable to minority shareholders in consolidated subsidiaries. + NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` - // Open The opening price at the start of the session. - Open *float64 `json:"open,omitempty"` + // OperatingIncome Income from operations calculated as gross profit minus total operating expenses, excluding non-operating items. + OperatingIncome *float64 `json:"operating_income,omitempty"` - // PreviousSettlement The settlement price of the previous session. - PreviousSettlement *float64 `json:"previous_settlement,omitempty"` + // OtherIncomeExpense Non-operating income and expenses not related to the company's core business operations. + OtherIncomeExpense *float64 `json:"other_income_expense,omitempty"` - // SettlementPrice The final settlement price at the end of the session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // OtherOperatingExpenses Operating expenses not classified in the main expense categories. + OtherOperatingExpenses *float64 `json:"other_operating_expenses,omitempty"` - // Volume The number of contracts traded in the session. - Volume *int64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). + PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + + // PreferredStockDividendsDeclared Dividends declared on preferred stock during the period. + PreferredStockDividendsDeclared *float64 `json:"preferred_stock_dividends_declared,omitempty"` + + // ResearchDevelopment Expenses incurred for research and development activities to create new products or improve existing ones. + ResearchDevelopment *float64 `json:"research_development,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 GetFuturesV1Snapshot200Status `json:"status"` + Status GetStocksFinancialsV1IncomeStatements200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50294,14 +49561,14 @@ type GetFuturesV1SnapshotResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Snapshot400Status `json:"status"` + Status GetStocksFinancialsV1IncomeStatements400Status `json:"status"` } } -type GetFuturesV1Snapshot200Status string -type GetFuturesV1Snapshot400Status string +type GetStocksFinancialsV1IncomeStatements200Status string +type GetStocksFinancialsV1IncomeStatements400Status string // Status returns HTTPResponse.Status -func (r GetFuturesV1SnapshotResponse) Status() string { +func (r GetStocksFinancialsV1IncomeStatementsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50309,14 +49576,14 @@ func (r GetFuturesV1SnapshotResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1SnapshotResponse) StatusCode() int { +func (r GetStocksFinancialsV1IncomeStatementsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesV1TradesResponse struct { +type GetStocksFinancialsV1RatiosResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50328,33 +49595,78 @@ type GetFuturesV1TradesResponse struct { // Results The results for this request. Results []struct { - // Channel The CME multicast channel this event was sourced from. - Channel int32 `json:"channel"` + // AverageVolume Average trading volume over the last 30 trading days, providing context for liquidity. + AverageVolume *float64 `json:"average_volume,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"` + // 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"` - // ReportSequence The reporting sequence number. - ReportSequence int64 `json:"report_sequence"` + // Cik Central Index Key (CIK) number assigned by the SEC to identify the company. + Cik *string `json:"cik,omitempty"` - // SequenceNumber The unique sequence number assigned to this trade. - SequenceNumber int64 `json:"sequence_number"` + // Current Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. + Current *float64 `json:"current,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"` + // Date Date for which the ratios are calculated, representing the trading date with available price data. + Date string `json:"date"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,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"` - // 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"` + // 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"` - // Timestamp The time when the trade was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // EarningsPerShare Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. + EarningsPerShare *float64 `json:"earnings_per_share,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"` + + // 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"` + + // 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"` + + // 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"` + + // MarketCap Market capitalization, calculated as stock price multiplied by total shares outstanding. + MarketCap *float64 `json:"market_cap,omitempty"` + + // Price Stock price used in ratio calculations, typically the closing price for the given date. + Price float64 `json:"price"` + + // 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"` + + // 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"` + + // 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"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesV1Trades200Status `json:"status"` + Status GetStocksFinancialsV1Ratios200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50364,14 +49676,14 @@ type GetFuturesV1TradesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Trades400Status `json:"status"` + Status GetStocksFinancialsV1Ratios400Status `json:"status"` } } -type GetFuturesV1Trades200Status string -type GetFuturesV1Trades400Status string +type GetStocksFinancialsV1Ratios200Status string +type GetStocksFinancialsV1Ratios400Status string // Status returns HTTPResponse.Status -func (r GetFuturesV1TradesResponse) Status() string { +func (r GetStocksFinancialsV1RatiosResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50379,61 +49691,60 @@ func (r GetFuturesV1TradesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesV1TradesResponse) StatusCode() int { +func (r GetStocksFinancialsV1RatiosResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesAggregatesResponse struct { +type GetStocksTaxonomiesVXDisclosuresResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, the URL to the next page of results. + // NextUrl If present, this value can be used to fetch the next page. NextUrl *string `json:"next_url,omitempty"` - Results []struct { - // Close The last price within the timeframe. - Close float64 `json:"close"` - - // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. - DollarVolume float64 `json:"dollar_volume"` - - // High The highest price within the timeframe. - High float64 `json:"high"` - // Low The lowest price within the timeframe. - Low float64 `json:"low"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Open The opening price within the timeframe. - Open float64 `json:"open"` + // Results The results for this request. + Results []struct { + // Description Detailed explanation of what the disclosure category covers, including typical examples. + Description *string `json:"description,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"` + // PrimaryCategory Top-level disclosure category. + PrimaryCategory *string `json:"primary_category,omitempty"` - // SettlementPrice The price the contract would have cost to settle for this session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // SecondaryCategory Mid-level disclosure category. + SecondaryCategory *string `json:"secondary_category,omitempty"` - // Ticker The ticker for the contract. - Ticker string `json:"ticker"` + // Taxonomy Taxonomy version that defines this classification (e.g., '1.0'). + Taxonomy string `json:"taxonomy"` - // Transactions The number of transactions that occurred within the timeframe. - Transactions int64 `json:"transactions"` + // TertiaryCategory Most specific disclosure category. + TertiaryCategory *string `json:"tertiary_category,omitempty"` + } `json:"results"` - // Volume The number of contracts that traded within the timeframe. - Volume int64 `json:"volume"` + // Status The status of this request's response. + Status GetStocksTaxonomiesVXDisclosures200Status `json:"status"` + } + JSON400 *struct { + // Error A message describing the source of the error. + Error string `json:"error"` - // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. - WindowStart int64 `json:"window_start"` - } `json:"results"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Status The status of the response. - Status string `json:"status"` + // Status The status of this request's response. + Status GetStocksTaxonomiesVXDisclosures400Status `json:"status"` } } +type GetStocksTaxonomiesVXDisclosures200Status string +type GetStocksTaxonomiesVXDisclosures400Status string // Status returns HTTPResponse.Status -func (r GetFuturesAggregatesResponse) Status() string { +func (r GetStocksTaxonomiesVXDisclosuresResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50441,14 +49752,14 @@ func (r GetFuturesAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesAggregatesResponse) StatusCode() int { +func (r GetStocksTaxonomiesVXDisclosuresResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXContractsResponse struct { +type GetStocksTaxonomiesVXRiskFactorsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50460,60 +49771,24 @@ 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"` - - // FirstTradeDate The first day on which the contract was tradeable. - FirstTradeDate *openapi_types.Date `json:"first_trade_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"` - - // LastTradeDate The last day on which the contract was tradeable. - LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` - - // 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"` + // Description Detailed explanation of what this risk category encompasses, including specific examples and potential impacts + Description *string `json:"description,omitempty"` - // Ticker The ticker for the contract. - Ticker *string `json:"ticker,omitempty"` + // PrimaryCategory Top-level risk category + PrimaryCategory *string `json:"primary_category,omitempty"` - // TradeTickSize The tick size for trades. - TradeTickSize *float64 `json:"trade_tick_size,omitempty"` + // SecondaryCategory Mid-level risk category + SecondaryCategory *string `json:"secondary_category,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. - TradingVenue *string `json:"trading_venue,omitempty"` + // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy + Taxonomy float64 `json:"taxonomy"` - // 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"` + // TertiaryCategory Most specific risk classification + TertiaryCategory *string `json:"tertiary_category,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXContracts200Status `json:"status"` + Status GetStocksTaxonomiesVXRiskFactors200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50523,14 +49798,14 @@ type GetFuturesVXContractsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXContracts400Status `json:"status"` + Status GetStocksTaxonomiesVXRiskFactors400Status `json:"status"` } } -type GetFuturesVXContracts200Status string -type GetFuturesVXContracts400Status string +type GetStocksTaxonomiesVXRiskFactors200Status string +type GetStocksTaxonomiesVXRiskFactors400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXContractsResponse) Status() string { +func (r GetStocksTaxonomiesVXRiskFactorsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50538,14 +49813,14 @@ func (r GetFuturesVXContractsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXContractsResponse) StatusCode() int { +func (r GetStocksTaxonomiesVXRiskFactorsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXExchangesResponse struct { +type GetStocksV1DividendsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50557,33 +49832,45 @@ 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"` + // CashAmount Original dividend amount per share in the specified currency + CashAmount *float64 `json:"cash_amount,omitempty"` - // Id Numeric identifier for the futures exchange or trading venue. - Id string `json:"id"` + // Currency Currency code for the dividend payment (e.g., USD, CAD) + Currency *string `json:"currency,omitempty"` - // Locale Geographic location code where the exchange operates. - Locale *string `json:"locale,omitempty"` + // DeclarationDate Date when the company officially announced the dividend + DeclarationDate *openapi_types.Date `json:"declaration_date,omitempty"` - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. - Mic *string `json:"mic,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"` - // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). - Name string `json:"name"` + // ExDividendDate Date when the stock begins trading without the dividend value + ExDividendDate *openapi_types.Date `json:"ex_dividend_date,omitempty"` - // OperatingMic Operating Market Identifier Code for the futures exchange. - OperatingMic *string `json:"operating_mic,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"` - // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. - Type string `json:"type"` + // 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"` - // Url Official website URL of the futures exchange organization. - Url *string `json:"url,omitempty"` + // Id Unique identifier for each dividend record + Id *string `json:"id,omitempty"` + + // PayDate Date when the dividend payment is distributed to shareholders + PayDate *openapi_types.Date `json:"pay_date,omitempty"` + + // RecordDate Date when shareholders must be on record to be eligible for the dividend payment + RecordDate *openapi_types.Date `json:"record_date,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"` + + // Ticker Stock symbol for the company issuing the dividend + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXExchanges200Status `json:"status"` + Status GetStocksV1Dividends200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50593,14 +49880,14 @@ type GetFuturesVXExchangesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXExchanges400Status `json:"status"` + Status GetStocksV1Dividends400Status `json:"status"` } } -type GetFuturesVXExchanges200Status string -type GetFuturesVXExchanges400Status string +type GetStocksV1Dividends200Status string +type GetStocksV1Dividends400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXExchangesResponse) Status() string { +func (r GetStocksV1DividendsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50608,14 +49895,14 @@ func (r GetFuturesVXExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXExchangesResponse) StatusCode() int { +func (r GetStocksV1DividendsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXMarketStatusResponse struct { +type GetStocksV1ExchangesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50627,27 +49914,36 @@ 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"` + // Acronym Short acronym or abbreviation (may be null for some venues). + Acronym *string `json:"acronym,omitempty"` - // Name The name of the futures product. - Name *string `json:"name,omitempty"` + // Id Numeric identifier for the trading venue or exchange. + Id string `json:"id"` - // ProductCode The product code of the futures contracts for which you want statuses. - ProductCode *string `json:"product_code,omitempty"` + // Locale Geographic location code. + Locale *string `json:"locale,omitempty"` - // SessionEndDate The trading date for the current session. - SessionEndDate *openapi_types.Date `json:"session_end_date,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"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,omitempty"` + // Name Full official name of the exchange, trading venue, or reporting facility. + Name string `json:"name"` - // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. - TradingVenue *string `json:"trading_venue,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"` + + // 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 GetFuturesVXMarketStatus200Status `json:"status"` + Status GetStocksV1Exchanges200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50657,14 +49953,14 @@ type GetFuturesVXMarketStatusResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXMarketStatus400Status `json:"status"` + Status GetStocksV1Exchanges400Status `json:"status"` } } -type GetFuturesVXMarketStatus200Status string -type GetFuturesVXMarketStatus400Status string +type GetStocksV1Exchanges200Status string +type GetStocksV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXMarketStatusResponse) Status() string { +func (r GetStocksV1ExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50672,14 +49968,14 @@ func (r GetFuturesVXMarketStatusResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXMarketStatusResponse) StatusCode() int { +func (r GetStocksV1ExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXProductsResponse struct { +type GetStocksV1ShortInterestResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50691,60 +49987,24 @@ 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"` - - // 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"` + // 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"` - // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. - TradingVenue *string `json:"trading_venue,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"` - // 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"` + // 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"` - // UnitOfMeasure The unit of measure for this product. - UnitOfMeasure *string `json:"unit_of_measure,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"` - // UnitOfMeasureQty The quantity of the unit of measure for this product. - UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,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 GetFuturesVXProducts200Status `json:"status"` + Status GetStocksV1ShortInterest200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50754,14 +50014,14 @@ type GetFuturesVXProductsResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXProducts400Status `json:"status"` + Status GetStocksV1ShortInterest400Status `json:"status"` } } -type GetFuturesVXProducts200Status string -type GetFuturesVXProducts400Status string +type GetStocksV1ShortInterest200Status string +type GetStocksV1ShortInterest400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXProductsResponse) Status() string { +func (r GetStocksV1ShortInterestResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50769,14 +50029,14 @@ func (r GetFuturesVXProductsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXProductsResponse) StatusCode() int { +func (r GetStocksV1ShortInterestResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXQuotesResponse struct { +type GetStocksV1ShortVolumeResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50788,45 +50048,54 @@ type GetFuturesVXQuotesResponse struct { // 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"` + // AdfShortVolume Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume. + AdfShortVolume *int64 `json:"adf_short_volume,omitempty"` - // AskSize The quote size represents the number of futures contracts available at the given ask price. - AskSize *int32 `json:"ask_size,omitempty"` + // AdfShortVolumeExempt Short volume reported via ADF that was marked as exempt. + AdfShortVolumeExempt *int64 `json:"adf_short_volume_exempt,omitempty"` - // AskTimestamp The time when the ask price was submitted to the exchange. - AskTimestamp *int64 `json:"ask_timestamp,omitempty"` + // Date The date of trade activity reported in the format YYYY-MM-DD + Date string `json:"date"` - // 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"` + // ExemptVolume Portion of short volume that was marked as exempt from regulation SHO. + ExemptVolume *float64 `json:"exempt_volume,omitempty"` - // BidSize The quote size represents the number of futures contracts available at the given bid price. - BidSize *int32 `json:"bid_size,omitempty"` + // NasdaqCarteretShortVolume Short volume reported from Nasdaq's Carteret facility, excluding exempt volume. + NasdaqCarteretShortVolume *int64 `json:"nasdaq_carteret_short_volume,omitempty"` - // BidTimestamp The time when the bid price was submitted to the exchange. - BidTimestamp *int64 `json:"bid_timestamp,omitempty"` + // NasdaqCarteretShortVolumeExempt Short volume from Nasdaq Carteret that was marked as exempt. + NasdaqCarteretShortVolumeExempt *int64 `json:"nasdaq_carteret_short_volume_exempt,omitempty"` - // Channel The CME multicast channel this event was sourced from. - Channel int32 `json:"channel"` + // NasdaqChicagoShortVolume Short volume reported from Nasdaq's Chicago facility, excluding exempt volume. + NasdaqChicagoShortVolume *int64 `json:"nasdaq_chicago_short_volume,omitempty"` - // ReportSequence The reporting sequence number. - ReportSequence int64 `json:"report_sequence"` + // NasdaqChicagoShortVolumeExempt Short volume from Nasdaq Chicago that was marked as exempt. + NasdaqChicagoShortVolumeExempt *int64 `json:"nasdaq_chicago_short_volume_exempt,omitempty"` - // SequenceNumber The unique sequence number assigned to this quote by the exchange. - SequenceNumber int64 `json:"sequence_number"` + // 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"` - // 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"` + // NyseShortVolume Short volume reported from NYSE facilities, excluding exempt volume. + NyseShortVolume *int64 `json:"nyse_short_volume,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"` + // NyseShortVolumeExempt Short volume from NYSE facilities that was marked as exempt. + NyseShortVolumeExempt *int64 `json:"nyse_short_volume_exempt,omitempty"` - // Timestamp The time when the quote was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // 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 GetFuturesVXQuotes200Status `json:"status"` + Status GetStocksV1ShortVolume200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50836,14 +50105,14 @@ type GetFuturesVXQuotesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXQuotes400Status `json:"status"` + Status GetStocksV1ShortVolume400Status `json:"status"` } } -type GetFuturesVXQuotes200Status string -type GetFuturesVXQuotes400Status string +type GetStocksV1ShortVolume200Status string +type GetStocksV1ShortVolume400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXQuotesResponse) Status() string { +func (r GetStocksV1ShortVolumeResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50851,14 +50120,14 @@ func (r GetFuturesVXQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXQuotesResponse) StatusCode() int { +func (r GetStocksV1ShortVolumeResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXSchedulesResponse struct { +type GetStocksV1SplitsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50870,27 +50139,30 @@ 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"` + // 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"` - // ProductCode The product code of the futures contract. - ProductCode *string `json:"product_code,omitempty"` + // ExecutionDate Date when the stock split was applied and shares adjusted + ExecutionDate *openapi_types.Date `json:"execution_date,omitempty"` - // ProductName The name of the futures product to which this schedule applies. - ProductName *string `json:"product_name,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"` - // 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"` + // Id Unique identifier for each stock split event + Id *string `json:"id,omitempty"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,omitempty"` + // SplitFrom Denominator of the split ratio (old shares) + SplitFrom *float64 `json:"split_from,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. - TradingVenue *string `json:"trading_venue,omitempty"` + // SplitTo Numerator of the split ratio (new shares) + SplitTo *float64 `json:"split_to,omitempty"` + + // Ticker Stock symbol for the company that executed the split + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXSchedules200Status `json:"status"` + Status GetStocksV1Splits200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -50900,14 +50172,14 @@ type GetFuturesVXSchedulesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSchedules400Status `json:"status"` + Status GetStocksV1Splits400Status `json:"status"` } } -type GetFuturesVXSchedules200Status string -type GetFuturesVXSchedules400Status string +type GetStocksV1Splits200Status string +type GetStocksV1Splits400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXSchedulesResponse) Status() string { +func (r GetStocksV1SplitsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -50915,14 +50187,14 @@ func (r GetFuturesVXSchedulesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXSchedulesResponse) StatusCode() int { +func (r GetStocksV1SplitsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXSnapshotResponse struct { +type GetStocksVXFloatResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -50934,105 +50206,21 @@ type GetFuturesVXSnapshotResponse struct { // 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 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 *int64 `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 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"` + // EffectiveDate The effective date of the free float measurement. + EffectiveDate *openapi_types.Date `json:"effective_date,omitempty"` - // PreviousSettlement The settlement price of the previous session. - PreviousSettlement *float64 `json:"previous_settlement,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"` - // SettlementPrice The final settlement price at the end of the session. - SettlementPrice *float64 `json:"settlement_price,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"` - // Volume The number of contracts traded in the session. - Volume *int64 `json:"volume,omitempty"` - } `json:"session,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 GetFuturesVXSnapshot200Status `json:"status"` + Status GetStocksVXFloat200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -51042,14 +50230,14 @@ type GetFuturesVXSnapshotResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSnapshot400Status `json:"status"` + Status GetStocksVXFloat400Status `json:"status"` } } -type GetFuturesVXSnapshot200Status string -type GetFuturesVXSnapshot400Status string +type GetStocksVXFloat200Status string +type GetStocksVXFloat400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXSnapshotResponse) Status() string { +func (r GetStocksVXFloatResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51057,14 +50245,14 @@ func (r GetFuturesVXSnapshotResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXSnapshotResponse) StatusCode() int { +func (r GetStocksVXFloatResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetFuturesVXTradesResponse struct { +type GetTmxV1CorporateEventsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -51076,33 +50264,42 @@ type GetFuturesVXTradesResponse struct { // Results The results for this request. Results []struct { - // Channel The CME multicast channel this event was sourced from. - Channel int32 `json:"channel"` + // CompanyName Full name of the company. + CompanyName *string `json:"company_name,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"` + // Date Scheduled date of the corporate event, formatted as YYYY-MM-DD. + Date *string `json:"date,omitempty"` - // ReportSequence The reporting sequence number. - ReportSequence int64 `json:"report_sequence"` + // Isin Standard international identifier for the company's common stock. + Isin *string `json:"isin,omitempty"` - // SequenceNumber The unique sequence number assigned to this trade. - SequenceNumber int64 `json:"sequence_number"` + // Name Name or title of the event. + Name *string `json:"name,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"` + // Status The current status of the event. Possible values include: approved, canceled, confirmed, historical, pending_approval, postponed, and unconfirmed. + Status *string `json:"status,omitempty"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` + // Ticker The company's stock symbol. + Ticker *string `json:"ticker,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"` + // TmxCompanyId Unique numeric identifier for the company used by TMX. + TmxCompanyId *int64 `json:"tmx_company_id,omitempty"` - // Timestamp The time when the trade was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // TmxRecordId The unique alphanumeric identifier for the event record used by TMX. + TmxRecordId *string `json:"tmx_record_id,omitempty"` + + // TradingVenue MIC (Market Identifier Code) of the exchange where the company's stock is listed. + 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 GetFuturesVXTrades200Status `json:"status"` + Status GetTmxV1CorporateEvents200Status `json:"status"` } JSON400 *struct { // Error A message describing the source of the error. @@ -51112,14 +50309,14 @@ type GetFuturesVXTradesResponse struct { RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXTrades400Status `json:"status"` + Status GetTmxV1CorporateEvents400Status `json:"status"` } } -type GetFuturesVXTrades200Status string -type GetFuturesVXTrades400Status string +type GetTmxV1CorporateEvents200Status string +type GetTmxV1CorporateEvents400Status string // Status returns HTTPResponse.Status -func (r GetFuturesVXTradesResponse) Status() string { +func (r GetTmxV1CorporateEventsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51127,72 +50324,57 @@ func (r GetFuturesVXTradesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetFuturesVXTradesResponse) StatusCode() int { +func (r GetTmxV1CorporateEventsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsV1ExchangesResponse struct { +type GetCurrencyConversionResponse 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 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"` - - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. - Mic *string `json:"mic,omitempty"` + // Converted The result of the conversion. + Converted float64 `json:"converted"` - // Name Full official name of the options exchange or trading venue. - Name string `json:"name"` + // From The "from" currency symbol. + From string `json:"from"` - // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. - OperatingMic *string `json:"operating_mic,omitempty"` + // InitialAmount The amount to convert. + InitialAmount float64 `json:"initialAmount"` - // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. - ParticipantId *string `json:"participant_id,omitempty"` + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` - // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). - Type string `json:"type"` + // Bid The bid price. + Bid float64 `json:"bid"` - // Url Official website URL of the organization operating the options exchange. - Url *string `json:"url,omitempty"` - } `json:"results"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` - // 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"` + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,omitempty"` // RequestId A request id assigned by the server. RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetOptionsV1Exchanges400Status `json:"status"` + 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 GetOptionsV1Exchanges200Status string -type GetOptionsV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetOptionsV1ExchangesResponse) Status() string { +func (r GetCurrencyConversionResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51200,66 +50382,111 @@ func (r GetOptionsV1ExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsV1ExchangesResponse) StatusCode() int { +func (r GetCurrencyConversionResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilings10KVXSectionsResponse struct { +type DeprecatedGetHistoricCryptoTradesResponse 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"` + // 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"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` - // Results The results for this request. - Results []struct { - // Cik SEC Central Index Key (10 digits, zero-padded). - Cik *string `json:"cik,omitempty"` + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *openapi_types.Date `json:"filing_date,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"` - // FilingUrl SEC URL source for the full filing. - FilingUrl *string `json:"filing_url,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"` - // PeriodEnd Period end date that the filing relates to (formatted as YYYY-MM-DD). - PeriodEnd *openapi_types.Date `json:"period_end,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"` - // Section Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.). - Section *string `json:"section,omitempty"` + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` - // Text Full raw text content of the section, including headers and formatting. - Text *string `json:"text,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // Ticker Stock ticker symbol for the company. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + // 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 The status of this request's response. - Status GetStocksFilings10KVXSections200Status `json:"status"` +// Status returns HTTPResponse.Status +func (r DeprecatedGetHistoricCryptoTradesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + return http.StatusText(0) +} - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// StatusCode returns HTTPResponse.StatusCode +func (r DeprecatedGetHistoricCryptoTradesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} +type DeprecatedGetHistoricForexQuotesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Embedded fields due to inline allOf schema // Status The status of this request's response. - Status GetStocksFilings10KVXSections400Status `json:"status"` + 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"` + + // Map A map for shortened result keys. + Map map[string]interface{} `json:"map"` + + // MsLatency The milliseconds of latency for the query results. + MsLatency int `json:"msLatency"` + + // Pair The currency pair that was evaluated from the request. + Pair string `json:"pair"` + Ticks []struct { + // A The ask price. + A float64 `json:"a"` + + // B The bid price. + B float64 `json:"b"` + + // T The Unix millisecond timestamp for the start 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"` + } `json:"ticks"` } } -type GetStocksFilings10KVXSections200Status string -type GetStocksFilings10KVXSections400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilings10KVXSectionsResponse) Status() string { +func (r DeprecatedGetHistoricForexQuotesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51267,66 +50494,78 @@ func (r GetStocksFilings10KVXSectionsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilings10KVXSectionsResponse) StatusCode() int { +func (r DeprecatedGetHistoricForexQuotesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilings8KVXTextResponse struct { +type GetCryptoEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` + // 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"` - // Cik SEC Central Index Key (10 digits, zero-padded). - Cik *string `json:"cik,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // FilingUrl SEC URL source for the full filing. - FilingUrl *string `json:"filing_url,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // FormType SEC form type (e.g., '8-K', '8-K/A' for amendments). - FormType *string `json:"form_type,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // ItemsText Parsed text content from the 8-K filing, including item numbers and descriptions. - ItemsText *string `json:"items_text,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 Stock ticker symbol for the company. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // 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"` + // 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"` + + // 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 GetStocksFilings8KVXText400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksFilings8KVXText200Status string -type GetStocksFilings8KVXText400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilings8KVXTextResponse) Status() string { +func (r GetCryptoEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51334,105 +50573,78 @@ func (r GetStocksFilings8KVXTextResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilings8KVXTextResponse) StatusCode() int { +func (r GetCryptoEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilingsVX13FResponse struct { +type GetForexEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` - - // Cusip The CUSIP identifier for the held security. - Cusip *string `json:"cusip,omitempty"` + // 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"` - // 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 Direct URL to the filing on the SEC EDGAR website. - FilingUrl *string `json:"filing_url,omitempty"` - - // 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"` - - // InvestmentDiscretion Type of investment discretion. Possible values: SOLE, SHARED, DFND (defined). - InvestmentDiscretion *string `json:"investment_discretion,omitempty"` - - // IssuerName Name of the company whose securities are held. - IssuerName *string `json:"issuer_name,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // MarketValue Market value of the holding in USD. - MarketValue *int64 `json:"market_value,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // OtherManagers List of names of other manager(s) sharing investment discretion over the reported holdings, if applicable. - OtherManagers *[]string `json:"other_managers,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Period The quarter end date that the filing covers (formatted as YYYY-MM-DD). - Period *openapi_types.Date `json:"period,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // 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"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // SharesOrPrincipalAmount Number of shares or principal amount held. - SharesOrPrincipalAmount *int64 `json:"shares_or_principal_amount,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // SharesOrPrincipalType Type of amount reported. Possible values: SH (shares), PRN (principal amount). - SharesOrPrincipalType *string `json:"shares_or_principal_type,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // TitleOfClass Description of the class of securities held (e.g., 'COM', 'CL A'). - TitleOfClass *string `json:"title_of_class,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // VotingAuthorityNone Number of shares with no voting authority. - VotingAuthorityNone *int64 `json:"voting_authority_none,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"` - // VotingAuthorityShared Number of shares with shared voting authority. - VotingAuthorityShared *int64 `json:"voting_authority_shared,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"` - // VotingAuthoritySole Number of shares with sole voting authority. - VotingAuthoritySole *int64 `json:"voting_authority_sole,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 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"` + Status string `json:"status"` } } -type GetStocksFilingsVX13F200Status string -type GetStocksFilingsVX13F400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilingsVX13FResponse) Status() string { +func (r GetForexEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51440,135 +50652,78 @@ func (r GetStocksFilingsVX13FResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilingsVX13FResponse) StatusCode() int { +func (r GetForexEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilingsVXForm3Response struct { +type GetIndicesEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 The results for this request. - Results []struct { - // AccessionNumber Unique SEC accession number for the filing (e.g., '0001209191-25-012345'). - AccessionNumber *string `json:"accession_number,omitempty"` - - // Aff10b5One Whether the transaction was made pursuant to a Rule 10b5-1 trading plan. - Aff10b5One *bool `json:"aff_10b5_one,omitempty"` - - // DateOfOriginalSubmission Date of the original filing submission for amendment filings (3/A). Null for initial filings (formatted as YYYY-MM-DD). - DateOfOriginalSubmission *openapi_types.Date `json:"date_of_original_submission,omitempty"` - - // DirectOrIndirect Whether ownership is direct ('D') or indirect ('I'). - DirectOrIndirect *string `json:"direct_or_indirect,omitempty"` - - // ExerciseDate Date exercisable for derivative securities (formatted as YYYY-MM-DD). - ExerciseDate *openapi_types.Date `json:"exercise_date,omitempty"` - - // ExercisePrice Exercise or conversion price of derivative securities in USD. - ExercisePrice *float64 `json:"exercise_price,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 Direct URL to the filing on the SEC EDGAR website. - FilingUrl *string `json:"filing_url,omitempty"` - - // Footnotes List of footnotes from the filing that are relevant to this row, each with an id and description. - Footnotes *[]struct { - Description *string `json:"description,omitempty"` - Id *string `json:"id,omitempty"` - } `json:"footnotes,omitempty"` - - // FormType SEC form type ('3' for initial filing, '3/A' for amendments). - FormType *string `json:"form_type,omitempty"` - - // IsDirector Whether the reporting owner is a director of the issuer. - IsDirector *bool `json:"is_director,omitempty"` - - // IsOfficer Whether the reporting owner is an officer of the issuer. - IsOfficer *bool `json:"is_officer,omitempty"` - - // IsOther Whether the reporting owner has another relationship with the issuer. - IsOther *bool `json:"is_other,omitempty"` - - // IsTenPercentOwner Whether the reporting owner holds 10% or more of a class of equity securities. - IsTenPercentOwner *bool `json:"is_ten_percent_owner,omitempty"` - - // IssuerCik SEC Central Index Key of the issuer company (10 digits, zero-padded). - IssuerCik *string `json:"issuer_cik,omitempty"` - - // IssuerName Name of the issuer company as reported in the filing. - IssuerName *string `json:"issuer_name,omitempty"` - - // NatureOfOwnership Nature of indirect ownership (e.g., 'By Trust', 'By Spouse'). - NatureOfOwnership *string `json:"nature_of_ownership,omitempty"` - - // NotSubjectToSection16 Whether the reporting owner is not subject to Section 16 of the Securities Exchange Act. - NotSubjectToSection16 *bool `json:"not_subject_to_section_16,omitempty"` + // 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"` - // OfficerTitle Title of the officer, if the reporting owner is an officer. - OfficerTitle *string `json:"officer_title,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // OwnerCik SEC Central Index Key of the reporting owner (10 digits, zero-padded). - OwnerCik *string `json:"owner_cik,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // OwnerName Name of the reporting owner (individual or entity). - OwnerName *string `json:"owner_name,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // PeriodOfReport Date of the event triggering the filing (formatted as YYYY-MM-DD). - PeriodOfReport *openapi_types.Date `json:"period_of_report,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // Remarks Additional remarks included in the filing. - Remarks *string `json:"remarks,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"` - // SecurityTitle Title or description of the security (e.g., 'Common Stock', 'Stock Option'). - SecurityTitle *string `json:"security_title,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // SecurityType Type of security ('non-derivative' or 'derivative'). - SecurityType *string `json:"security_type,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // SharesOwned Number of shares beneficially owned. - SharesOwned *float64 `json:"shares_owned,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Tickers A list of ticker symbols for the issuer company. Multiple symbols may indicate different share classes. - Tickers *[]string `json:"tickers,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"` - // UnderlyingSecurityShares Number of underlying shares for derivative holdings. - UnderlyingSecurityShares *float64 `json:"underlying_security_shares,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"` - // UnderlyingSecurityTitle Title of the underlying security for derivative holdings. - UnderlyingSecurityTitle *string `json:"underlying_security_title,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 GetStocksFilingsVXForm3200Status `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 GetStocksFilingsVXForm3400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksFilingsVXForm3200Status string -type GetStocksFilingsVXForm3400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilingsVXForm3Response) Status() string { +func (r GetIndicesEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51576,168 +50731,78 @@ func (r GetStocksFilingsVXForm3Response) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilingsVXForm3Response) StatusCode() int { +func (r GetIndicesEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilingsVXForm4Response struct { +type GetOptionsEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 The results for this request. - Results []struct { - // AccessionNumber Unique SEC accession number for the filing (e.g., '0001209191-25-012345'). - AccessionNumber *string `json:"accession_number,omitempty"` - - // Aff10b5One Whether the transaction was made pursuant to a Rule 10b5-1 trading plan. - Aff10b5One *bool `json:"aff_10b5_one,omitempty"` - - // DateOfOriginalSubmission Date of the original filing submission for amendment filings (4/A). Null for standard filings (formatted as YYYY-MM-DD). - DateOfOriginalSubmission *openapi_types.Date `json:"date_of_original_submission,omitempty"` - - // DeemedExecutionDate Deemed execution date if different from transaction date (formatted as YYYY-MM-DD). - DeemedExecutionDate *openapi_types.Date `json:"deemed_execution_date,omitempty"` - - // DirectOrIndirect Whether ownership is direct ('D') or indirect ('I'). - DirectOrIndirect *string `json:"direct_or_indirect,omitempty"` - - // EquitySwapInvolved Whether an equity swap was involved in the transaction. - EquitySwapInvolved *bool `json:"equity_swap_involved,omitempty"` - - // ExerciseDate Date exercisable for derivative securities (formatted as YYYY-MM-DD). - ExerciseDate *openapi_types.Date `json:"exercise_date,omitempty"` - - // ExercisePrice Exercise or conversion price of derivative securities in USD. - ExercisePrice *float64 `json:"exercise_price,omitempty"` - - // ExpirationDate Expiration date for derivative securities (formatted as YYYY-MM-DD). - ExpirationDate *openapi_types.Date `json:"expiration_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"` - - // FilingUrl Direct URL to the filing on the SEC EDGAR website. - FilingUrl *string `json:"filing_url,omitempty"` - - // Footnotes List of footnotes from the filing that are relevant to this row, each with an id and description. - Footnotes *[]struct { - Description *string `json:"description,omitempty"` - Id *string `json:"id,omitempty"` - } `json:"footnotes,omitempty"` - - // FormType SEC form type ('4' for standard filing, '4/A' for amendments). - FormType *string `json:"form_type,omitempty"` - - // IsDirector Whether the reporting owner is a director of the issuer. - IsDirector *bool `json:"is_director,omitempty"` - - // IsOfficer Whether the reporting owner is an officer of the issuer. - IsOfficer *bool `json:"is_officer,omitempty"` - - // IsOther Whether the reporting owner has another relationship with the issuer. - IsOther *bool `json:"is_other,omitempty"` - - // IsTenPercentOwner Whether the reporting owner holds 10% or more of a class of equity securities. - IsTenPercentOwner *bool `json:"is_ten_percent_owner,omitempty"` - - // IssuerCik SEC Central Index Key of the issuer company (10 digits, zero-padded). - IssuerCik *string `json:"issuer_cik,omitempty"` - - // IssuerName Name of the issuer company as reported in the filing. - IssuerName *string `json:"issuer_name,omitempty"` - - // NatureOfOwnership Nature of indirect ownership (e.g., 'By Trust', 'By Spouse'). - NatureOfOwnership *string `json:"nature_of_ownership,omitempty"` - - // NotSubjectToSection16 Whether the reporting owner is not subject to Section 16 of the Securities Exchange Act. - NotSubjectToSection16 *bool `json:"not_subject_to_section_16,omitempty"` - - // OfficerTitle Title of the officer, if the reporting owner is an officer. - OfficerTitle *string `json:"officer_title,omitempty"` - - // OwnerCik SEC Central Index Key of the reporting owner (10 digits, zero-padded). - OwnerCik *string `json:"owner_cik,omitempty"` - - // OwnerName Name of the reporting owner (individual or entity). - OwnerName *string `json:"owner_name,omitempty"` - - // PeriodOfReport Date of the event triggering the filing (formatted as YYYY-MM-DD). - PeriodOfReport *openapi_types.Date `json:"period_of_report,omitempty"` - - // RecordType Type of record in the filing (e.g., 'transaction', 'holding'). - RecordType *string `json:"record_type,omitempty"` - - // Remarks Additional remarks included in the filing. - Remarks *string `json:"remarks,omitempty"` - - // SecurityTitle Title or description of the security (e.g., 'Common Stock', 'Stock Option'). - SecurityTitle *string `json:"security_title,omitempty"` - - // SecurityType Type of security ('non-derivative' or 'derivative'). - SecurityType *string `json:"security_type,omitempty"` + // 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"` - // SharesOwnedFollowingTransaction Total shares beneficially owned after the transaction. - SharesOwnedFollowingTransaction *float64 `json:"shares_owned_following_transaction,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // Tickers A list of ticker symbols for the issuer company. Multiple symbols may indicate different share classes. - Tickers *[]string `json:"tickers,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // TransactionAcquiredDisposed Whether shares were acquired ('A') or disposed of ('D'). - TransactionAcquiredDisposed *string `json:"transaction_acquired_disposed,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // TransactionCode SEC transaction code indicating the type of transaction (e.g., 'P' for purchase, 'S' for sale, 'A' for grant/award, 'M' for exercise/conversion). - TransactionCode *string `json:"transaction_code,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // TransactionDate Date of the transaction (formatted as YYYY-MM-DD). - TransactionDate *openapi_types.Date `json:"transaction_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"` - // TransactionPricePerShare Price per share of the transaction in USD. - TransactionPricePerShare *float64 `json:"transaction_price_per_share,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // TransactionShares Number of shares involved in the transaction. - TransactionShares *float64 `json:"transaction_shares,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // TransactionTimeliness Timeliness of the filing: 'O' (on time) or 'L' (late). - TransactionTimeliness *string `json:"transaction_timeliness,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // TransactionValue Total value of the transaction in USD (transaction_shares x transaction_price_per_share). Null when shares or price is not reported. - TransactionValue *float64 `json:"transaction_value,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"` - // UnderlyingSecurityShares Number of underlying shares for derivative transactions. - UnderlyingSecurityShares *float64 `json:"underlying_security_shares,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"` - // UnderlyingSecurityTitle Title of the underlying security for derivative transactions. - UnderlyingSecurityTitle *string `json:"underlying_security_title,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 GetStocksFilingsVXForm4200Status `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 GetStocksFilingsVXForm4400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksFilingsVXForm4200Status string -type GetStocksFilingsVXForm4400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilingsVXForm4Response) Status() string { +func (r GetOptionsEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51745,66 +50810,78 @@ func (r GetStocksFilingsVXForm4Response) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilingsVXForm4Response) StatusCode() int { +func (r GetOptionsEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilingsVXIndexResponse struct { +type GetStocksEMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` + // 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"` - // Cik SEC Central Index Key (CIK) identifying the filing entity. - Cik *string `json:"cik,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // FilingUrl Direct URL to the filing on the SEC EDGAR website. - FilingUrl *string `json:"filing_url,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // FormType SEC form type (e.g., '10-K', '10-Q', '8-K', 'S-1', '4', etc.). - FormType *string `json:"form_type,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // IssuerName Name of the company or entity that submitted the filing. - IssuerName *string `json:"issuer_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"` - // Ticker Stock ticker symbol for the filing entity, if available. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // 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"` + // 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"` + + // 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 GetStocksFilingsVXIndex400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksFilingsVXIndex200Status string -type GetStocksFilingsVXIndex400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilingsVXIndexResponse) Status() string { +func (r GetStocksEMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51812,66 +50889,84 @@ func (r GetStocksFilingsVXIndexResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilingsVXIndexResponse) StatusCode() int { +func (r GetStocksEMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFilingsVXRiskFactorsResponse struct { +type GetCryptoMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 The results for this request. - Results []struct { - // Cik SEC Central Index Key (10 digits, zero-padded). - Cik *string `json:"cik,omitempty"` + // 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"` - // FilingDate Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD). - FilingDate *string `json:"filing_date,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // PrimaryCategory Top-level risk category - PrimaryCategory *string `json:"primary_category,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // SecondaryCategory Mid-level risk category - SecondaryCategory *string `json:"secondary_category,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // SupportingText Snippet of text to support the given label - SupportingText *string `json:"supporting_text,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // TertiaryCategory Most specific risk classification - TertiaryCategory *string `json:"tertiary_category,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 Stock ticker symbol for the company. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // 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"` + // 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"` + + // 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 GetStocksFilingsVXRiskFactors400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksFilingsVXRiskFactors200Status string -type GetStocksFilingsVXRiskFactors400Status string // Status returns HTTPResponse.Status -func (r GetStocksFilingsVXRiskFactorsResponse) Status() string { +func (r GetCryptoMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -51879,159 +50974,169 @@ func (r GetStocksFilingsVXRiskFactorsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFilingsVXRiskFactorsResponse) StatusCode() int { +func (r GetCryptoMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1BalanceSheetsResponse struct { +type GetForexMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` + // 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"` - // CommitmentsAndContingencies Disclosed amount related to contractual commitments and potential liabilities that may arise from uncertain future events. - CommitmentsAndContingencies *float64 `json:"commitments_and_contingencies,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // CommonStock Par or stated value of common shares outstanding representing basic ownership in the company. - CommonStock *float64 `json:"common_stock,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // DebtCurrent Short-term borrowings and the current portion of long-term debt due within one year. - DebtCurrent *float64 `json:"debt_current,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // DeferredRevenueCurrent Customer payments received in advance for goods or services to be delivered within one year. - DeferredRevenueCurrent *float64 `json:"deferred_revenue_current,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // FilingDate The date when the financial statement was filed with the SEC. - 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"` - // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. - FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // FiscalYear The fiscal year for the reporting period. - FiscalYear *float64 `json:"fiscal_year,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Goodwill Intangible asset representing the excess of purchase price over fair value of net assets acquired in business combinations. - Goodwill *float64 `json:"goodwill,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // IntangibleAssetsNet Intangible assets other than goodwill, including patents, trademarks, and customer relationships, net of accumulated amortization. - IntangibleAssetsNet *float64 `json:"intangible_assets_net,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"` - // Inventories Raw materials, work-in-process, and finished goods held for sale in the ordinary course of business. - Inventories *float64 `json:"inventories,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"` - // 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"` + // 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"` - // NoncontrollingInterest Equity in consolidated subsidiaries not owned by the parent company, representing minority shareholders' ownership. - NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,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"` + // 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"` - // 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"` + // Status The status of this request's response. + Status string `json:"status"` + } +} - // OtherEquity Equity components not classified elsewhere in shareholders' equity. - OtherEquity *float64 `json:"other_equity,omitempty"` +// Status returns HTTPResponse.Status +func (r GetForexMACDResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // 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"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexMACDResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // 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"` +type GetIndicesMACDResponse 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"` - // PreferredStock Par or stated value of preferred shares outstanding with preferential rights over common stock. - PreferredStock *float64 `json:"preferred_stock,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // PropertyPlantEquipmentNet Tangible fixed assets used in operations, reported net of accumulated depreciation. - PropertyPlantEquipmentNet *float64 `json:"property_plant_equipment_net,omitempty"` + // 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"` - // 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"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // RetainedEarningsDeficit Cumulative net income earned by the company less dividends paid to shareholders since inception. - RetainedEarningsDeficit *float64 `json:"retained_earnings_deficit,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // 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"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // 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"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // Timeframe The reporting period type. Possible values include: quarterly, annual. - Timeframe string `json:"timeframe"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // TotalAssets Sum of all current and non-current assets representing everything the company owns or controls. - TotalAssets *float64 `json:"total_assets,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // 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"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // TotalCurrentLiabilities Sum of all liabilities expected to be settled within one year. - TotalCurrentLiabilities *float64 `json:"total_current_liabilities,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // TotalEquity Sum of all equity components representing shareholders' total ownership interest in the company. - TotalEquity *float64 `json:"total_equity,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"` - // TotalEquityAttributableToParent Total shareholders' equity attributable to the parent company, excluding noncontrolling interests. - TotalEquityAttributableToParent *float64 `json:"total_equity_attributable_to_parent,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"` - // TotalLiabilities Sum of all current and non-current liabilities representing everything the company owes. - TotalLiabilities *float64 `json:"total_liabilities,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"` - // 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"` + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,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"` + // 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 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"` + Status string `json:"status"` } } -type GetStocksFinancialsV1BalanceSheets200Status string -type GetStocksFinancialsV1BalanceSheets400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1BalanceSheetsResponse) Status() string { +func (r GetIndicesMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52039,141 +51144,169 @@ func (r GetStocksFinancialsV1BalanceSheetsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1BalanceSheetsResponse) StatusCode() int { +func (r GetIndicesMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1CashFlowStatementsResponse struct { +type GetOptionsMACDResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` + // 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"` - // 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"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // 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"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // DepreciationDepletionAndAmortization Non-cash charges for the reduction in value of tangible and intangible assets over time. - DepreciationDepletionAndAmortization *float64 `json:"depreciation_depletion_and_amortization,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Dividends Cash payments to shareholders in the form of dividends, typically reported as negative values. - Dividends *float64 `json:"dividends,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // 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"` + // 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 The date when the financial statement was filed with the SEC. - FilingDate *openapi_types.Date `json:"filing_date,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // FiscalQuarter The fiscal quarter number (1, 2, 3, or 4) for the reporting period. - FiscalQuarter *float64 `json:"fiscal_quarter,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // FiscalYear The fiscal year for the reporting period. - FiscalYear *float64 `json:"fiscal_year,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // IncomeLossFromDiscontinuedOperations After-tax income or loss from business operations that have been discontinued. - IncomeLossFromDiscontinuedOperations *float64 `json:"income_loss_from_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"` - // LongTermDebtIssuancesRepayments Net cash flows from issuing or repaying long-term debt obligations. - LongTermDebtIssuancesRepayments *float64 `json:"long_term_debt_issuances_repayments,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"` - // 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"` + // 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"` - // NetCashFromFinancingActivitiesContinuingOperations Cash flows from financing activities of continuing operations before discontinued operations. - NetCashFromFinancingActivitiesContinuingOperations *float64 `json:"net_cash_from_financing_activities_continuing_operations,omitempty"` + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // NetCashFromFinancingActivitiesDiscontinuedOperations Cash flows from financing activities of discontinued business segments. - NetCashFromFinancingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_financing_activities_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"` + } `json:"results"` - // 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"` + // Status The status of this request's response. + Status string `json:"status"` + } +} - // NetCashFromInvestingActivitiesContinuingOperations Cash flows from investing activities of continuing operations before discontinued operations. - NetCashFromInvestingActivitiesContinuingOperations *float64 `json:"net_cash_from_investing_activities_continuing_operations,omitempty"` +// Status returns HTTPResponse.Status +func (r GetOptionsMACDResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // NetCashFromInvestingActivitiesDiscontinuedOperations Cash flows from investing activities of discontinued business segments. - NetCashFromInvestingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_investing_activities_discontinued_operations,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsMACDResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // 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"` +type GetStocksMACDResponse 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"` - // NetCashFromOperatingActivitiesDiscontinuedOperations Cash flows from operating activities of discontinued business segments. - NetCashFromOperatingActivitiesDiscontinuedOperations *float64 `json:"net_cash_from_operating_activities_discontinued_operations,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // NetIncome Net income used as the starting point for operating cash flow calculations. - NetIncome *float64 `json:"net_income,omitempty"` + // 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"` - // NoncontrollingInterests Cash flows related to minority shareholders in consolidated subsidiaries. - NoncontrollingInterests *float64 `json:"noncontrolling_interests,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // OtherCashAdjustments Other miscellaneous adjustments to cash flows not classified elsewhere. - OtherCashAdjustments *float64 `json:"other_cash_adjustments,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // OtherFinancingActivities Cash flows from financing activities not classified elsewhere, including share repurchases and other equity transactions. - OtherFinancingActivities *float64 `json:"other_financing_activities,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // OtherInvestingActivities Cash flows from investing activities not classified elsewhere, including acquisitions, divestitures, and investments. - OtherInvestingActivities *float64 `json:"other_investing_activities,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // OtherOperatingActivities Other adjustments to reconcile net income to operating cash flow not classified elsewhere. - OtherOperatingActivities *float64 `json:"other_operating_activities,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 (formatted as YYYY-MM-DD). - PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // PurchaseOfPropertyPlantAndEquipment Cash outflows for capital expenditures on fixed assets, typically reported as negative values. - PurchaseOfPropertyPlantAndEquipment *float64 `json:"purchase_of_property_plant_and_equipment,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // SaleOfPropertyPlantAndEquipment Cash inflows from disposing of fixed assets, typically reported as positive values. - SaleOfPropertyPlantAndEquipment *float64 `json:"sale_of_property_plant_and_equipment,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // ShortTermDebtIssuancesRepayments Net cash flows from issuing or repaying short-term debt obligations. - ShortTermDebtIssuancesRepayments *float64 `json:"short_term_debt_issuances_repayments,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"` - // 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"` + // 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"` - // Timeframe The reporting period type. Possible values include: quarterly, annual, trailing_twelve_months. - Timeframe *string `json:"timeframe,omitempty"` - } `json:"results"` + // 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"` - // Status The status of this request's response. - Status GetStocksFinancialsV1CashFlowStatements200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. + Timestamp *int64 `json:"timestamp,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // 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 GetStocksFinancialsV1CashFlowStatements400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksFinancialsV1CashFlowStatements200Status string -type GetStocksFinancialsV1CashFlowStatements400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1CashFlowStatementsResponse) Status() string { +func (r GetStocksMACDResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52181,147 +51314,78 @@ func (r GetStocksFinancialsV1CashFlowStatementsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1CashFlowStatementsResponse) StatusCode() int { +func (r GetStocksMACDResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1IncomeStatementsResponse struct { +type GetCryptoRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` + // 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"` - // 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"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // 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"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // ConsolidatedNetIncomeLoss Total net income or loss for the consolidated entity including all subsidiaries. - ConsolidatedNetIncomeLoss *float64 `json:"consolidated_net_income_loss,omitempty"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // 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"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // DepreciationDepletionAmortization Non-cash expenses representing the allocation of asset costs over their useful lives. - DepreciationDepletionAmortization *float64 `json:"depreciation_depletion_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"` - // 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"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // 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"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // DiscontinuedOperations After-tax results from business segments that have been or will be disposed of. - DiscontinuedOperations *float64 `json:"discontinued_operations,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Ebitda Earnings before interest, taxes, depreciation, and amortization, a measure of operating performance. - Ebitda *float64 `json:"ebitda,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"` - // EquityInAffiliates The company's share of income or losses from equity method investments in affiliated companies. - EquityInAffiliates *float64 `json:"equity_in_affiliates,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"` - // ExtraordinaryItems Unusual and infrequent gains or losses that are both unusual in nature and infrequent in occurrence. - ExtraordinaryItems *float64 `json:"extraordinary_items,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"` - - // GrossProfit Revenue minus cost of revenue, representing profit before operating expenses. - GrossProfit *float64 `json:"gross_profit,omitempty"` - - // IncomeBeforeIncomeTaxes Pre-tax income calculated as operating income plus total other income/expense. - IncomeBeforeIncomeTaxes *float64 `json:"income_before_income_taxes,omitempty"` - - // IncomeTaxes Income tax expense or benefit for the period. - IncomeTaxes *float64 `json:"income_taxes,omitempty"` - - // InterestExpense Cost of borrowed funds, including interest on debt and other financing obligations. - InterestExpense *float64 `json:"interest_expense,omitempty"` - - // InterestIncome Income earned from interest-bearing investments and cash equivalents. - InterestIncome *float64 `json:"interest_income,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"` - - // NoncontrollingInterest The portion of net income attributable to minority shareholders in consolidated subsidiaries. - NoncontrollingInterest *float64 `json:"noncontrolling_interest,omitempty"` - - // OperatingIncome Income from operations calculated as gross profit minus total operating expenses, excluding non-operating items. - OperatingIncome *float64 `json:"operating_income,omitempty"` - - // OtherIncomeExpense Non-operating income and expenses not related to the company's core business operations. - OtherIncomeExpense *float64 `json:"other_income_expense,omitempty"` - - // OtherOperatingExpenses Operating expenses not classified in the main expense categories. - OtherOperatingExpenses *float64 `json:"other_operating_expenses,omitempty"` - - // PeriodEnd The last date of the reporting period (formatted as YYYY-MM-DD). - PeriodEnd *openapi_types.Date `json:"period_end,omitempty"` - - // PreferredStockDividendsDeclared Dividends declared on preferred stock during the period. - PreferredStockDividendsDeclared *float64 `json:"preferred_stock_dividends_declared,omitempty"` - - // ResearchDevelopment Expenses incurred for research and development activities to create new products or improve existing ones. - ResearchDevelopment *float64 `json:"research_development,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"` + // 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 GetStocksFinancialsV1IncomeStatements400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksFinancialsV1IncomeStatements200Status string -type GetStocksFinancialsV1IncomeStatements400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1IncomeStatementsResponse) Status() string { +func (r GetCryptoRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52329,114 +51393,78 @@ func (r GetStocksFinancialsV1IncomeStatementsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1IncomeStatementsResponse) StatusCode() int { +func (r GetCryptoRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksFinancialsV1RatiosResponse struct { +type GetForexRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` - - // 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"` - - // Cik Central Index Key (CIK) number assigned by the SEC to identify the company. - Cik *string `json:"cik,omitempty"` - - // Current Current ratio, calculated as total current assets divided by total current liabilities, measuring short-term liquidity. - 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"` - - // 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"` - - // 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"` - - // EarningsPerShare Earnings per share, calculated as net income available to common shareholders divided by weighted shares outstanding. - EarningsPerShare *float64 `json:"earnings_per_share,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"` - - // 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"` - - // 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"` - - // 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"` + // 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"` - // MarketCap Market capitalization, calculated as stock price multiplied by total shares outstanding. - MarketCap *float64 `json:"market_cap,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // Price Stock price used in ratio calculations, typically the closing price for the given date. - Price *float64 `json:"price,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // 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"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // 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"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // 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"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,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"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // 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"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Quick Quick ratio (acid-test ratio), calculated as (current assets minus inventories) divided by current liabilities, measuring immediate liquidity. - Quick *float64 `json:"quick,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,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"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,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"` + // 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"` - // Ticker Stock ticker symbol for the company. - Ticker string `json:"ticker"` + // 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 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"` + Status string `json:"status"` } } -type GetStocksFinancialsV1Ratios200Status string -type GetStocksFinancialsV1Ratios400Status string // Status returns HTTPResponse.Status -func (r GetStocksFinancialsV1RatiosResponse) Status() string { +func (r GetForexRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52444,60 +51472,78 @@ func (r GetStocksFinancialsV1RatiosResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksFinancialsV1RatiosResponse) StatusCode() int { +func (r GetForexRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksTaxonomiesVXRiskFactorsResponse struct { +type GetIndicesRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` + // 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"` - // PrimaryCategory Top-level risk category - PrimaryCategory *string `json:"primary_category,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // SecondaryCategory Mid-level risk category - SecondaryCategory *string `json:"secondary_category,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // Taxonomy Version identifier (e.g., '1.0', '1.1') for the taxonomy - Taxonomy float64 `json:"taxonomy"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // TertiaryCategory Most specific risk classification - TertiaryCategory *string `json:"tertiary_category,omitempty"` - } `json:"results"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // 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"` + // 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"` + // 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 GetStocksTaxonomiesVXRiskFactors400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksTaxonomiesVXRiskFactors200Status string -type GetStocksTaxonomiesVXRiskFactors400Status string // Status returns HTTPResponse.Status -func (r GetStocksTaxonomiesVXRiskFactorsResponse) Status() string { +func (r GetIndicesRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52505,81 +51551,78 @@ func (r GetStocksTaxonomiesVXRiskFactorsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksTaxonomiesVXRiskFactorsResponse) StatusCode() int { +func (r GetIndicesRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1DividendsResponse struct { +type GetOptionsRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 The results for this request. - Results []struct { - // CashAmount Original dividend amount per share in the specified currency - CashAmount *float64 `json:"cash_amount,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"` - // Currency Currency code for the dividend payment (e.g., USD, CAD) - Currency *string `json:"currency,omitempty"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // DeclarationDate Date when the company officially announced the dividend - DeclarationDate *openapi_types.Date `json:"declaration_date,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // 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"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // ExDividendDate Date when the stock begins trading without the dividend value - ExDividendDate *openapi_types.Date `json:"ex_dividend_date,omitempty"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // 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"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,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"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // Id Unique identifier for each dividend record - Id *string `json:"id,omitempty"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // PayDate Date when the dividend payment is distributed to shareholders - PayDate *openapi_types.Date `json:"pay_date,omitempty"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // RecordDate Date when shareholders must be on record to be eligible for the dividend payment - RecordDate *openapi_types.Date `json:"record_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"` - // 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"` + // 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"` - // Ticker Stock symbol for the company issuing the dividend - 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"` } `json:"results"` // 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"` - - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` - - // Status The status of this request's response. - Status GetStocksV1Dividends400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksV1Dividends200Status string -type GetStocksV1Dividends400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1DividendsResponse) Status() string { +func (r GetOptionsRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52587,72 +51630,78 @@ func (r GetStocksV1DividendsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1DividendsResponse) StatusCode() int { +func (r GetOptionsRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1ExchangesResponse struct { +type GetStocksRSIResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 The results for this request. - Results []struct { - // Acronym Short acronym or abbreviation (may be null for some venues). - Acronym *string `json:"acronym,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"` - // Id Numeric identifier for the trading venue or exchange. - Id string `json:"id"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // Locale Geographic location code. - Locale *string `json:"locale,omitempty"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // 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"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Name Full official name of the exchange, trading venue, or reporting facility. - Name string `json:"name"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // OperatingMic Operating Market Identifier Code - identifies the specific operating entity or parent organization. - OperatingMic *string `json:"operating_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"` - // ParticipantId Single-character participant identifier used in market data feeds and trade reporting. - ParticipantId *string `json:"participant_id,omitempty"` + // T The Unix Msec timestamp for the start of the aggregate window. + Timestamp float32 `json:"t"` - // 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"` + // V The trading volume of the symbol in the given time period. + V float32 `json:"v"` - // Url Official website URL of the organization operating the venue. - Url *string `json:"url,omitempty"` - } `json:"results"` + // Vw The volume weighted average price. + Vw float32 `json:"vw"` + } `json:"aggregates,omitempty"` - // Status The status of this request's response. - Status GetStocksV1Exchanges200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // Url The URL which can be used to request the underlying aggregates used in this request. + Url *string `json:"url,omitempty"` + } `json:"underlying,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // 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 GetStocksV1Exchanges400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksV1Exchanges200Status string -type GetStocksV1Exchanges400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1ExchangesResponse) Status() string { +func (r GetStocksRSIResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52660,60 +51709,78 @@ func (r GetStocksV1ExchangesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1ExchangesResponse) StatusCode() int { +func (r GetStocksRSIResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1ShortInterestResponse struct { +type GetCryptoSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // NextUrl If present, this value can be used to fetch the next page. + // 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 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"` + // 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"` - // 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"` + // H The highest price for the symbol in the given time period. + H float32 `json:"h"` - // 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"` + // L The lowest price for the symbol in the given time period. + L float32 `json:"l"` - // 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"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // Ticker The primary ticker symbol for the stock. - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` + // O The open price for the symbol in the given time period. + O float32 `json:"o"` - // Status The status of this request's response. - Status GetStocksV1ShortInterest200Status `json:"status"` - } - JSON400 *struct { - // Error A message describing the source of the error. - Error string `json:"error"` + // 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"` + // 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 GetStocksV1ShortInterest400Status `json:"status"` + Status string `json:"status"` } } -type GetStocksV1ShortInterest200Status string -type GetStocksV1ShortInterest400Status string // Status returns HTTPResponse.Status -func (r GetStocksV1ShortInterestResponse) Status() string { +func (r GetCryptoSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -52721,479 +51788,14 @@ func (r GetStocksV1ShortInterestResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1ShortInterestResponse) StatusCode() int { +func (r GetCryptoSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksV1ShortVolumeResponse 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 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"` - - // AdfShortVolumeExempt Short volume reported via ADF that was marked as exempt. - 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"` - - // ExemptVolume Portion of short volume that was marked as exempt from regulation SHO. - ExemptVolume *float64 `json:"exempt_volume,omitempty"` - - // NasdaqCarteretShortVolume Short volume reported from Nasdaq's Carteret facility, excluding exempt volume. - NasdaqCarteretShortVolume *int64 `json:"nasdaq_carteret_short_volume,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 GetStocksV1ShortVolume200Status `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 GetStocksV1ShortVolume400Status `json:"status"` - } -} -type GetStocksV1ShortVolume200Status string -type GetStocksV1ShortVolume400Status string - -// Status returns HTTPResponse.Status -func (r GetStocksV1ShortVolumeResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1ShortVolumeResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type GetStocksV1SplitsResponse 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 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"` - - // ExecutionDate Date when the stock split was applied and shares adjusted - ExecutionDate *openapi_types.Date `json:"execution_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"` - - // Id Unique identifier for each stock split event - Id *string `json:"id,omitempty"` - - // SplitFrom Denominator of the split ratio (old shares) - SplitFrom *float64 `json:"split_from,omitempty"` - - // SplitTo Numerator of the split ratio (new shares) - SplitTo *float64 `json:"split_to,omitempty"` - - // Ticker Stock symbol for the company that executed the split - Ticker *string `json:"ticker,omitempty"` - } `json:"results"` - - // Status The status of this request's response. - Status GetStocksV1Splits200Status `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 GetStocksV1Splits400Status `json:"status"` - } -} -type GetStocksV1Splits200Status string -type GetStocksV1Splits400Status string - -// Status returns HTTPResponse.Status -func (r GetStocksV1SplitsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetStocksV1SplitsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -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"` - - // 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 GetStocksVXFloat200Status `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 GetStocksVXFloat400Status `json:"status"` - } -} -type GetStocksVXFloat200Status string -type GetStocksVXFloat400Status string - -// Status returns HTTPResponse.Status -func (r GetStocksVXFloatResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetStocksVXFloatResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -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 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"` - - // Name Name or title of the event. - 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"` - - // TmxCompanyId Unique numeric identifier for the company used by TMX. - TmxCompanyId *int64 `json:"tmx_company_id,omitempty"` - - // TmxRecordId The unique alphanumeric identifier for the event record used by TMX. - TmxRecordId *string `json:"tmx_record_id,omitempty"` - - // TradingVenue MIC (Market Identifier Code) of the exchange where the company's stock is listed. - 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"` - } - 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 GetTmxV1CorporateEvents400Status `json:"status"` - } -} -type GetTmxV1CorporateEvents200Status string -type GetTmxV1CorporateEvents400Status string - -// Status returns HTTPResponse.Status -func (r GetTmxV1CorporateEventsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetTmxV1CorporateEventsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type GetCurrencyConversionResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // Converted The result of the conversion. - Converted float64 `json:"converted"` - - // From The "from" currency symbol. - From string `json:"from"` - - // InitialAmount The amount to convert. - InitialAmount float64 `json:"initialAmount"` - - // Last Contains the requested quote data for the specified forex currency pair. - Last *struct { - // Ask The ask price. - Ask float64 `json:"ask"` - - // Bid The bid price. - Bid float64 `json:"bid"` - - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` - - // Timestamp The Unix millisecond timestamp. - Timestamp int `json:"timestamp"` - } `json:"last,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"` - } -} - -// Status returns HTTPResponse.Status -func (r GetCurrencyConversionResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetCurrencyConversionResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type DeprecatedGetHistoricCryptoTradesResponse 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"` - - // Map A map for shortened result keys. - Map map[string]interface{} `json:"map"` - - // MsLatency The milliseconds of latency for the query results. - MsLatency int `json:"msLatency"` - - // 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"` - - // 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 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"` - - // 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 DeprecatedGetHistoricCryptoTradesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricCryptoTradesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type DeprecatedGetHistoricForexQuotesResponse 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"` - - // Map A map for shortened result keys. - Map map[string]interface{} `json:"map"` - - // MsLatency The milliseconds of latency for the query results. - MsLatency int `json:"msLatency"` - - // Pair The currency pair that was evaluated from the request. - Pair string `json:"pair"` - Ticks []struct { - // A The ask price. - A float64 `json:"a"` - - // B The bid price. - B float64 `json:"b"` - - // T The Unix millisecond timestamp for the start 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"` - } `json:"ticks"` - } -} - -// Status returns HTTPResponse.Status -func (r DeprecatedGetHistoricForexQuotesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricForexQuotesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type GetCryptoEMAResponse struct { +type GetForexSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -53203,7 +51805,7 @@ type GetCryptoEMAResponse struct { // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. + // Results The results of the SMA indicator calculation. Results struct { // Underlying The underlying aggregates used. Underlying *struct { @@ -53257,7 +51859,7 @@ type GetCryptoEMAResponse struct { } // Status returns HTTPResponse.Status -func (r GetCryptoEMAResponse) Status() string { +func (r GetForexSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53265,14 +51867,14 @@ func (r GetCryptoEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoEMAResponse) StatusCode() int { +func (r GetForexSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexEMAResponse struct { +type GetIndicesSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -53282,7 +51884,7 @@ type GetForexEMAResponse struct { // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. + // Results The results of the SMA indicator calculation. Results struct { // Underlying The underlying aggregates used. Underlying *struct { @@ -53336,7 +51938,7 @@ type GetForexEMAResponse struct { } // Status returns HTTPResponse.Status -func (r GetForexEMAResponse) Status() string { +func (r GetIndicesSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53344,14 +51946,14 @@ func (r GetForexEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexEMAResponse) StatusCode() int { +func (r GetIndicesSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesEMAResponse struct { +type GetOptionsSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -53361,7 +51963,7 @@ type GetIndicesEMAResponse struct { // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. + // Results The results of the SMA indicator calculation. Results struct { // Underlying The underlying aggregates used. Underlying *struct { @@ -53415,7 +52017,7 @@ type GetIndicesEMAResponse struct { } // Status returns HTTPResponse.Status -func (r GetIndicesEMAResponse) Status() string { +func (r GetOptionsSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53423,14 +52025,14 @@ func (r GetIndicesEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesEMAResponse) StatusCode() int { +func (r GetOptionsSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsEMAResponse struct { +type GetStocksSMAResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -53440,7 +52042,7 @@ type GetOptionsEMAResponse struct { // RequestId A request id assigned by the server. RequestId string `json:"request_id"` - // Results The results of the EMA indicator calculation. + // Results The results of the SMA indicator calculation. Results struct { // Underlying The underlying aggregates used. Underlying *struct { @@ -53494,7 +52096,7 @@ type GetOptionsEMAResponse struct { } // Status returns HTTPResponse.Status -func (r GetOptionsEMAResponse) Status() string { +func (r GetStocksSMAResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53502,78 +52104,51 @@ func (r GetOptionsEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsEMAResponse) StatusCode() int { +func (r GetStocksSMAResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksEMAResponse struct { +type GetLastCryptoTradeResponse 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"` + // Last Contains the requested trade data for the specified cryptocurrency pair. + Last *struct { + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // Exchange The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + Exchange int `json:"exchange"` - // 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"` - - // 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"` + // 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"` - // 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 size of a trade (also known as volume). + Size float64 `json:"size"` - // 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"` + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,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"` + // 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 returns HTTPResponse.Status -func (r GetStocksEMAResponse) Status() string { +func (r GetLastCryptoTradeResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53581,84 +52156,45 @@ func (r GetStocksEMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksEMAResponse) StatusCode() int { +func (r GetLastCryptoTradeResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoMACDResponse struct { +type GetLastCurrencyQuoteResponse 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 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"` - - // 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"` + // Last Contains the requested quote data for the specified forex currency pair. + Last *struct { + // Ask The ask price. + Ask float64 `json:"ask"` - // 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 bid price. + Bid float64 `json:"bid"` - // 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"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Timestamp The Unix millisecond timestamp. + Timestamp int `json:"timestamp"` + } `json:"last,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"` + // 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 returns HTTPResponse.Status -func (r GetCryptoMACDResponse) Status() string { +func (r GetLastCurrencyQuoteResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53666,84 +52202,87 @@ func (r GetCryptoMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoMACDResponse) StatusCode() int { +func (r GetLastCurrencyQuoteResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexMACDResponse struct { +type GetMarketStatusResponse 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"` + // AfterHours Whether or not the market is in post-market hours. + AfterHours *bool `json:"afterHours,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // Currencies Contains the status of various currency markets. + Currencies *struct { + // Crypto The status of the crypto market. + Crypto *string `json:"crypto,omitempty"` - // 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"` + // Fx The status of the forex market. + Fx *string `json:"fx,omitempty"` + } `json:"currencies,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // EarlyHours Whether or not the market is in pre-market hours. + EarlyHours *bool `json:"earlyHours,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // 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"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // Nyse The status of the NYSE market. + Nyse *string `json:"nyse,omitempty"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // Otc The status of the OTC market. + Otc *string `json:"otc,omitempty"` + } `json:"exchanges,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"` + // 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 Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // Cgi The status of Cboe Global Indices ("CGI") trading hours. + Cgi *string `json:"cgi,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // DowJones The status of Dow Jones indices trading hours + DowJones *string `json:"dow_jones,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // FtseRussell The status of Financial Times Stock Exchange Group ("FTSE") Russell indices trading hours. + FtseRussell *string `json:"ftse_russell,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"` + // Msci The status of Morgan Stanley Capital International ("MSCI") indices trading hours. + Msci *string `json:"msci,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"` + // Mstar The status of Morningstar ("MSTAR") indices trading hours. + Mstar *string `json:"mstar,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"` + // Mstarc The status of Morningstar Customer ("MSTARC") indices trading hours. + Mstarc *string `json:"mstarc,omitempty"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Nasdaq The status of National Association of Securities Dealers Automated Quotations ("Nasdaq") indices trading hours. + Nasdaq *string `json:"nasdaq,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"` + // SAndP The status of Standard & Poor's ("S&P") indices trading hours. + SAndP *string `json:"s_and_p,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` + // SocieteGenerale The status of Societe Generale indices trading hours. + SocieteGenerale *string `json:"societe_generale,omitempty"` + } `json:"indicesGroups,omitempty"` + + // Market The status of the market as a whole. + Market *string `json:"market,omitempty"` + + // ServerTime The current time of the server, returned as a date-time in RFC3339 format. + ServerTime *string `json:"serverTime,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetForexMACDResponse) Status() string { +func (r GetMarketStatusResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53751,84 +52290,39 @@ func (r GetForexMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexMACDResponse) StatusCode() int { +func (r GetMarketStatusResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesMACDResponse struct { +type GetMarketHolidaysResponse 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 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"` - - // 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"` + JSON200 *[]struct { + // Close The market close time on the holiday (if it's not closed). + Close *string `json:"close,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"` + // Date The date of the holiday. + Date *string `json:"date,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"` + // Exchange Which market the record is for. + Exchange *string `json:"exchange,omitempty"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Name The name of the holiday. + Name *string `json:"name,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"` + // Open The market open time on the holiday (if it's not closed). + Open *string `json:"open,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` + // Status The status of the market on the holiday. + Status *string `json:"status,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetIndicesMACDResponse) Status() string { +func (r GetMarketHolidaysResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53836,84 +52330,90 @@ func (r GetIndicesMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesMACDResponse) StatusCode() int { +func (r GetMarketHolidaysResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsMACDResponse struct { +type GetCryptoOpenCloseResponse 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"` + // 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"` + // ClosingTrades An array of results containing the requested data. + ClosingTrades []struct { + // C A list of condition codes. + C []int `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"` + // 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"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // 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"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` - // 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"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"closingTrades"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // Day The date requested. + Day openapi_types.Date `json:"day"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // IsUTC Whether or not the timestamps are in UTC timezone. + IsUTC bool `json:"isUTC"` - // V The trading volume of the symbol in the given time period. - V float32 `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 float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // OpenTrades An array of results containing the requested data. + OpenTrades []struct { + // C A list of condition codes. + C []int `json:"c"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,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"` - // 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"` + // 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"` - // 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"` + // S The size of a trade (also known as volume). + BidSize float64 `json:"s"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // 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"` + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"openTrades"` - // 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 returns HTTPResponse.Status -func (r GetOptionsMACDResponse) Status() string { +func (r GetCryptoOpenCloseResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -53921,84 +52421,48 @@ func (r GetOptionsMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsMACDResponse) StatusCode() int { +func (r GetCryptoOpenCloseResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksMACDResponse struct { +type GetIndicesOpenCloseResponse 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 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"` - - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // AfterHours The close value of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Close The close value for the symbol in the given time period. + Close float64 `json:"close"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // From The requested date. + From openapi_types.Date `json:"from"` - // 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"` + // High The highest value for the symbol in the given time period. + High float64 `json:"high"` - // 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"` + // Low The lowest value for the symbol in the given time period. + Low float64 `json:"low"` - // Timestamp The Unix Msec timestamp from the last aggregate used in this calculation. - Timestamp *int64 `json:"timestamp,omitempty"` + // Open The open value for the symbol in the given time period. + Open float64 `json:"open"` - // 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"` + // PreMarket The open value of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` // Status The status of this request's response. Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` } } // Status returns HTTPResponse.Status -func (r GetStocksMACDResponse) Status() string { +func (r GetIndicesOpenCloseResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54006,78 +52470,54 @@ func (r GetStocksMACDResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksMACDResponse) StatusCode() int { +func (r GetIndicesOpenCloseResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoRSIResponse struct { +type GetOptionsOpenCloseResponse 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"` + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` - // 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"` + // From The requested date. + From openapi_types.Date `json:"from"` - // 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"` - - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` - // 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"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,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"` + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` // Status The status of this request's response. Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` } } // Status returns HTTPResponse.Status -func (r GetCryptoRSIResponse) Status() string { +func (r GetOptionsOpenCloseResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54085,78 +52525,54 @@ func (r GetCryptoRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoRSIResponse) StatusCode() int { +func (r GetOptionsOpenCloseResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexRSIResponse struct { +type GetStocksOpenCloseResponse 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 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"` - - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // AfterHours The close price of the ticker symbol in after hours trading. + AfterHours *float64 `json:"afterHours,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"` + // Close The close price for the symbol in the given time period. + Close float64 `json:"close"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // From The requested date. + From openapi_types.Date `json:"from"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // High The highest price for the symbol in the given time period. + High float64 `json:"high"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Low The lowest price for the symbol in the given time period. + Low float64 `json:"low"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // Open The open price for the symbol in the given time period. + Open float64 `json:"open"` - // 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"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,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"` + // PreMarket The open price of the ticker symbol in pre-market trading. + PreMarket *int `json:"preMarket,omitempty"` // Status The status of this request's response. Status string `json:"status"` + + // Symbol The exchange symbol that this item is traded under. + Symbol string `json:"symbol"` + + // Volume The trading volume of the symbol in the given time period. + Volume float64 `json:"volume"` } } // Status returns HTTPResponse.Status -func (r GetForexRSIResponse) Status() string { +func (r GetStocksOpenCloseResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54164,78 +52580,105 @@ func (r GetForexRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexRSIResponse) StatusCode() int { +func (r GetStocksOpenCloseResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesRSIResponse struct { +type GetV1ReferenceIposResponse 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 { + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *int64 `json:"announced_date,omitempty"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float64 `json:"final_issue_price,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // 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"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // IpoStatus The status of the IPO. + IpoStatus *string `json:"ipo_status,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"` + // 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"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // IssuerName Name of issuer. + IssuerName *string `json:"issuer_name,omitempty"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // LastUpdated The date when the IPO event was last modified. + LastUpdated *int64 `json:"last_updated,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // ListingDate First trading date for the newly listed entity. + ListingDate *int64 `json:"listing_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"` + // LotSize The minimum number of shares that an investor may apply for during an IPO. + LotSize *int64 `json:"lot_size,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"` + // 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"` - // 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"` + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *int64 `json:"max_shares_offered,omitempty"` + + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *int64 `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 A brief description of the security. e.g. Class A Shares + SecurityDescription *string `json:"security_description,omitempty"` + + // SecurityType The classification of the stock. For example, CS stands for Common Stock. + SecurityType *string `json:"security_type,omitempty"` + + // SharesOutstanding The total number of shares that the company has issued and are held by investors. + SharesOutstanding *int64 `json:"shares_outstanding,omitempty"` + + // Ticker The ticker symbol of the IPO event. + 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 string `json:"status"` + Status GetV1ReferenceIpos200Status `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 GetV1ReferenceIpos400Status `json:"status"` } } +type GetV1ReferenceIpos200Status string +type GetV1ReferenceIpos400Status string // Status returns HTTPResponse.Status -func (r GetIndicesRSIResponse) Status() string { +func (r GetV1ReferenceIposResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54243,78 +52686,36 @@ func (r GetIndicesRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesRSIResponse) StatusCode() int { +func (r GetV1ReferenceIposResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsRSIResponse struct { +type GetRelatedCompaniesResponse 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 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"` - - // 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"` + RequestId *string `json:"request_id,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"` + // 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"` // Status The status of this request's response. - Status string `json:"status"` + Status *string `json:"status,omitempty"` + + // Ticker The ticker being queried. + Ticker *string `json:"ticker,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetOptionsRSIResponse) Status() string { +func (r GetRelatedCompaniesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54322,157 +52723,137 @@ func (r GetOptionsRSIResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsRSIResponse) StatusCode() int { +func (r GetRelatedCompaniesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksRSIResponse struct { +type GetSnapshotSummaryResponse 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 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 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 float32 `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 float32 `json:"l"` + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // 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 float32 `json:"o"` + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,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"` + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // 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"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshotSummary200ResultsOptionsExerciseStyle `json:"exercise_style"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,omitempty"` + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float64 `json:"shares_per_contract"` - // 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"` + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` - // 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"` + // UnderlyingTicker The ticker for the option contract. + UnderlyingTicker string `json:"underlying_ticker"` + } `json:"options,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - } -} + // Price The most up to date ticker price. + Price *float64 `json:"price,omitempty"` -// Status returns HTTPResponse.Status -func (r GetStocksRSIResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // 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"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetStocksRSIResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` -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"` + // Close The closing price of the asset for the day. + Close float64 `json:"close"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // 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"` - // 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"` + // 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"` - // H The highest price for the symbol in the given time period. - H float32 `json:"h"` + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` - // L The lowest price for the symbol in the given time period. - L float32 `json:"l"` + // High The highest price of the asset for the day. + High float64 `json:"high"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // 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"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_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"` + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // Open The open price of the asset for the day. + Open float64 `json:"open"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,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"` + // 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"` - // 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"` + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,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"` + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` + + // Ticker Ticker of asset queried. + Ticker string `json:"ticker"` + + // Type The market for this ticker of stock, crypto, fx, option. + Type *GetSnapshotSummary200ResultsType `json:"type,omitempty"` + } `json:"results,omitempty"` // Status The status of this request's response. Status string `json:"status"` } } +type GetSnapshotSummary200ResultsOptionsContractType string +type GetSnapshotSummary200ResultsOptionsExerciseStyle string +type GetSnapshotSummary200ResultsType string // Status returns HTTPResponse.Status -func (r GetCryptoSMAResponse) Status() string { +func (r GetSnapshotSummaryResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54480,78 +52861,67 @@ func (r GetCryptoSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSMAResponse) StatusCode() int { +func (r GetSnapshotSummaryResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexSMAResponse struct { +type GetGroupedCryptoAggregatesResponse 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 + // 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"` - // 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"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // 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"` + // 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"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,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"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // 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"` + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` - // 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"` + // 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"` } } // Status returns HTTPResponse.Status -func (r GetForexSMAResponse) Status() string { +func (r GetGroupedCryptoAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54559,78 +52929,67 @@ func (r GetForexSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexSMAResponse) StatusCode() int { +func (r GetGroupedCryptoAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesSMAResponse struct { +type GetGroupedForexAggregatesResponse 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 + // 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"` - // 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"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // 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"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,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"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // 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"` + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` - // 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"` + // 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"` } } // Status returns HTTPResponse.Status -func (r GetIndicesSMAResponse) Status() string { +func (r GetGroupedForexAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54638,78 +52997,70 @@ func (r GetIndicesSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesSMAResponse) StatusCode() int { +func (r GetGroupedForexAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsSMAResponse struct { +type GetGroupedStocksAggregatesResponse 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 + // 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"` - // 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"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // 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"` + // 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"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // C The close price for the symbol in the given time period. + C float64 `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"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // Url The URL which can be used to request the underlying aggregates used in this request. - Url *string `json:"url,omitempty"` - } `json:"underlying,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"` - // 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"` + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` - // 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"` + // 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"` } } // Status returns HTTPResponse.Status -func (r GetOptionsSMAResponse) Status() string { +func (r GetGroupedStocksAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54717,78 +53068,70 @@ func (r GetOptionsSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsSMAResponse) StatusCode() int { +func (r GetGroupedStocksAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSMAResponse 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"` - // 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"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // O The open price for the symbol in the given time period. - O float32 `json:"o"` + // 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"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // C The close price for the symbol in the given time period. + C float64 `json:"c"` - // T The Unix Msec timestamp for the start of the aggregate window. - Timestamp float32 `json:"t"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // V The trading volume of the symbol in the given time period. - V float32 `json:"v"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // Vw The volume weighted average price. - Vw float32 `json:"vw"` - } `json:"aggregates,omitempty"` + // N The number of transactions in the aggregate window. + N *int `json:"n,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"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // 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"` + // T The Unix millisecond timestamp for the end of the aggregate window. + Timestamp int `json:"t"` - // 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"` + // 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"` } } // Status returns HTTPResponse.Status -func (r GetStocksSMAResponse) Status() string { +func (r GetPreviousCryptoAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54796,51 +53139,67 @@ func (r GetStocksSMAResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSMAResponse) StatusCode() int { +func (r GetPreviousCryptoAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetLastCryptoTradeResponse struct { +type GetCryptoAggregatesResponse 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"` - - // Exchange The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to 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"` - - // Size The size of a trade (also known as volume). - Size float64 `json:"size"` + // 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"` - // Timestamp The Unix millisecond timestamp. - Timestamp int `json:"timestamp"` - } `json:"last,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"` + // 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 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"` + + // 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,omitempty"` + + // 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,omitempty"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetLastCryptoTradeResponse) Status() string { +func (r GetCryptoAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54848,45 +53207,70 @@ func (r GetLastCryptoTradeResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetLastCryptoTradeResponse) StatusCode() int { +func (r GetCryptoAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetLastCurrencyQuoteResponse struct { +type GetPreviousForexAggregatesResponse 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"` - - // Bid The bid price. - Bid float64 `json:"bid"` - - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` + // 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"` - // Timestamp The Unix millisecond timestamp. - Timestamp int `json:"timestamp"` - } `json:"last,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"` + // 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"` - // Symbol The symbol pair that was evaluated from the request. - Symbol string `json:"symbol"` + // 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"` + + // 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 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 GetLastCurrencyQuoteResponse) Status() string { +func (r GetPreviousForexAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54894,87 +53278,123 @@ func (r GetLastCurrencyQuoteResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetLastCurrencyQuoteResponse) StatusCode() int { +func (r GetPreviousForexAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetMarketStatusResponse struct { +type GetForexAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // AfterHours Whether or not the market is in post-market hours. - AfterHours *bool `json:"afterHours,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"` - // Currencies Contains the status of various currency markets. - Currencies *struct { - // Crypto The status of the crypto market. - Crypto *string `json:"crypto,omitempty"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // Fx The status of the forex market. - Fx *string `json:"fx,omitempty"` - } `json:"currencies,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // EarlyHours Whether or not the market is in pre-market hours. - EarlyHours *bool `json:"earlyHours,omitempty"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // 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"` + // 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"` - // Nyse The status of the NYSE market. - Nyse *string `json:"nyse,omitempty"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Otc The status of the OTC market. - Otc *string `json:"otc,omitempty"` - } `json:"exchanges,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // 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"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Cgi The status of Cboe Global Indices ("CGI") trading hours. - Cgi *string `json:"cgi,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // DowJones The status of Dow Jones indices trading hours - DowJones *string `json:"dow_jones,omitempty"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp int `json:"t"` - // FtseRussell The status of Financial Times Stock Exchange Group ("FTSE") Russell indices trading hours. - FtseRussell *string `json:"ftse_russell,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Msci The status of Morgan Stanley Capital International ("MSCI") indices trading hours. - Msci *string `json:"msci,omitempty"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` + } +} - // Mstar The status of Morningstar ("MSTAR") indices trading hours. - Mstar *string `json:"mstar,omitempty"` +// Status returns HTTPResponse.Status +func (r GetForexAggregatesResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // Mstarc The status of Morningstar Customer ("MSTARC") indices trading hours. - Mstarc *string `json:"mstarc,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetForexAggregatesResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // Nasdaq The status of National Association of Securities Dealers Automated Quotations ("Nasdaq") indices trading hours. - Nasdaq *string `json:"nasdaq,omitempty"` +type GetPreviousIndicesAggregatesResponse 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"` - // SAndP The status of Standard & Poor's ("S&P") indices trading hours. - SAndP *string `json:"s_and_p,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // SocieteGenerale The status of Societe Generale indices trading hours. - SocieteGenerale *string `json:"societe_generale,omitempty"` - } `json:"indicesGroups,omitempty"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Market The status of the market as a whole. - Market *string `json:"market,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"` - // ServerTime The current time of the server, returned as a date-time in RFC3339 format. - ServerTime *string `json:"serverTime,omitempty"` + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` + + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` + + // O The open value 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"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetMarketStatusResponse) Status() string { +func (r GetPreviousIndicesAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -54982,39 +53402,55 @@ func (r GetMarketStatusResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetMarketStatusResponse) StatusCode() int { +func (r GetPreviousIndicesAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetMarketHolidaysResponse struct { +type GetIndicesAggregatesResponse 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 { + // 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"` - // 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"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Name The name of the holiday. - Name *string `json:"name,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"` - // Open The market open time on the holiday (if it's not closed). - Open *string `json:"open,omitempty"` + // H The highest value for the symbol in the given time period. + H float64 `json:"h"` - // Status The status of the market on the holiday. - Status *string `json:"status,omitempty"` + // L The lowest value for the symbol in the given time period. + L float64 `json:"l"` + + // O The open value 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"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetMarketHolidaysResponse) Status() string { +func (r GetIndicesAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55022,90 +53458,67 @@ func (r GetMarketHolidaysResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetMarketHolidaysResponse) StatusCode() int { +func (r GetIndicesAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoOpenCloseResponse struct { +type GetPreviousOptionsAggregatesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // Close The close price for the symbol in the given time period. - Close float64 `json:"close"` - - // ClosingTrades An array of results containing the requested data. - ClosingTrades []struct { - // C A list of condition codes. - C []int `json:"c"` - - // 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 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"` + // 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"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"closingTrades"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // Day The date requested. - Day openapi_types.Date `json:"day"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // IsUTC Whether or not the timestamps are in UTC timezone. - IsUTC bool `json:"isUTC"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Open The open price for the symbol in the given time period. - Open float64 `json:"open"` + // 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"` - // OpenTrades An array of results containing the requested data. - OpenTrades []struct { - // 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"` - // 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"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // 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"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // S The size of a trade (also known as volume). - BidSize float64 `json:"s"` + // 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"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"openTrades"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // Symbol The symbol pair that was evaluated from the request. - Symbol string `json:"symbol"` + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetCryptoOpenCloseResponse) Status() string { +func (r GetPreviousOptionsAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55113,48 +53526,67 @@ func (r GetCryptoOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoOpenCloseResponse) StatusCode() int { +func (r GetPreviousOptionsAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesOpenCloseResponse struct { +type GetOptionsAggregatesResponse 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"` + // 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"` - // Close The close value for the symbol in the given time period. - Close float64 `json:"close"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // 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 value for the symbol in the given time period. - High float64 `json:"high"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Low The lowest value for the symbol in the given time period. - Low float64 `json:"low"` + // 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"` - // Open The open value for the symbol in the given time period. - Open float64 `json:"open"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // PreMarket The open value of the ticker symbol in pre-market trading. - PreMarket *int `json:"preMarket,omitempty"` + // 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 string `json:"status"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // Symbol The exchange symbol that this item is traded under. - Symbol string `json:"symbol"` + // 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,omitempty"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetIndicesOpenCloseResponse) Status() string { +func (r GetOptionsAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55162,54 +53594,67 @@ func (r GetIndicesOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesOpenCloseResponse) StatusCode() int { +func (r GetOptionsAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsOpenCloseResponse struct { +type GetPreviousStocksAggregatesResponse 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"` + // 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"` - // Close The close price for the symbol in the given time period. - Close float64 `json:"close"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // 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"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Low The lowest price for the symbol in the given time period. - Low float64 `json:"low"` + // 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"` - // Open The open price for the symbol in the given time period. - Open float64 `json:"open"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // PreMarket The open price of the ticker symbol in pre-market trading. - PreMarket *int `json:"preMarket,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"` - // 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"` + + // Vw The volume weighted average price. + Vw *float64 `json:"vw,omitempty"` + } `json:"results,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetOptionsOpenCloseResponse) Status() string { +func (r GetPreviousStocksAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55217,54 +53662,73 @@ func (r GetOptionsOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsOpenCloseResponse) StatusCode() int { +func (r GetPreviousStocksAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksOpenCloseResponse struct { +type GetStocksAggregatesResponse 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"` + // 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"` - // Close The close price for the symbol in the given time period. - Close float64 `json:"close"` + // QueryCount The number of aggregates (minute or day) used to generate the response. + QueryCount int `json:"queryCount"` - // 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"` + // ResultsCount The total number of results for this request. + ResultsCount int `json:"resultsCount"` - // Low The lowest price for the symbol in the given time period. - Low float64 `json:"low"` + // 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"` - // Open The open price for the symbol in the given time period. - Open float64 `json:"open"` + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // PreMarket The open price of the ticker symbol in pre-market trading. - PreMarket *int `json:"preMarket,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"` - // Symbol The exchange symbol that this item is traded under. - Symbol string `json:"symbol"` + // 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 of the symbol in the given time period. - Volume float64 `json:"volume"` + // 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"` + // 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"` } } // Status returns HTTPResponse.Status -func (r GetStocksOpenCloseResponse) Status() string { +func (r GetStocksAggregatesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55272,105 +53736,75 @@ func (r GetStocksOpenCloseResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksOpenCloseResponse) StatusCode() int { +func (r GetStocksAggregatesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetV1ReferenceIposResponse struct { +type GetLastStocksQuoteResponse 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 *struct { + // P The ask price. + AskPrice *float64 `json:"P,omitempty"` - // 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"` + // S The total number of shares available for sale at the current ask price. + AskSize *int `json:"S,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"` + // T The exchange symbol that this item is traded under. + Ticker string `json:"T"` - // MaxSharesOffered The upper limit of the shares that the company is offering to investors. - MaxSharesOffered *int64 `json:"max_shares_offered,omitempty"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"X,omitempty"` - // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. - MinSharesOffered *int64 `json:"min_shares_offered,omitempty"` + // C A list of condition codes. + C *[]int32 `json:"c,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"` + // 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"` - // SecurityDescription A brief description of the security. e.g. Class A Shares - SecurityDescription *string `json:"security_description,omitempty"` + // I A list of indicator codes. + I *[]int32 `json:"i,omitempty"` - // SecurityType The classification of the stock. For example, CS stands for Common Stock. - SecurityType *string `json:"security_type,omitempty"` + // P The bid price. + BidPrice *float64 `json:"p,omitempty"` - // SharesOutstanding The total number of shares that the company has issued and are held by investors. - SharesOutstanding *int64 `json:"shares_outstanding,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 ticker symbol of the IPO event. - Ticker *string `json:"ticker,omitempty"` + // S The total number of shares that buyers want to purchase at the current bid price. + BidSize *int `json:"s,omitempty"` - // TotalOfferSize The total amount raised by the company for IPO. - TotalOfferSize *float64 `json:"total_offer_size,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"` - // UsCode Nine-character alphanumeric code that uniquely identifies a financial security in North America. - UsCode *string `json:"us_code,omitempty"` - } `json:"results"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"x,omitempty"` - // 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"` + // 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"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // 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 GetV1ReferenceIpos400Status `json:"status"` + Status string `json:"status"` } } -type GetV1ReferenceIpos200Status string -type GetV1ReferenceIpos400Status string // Status returns HTTPResponse.Status -func (r GetV1ReferenceIposResponse) Status() string { +func (r GetLastStocksQuoteResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55378,36 +53812,77 @@ func (r GetV1ReferenceIposResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetV1ReferenceIposResponse) StatusCode() int { +func (r GetLastStocksQuoteResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetRelatedCompaniesResponse struct { +type GetLastOptionsTradeResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { // 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 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"` + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` - // Status The status of this request's response. - Status *string `json:"status,omitempty"` + // E The trade correction indicator. + E *int `json:"e,omitempty"` - // Ticker The ticker being queried. - Ticker *string `json:"ticker,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"` + + // 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"` + + // 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"` + + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,omitempty"` + + // S The size of a trade (also known as volume). + BidSize *float64 `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"` + + // 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"` } } // Status returns HTTPResponse.Status -func (r GetRelatedCompaniesResponse) Status() string { +func (r GetLastOptionsTradeResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55415,137 +53890,80 @@ func (r GetRelatedCompaniesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetRelatedCompaniesResponse) StatusCode() int { +func (r GetLastOptionsTradeResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetSnapshotSummaryResponse struct { +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"` - // 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"` - - // 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 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"` - - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle GetSnapshotSummary200ResultsOptionsExerciseStyle `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 float64 `json:"shares_per_contract"` - - // StrikePrice The strike price of the option contract. - StrikePrice float64 `json:"strike_price"` - - // UnderlyingTicker The ticker for the option contract. - UnderlyingTicker string `json:"underlying_ticker"` - } `json:"options,omitempty"` - - // Price The most up to date ticker price. - Price *float64 `json:"price,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"` + // C A list of condition codes. + C *[]int32 `json:"c,omitempty"` - // High The highest price of the asset for the day. - High float64 `json:"high"` + // Ds The size of the trade including the fractional component. This is represented as a decimal string. + Ds string `json:"ds"` - // 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"` + // E The trade correction indicator. + E *int `json:"e,omitempty"` - // LateTradingChangePercent Today's late trading change as a percentage. - LateTradingChangePercent *float64 `json:"late_trading_change_percent,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"` - // Low The lowest price of the asset for the day. - Low float64 `json:"low"` + // 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"` - // Open The open price of the asset for the day. - Open float64 `json:"open"` + // 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"` - // PreviousClose The closing price of the asset for the previous trading day. - PreviousClose float64 `json:"previous_close"` + // 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"` - // Price The price of the most recent trade or bid price for this asset. - Price *float64 `json:"price,omitempty"` + // R The ID for the Trade Reporting Facility where the trade took place. + R *int `json:"r,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"` + // S The size of a trade (also known as volume). + BidSize *float64 `json:"s,omitempty"` - // RegularTradingChangePercent Today's regular trading change as a percentage. - RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,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"` - // Volume The trading volume for the asset for the day. - Volume *float64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` - // Ticker Ticker of asset queried. - Ticker string `json:"ticker"` + // 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"` - // Type The market for this ticker of stock, crypto, fx, option. - Type *GetSnapshotSummary200ResultsType `json:"type,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"` } } -type GetSnapshotSummary200ResultsOptionsContractType string -type GetSnapshotSummary200ResultsOptionsExerciseStyle string -type GetSnapshotSummary200ResultsType string // Status returns HTTPResponse.Status -func (r GetSnapshotSummaryResponse) Status() string { +func (r GetLastStocksTradeResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55553,67 +53971,95 @@ func (r GetSnapshotSummaryResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetSnapshotSummaryResponse) StatusCode() int { +func (r GetLastStocksTradeResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetGroupedCryptoAggregatesResponse struct { +type ListNewsResponse 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"` + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` - // 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"` + RequestId *string `json:"request_id,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"` + // AmpUrl The mobile friendly Accelerated Mobile Page (AMP) URL. + AmpUrl *string `json:"amp_url,omitempty"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // ArticleUrl A link to the news article. + ArticleUrl string `json:"article_url"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Author The article's author. + Author string `json:"author"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Description A description of the article. + Description *string `json:"description,omitempty"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // Id Unique identifier for the article. + Id string `json:"id"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // ImageUrl The article's image URL. + ImageUrl *string `json:"image_url,omitempty"` - // T The Unix millisecond timestamp for the end of the aggregate window. - Timestamp int `json:"t"` + // Insights The insights related to the article. + Insights *[]struct { + // Sentiment The sentiment of the insight. + Sentiment ListNews200ResultsInsightsSentiment `json:"sentiment"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // SentimentReasoning The reasoning behind the sentiment. + SentimentReasoning string `json:"sentiment_reasoning"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` + // Ticker The ticker symbol associated with the insight. + Ticker string `json:"ticker"` + } `json:"insights,omitempty"` + + // Keywords The keywords associated with the article (which will vary depending on + // the publishing source). + Keywords *[]string `json:"keywords,omitempty"` + + // 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"` + + // 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"` + + // HomepageUrl The publisher's homepage URL. + HomepageUrl string `json:"homepage_url"` + + // LogoUrl The publisher's logo URL. + LogoUrl string `json:"logo_url"` + + // Name The publisher's name. + Name string `json:"name"` + } `json:"publisher"` + + // Tickers The ticker symbols associated with the article. + Tickers []string `json:"tickers"` + + // Title The title of the news article. + Title string `json:"title"` } `json:"results,omitempty"` + + // Status The status of this request's response. + Status *string `json:"status,omitempty"` } } +type ListNews200ResultsInsightsSentiment string // Status returns HTTPResponse.Status -func (r GetGroupedCryptoAggregatesResponse) Status() string { +func (r ListNewsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55621,138 +54067,139 @@ func (r GetGroupedCryptoAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetGroupedCryptoAggregatesResponse) StatusCode() int { +func (r ListNewsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetGroupedForexAggregatesResponse struct { +type GetCryptoSnapshotTickersResponse 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"` + // 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"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // 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"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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"` - // 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"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // 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"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + 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 (volume) of the trade. + BidSize float32 `json:"s"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + 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:"lastTrade"` -// Status returns HTTPResponse.Status -func (r GetGroupedForexAggregatesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(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"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetGroupedForexAggregatesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` -type GetGroupedStocksAggregatesResponse 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"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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 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"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // C The close price for the symbol in the given time period. - C float64 `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 float64 `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 float64 `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,omitempty"` + // 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"` + // 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 millisecond timestamp for the end of the aggregate window. - Timestamp int `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 float64 `json:"v"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // 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 returns HTTPResponse.Status -func (r GetGroupedStocksAggregatesResponse) Status() string { +func (r GetCryptoSnapshotTickersResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55760,70 +54207,142 @@ func (r GetGroupedStocksAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetGroupedStocksAggregatesResponse) StatusCode() int { +func (r GetCryptoSnapshotTickersResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousCryptoAggregatesResponse struct { +type GetCryptoSnapshotTickerResponse 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"` + // Status The status of this request's response. + Status string `json:"status"` // 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"` + // 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"` + // 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"` + // 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,omitempty"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // 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"` - // T The Unix millisecond timestamp for the end of the aggregate window. - Timestamp int `json:"t"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // 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"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + C []int `json:"c"` + + // 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 float32 `json:"s"` + + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + Timestamp int `json:"t"` + + // X The exchange that this crypto trade happened on. + // See Exchanges for a mapping of exchanges to IDs. + BidExchange int `json:"x"` + } `json:"lastTrade"` + + // 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"` + + // 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:"ticker,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetPreviousCryptoAggregatesResponse) Status() string { +func (r GetCryptoSnapshotTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55831,67 +54350,84 @@ func (r GetPreviousCryptoAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousCryptoAggregatesResponse) StatusCode() int { +func (r GetCryptoSnapshotTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoAggregatesResponse struct { +type DeprecatedGetCryptoSnapshotTickerBookResponse 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"` - - // 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 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"` + 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"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // 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"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // 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"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // 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"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // Spread The difference between the best bid and the best ask price across exchanges. + Spread float64 `json:"spread"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // Updated The last updated timestamp. + Updated int `json:"updated"` + } `json:"data,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetCryptoAggregatesResponse) Status() string { +func (r DeprecatedGetCryptoSnapshotTickerBookResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -55899,138 +54435,137 @@ func (r GetCryptoAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoAggregatesResponse) StatusCode() int { +func (r DeprecatedGetCryptoSnapshotTickerBookResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousForexAggregatesResponse struct { +type GetCryptoSnapshotDirectionResponse 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"` + // 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"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // 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"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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"` - // 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"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // 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"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // LastTrade The most recent trade for this ticker. + LastTrade struct { + // C The trade conditions. + 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 start of the aggregate window. - Timestamp int `json:"t"` + // S The size (volume) of the trade. + BidSize float32 `json:"s"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + 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:"lastTrade"` -// Status returns HTTPResponse.Status -func (r GetPreviousForexAggregatesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(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"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousForexAggregatesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // H The highest price for the symbol in the given time period. + H float64 `json:"h"` -type GetForexAggregatesResponse 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"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // N The number of transactions in the aggregate window. + N int `json:"n"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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 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"` + // 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 float64 `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 float64 `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,omitempty"` + // 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 float64 `json:"o"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // 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"` + // 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"` + // 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 returns HTTPResponse.Status -func (r GetForexAggregatesResponse) Status() string { +func (r GetCryptoSnapshotDirectionResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -56038,55 +54573,121 @@ func (r GetForexAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexAggregatesResponse) StatusCode() int { +func (r GetCryptoSnapshotDirectionResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetPreviousIndicesAggregatesResponse struct { +type GetForexSnapshotTickersResponse 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"` + // Status The status of this request's response. + Status string `json:"status"` // Embedded fields due to inline allOf schema - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // 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"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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 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"` + // O The open price for the symbol in the given time period. + O float64 `json:"o"` - // H The highest value for the symbol in the given time period. - H float64 `json:"h"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` - // L The lowest value for the symbol in the given time period. - L float64 `json:"l"` + // 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 value for the symbol in the given time period. - O float64 `json:"o"` + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` - } `json:"results,omitempty"` + // 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"` + + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` + + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,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,omitempty"` + + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` + + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `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 returns HTTPResponse.Status -func (r GetPreviousIndicesAggregatesResponse) Status() string { +func (r GetForexSnapshotTickersResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -56094,123 +54695,124 @@ func (r GetPreviousIndicesAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousIndicesAggregatesResponse) StatusCode() int { +func (r GetForexSnapshotTickersResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesAggregatesResponse struct { +type GetForexSnapshotTickerResponse 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"` + // Status The status of this request's response. + Status string `json:"status"` // 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"` + // 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"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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"` - // 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"` + // L The lowest price for the symbol in the given time period. + L float64 `json:"l"` - // H The highest value 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 float64 `json:"o"` - // L The lowest value for the symbol in the given time period. - L float64 `json:"l"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` - // O The open value for the symbol in the given time period. - O float64 `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"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` - } `json:"results,omitempty"` - } -} + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` -// Status returns HTTPResponse.Status -func (r GetIndicesAggregatesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // B The bid price. + B float64 `json:"b"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesAggregatesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` -type GetPreviousOptionsAggregatesResponse 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"` + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // 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"` - // 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,omitempty"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // L The lowest price for the symbol in the given time period. + L *float64 `json:"l,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"` + // N The number of transactions in the aggregate window. + N *int `json:"n,omitempty"` - // 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 *float64 `json:"o,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // T The Unix millisecond timestamp for the start of the aggregate window. + Timestamp *int `json:"t,omitempty"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // V The trading volume of the symbol in the given time period. + V *float64 `json:"v,omitempty"` + } `json:"min"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // 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"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // H The highest price for the symbol in the given time period. + H float64 `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 float64 `json:"l"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // 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"` } } // Status returns HTTPResponse.Status -func (r GetPreviousOptionsAggregatesResponse) Status() string { +func (r GetForexSnapshotTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -56218,135 +54820,121 @@ func (r GetPreviousOptionsAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousOptionsAggregatesResponse) StatusCode() int { +func (r GetForexSnapshotTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsAggregatesResponse struct { +type GetForexSnapshotDirectionResponse 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"` + // Status The status of this request's response. + Status string `json:"status"` // Embedded fields due to inline allOf schema - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` + // 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"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // 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"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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"` - // 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"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` + } `json:"day"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // 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"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // LastQuote The most recent quote for this ticker. + LastQuote struct { + // A The ask price. + A float64 `json:"a"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // B The bid price. + B float64 `json:"b"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // T The millisecond accuracy timestamp of the quote. + Timestamp int `json:"t"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // X The exchange ID on which this quote happened. + BidExchange int `json:"x"` + } `json:"lastQuote"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // 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"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` - } -} + // H The highest price for the symbol in the given time period. + H *float64 `json:"h,omitempty"` -// Status returns HTTPResponse.Status -func (r GetOptionsAggregatesResponse) 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,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsAggregatesResponse) 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,omitempty"` -type GetPreviousStocksAggregatesResponse 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"` + // O The open price for the symbol in the given time period. + O *float64 `json:"o,omitempty"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // 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"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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 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 float64 `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 float64 `json:"l"` - // 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"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // V The trading volume of the symbol in the given time period. + V float64 `json:"v"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"prevDay"` - // 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"` + // TodaysChange The value of the change from the previous day. + TodaysChange float64 `json:"todaysChange"` - // Vw The volume weighted average price. - Vw *float64 `json:"vw,omitempty"` - } `json:"results,omitempty"` + // 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 returns HTTPResponse.Status -func (r GetPreviousStocksAggregatesResponse) Status() string { +func (r GetForexSnapshotDirectionResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -56354,73 +54942,183 @@ func (r GetPreviousStocksAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetPreviousStocksAggregatesResponse) StatusCode() int { +func (r GetForexSnapshotDirectionResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksAggregatesResponse struct { +type GetStocksSnapshotTickersResponse 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"` + // 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 - // Adjusted Whether or not this response was adjusted for splits. - Adjusted bool `json:"adjusted"` + // 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"` - // QueryCount The number of aggregates (minute or day) used to generate the response. - QueryCount int `json:"queryCount"` + // Dv The volume including fractional shares, respresented as a string. + Dv *string `json:"dv,omitempty"` - // 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"` - // ResultsCount The total number of results for this request. - ResultsCount int `json:"resultsCount"` + // 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 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"` + // 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 float64 `json:"h"` + // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. + Otc *bool `json:"otc,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `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,omitempty"` + // Vw The volume weighted average price. + Vw float64 `json:"vw"` + } `json:"day,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `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"` + // 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"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // S The ask size in lots. + AskSize int `json:"S"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // P The bid price. + BidPrice float64 `json:"p"` - // 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"` + // 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 GetStocksAggregatesResponse) Status() string { +func (r GetStocksSnapshotTickersResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -56428,359 +55126,34 @@ func (r GetStocksAggregatesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksAggregatesResponse) StatusCode() int { +func (r GetStocksSnapshotTickersResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetLastStocksQuoteResponse struct { +type GetStocksSnapshotTickerResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { - // 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"` - - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange *int `json:"X,omitempty"` - - // C A list of condition codes. - C *[]int32 `json:"c,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"` - - // I A list of indicator codes. - I *[]int32 `json:"i,omitempty"` - - // P The bid price. - BidPrice *float64 `json:"p,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"` - - // 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"` - } -} - -// Status returns HTTPResponse.Status -func (r GetLastStocksQuoteResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetLastStocksQuoteResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type GetLastOptionsTradeResponse 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"` - - // C A list of condition codes. - C *[]int32 `json:"c,omitempty"` - - // E The trade correction indicator. - E *int `json:"e,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"` - - // 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"` - - // 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"` - - // R The ID for the Trade Reporting Facility where the trade took place. - R *int `json:"r,omitempty"` - - // S The size of a trade (also known as volume). - BidSize *float64 `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"` - - // 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"` - + // 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 GetLastOptionsTradeResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetLastOptionsTradeResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -type GetLastStocksTradeResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { + // Embedded fields due to inline allOf schema // 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"` - - // E The trade correction indicator. - E *int `json:"e,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"` - - // 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"` - - // 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"` - - // R The ID for the Trade Reporting Facility where the trade took place. - R *int `json:"r,omitempty"` - - // S The size of a trade (also known as volume). - BidSize *float64 `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"` - - // 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"` - } -} - -// Status returns HTTPResponse.Status -func (r GetLastStocksTradeResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r GetLastStocksTradeResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -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,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"` - - // ImageUrl The article's image URL. - ImageUrl *string `json:"image_url,omitempty"` - - // Insights The insights related to the article. - Insights *[]struct { - // Sentiment The sentiment of the insight. - Sentiment ListNews200ResultsInsightsSentiment `json:"sentiment"` - - // SentimentReasoning The reasoning behind the sentiment. - SentimentReasoning string `json:"sentiment_reasoning"` - - // Ticker The ticker symbol associated with the insight. - Ticker string `json:"ticker"` - } `json:"insights,omitempty"` - - // Keywords The keywords associated with the article (which will vary depending on - // the publishing source). - Keywords *[]string `json:"keywords,omitempty"` - - // 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"` - - // 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"` - - // HomepageUrl The publisher's homepage URL. - HomepageUrl string `json:"homepage_url"` - - // LogoUrl The publisher's logo URL. - LogoUrl string `json:"logo_url"` - - // Name The publisher's name. - Name string `json:"name"` - } `json:"publisher"` - - // Tickers The ticker symbols associated with the article. - Tickers []string `json:"tickers"` - - // Title The title of the news article. - Title string `json:"title"` - } `json:"results,omitempty"` - - // Status The status of this request's response. - Status *string `json:"status,omitempty"` - } -} -type ListNews200ResultsInsightsSentiment string - -// Status returns HTTPResponse.Status -func (r ListNewsResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} - -// StatusCode returns HTTPResponse.StatusCode -func (r ListNewsResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} - -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 { + // Ticker Contains the requested snapshot data for the specified ticker. + Ticker *struct { // Day The most recent daily bar for this ticker. - Day struct { + 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"` @@ -56790,21 +55163,45 @@ type GetCryptoSnapshotTickersResponse struct { // 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"` + } `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"` - // LastTrade The most recent trade for this ticker. - LastTrade struct { + // 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 @@ -56817,21 +55214,29 @@ type GetCryptoSnapshotTickersResponse struct { BidPrice float64 `json:"p"` // S The size (volume) of the trade. - BidSize float32 `json:"s"` + BidSize int `json:"s"` - // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + // 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 that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. BidExchange int `json:"x"` - } `json:"lastTrade"` + } `json:"lastTrade,omitempty"` // Min The most recent minute bar for this ticker. - Min struct { + 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"` @@ -56844,6 +55249,9 @@ type GetCryptoSnapshotTickersResponse struct { // 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"` @@ -56852,10 +55260,10 @@ type GetCryptoSnapshotTickersResponse struct { // Vw The volume weighted average price. Vw float64 `json:"vw"` - } `json:"min"` + } `json:"min,omitempty"` // PrevDay The previous day's bar for this ticker. - PrevDay struct { + PrevDay *struct { // C The close price for the symbol in the given time period. C float64 `json:"c"` @@ -56868,30 +55276,33 @@ type GetCryptoSnapshotTickersResponse struct { // 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"` + } `json:"prevDay,omitempty"` // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + Ticker *string `json:"ticker,omitempty"` // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + TodaysChange *float64 `json:"todaysChange,omitempty"` // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"tickers,omitempty"` + Updated *int `json:"updated,omitempty"` + } `json:"ticker,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetCryptoSnapshotTickersResponse) Status() string { +func (r GetStocksSnapshotTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -56899,14 +55310,14 @@ func (r GetCryptoSnapshotTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSnapshotTickersResponse) StatusCode() int { +func (r GetStocksSnapshotTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoSnapshotTickerResponse struct { +type GetStocksSnapshotDirectionResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -56914,16 +55325,16 @@ type GetCryptoSnapshotTickerResponse struct { // 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 { + // Tickers An array of snapshot data for the specified tickers. + Tickers *[]struct { // Day The most recent daily bar for this ticker. - Day struct { + 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"` @@ -56933,21 +55344,45 @@ type GetCryptoSnapshotTickerResponse struct { // 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"` + } `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"` - // LastTrade The most recent trade for this ticker. - LastTrade struct { + // 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 @@ -56960,21 +55395,29 @@ type GetCryptoSnapshotTickerResponse struct { BidPrice float64 `json:"p"` // S The size (volume) of the trade. - BidSize float32 `json:"s"` + BidSize int `json:"s"` - // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. + // 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 that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. BidExchange int `json:"x"` - } `json:"lastTrade"` + } `json:"lastTrade,omitempty"` // Min The most recent minute bar for this ticker. - Min struct { + 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"` @@ -56987,6 +55430,9 @@ type GetCryptoSnapshotTickerResponse struct { // 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"` @@ -56995,10 +55441,10 @@ type GetCryptoSnapshotTickerResponse struct { // Vw The volume weighted average price. Vw float64 `json:"vw"` - } `json:"min"` + } `json:"min,omitempty"` // PrevDay The previous day's bar for this ticker. - PrevDay struct { + PrevDay *struct { // C The close price for the symbol in the given time period. C float64 `json:"c"` @@ -57011,30 +55457,33 @@ type GetCryptoSnapshotTickerResponse struct { // 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"` + } `json:"prevDay,omitempty"` // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + Ticker *string `json:"ticker,omitempty"` // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + TodaysChange *float64 `json:"todaysChange,omitempty"` // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + TodaysChangePerc *float64 `json:"todaysChangePerc,omitempty"` // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"ticker,omitempty"` + Updated *int `json:"updated,omitempty"` + } `json:"tickers,omitempty"` } } // Status returns HTTPResponse.Status -func (r GetCryptoSnapshotTickerResponse) Status() string { +func (r GetStocksSnapshotDirectionResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -57042,84 +55491,85 @@ func (r GetCryptoSnapshotTickerResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSnapshotTickerResponse) StatusCode() int { +func (r GetStocksSnapshotDirectionResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetCryptoSnapshotTickerBookResponse struct { +type DeprecatedGetHistoricStocksQuotesResponse 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"` + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,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"` + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,omitempty"` - // 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"` + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,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:"bids"` + // 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"` - // Spread The difference between the best bid and the best ask price across exchanges. - Spread float64 `json:"spread"` + // 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"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // 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"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"data,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"` + + // 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 DeprecatedGetCryptoSnapshotTickerBookResponse) Status() string { +func (r DeprecatedGetHistoricStocksQuotesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -57127,137 +55577,135 @@ func (r DeprecatedGetCryptoSnapshotTickerBookResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetCryptoSnapshotTickerBookResponse) StatusCode() int { +func (r DeprecatedGetHistoricStocksQuotesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetCryptoSnapshotDirectionResponse struct { +type DeprecatedGetHistoricStocksTradesResponse 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"` - - // 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:"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"` + // DbLatency Latency in milliseconds for the query results from the database. + DbLatency *int `json:"db_latency,omitempty"` - // LastTrade The most recent trade for this ticker. - LastTrade struct { - // C The trade conditions. - C []int `json:"c"` + // ResultsCount The total number of results for this request. + ResultsCount *int `json:"results_count,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"` + // Success Whether or not this query was executed successfully. + Success *bool `json:"success,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"` + // 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"` - // S The size (volume) of the trade. - BidSize float32 `json:"s"` + // 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"` - // T The millisecond accuracy timestamp. This is the timestamp of when the trade was generated at the exchange. - Timestamp int `json:"t"` + // 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"` - // X The exchange that this crypto trade happened on. - // See Exchanges for a mapping of exchanges to IDs. - BidExchange int `json:"x"` - } `json:"lastTrade"` + // 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"` - // 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"` + // 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"` + // 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"` - // T The Unix millisecond timestamp for the start 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"` + // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange int `json:"x"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min"` + // 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"` + } +} - // 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 DeprecatedGetHistoricStocksTradesResponse) 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 DeprecatedGetHistoricStocksTradesResponse) 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 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"` - // 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,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // 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"` - // 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 GetForexQuotesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -57265,121 +55713,137 @@ func (r GetCryptoSnapshotDirectionResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetCryptoSnapshotDirectionResponse) StatusCode() int { +func (r GetForexQuotesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexSnapshotTickersResponse struct { +type GetOptionsQuotesResponse 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,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - } `json:"day"` + // 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"` - // 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"` + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` - // LastQuote The most recent quote for this ticker. - LastQuote struct { - // A The ask price. - A float64 `json:"a"` + // BidPrice The bid price. + BidPrice *float64 `json:"bid_price,omitempty"` - // B The bid price. - B float64 `json:"b"` + // 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 millisecond accuracy timestamp of the quote. - 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"` - // X The exchange ID on which this quote happened. - BidExchange int `json:"x"` - } `json:"lastQuote"` + // 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"` - // 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"` + // 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,omitempty"` +// Status returns HTTPResponse.Status +func (r GetOptionsQuotesResponse) 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,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r GetOptionsQuotesResponse) 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,omitempty"` +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"` - // O The open price for the symbol in the given time period. - O *float64 `json:"o,omitempty"` + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp *int `json:"t,omitempty"` + // Results An array of results containing the requested data. + Results *[]struct { + // AskExchange The ask exchange ID + AskExchange *int `json:"ask_exchange,omitempty"` - // V The trading volume of the symbol in the given time period. - V *float64 `json:"v,omitempty"` - } `json:"min"` + // AskPrice The ask price. + AskPrice *float64 `json:"ask_price,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"` + // AskSize The total number of shares available for sale at the current ask price. + AskSize *float64 `json:"ask_size,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // BidExchange The bid exchange ID + BidExchange *int `json:"bid_exchange,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // 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 total number of shares that buyers want to purchase at the current bid price. + BidSize *float64 `json:"bid_size,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // Indicators A list of indicator codes. + Indicators *[]int32 `json:"indicators,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // 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"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // 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"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // 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"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"tickers,omitempty"` + // 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 GetForexSnapshotTickersResponse) Status() string { +func (r GetStocksQuotesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -57387,246 +55851,281 @@ func (r GetForexSnapshotTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexSnapshotTickersResponse) StatusCode() int { +func (r GetStocksQuotesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetForexSnapshotTickerResponse struct { +type ListConditionsResponse 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"` - - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Count The total number of results for this request. + Count int `json:"count"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // 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"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - } `json:"day"` + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,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"` + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions200ResultsAssetClass `json:"asset_class"` - // LastQuote The most recent quote for this ticker. - LastQuote struct { - // A The ask price. - A float64 `json:"a"` + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions200ResultsDataTypes `json:"data_types"` - // B The bid price. - B float64 `json:"b"` + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` - // T The millisecond accuracy timestamp of the quote. - Timestamp int `json:"t"` + // 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"` - // X The exchange ID on which this quote happened. - BidExchange int `json:"x"` - } `json:"lastQuote"` + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` - // 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"` + // 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"` - // H The highest price for the symbol in the given time period. - H *float64 `json:"h,omitempty"` + // Name The name of this condition. + Name string `json:"name"` - // L The lowest price for the symbol in the given time period. - L *float64 `json:"l,omitempty"` + // 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"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` - // O The open price for the symbol in the given time period. - O *float64 `json:"o,omitempty"` + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp *int `json:"t,omitempty"` + // Type An identifier for a collection of related conditions. + Type ListConditions200ResultsType `json:"type"` - // V The trading volume of the symbol in the given time period. - V *float64 `json:"v,omitempty"` - } `json:"min"` + // 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"` - // 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"` + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // 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"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // 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"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // 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"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,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"` + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"ticker,omitempty"` - } -} + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditions400ResultsAssetClass `json:"asset_class"` -// Status returns HTTPResponse.Status -func (r GetForexSnapshotTickerResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // DataTypes Data types that this condition applies to. + DataTypes []ListConditions400ResultsDataTypes `json:"data_types"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetForexSnapshotTickerResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` -type GetForexSnapshotDirectionResponse 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"` + // 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"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // 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"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Name The name of this condition. + Name string `json:"name"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` - } `json:"day"` + // 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"` - // 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"` + // OPRA Condition code from the Options Price Reporting Authority (OPRA). + OPRA *string `json:"OPRA,omitempty"` - // LastQuote The most recent quote for this ticker. - LastQuote struct { - // A The ask price. - A float64 `json:"a"` + // UTP Condition code from UTP Plan (UTP). + UTP *string `json:"UTP,omitempty"` + } `json:"sip_mapping"` - // B The bid price. - B float64 `json:"b"` + // Type An identifier for a collection of related conditions. + Type ListConditions400ResultsType `json:"type"` - // T The millisecond accuracy timestamp of the quote. - Timestamp int `json:"t"` + // 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"` - // X The exchange ID on which this quote happened. - BidExchange int `json:"x"` - } `json:"lastQuote"` + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_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,omitempty"` + // UpdatesVolume Whether or not trades with this condition update the volume. + UpdatesVolume bool `json:"updates_volume"` + } `json:"consolidated"` - // H The highest price for the symbol in the given time period. - H *float64 `json:"h,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"` - // L The lowest price for the symbol in the given time period. - L *float64 `json:"l,omitempty"` + // UpdatesOpenClose Whether or not trades with this condition update the open/close. + UpdatesOpenClose bool `json:"updates_open_close"` - // N The number of transactions in the aggregate window. - N *int `json:"n,omitempty"` + // 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"` - // O The open price for the symbol in the given time period. - O *float64 `json:"o,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"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp *int `json:"t,omitempty"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` - // V The trading volume of the symbol in the given time period. - V *float64 `json:"v,omitempty"` - } `json:"min"` + // RequestId A request ID assigned by the server. + RequestId string `json:"request_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"` + // Results An array of conditions that match your query. + Results []struct { + // Abbreviation A commonly-used abbreviation for this condition. + Abbreviation *string `json:"abbreviation,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListConditionsDefaultResultsAssetClass `json:"asset_class"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // DataTypes Data types that this condition applies to. + DataTypes []ListConditionsDefaultResultsDataTypes `json:"data_types"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Description A short description of the semantics of this condition. + Description *string `json:"description,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // 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"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay"` + // Id An identifier used by Massive for this condition. Unique per data type. + Id int `json:"id"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // 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"` - // TodaysChange The value of the change from the previous day. - TodaysChange float64 `json:"todaysChange"` + // Name The name of this condition. + Name string `json:"name"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc float64 `json:"todaysChangePerc"` + // 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"` - // Updated The last updated timestamp. - Updated int `json:"updated"` - } `json:"tickers,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 GetForexSnapshotDirectionResponse) Status() string { +func (r ListConditionsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -57634,183 +56133,153 @@ func (r GetForexSnapshotDirectionResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetForexSnapshotDirectionResponse) StatusCode() int { +func (r ListConditionsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSnapshotTickersResponse struct { +type ListDividendsResponse 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"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,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"` + // 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 { + // CashAmount The cash amount of the dividend per share owned. + CashAmount float32 `json:"cash_amount"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Currency The currency in which the dividend is paid. + Currency *string `json:"currency,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // DeclarationDate The date that the dividend was announced. + DeclarationDate *string `json:"declaration_date,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // 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"` - // Otc Whether or not this aggregate is for an OTC ticker. This field will be left off if false. - Otc *bool `json:"otc,omitempty"` + // ExDividendDate The date that the stock first trades without the dividend, determined by the exchange. + ExDividendDate string `json:"ex_dividend_date"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // 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"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"day,omitempty"` + // Id The unique identifier of the dividend. + Id string `json:"id"` - // 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"` + // PayDate The date that the dividend is paid out. + PayDate *string `json:"pay_date,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"` + // RecordDate The date that the stock must be held to receive the dividend, set by the company. + RecordDate *string `json:"record_date,omitempty"` - // S The ask size in lots. - AskSize int `json:"S"` + // Ticker The ticker symbol of the dividend. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` - // P The bid price. - BidPrice float64 `json:"p"` + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} +type ListDividends200ResultsDividendType string - // S The bid size in lots. - BidSize int `json:"s"` +// Status returns HTTPResponse.Status +func (r ListDividendsResponse) 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"` - } `json:"lastQuote,omitempty"` +// StatusCode returns HTTPResponse.StatusCode +func (r ListDividendsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // 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"` +type ListExchangesResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` - // Ds The size of the trade including fractional shares, respresented as a string. - Ds string `json:"ds"` + // 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 An array of results containing the requested data. + Results *[]struct { + // Acronym A commonly used abbreviation for this exchange. + Acronym *string `json:"acronym,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"` + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListExchanges200ResultsAssetClass `json:"asset_class"` - // S The size (volume) of the trade. - BidSize int `json:"s"` + // Id A unique identifier used by Massive for this exchange. + Id int `json:"id"` - // 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"` + // Locale An identifier for a geographical location. + Locale ListExchanges200ResultsLocale `json:"locale"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` - } `json:"lastTrade,omitempty"` + // Mic The Market Identifier Code of this exchange (see ISO 10383). + Mic *string `json:"mic,omitempty"` - // Min The most recent minute bar for this ticker. - Min *struct { - // Av The accumulated volume. - Av int `json:"av"` + // Name Name of this exchange. + Name string `json:"name"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // OperatingMic The MIC of the entity that operates this exchange. + OperatingMic *string `json:"operating_mic,omitempty"` - // Dav The accumulated volume including fractional shares, respresented as a string. - Dav string `json:"dav"` + // ParticipantId The ID used by SIP's to represent this exchange. + ParticipantId *string `json:"participant_id,omitempty"` - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` + // Type Represents the type of exchange. + Type ListExchanges200ResultsType `json:"type"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Url A link to this exchange's website, if one exists. + Url *string `json:"url,omitempty"` + } `json:"results,omitempty"` - // 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 string `json:"status"` + } + JSON400 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` - // 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"` + } + JSONDefault *struct { + // Count The total number of results for this request. + Count *int `json:"count,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"` + // 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"` - - // 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 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 GetStocksSnapshotTickersResponse) Status() string { +func (r ListExchangesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -57818,183 +56287,152 @@ func (r GetStocksSnapshotTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSnapshotTickersResponse) StatusCode() int { +func (r ListExchangesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSnapshotTickerResponse struct { +type ListOptionsContractsResponse 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"` - - // 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"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,omitempty"` - // P The bid price. - BidPrice float64 `json:"p"` + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` - // S The bid size in lots. - BidSize int `json:"s"` + // 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"` - // 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"` + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,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"` + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` - // Ds The size of the trade including fractional shares, respresented as a string. - Ds string `json:"ds"` + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,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"` + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,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"` + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` - // S The size (volume) of the trade. - BidSize int `json:"s"` + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *ListOptionsContracts200ResultsExerciseStyle `json:"exercise_style,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"` + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_date,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` - } `json:"lastTrade,omitempty"` + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` - // Min The most recent minute bar for this ticker. - Min *struct { - // Av The accumulated volume. - Av int `json:"av"` + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` - // C The close price for the symbol in the given time period. - C float64 `json:"c"` + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` - // Dav The accumulated volume including fractional shares, respresented as a string. - Dav string `json:"dav"` + // Ticker The ticker for the option contract. + Ticker *string `json:"ticker,omitempty"` - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,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 ListOptionsContracts200ResultsExerciseStyle string - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` +// Status returns HTTPResponse.Status +func (r ListOptionsContractsResponse) 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 ListOptionsContractsResponse) 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 GetOptionsContractResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,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"` + // 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"` - // T The Unix millisecond timestamp for the start of the aggregate window. - Timestamp int `json:"t"` + // Type The type of the additional underlying asset, either equity or currency. + Type *string `json:"type,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // Underlying The name of the additional underlying asset. + Underlying *string `json:"underlying,omitempty"` + } `json:"additional_underlyings,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min,omitempty"` + // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) + Cfi *string `json:"cfi,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"` + // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". + ContractType *string `json:"contract_type,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // Correction The correction number for this option contract. + Correction *int `json:"correction,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle *GetOptionsContract200ResultsExerciseStyle `json:"exercise_style,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate *string `json:"expiration_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"` + // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. + PrimaryExchange *string `json:"primary_exchange,omitempty"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract *float32 `json:"shares_per_contract,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay,omitempty"` + // StrikePrice The strike price of the option contract. + StrikePrice *float32 `json:"strike_price,omitempty"` - // Ticker The exchange symbol that this item is traded under. + // Ticker The ticker for the option contract. 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"` + // UnderlyingTicker The underlying ticker that the option contract relates to. + UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + } `json:"results,omitempty"` - // Updated The last updated timestamp. - Updated *int `json:"updated,omitempty"` - } `json:"ticker,omitempty"` + // Status The status of this request's response. + Status *string `json:"status,omitempty"` } } +type GetOptionsContract200ResultsExerciseStyle string // Status returns HTTPResponse.Status -func (r GetStocksSnapshotTickerResponse) Status() string { +func (r GetOptionsContractResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -58002,180 +56440,141 @@ func (r GetStocksSnapshotTickerResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSnapshotTickerResponse) StatusCode() int { +func (r GetOptionsContractResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksSnapshotDirectionResponse struct { +type ListStockSplitsResponse 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"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,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"` + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,omitempty"` - // Ds The size of the trade including fractional shares, respresented as a string. - Ds string `json:"ds"` + // 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"` - // 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"` + // Id The unique identifier for this stock split. + Id string `json:"id"` - // 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"` + // 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"` - // S The size (volume) of the trade. - BidSize int `json:"s"` + // 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"` - // 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"` + // Ticker The ticker symbol of the stock split. + Ticker string `json:"ticker"` + } `json:"results,omitempty"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` - } `json:"lastTrade,omitempty"` + // Status The status of this request's response. + Status *string `json:"status,omitempty"` + } +} - // Min The most recent minute bar for this ticker. - Min *struct { - // Av The accumulated volume. - Av int `json:"av"` +// Status returns HTTPResponse.Status +func (r ListStockSplitsResponse) Status() string { + if r.HTTPResponse != nil { + return r.HTTPResponse.Status + } + return http.StatusText(0) +} - // C The close price for the symbol in the given time period. - C float64 `json:"c"` +// StatusCode returns HTTPResponse.StatusCode +func (r ListStockSplitsResponse) StatusCode() int { + if r.HTTPResponse != nil { + return r.HTTPResponse.StatusCode + } + return 0 +} - // Dav The accumulated volume including fractional shares, respresented as a string. - Dav string `json:"dav"` +type ListTickersResponse struct { + Body []byte + HTTPResponse *http.Response + JSON200 *struct { + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` - // Dv The volume including fractional shares, respresented as a string. - Dv *string `json:"dv,omitempty"` + // 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,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // 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"` - // N The number of transactions in the aggregate window. - N int `json:"n"` + // BaseCurrencyName The name of the currency that this asset is priced against. + BaseCurrencyName *string `json:"base_currency_name,omitempty"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // BaseCurrencySymbol The ISO 4217 code of the currency that this asset is priced against. + BaseCurrencySymbol *string `json:"base_currency_symbol,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 CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,omitempty"` - // T The Unix millisecond timestamp for the start of the aggregate window. - 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"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName *string `json:"currency_name,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"min,omitempty"` + // CurrencySymbol The ISO 4217 code of the currency that this asset is traded with. + CurrencySymbol *string `json:"currency_symbol,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"` + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` - // H The highest price for the symbol in the given time period. - H float64 `json:"h"` + // LastUpdatedUtc The information is accurate up to this time. + LastUpdatedUtc *time.Time `json:"last_updated_utc,omitempty"` - // L The lowest price for the symbol in the given time period. - L float64 `json:"l"` + // Locale The locale of the asset. + Locale ListTickers200ResultsLocale `json:"locale"` - // O The open price for the symbol in the given time period. - O float64 `json:"o"` + // Market The market type of the asset. + Market ListTickers200ResultsMarket `json:"market"` - // 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 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"` - // V The trading volume of the symbol in the given time period. - V float64 `json:"v"` + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` - // Vw The volume weighted average price. - Vw float64 `json:"vw"` - } `json:"prevDay,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,omitempty"` - - // TodaysChange The value of the change from the previous day. - TodaysChange *float64 `json:"todaysChange,omitempty"` + Ticker string `json:"ticker"` - // TodaysChangePerc The percentage change since the previous day. - TodaysChangePerc *float64 `json:"todaysChangePerc,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"` + } `json:"results,omitempty"` - // Updated The last updated timestamp. - Updated *int `json:"updated,omitempty"` - } `json:"tickers,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 GetStocksSnapshotDirectionResponse) Status() string { +func (r ListTickersResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -58183,85 +56582,67 @@ func (r GetStocksSnapshotDirectionResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetStocksSnapshotDirectionResponse) StatusCode() int { +func (r ListTickersResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetHistoricStocksQuotesResponse struct { +type ListTickerTypesResponse 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"` + // Count The total number of results for this request. + Count *int `json:"count,omitempty"` - // 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"` - // 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"` + // AssetClass An identifier for a group of similar financial instruments. + AssetClass ListTickerTypes200ResultsAssetClass `json:"asset_class"` - // 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"` + // Code A code used by Massive to refer to this ticker type. + Code string `json:"code"` - // X The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange int `json:"X"` + // Description A short description of this ticker type. + Description string `json:"description"` - // C A list of condition codes. - C []int `json:"c"` + // Locale An identifier for a geographical location. + Locale ListTickerTypes200ResultsLocale `json:"locale"` + } `json:"results,omitempty"` - // I The indicators. For more information, see our glossary of [Conditions and - // Indicators](https://massive.com/glossary/conditions-indicators). - I []int `json:"i"` + // 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"` - // P The bid price. - BidPrice float64 `json:"p"` + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` - // 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"` + // 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"` - // X The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` + // RequestId A request ID assigned by the server. + RequestId string `json:"request_id"` - // 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 The status of this request's response. + Status string `json:"status"` } } +type ListTickerTypes200ResultsAssetClass string +type ListTickerTypes200ResultsLocale string // Status returns HTTPResponse.Status -func (r DeprecatedGetHistoricStocksQuotesResponse) Status() string { +func (r ListTickerTypesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -58269,195 +56650,139 @@ func (r DeprecatedGetHistoricStocksQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricStocksQuotesResponse) StatusCode() int { +func (r ListTickerTypesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type DeprecatedGetHistoricStocksTradesResponse struct { +type GetTickerResponse 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"` + // 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"` + // RequestId A request id assigned by the server. + RequestId *string `json:"request_id,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"` + // 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"` - // 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"` + // Address Company headquarters address details. + Address *struct { + // Address1 The first line of the company's headquarters address. + Address1 *string `json:"address1,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"` - // Embedded fields due to inline allOf schema - // C A list of condition codes. - C []int `json:"c"` + // Address2 The second line of the company's headquarters address, if applicable. + Address2 *string `json:"address2,omitempty"` - // E The trade correction indicator. - E int `json:"e"` + // 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"` - // R The ID for the Trade Reporting Facility where the trade took place. - R int `json:"r"` + // 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"` - // S The size of a trade (also known as volume). - BidSize float64 `json:"s"` + // 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"` - // X The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange int `json:"x"` + // Cik The CIK number for this ticker. Find more information [here](https://en.wikipedia.org/wiki/Central_Index_Key). + Cik *string `json:"cik,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"` - } `json:"results,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"` -// Status returns HTTPResponse.Status -func (r DeprecatedGetHistoricStocksTradesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // CurrencyName The name of the currency that this asset is traded with. + CurrencyName string `json:"currency_name"` -// StatusCode returns HTTPResponse.StatusCode -func (r DeprecatedGetHistoricStocksTradesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // DelistedUtc The last date that the asset was traded. + DelistedUtc *time.Time `json:"delisted_utc,omitempty"` -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"` + // Description A description of the company and what they do/offer. + Description *string `json:"description,omitempty"` - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + // HomepageUrl The URL of the company's website homepage. + HomepageUrl *string `json:"homepage_url,omitempty"` - // Results An array of results containing the requested data. - Results *[]struct { - // AskExchange The ask exchange ID - AskExchange *int `json:"ask_exchange,omitempty"` + // ListDate The date that the symbol was first publicly listed in the format YYYY-MM-DD. + ListDate *string `json:"list_date,omitempty"` - // AskPrice The ask price. - AskPrice *float64 `json:"ask_price,omitempty"` + // Locale The locale of the asset. + Locale GetTicker200ResultsLocale `json:"locale"` - // BidExchange The bid exchange ID - BidExchange *int `json:"bid_exchange,omitempty"` + // Market The market type of the asset. + Market GetTicker200ResultsMarket `json:"market"` - // BidPrice The bid price. - BidPrice *float64 `json:"bid_price,omitempty"` + // MarketCap The most recent close price of the ticker multiplied by weighted outstanding shares. + MarketCap *float64 `json:"market_cap,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"` + // 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"` - // Status The status of this request's response. - Status string `json:"status"` - } -} + // PhoneNumber The phone number for the company behind this ticker. + PhoneNumber *string `json:"phone_number,omitempty"` -// Status returns HTTPResponse.Status -func (r GetForexQuotesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // PrimaryExchange The ISO code of the primary listing exchange for this asset. + PrimaryExchange *string `json:"primary_exchange,omitempty"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetForexQuotesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // RoundLot Round lot size of this security. + RoundLot *float64 `json:"round_lot,omitempty"` -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"` + // 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"` - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + // ShareClassSharesOutstanding The recorded number of outstanding shares for this particular share class. + ShareClassSharesOutstanding *float64 `json:"share_class_shares_outstanding,omitempty"` - // Results An array of results containing the requested data. - Results *[]struct { - // AskExchange The ask exchange ID - AskExchange *int `json:"ask_exchange,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"` - // AskPrice The ask price. - AskPrice *float64 `json:"ask_price,omitempty"` + // SicDescription A description of this ticker's SIC code. + SicDescription *string `json:"sic_description,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"` + // Ticker The exchange symbol that this item is traded under. + Ticker string `json:"ticker"` - // BidExchange The bid exchange ID - BidExchange *int `json:"bid_exchange,omitempty"` + // TickerRoot The root of a specified ticker. For example, the root of BRK.A is BRK. + TickerRoot *string `json:"ticker_root,omitempty"` - // BidPrice The bid price. - BidPrice *float64 `json:"bid_price,omitempty"` + // TickerSuffix The suffix of a specified ticker. For example, the suffix of BRK.A is A. + TickerSuffix *string `json:"ticker_suffix,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"` + // TotalEmployees The approximate number of employees for the company. + TotalEmployees *float32 `json:"total_employees,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"` + // 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"` - // 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"` + // 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"` + Status *string `json:"status,omitempty"` } } +type GetTicker200ResultsLocale string +type GetTicker200ResultsMarket string // Status returns HTTPResponse.Status -func (r GetOptionsQuotesResponse) Status() string { +func (r GetTickerResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -58465,14 +56790,14 @@ func (r GetOptionsQuotesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsQuotesResponse) StatusCode() int { +func (r GetTickerResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetStocksQuotesResponse struct { +type GetSnapshotsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -58480,344 +56805,269 @@ type GetStocksQuotesResponse struct { 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 { - // AskExchange The ask exchange ID - AskExchange *int `json:"ask_exchange,omitempty"` + // 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"` - // AskPrice The ask price. - AskPrice *float64 `json:"ask_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"` - // AskSize The total number of shares available for sale at the current ask price. - AskSize *float64 `json:"ask_size,omitempty"` + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetSnapshots200ResultsDetailsExerciseStyle `json:"exercise_style"` - // BidExchange The bid exchange ID - BidExchange *int `json:"bid_exchange,omitempty"` + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` - // BidPrice The bid price. - BidPrice *float64 `json:"bid_price,omitempty"` + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` - // BidSize The total number of shares that buyers want to purchase at the current bid price. - BidSize *float64 `json:"bid_size,omitempty"` + // StrikePrice The strike price of the option contract. + StrikePrice float64 `json:"strike_price"` + } `json:"details,omitempty"` - // Conditions A list of condition codes. - Conditions *[]int32 `json:"conditions,omitempty"` + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` - // Indicators A list of indicator codes. - Indicators *[]int32 `json:"indicators,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"` - // 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"` + // 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"` - // 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"` + // 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"` - // 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"` + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` - // 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"` + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` - // 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"` + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` - // Status The status of this request's response. - Status string `json:"status"` - } -} + // 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"` -// Status returns HTTPResponse.Status -func (r GetStocksQuotesResponse) Status() string { - if r.HTTPResponse != nil { - return r.HTTPResponse.Status - } - return http.StatusText(0) -} + // LastMinute The most recent minute aggregate for this stock. + LastMinute *struct { + // Close The closing value for the minute aggreate. + Close float64 `json:"close"` -// StatusCode returns HTTPResponse.StatusCode -func (r GetStocksQuotesResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode - } - return 0 -} + // 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"` -type ListConditionsResponse struct { - Body []byte - HTTPResponse *http.Response - JSON200 *struct { - // Count The total number of results for this request. - Count int `json:"count"` + // High The highest value for the minute aggregate. + High float64 `json:"high"` - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // Low The lowest value for the minute aggregate. + Low float64 `json:"low"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // Open The open value for the minute aggregate. + Open float64 `json:"open"` - // Results An array of conditions that match your query. - Results []struct { - // Abbreviation A commonly-used abbreviation for this condition. - Abbreviation *string `json:"abbreviation,omitempty"` + // Transactions The number of transactions that took place within the minute aggregate. + Transactions int32 `json:"transactions"` - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListConditions200ResultsAssetClass `json:"asset_class"` + // Volume The trading volume for the minute aggregate. + Volume float64 `json:"volume"` - // DataTypes Data types that this condition applies to. - DataTypes []ListConditions200ResultsDataTypes `json:"data_types"` + // Vwap The trading volume weighted average price for the minute aggregate. + Vwap float64 `json:"vwap"` + } `json:"last_minute,omitempty"` - // Description A short description of the semantics of this condition. - Description *string `json:"description,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"` - // 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"` + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int `json:"ask_exchange,omitempty"` - // Id An identifier used by Massive for this condition. Unique per data type. - Id int `json:"id"` + // 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"` - // 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"` + // Bid The bid price. + Bid float64 `json:"bid"` - // Name The name of this condition. - Name string `json:"name"` + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int `json:"bid_exchange,omitempty"` - // 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"` + // 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"` - // OPRA Condition code from the Options Price Reporting Authority (OPRA). - OPRA *string `json:"OPRA,omitempty"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated int64 `json:"last_updated"` - // UTP Condition code from UTP Plan (UTP). - UTP *string `json:"UTP,omitempty"` - } `json:"sip_mapping"` + // Midpoint The average of the bid and ask price. + Midpoint *float64 `json:"midpoint,omitempty"` - // Type An identifier for a collection of related conditions. - Type ListConditions200ResultsType `json:"type"` + // Timeframe The time relevance of the data. + Timeframe GetSnapshots200ResultsLastQuoteTimeframe `json:"timeframe"` + } `json:"last_quote,omitempty"` - // 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"` + // 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"` - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` + // 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"` - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"consolidated"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int `json:"exchange,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"` + // 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"` - // 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"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // Description A short description of the semantics of this condition. - Description *string `json:"description,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"` - // 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"` + // 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"` - // Id An identifier used by Massive for this condition. Unique per data type. - Id int `json:"id"` + // 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"` - // 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"` + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` - // Name The name of this condition. - Name string `json:"name"` + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` + } `json:"last_trade,omitempty"` - // 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"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // OPRA Condition code from the Options Price Reporting Authority (OPRA). - OPRA *string `json:"OPRA,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"` - // UTP Condition code from UTP Plan (UTP). - UTP *string `json:"UTP,omitempty"` - } `json:"sip_mapping"` + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` - // Type An identifier for a collection of related conditions. - Type ListConditions400ResultsType `json:"type"` + // Name The name of this contract. + Name *string `json:"name,omitempty"` - // 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"` + // OpenInterest The quantity of this contract held at the end of the last trading day. + OpenInterest *float64 `json:"open_interest,omitempty"` - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` + // 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"` - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"consolidated"` + // ChangePercent The percent of the price change for the asset from the previous trading day. + ChangePercent float64 `json:"change_percent"` - // 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"` + // Close The closing price of the asset for the day. + Close float64 `json:"close"` - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_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"` - // 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"` + // 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"` - // 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"` + // EarlyTradingChangePercent Today's early trading change as a percentage. + EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` - // NextUrl If present, this value can be used to fetch the next page of data. - NextUrl *string `json:"next_url,omitempty"` + // High The highest price of the asset for the day. + High float64 `json:"high"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // 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"` - // Results An array of conditions that match your query. - Results []struct { - // Abbreviation A commonly-used abbreviation for this condition. - Abbreviation *string `json:"abbreviation,omitempty"` + // LateTradingChangePercent Today's late trading change as a percentage. + LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListConditionsDefaultResultsAssetClass `json:"asset_class"` + // Low The lowest price of the asset for the day. + Low float64 `json:"low"` - // DataTypes Data types that this condition applies to. - DataTypes []ListConditionsDefaultResultsDataTypes `json:"data_types"` + // Open The open price of the asset for the day. + Open float64 `json:"open"` - // Description A short description of the semantics of this condition. - Description *string `json:"description,omitempty"` + // PreviousClose The closing price of the asset for the previous trading day. + PreviousClose float64 `json:"previous_close"` - // 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"` + // Price The price of the most recent trade or bid price for this asset. + Price *float64 `json:"price,omitempty"` - // Id An identifier used by Massive for this condition. Unique per data type. - Id int `json:"id"` + // 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"` - // 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"` + // RegularTradingChangePercent Today's regular trading change as a percentage. + RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` - // Name The name of this condition. - Name string `json:"name"` + // Volume The trading volume for the asset for the day. + Volume *float64 `json:"volume,omitempty"` + } `json:"session,omitempty"` - // 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"` + // Ticker The ticker symbol for the asset. + Ticker string `json:"ticker"` - // OPRA Condition code from the Options Price Reporting Authority (OPRA). - OPRA *string `json:"OPRA,omitempty"` + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsTimeframe `json:"timeframe,omitempty"` - // UTP Condition code from UTP Plan (UTP). - UTP *string `json:"UTP,omitempty"` - } `json:"sip_mapping"` + // Type The asset class for this ticker. + Type *GetSnapshots200ResultsType `json:"type,omitempty"` - // Type An identifier for a collection of related conditions. - Type ListConditionsDefaultResultsType `json:"type"` + // 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"` - // 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"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` + // 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"` - // UpdatesVolume Whether or not trades with this condition update the volume. - UpdatesVolume bool `json:"updates_volume"` - } `json:"consolidated"` + // Ticker The ticker symbol for the contract's underlying asset. + Ticker string `json:"ticker"` - // 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"` + // Timeframe The time relevance of the data. + Timeframe *GetSnapshots200ResultsUnderlyingAssetTimeframe `json:"timeframe,omitempty"` - // UpdatesOpenClose Whether or not trades with this condition update the open/close. - UpdatesOpenClose bool `json:"updates_open_close"` + // Value The value of the underlying index. + Value *float64 `json:"value,omitempty"` + } `json:"underlying_asset,omitempty"` - // 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"` + // 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 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 +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 ListConditionsResponse) Status() string { +func (r GetSnapshotsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -58825,14 +57075,14 @@ func (r ListConditionsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListConditionsResponse) StatusCode() int { +func (r GetSnapshotsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListDividendsResponse struct { +type GetIndicesSnapshotResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -58844,47 +57094,67 @@ type ListDividendsResponse struct { // 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"` + // Error The error while looking for this ticker. + Error *string `json:"error,omitempty"` - // Currency The currency in which the dividend is paid. - Currency *string `json:"currency,omitempty"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // DeclarationDate The date that the dividend was announced. - DeclarationDate *string `json:"declaration_date,omitempty"` + // MarketStatus The market status for the market that trades this ticker. + MarketStatus *string `json:"market_status,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"` + // Message The error message while looking for this ticker. + Message *string `json:"message,omitempty"` - // ExDividendDate The date that the stock first trades without the dividend, determined by the exchange. - ExDividendDate string `json:"ex_dividend_date"` + // Name Name of Index. + Name *string `json:"name,omitempty"` - // 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"` + // 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"` - // Id The unique identifier of the dividend. - Id string `json:"id"` + // ChangePercent The percent of the change for the index from the previous trading day. + ChangePercent *float64 `json:"change_percent,omitempty"` - // PayDate The date that the dividend is paid out. - PayDate *string `json:"pay_date,omitempty"` + // Close The closing value for the index of the day. + Close *float64 `json:"close,omitempty"` - // RecordDate The date that the stock must be held to receive the dividend, set by the company. - RecordDate *string `json:"record_date,omitempty"` + // High The highest value for the index of the day. + High *float64 `json:"high,omitempty"` - // Ticker The ticker symbol of the dividend. + // 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,omitempty"` + Status string `json:"status"` } } -type ListDividends200ResultsDividendType string +type GetIndicesSnapshot200ResultsTimeframe string +type GetIndicesSnapshot200ResultsType string // Status returns HTTPResponse.Status -func (r ListDividendsResponse) Status() string { +func (r GetIndicesSnapshotResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -58892,164 +57162,200 @@ func (r ListDividendsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListDividendsResponse) StatusCode() int { +func (r GetIndicesSnapshotResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListExchangesResponse struct { +type GetOptionsChainResponse 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 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"` + // 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"` - // AssetClass An identifier for a group of similar financial instruments. - AssetClass ListExchanges200ResultsAssetClass `json:"asset_class"` + // 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"` - // Id A unique identifier used by Massive for this exchange. - Id int `json:"id"` + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` - // Locale An identifier for a geographical location. - Locale ListExchanges200ResultsLocale `json:"locale"` + // Close The closing price for the contract of the day. + Close float64 `json:"close"` - // Mic The Market Identifier Code of this exchange (see ISO 10383). - Mic *string `json:"mic,omitempty"` + // High The highest price for the contract of the day. + High float64 `json:"high"` - // Name Name of this exchange. - Name string `json:"name"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // OperatingMic The MIC of the entity that operates this exchange. - OperatingMic *string `json:"operating_mic,omitempty"` + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` - // ParticipantId The ID used by SIP's to represent this exchange. - ParticipantId *string `json:"participant_id,omitempty"` + // Open The open price for the contract of the day. + Open float64 `json:"open"` - // Type Represents the type of exchange. - Type ListExchanges200ResultsType `json:"type"` + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` - // Url A link to this exchange's website, if one exists. - Url *string `json:"url,omitempty"` - } `json:"results,omitempty"` + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` - // 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"` + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // 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"` - // 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"` + // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. + ExerciseStyle GetOptionsChain200ResultsDetailsExerciseStyle `json:"exercise_style"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // ExpirationDate The contract's expiration date in YYYY-MM-DD format. + ExpirationDate openapi_types.Date `json:"expiration_date"` - // Status The status of this request's response. - Status string `json:"status"` - } -} -type ListExchanges200ResultsAssetClass string -type ListExchanges200ResultsLocale string -type ListExchanges200ResultsType string + // SharesPerContract The number of shares per contract for this contract. + SharesPerContract float32 `json:"shares_per_contract"` -// Status returns HTTPResponse.Status -func (r ListExchangesResponse) 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 ListExchangesResponse) 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 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"` + // 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"` - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,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"` - // 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"` + // 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"` - // Type The type of the additional underlying asset, either equity or currency. - Type *string `json:"type,omitempty"` + // Gamma The change in delta per $0.01 change in the price of the underlying asset. + Gamma float64 `json:"gamma"` - // Underlying The name of the additional underlying asset. - Underlying *string `json:"underlying,omitempty"` - } `json:"additional_underlyings,omitempty"` + // Theta The change in the option's price per day. + Theta float64 `json:"theta"` - // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) - Cfi *string `json:"cfi,omitempty"` + // Vega The change in the option's price per 1% increment in volatility. + Vega float64 `json:"vega"` + } `json:"greeks,omitempty"` - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType *string `json:"contract_type,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"` - // Correction The correction number for this option contract. - Correction *int `json:"correction,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"` - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle *ListOptionsContracts200ResultsExerciseStyle `json:"exercise_style,omitempty"` + // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + AskExchange *int32 `json:"ask_exchange,omitempty"` - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate *string `json:"expiration_date,omitempty"` + // AskSize The ask size. + AskSize float64 `json:"ask_size"` - // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // Bid The bid price. + Bid float64 `json:"bid"` - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. + BidExchange *int32 `json:"bid_exchange,omitempty"` - // StrikePrice The strike price of the option contract. - StrikePrice *float32 `json:"strike_price,omitempty"` + // BidSize The bid size. + BidSize float64 `json:"bid_size"` - // Ticker The ticker for the option contract. - Ticker *string `json:"ticker,omitempty"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // UnderlyingTicker The underlying ticker that the option contract relates to. - UnderlyingTicker *string `json:"underlying_ticker,omitempty"` - } `json:"results,omitempty"` + // Midpoint The average of the bid and ask price. + Midpoint float64 `json:"midpoint"` - // Status The status of this request's response. - Status *string `json:"status,omitempty"` - } -} -type ListOptionsContracts200ResultsExerciseStyle string + // Timeframe The time relevance of the data. + Timeframe *GetOptionsChain200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` + } `json:"last_quote"` -// Status returns HTTPResponse.Status -func (r ListOptionsContractsResponse) Status() string { + // 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 } @@ -59057,74 +57363,200 @@ func (r ListOptionsContractsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListOptionsContractsResponse) StatusCode() int { +func (r GetOptionsChainResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetOptionsContractResponse struct { +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,omitempty"` + RequestId string `json:"request_id"` - // Results Contains the requested data for the specified options contract. + // Results Contains the requested snapshot data for the specified 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"` + // 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"` - // Type The type of the additional underlying asset, either equity or currency. - Type *string `json:"type,omitempty"` + // 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"` - // Underlying The name of the additional underlying asset. - Underlying *string `json:"underlying,omitempty"` - } `json:"additional_underlyings,omitempty"` + // ChangePercent The percent of the price change for the contract from the previous trading day. + ChangePercent float64 `json:"change_percent"` - // Cfi The 6 letter CFI code of the contract (defined in ISO 10962) - Cfi *string `json:"cfi,omitempty"` + // Close The closing price for the contract of the day. + Close float64 `json:"close"` - // ContractType The type of contract. Can be "put", "call", or in some rare cases, "other". - ContractType *string `json:"contract_type,omitempty"` + // High The highest price for the contract of the day. + High float64 `json:"high"` - // Correction The correction number for this option contract. - Correction *int `json:"correction,omitempty"` + // LastUpdated The nanosecond timestamp of when this information was updated. + LastUpdated *int64 `json:"last_updated,omitempty"` - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle *GetOptionsContract200ResultsExerciseStyle `json:"exercise_style,omitempty"` + // Low The lowest price for the contract of the day. + Low float64 `json:"low"` - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate *string `json:"expiration_date,omitempty"` + // Open The open price for the contract of the day. + Open float64 `json:"open"` - // PrimaryExchange The MIC code of the primary exchange that this contract is listed on. - PrimaryExchange *string `json:"primary_exchange,omitempty"` + // PreviousClose The closing price for the contract of previous trading day. + PreviousClose float64 `json:"previous_close"` - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract *float32 `json:"shares_per_contract,omitempty"` + // Volume The trading volume for the contract of the day. + Volume float64 `json:"volume"` - // StrikePrice The strike price of the option contract. - StrikePrice *float32 `json:"strike_price,omitempty"` + // Vwap The trading volume weighted average price for the contract of the day. + Vwap float64 `json:"vwap"` + } `json:"day"` - // Ticker The ticker for the option contract. - Ticker *string `json:"ticker,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 GetOptionContract200ResultsDetailsContractType `json:"contract_type"` - // UnderlyingTicker The underlying ticker that the option contract relates to. - UnderlyingTicker *string `json:"underlying_ticker,omitempty"` + // 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,omitempty"` + Status string `json:"status"` } } -type GetOptionsContract200ResultsExerciseStyle string +type GetOptionContract200ResultsDetailsContractType string +type GetOptionContract200ResultsDetailsExerciseStyle string +type GetOptionContract200ResultsLastQuoteTimeframe string +type GetOptionContract200ResultsLastTradeTimeframe string +type GetOptionContract200ResultsUnderlyingAssetTimeframe string // Status returns HTTPResponse.Status -func (r GetOptionsContractResponse) Status() string { +func (r GetOptionContractResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -59132,14 +57564,14 @@ func (r GetOptionsContractResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsContractResponse) StatusCode() int { +func (r GetOptionContractResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListStockSplitsResponse struct { +type GetCryptoTradesResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -59151,33 +57583,35 @@ type ListStockSplitsResponse struct { // 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"` + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // Id The unique identifier for this stock split. - Id string `json:"id"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` - // 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"` + // Id The Trade ID which uniquely identifies a trade on the exchange that the trade happened on. + Id *string `json:"id,omitempty"` - // 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"` + // 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"` - // Ticker The ticker symbol of the stock split. - Ticker string `json:"ticker"` + // Price The price of the trade in the base currency of the crypto pair. + Price float64 `json:"price"` + + // ReceivedTimestamp The nanosecond accuracy timestamp of when the tick was received by Massive. + ReceivedTimestamp *int64 `json:"received_timestamp,omitempty"` + + // 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,omitempty"` + Status string `json:"status"` } } // Status returns HTTPResponse.Status -func (r ListStockSplitsResponse) Status() string { +func (r GetCryptoTradesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -59185,88 +57619,59 @@ func (r ListStockSplitsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListStockSplitsResponse) StatusCode() int { +func (r GetCryptoTradesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListTickersResponse struct { +type GetOptionsTradesResponse 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 An array of results containing the requested data. 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"` + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // Locale The locale of the asset. - Locale ListTickers200ResultsLocale `json:"locale"` + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` - // Market The market type of the asset. - Market ListTickers200ResultsMarket `json:"market"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` - // 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"` + // 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"` - // PrimaryExchange The ISO code of the primary listing exchange for this asset. - PrimaryExchange *string `json:"primary_exchange,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"` - // 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"` + // SequenceNumber The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be consecutive (e.g. 1, 2, 6, 9, 10, 11). + SequenceNumber *int64 `json:"sequence_number,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // 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"` - // 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"` + // 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,omitempty"` + Status string `json:"status"` } } -type ListTickers200ResultsLocale string -type ListTickers200ResultsMarket string // Status returns HTTPResponse.Status -func (r ListTickersResponse) Status() string { +func (r GetOptionsTradesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -59274,67 +57679,82 @@ func (r ListTickersResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListTickersResponse) StatusCode() int { +func (r GetOptionsTradesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type ListTickerTypesResponse struct { +type GetStocksTradesResponse 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 A request id assigned by the server. + RequestId *string `json:"request_id,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"` + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // Code A code used by Massive to refer to this ticker type. - Code string `json:"code"` + // Correction The trade correction indicator. + Correction *int `json:"correction,omitempty"` - // Description A short description of this ticker type. - Description string `json:"description"` + // DecimalSize The size of the trade including the fractional component. This is represented as a decimal string. + DecimalSize string `json:"decimal_size"` - // Locale An identifier for a geographical location. - Locale ListTickerTypes200ResultsLocale `json:"locale"` - } `json:"results,omitempty"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange int `json:"exchange"` - // 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"` + // 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"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_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"` - // 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"` + // 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"` - // RequestId A request ID assigned by the server. - RequestId string `json:"request_id"` + // 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"` } } -type ListTickerTypes200ResultsAssetClass string -type ListTickerTypes200ResultsLocale string // Status returns HTTPResponse.Status -func (r ListTickerTypesResponse) Status() string { +func (r GetStocksTradesResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -59342,139 +57762,128 @@ func (r ListTickerTypesResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r ListTickerTypesResponse) StatusCode() int { +func (r GetStocksTradesResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetTickerResponse struct { +type ListFinancialsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { // Count The total number of results for this request. - Count *int `json:"count,omitempty"` + Count int `json:"count"` - // RequestId A request id assigned by the server. - RequestId *string `json:"request_id,omitempty"` + // NextUrl If present, this value can be used to fetch the next page of data. + NextUrl *string `json:"next_url,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"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Address Company headquarters address details. - Address *struct { - // Address1 The first line of the company's headquarters address. - Address1 *string `json:"address1,omitempty"` + // 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"` - // Address2 The second line of the company's headquarters address, if applicable. - Address2 *string `json:"address2,omitempty"` + // Cik The CIK number for the company. + Cik string `json:"cik"` - // City The city of the company's headquarters address. - City *string `json:"city,omitempty"` + // CompanyName The company name. + CompanyName string `json:"company_name"` - // PostalCode The postal code of the company's headquarters address. - PostalCode *string `json:"postal_code,omitempty"` + // EndDate The end date of the period that these financials cover in YYYYMMDD format. + EndDate *string `json:"end_date,omitempty"` - // State The state of the company's headquarters address. - State *string `json:"state,omitempty"` - } `json:"address,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"` - // 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"` + // 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"` - // 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"` + // 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"` - // Locale The locale of the asset. - Locale GetTicker200ResultsLocale `json:"locale"` + // Label A human readable label for the financial data point. + Label string `json:"label"` - // Market The market type of the asset. - Market GetTicker200ResultsMarket `json:"market"` + // Order An indicator of what order within the statement that you would find this data point. + Order int `json:"order"` - // MarketCap The most recent close price of the ticker multiplied by weighted outstanding shares. - MarketCap *float64 `json:"market_cap,omitempty"` + // Source The source where this data point came from. This will be one of: SourceDirectReport, SourceIntraReportImpute or SourceInterReportDerived. + Source *string `json:"source,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"` + // Unit The unit of the financial data point. + Unit string `json:"unit"` - // PhoneNumber The phone number for the company behind this ticker. - PhoneNumber *string `json:"phone_number,omitempty"` + // Value The value of the financial data point. + Value float32 `json:"value"` - // PrimaryExchange The ISO code of the primary listing exchange for this asset. - PrimaryExchange *string `json:"primary_exchange,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"` - // RoundLot Round lot size of this security. - RoundLot *float64 `json:"round_lot,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"` - // 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"` + // 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"` - // ShareClassSharesOutstanding The recorded number of outstanding shares for this particular share class. - ShareClassSharesOutstanding *float64 `json:"share_class_shares_outstanding,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"` - // 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"` + // FiscalPeriod Fiscal period of the report according to the company (Q1, Q2, Q3, Q4, or FY). + FiscalPeriod string `json:"fiscal_period"` - // SicDescription A description of this ticker's SIC code. - SicDescription *string `json:"sic_description,omitempty"` + // FiscalYear Fiscal year of the report according to the company. + FiscalYear *string `json:"fiscal_year,omitempty"` - // Ticker The exchange symbol that this item is traded under. - Ticker string `json:"ticker"` + // Sic The Standard Industrial Classification (SIC) code for the company. + Sic *string `json:"sic,omitempty"` - // TickerRoot The root of a specified ticker. For example, the root of BRK.A is BRK. - TickerRoot *string `json:"ticker_root,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"` - // TickerSuffix The suffix of a specified ticker. For example, the suffix of BRK.A is A. - TickerSuffix *string `json:"ticker_suffix,omitempty"` + // SourceFilingUrl The URL of the SEC filing that these financials were derived from. + SourceFilingUrl *string `json:"source_filing_url,omitempty"` - // TotalEmployees The approximate number of employees for the company. - TotalEmployees *float32 `json:"total_employees,omitempty"` + // StartDate The start date of the period that these financials cover in YYYYMMDD format. + StartDate *string `json:"start_date,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"` + // Tickers The list of ticker symbols for the company. + Tickers *[]string `json:"tickers,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"` + // 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,omitempty"` + Status string `json:"status"` } } -type GetTicker200ResultsLocale string -type GetTicker200ResultsMarket string // Status returns HTTPResponse.Status -func (r GetTickerResponse) Status() string { +func (r ListFinancialsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -59482,14 +57891,14 @@ func (r GetTickerResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetTickerResponse) StatusCode() int { +func (r ListFinancialsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetSnapshotsResponse struct { +type ListIPOsResponse struct { Body []byte HTTPResponse *http.Response JSON200 *struct { @@ -59497,269 +57906,81 @@ type GetSnapshotsResponse struct { 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"` - - // 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"` + // AnnouncedDate The date when the IPO event was announced. + AnnouncedDate *openapi_types.Date `json:"announced_date,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"` + // CurrencyCode Underlying currency of the security. + CurrencyCode *string `json:"currency_code,omitempty"` - // ChangePercent The percent of the price change for the asset from the previous trading day. - ChangePercent float64 `json:"change_percent"` + // FinalIssuePrice The price set by the company and its underwriters before the IPO goes live. + FinalIssuePrice *float32 `json:"final_issue_price,omitempty"` - // Close The closing price of the asset for the day. - Close float64 `json:"close"` + // 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"` - // 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"` + // 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"` - // 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"` + // 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"` - // EarlyTradingChangePercent Today's early trading change as a percentage. - EarlyTradingChangePercent *float64 `json:"early_trading_change_percent,omitempty"` + // IssuerName Name of issuer. + IssuerName string `json:"issuer_name"` - // High The highest price of the asset for the day. - High float64 `json:"high"` + // LastUpdated The date when the IPO event was last modified. + LastUpdated openapi_types.Date `json:"last_updated"` - // 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"` + // ListingDate First trading date for the newly listed entity. + ListingDate *openapi_types.Date `json:"listing_date,omitempty"` - // LateTradingChangePercent Today's late trading change as a percentage. - LateTradingChangePercent *float64 `json:"late_trading_change_percent,omitempty"` + // LotSize The minimum number of shares that can be bought or sold in a single transaction. + LotSize *float32 `json:"lot_size,omitempty"` - // Low The lowest price of the asset for the day. - Low float64 `json:"low"` + // 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"` - // Open The open price of the asset for the day. - Open float64 `json:"open"` + // MaxSharesOffered The upper limit of the shares that the company is offering to investors. + MaxSharesOffered *float32 `json:"max_shares_offered,omitempty"` - // PreviousClose The closing price of the asset for the previous trading day. - PreviousClose float64 `json:"previous_close"` + // MinSharesOffered The lower limit of shares that the company is willing to sell in the IPO. + MinSharesOffered *float32 `json:"min_shares_offered,omitempty"` - // Price The price of the most recent trade or bid price for this asset. - Price *float64 `json:"price,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"` - // 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"` + // SecurityDescription Description of the security. + SecurityDescription *string `json:"security_description,omitempty"` - // RegularTradingChangePercent Today's regular trading change as a percentage. - RegularTradingChangePercent *float64 `json:"regular_trading_change_percent,omitempty"` + // SecurityType The classification of the stock. For example, "CS" stands for Common Stock. + SecurityType string `json:"security_type"` - // Volume The trading volume for the asset for the day. - Volume *float64 `json:"volume,omitempty"` - } `json:"session,omitempty"` + // 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 for the asset. + // Ticker The ticker symbol of the IPO event. 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"` + // TotalOfferSize The total amount raised by the company for IPO. + TotalOfferSize *float32 `json:"total_offer_size,omitempty"` - // Value Value of Index. - Value *float32 `json:"value,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"` + Status *string `json:"status,omitempty"` } } -type GetSnapshots200ResultsDetailsContractType string -type GetSnapshots200ResultsDetailsExerciseStyle string -type GetSnapshots200ResultsLastQuoteTimeframe string -type GetSnapshots200ResultsLastTradeTimeframe string -type GetSnapshots200ResultsTimeframe string -type GetSnapshots200ResultsType string -type GetSnapshots200ResultsUnderlyingAssetTimeframe string +type ListIPOs200ResultsIpoStatus string // Status returns HTTPResponse.Status -func (r GetSnapshotsResponse) Status() string { +func (r ListIPOsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -59767,86 +57988,52 @@ func (r GetSnapshotsResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetSnapshotsResponse) StatusCode() int { +func (r ListIPOsResponse) StatusCode() int { if r.HTTPResponse != nil { return r.HTTPResponse.StatusCode } return 0 } -type GetIndicesSnapshotResponse struct { +type GetEventsResponse 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"` + RequestId *string `json:"request_id,omitempty"` - // Message The error message while looking for this ticker. - Message *string `json:"message,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 Name of Index. + // Name The name of the asset. 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"` + Status *string `json:"status,omitempty"` } } -type GetIndicesSnapshot200ResultsTimeframe string -type GetIndicesSnapshot200ResultsType string +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 GetIndicesSnapshotResponse) Status() string { +func (r GetEventsResponse) Status() string { if r.HTTPResponse != nil { return r.HTTPResponse.Status } @@ -59854,3082 +58041,1300 @@ func (r GetIndicesSnapshotResponse) Status() string { } // StatusCode returns HTTPResponse.StatusCode -func (r GetIndicesSnapshotResponse) StatusCode() int { +func (r GetEventsResponse) 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"` +// 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) +} - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// 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) +} - // 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"` +// 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) +} - // ChangePercent The percent of the price change for the contract from the previous trading day. - ChangePercent float64 `json:"change_percent"` +// GetBenzingaV1ConsensusRatingsTickerWithResponse request returning *GetBenzingaV1ConsensusRatingsTickerResponse +func (c *ClientWithResponses) GetBenzingaV1ConsensusRatingsTickerWithResponse(ctx context.Context, ticker string, params *GetBenzingaV1ConsensusRatingsTickerParams, reqEditors ...RequestEditorFn) (*GetBenzingaV1ConsensusRatingsTickerResponse, error) { + rsp, err := c.GetBenzingaV1ConsensusRatingsTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetBenzingaV1ConsensusRatingsTickerResponse(rsp) +} - // Close The closing price for the contract of the day. - Close float64 `json:"close"` +// 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) +} - // High The highest price for the contract of the day. - High float64 `json:"high"` +// 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) +} - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,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) +} - // Low The lowest price for the contract of the day. - Low float64 `json:"low"` +// 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) +} - // Open The open price for the contract of the day. - Open float64 `json:"open"` +// 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) +} - // PreviousClose The closing price for the contract of previous trading day. - PreviousClose float64 `json:"previous_close"` +// 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) +} - // Volume The trading volume for the contract of the day. - Volume float64 `json:"volume"` +// 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) +} - // Vwap The trading volume weighted average price for the contract of the day. - Vwap float64 `json:"vwap"` - } `json:"day"` +// 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) +} - // 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"` +// 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) +} - // ExerciseStyle The exercise style of this contract. See this link for more details on exercise styles. - ExerciseStyle GetOptionsChain200ResultsDetailsExerciseStyle `json:"exercise_style"` +// 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) +} - // ExpirationDate The contract's expiration date in YYYY-MM-DD format. - ExpirationDate openapi_types.Date `json:"expiration_date"` +// 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) +} - // SharesPerContract The number of shares per contract for this contract. - SharesPerContract float32 `json:"shares_per_contract"` +// 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) +} - // StrikePrice The strike price of the option contract. - StrikePrice float64 `json:"strike_price"` +// 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) +} - // Ticker The ticker symbol for the asset. - Ticker string `json:"ticker"` - } `json:"details"` +// 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) +} - // 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"` +// 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) +} - // 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"` +// 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) +} - // 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"` +// 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) +} - // Gamma The change in delta per $0.01 change in the price of the underlying asset. - Gamma float64 `json:"gamma"` +// 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) +} - // Theta The change in the option's price per day. - Theta float64 `json:"theta"` +// 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) +} - // Vega The change in the option's price per 1% increment in volatility. - Vega float64 `json:"vega"` - } `json:"greeks,omitempty"` +// 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) +} - // 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"` +// 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) +} - // 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"` +// 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) +} - // AskExchange The ask side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - AskExchange *int32 `json:"ask_exchange,omitempty"` +// 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) +} - // AskSize The ask size. - AskSize float64 `json:"ask_size"` +// GetFuturesV1QuotesTickerWithResponse request returning *GetFuturesV1QuotesTickerResponse +func (c *ClientWithResponses) GetFuturesV1QuotesTickerWithResponse(ctx context.Context, ticker string, params *GetFuturesV1QuotesTickerParams, reqEditors ...RequestEditorFn) (*GetFuturesV1QuotesTickerResponse, error) { + rsp, err := c.GetFuturesV1QuotesTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1QuotesTickerResponse(rsp) +} - // Bid The bid price. - Bid float64 `json:"bid"` +// 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) +} - // BidExchange The bid side exchange ID. See Exchanges for Massive's mapping of exchange IDs. - BidExchange *int32 `json:"bid_exchange,omitempty"` +// GetFuturesV1SnapshotWithResponse request returning *GetFuturesV1SnapshotResponse +func (c *ClientWithResponses) GetFuturesV1SnapshotWithResponse(ctx context.Context, params *GetFuturesV1SnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SnapshotResponse, error) { + rsp, err := c.GetFuturesV1Snapshot(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1SnapshotResponse(rsp) +} - // BidSize The bid size. - BidSize float64 `json:"bid_size"` +// GetFuturesV1TradesTickerWithResponse request returning *GetFuturesV1TradesTickerResponse +func (c *ClientWithResponses) GetFuturesV1TradesTickerWithResponse(ctx context.Context, ticker string, params *GetFuturesV1TradesTickerParams, reqEditors ...RequestEditorFn) (*GetFuturesV1TradesTickerResponse, error) { + rsp, err := c.GetFuturesV1TradesTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetFuturesV1TradesTickerResponse(rsp) +} - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` +// 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) +} - // Midpoint The average of the bid and ask price. - Midpoint float64 `json:"midpoint"` +// GetOptionsV3QuotesTickerWithResponse request returning *GetOptionsV3QuotesTickerResponse +func (c *ClientWithResponses) GetOptionsV3QuotesTickerWithResponse(ctx context.Context, ticker string, params *GetOptionsV3QuotesTickerParams, reqEditors ...RequestEditorFn) (*GetOptionsV3QuotesTickerResponse, error) { + rsp, err := c.GetOptionsV3QuotesTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsV3QuotesTickerResponse(rsp) +} - // Timeframe The time relevance of the data. - Timeframe *GetOptionsChain200ResultsLastQuoteTimeframe `json:"timeframe,omitempty"` - } `json:"last_quote"` +// GetOptionsV3TradesTickerWithResponse request returning *GetOptionsV3TradesTickerResponse +func (c *ClientWithResponses) GetOptionsV3TradesTickerWithResponse(ctx context.Context, ticker string, params *GetOptionsV3TradesTickerParams, reqEditors ...RequestEditorFn) (*GetOptionsV3TradesTickerResponse, error) { + rsp, err := c.GetOptionsV3TradesTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetOptionsV3TradesTickerResponse(rsp) +} - // 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"` +// GetStocksDevTradesTickerWithResponse request returning *GetStocksDevTradesTickerResponse +func (c *ClientWithResponses) GetStocksDevTradesTickerWithResponse(ctx context.Context, ticker string, params *GetStocksDevTradesTickerParams, reqEditors ...RequestEditorFn) (*GetStocksDevTradesTickerResponse, error) { + rsp, err := c.GetStocksDevTradesTicker(ctx, ticker, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksDevTradesTickerResponse(rsp) +} - // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. - Exchange int `json:"exchange"` +// 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) +} - // 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"` +// GetStocksFilings10KVX0SectionsWithResponse request returning *GetStocksFilings10KVX0SectionsResponse +func (c *ClientWithResponses) GetStocksFilings10KVX0SectionsWithResponse(ctx context.Context, params *GetStocksFilings10KVX0SectionsParams, reqEditors ...RequestEditorFn) (*GetStocksFilings10KVX0SectionsResponse, error) { + rsp, err := c.GetStocksFilings10KVX0Sections(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilings10KVX0SectionsResponse(rsp) +} - // 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"` +// GetStocksFilings8KVXDisclosuresWithResponse request returning *GetStocksFilings8KVXDisclosuresResponse +func (c *ClientWithResponses) GetStocksFilings8KVXDisclosuresWithResponse(ctx context.Context, params *GetStocksFilings8KVXDisclosuresParams, reqEditors ...RequestEditorFn) (*GetStocksFilings8KVXDisclosuresResponse, error) { + rsp, err := c.GetStocksFilings8KVXDisclosures(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilings8KVXDisclosuresResponse(rsp) +} - // Size The size of a trade (also known as volume). - Size int32 `json:"size"` +// 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) +} - // Timeframe The time relevance of the data. - Timeframe *GetOptionsChain200ResultsLastTradeTimeframe `json:"timeframe,omitempty"` - } `json:"last_trade,omitempty"` +// 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) +} - // OpenInterest The quantity of this contract held at the end of the last trading day. - OpenInterest float64 `json:"open_interest"` +// GetStocksFilingsVXForm3WithResponse request returning *GetStocksFilingsVXForm3Response +func (c *ClientWithResponses) GetStocksFilingsVXForm3WithResponse(ctx context.Context, params *GetStocksFilingsVXForm3Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm3Response, error) { + rsp, err := c.GetStocksFilingsVXForm3(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilingsVXForm3Response(rsp) +} - // 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"` +// GetStocksFilingsVXForm4WithResponse request returning *GetStocksFilingsVXForm4Response +func (c *ClientWithResponses) GetStocksFilingsVXForm4WithResponse(ctx context.Context, params *GetStocksFilingsVXForm4Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm4Response, error) { + rsp, err := c.GetStocksFilingsVXForm4(ctx, params, reqEditors...) + if err != nil { + return nil, err + } + return ParseGetStocksFilingsVXForm4Response(rsp) +} - // LastUpdated The nanosecond timestamp of when this information was updated. - LastUpdated *int64 `json:"last_updated,omitempty"` +// 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) +} - // 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"` +// 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) +} - // Ticker The ticker symbol for the contract's underlying asset. - Ticker string `json:"ticker"` +// 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) +} - // Timeframe The time relevance of the data. - Timeframe *GetOptionsChain200ResultsUnderlyingAssetTimeframe `json:"timeframe,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) +} - // Value The value of the underlying index. - Value *float64 `json:"value,omitempty"` - } `json:"underlying_asset"` - } `json:"results,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) +} - // Status The status of this request's response. - Status string `json:"status"` +// 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) } -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 +// GetStocksTaxonomiesVXDisclosuresWithResponse request returning *GetStocksTaxonomiesVXDisclosuresResponse +func (c *ClientWithResponses) GetStocksTaxonomiesVXDisclosuresWithResponse(ctx context.Context, params *GetStocksTaxonomiesVXDisclosuresParams, reqEditors ...RequestEditorFn) (*GetStocksTaxonomiesVXDisclosuresResponse, error) { + rsp, err := c.GetStocksTaxonomiesVXDisclosures(ctx, params, reqEditors...) + if err != nil { + return nil, err } - return http.StatusText(0) + return ParseGetStocksTaxonomiesVXDisclosuresResponse(rsp) } -// StatusCode returns HTTPResponse.StatusCode -func (r GetOptionsChainResponse) StatusCode() int { - if r.HTTPResponse != nil { - return r.HTTPResponse.StatusCode +// 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 0 + return ParseGetStocksTaxonomiesVXRiskFactorsResponse(rsp) } -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"` +// 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) +} - // 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"` - - // ReceivedTimestamp The nanosecond accuracy timestamp of when the tick was received by Massive. - ReceivedTimestamp *int64 `json:"received_timestamp,omitempty"` - - // 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"` - - // SequenceNumber The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be consecutive (e.g. 1, 2, 6, 9, 10, 11). - SequenceNumber *int64 `json:"sequence_number,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"` - - // 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) -} - -// GetFuturesV1SnapshotWithResponse request returning *GetFuturesV1SnapshotResponse -func (c *ClientWithResponses) GetFuturesV1SnapshotWithResponse(ctx context.Context, params *GetFuturesV1SnapshotParams, reqEditors ...RequestEditorFn) (*GetFuturesV1SnapshotResponse, error) { - rsp, err := c.GetFuturesV1Snapshot(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetFuturesV1SnapshotResponse(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) -} - -// 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) -} - -// GetStocksFilingsVXForm3WithResponse request returning *GetStocksFilingsVXForm3Response -func (c *ClientWithResponses) GetStocksFilingsVXForm3WithResponse(ctx context.Context, params *GetStocksFilingsVXForm3Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm3Response, error) { - rsp, err := c.GetStocksFilingsVXForm3(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFilingsVXForm3Response(rsp) -} - -// GetStocksFilingsVXForm4WithResponse request returning *GetStocksFilingsVXForm4Response -func (c *ClientWithResponses) GetStocksFilingsVXForm4WithResponse(ctx context.Context, params *GetStocksFilingsVXForm4Params, reqEditors ...RequestEditorFn) (*GetStocksFilingsVXForm4Response, error) { - rsp, err := c.GetStocksFilingsVXForm4(ctx, params, reqEditors...) - if err != nil { - return nil, err - } - return ParseGetStocksFilingsVXForm4Response(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) -} - -// 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) -} - -// 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 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 - } - 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 -} - -// 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 +// 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 response, nil + return ParseGetStocksV1ShortVolumeResponse(rsp) } -// 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() }() +// 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) +} - response := &GetBenzingaV1BullsBearsSayResponse{ - Body: bodyBytes, - HTTPResponse: 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) +} - 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 { - // 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"` - - // 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"` - - // 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"` - - // 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"` - } - 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 GetBenzingaV1BullsBearsSay400Status `json:"status"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON400 = &dest - +// 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 response, nil + return ParseGetTmxV1CorporateEventsResponse(rsp) } -// 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() }() +// 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) +} - response := &GetBenzingaV1ConsensusRatingsResponse{ - Body: bodyBytes, - HTTPResponse: 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) +} - 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 { - // BuyRatings The count of 'Buy' ratings from contributing analysts. - BuyRatings int64 `json:"buy_ratings"` - - // 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"` - - // 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 - +// 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 response, nil + return ParseDeprecatedGetHistoricForexQuotesResponse(rsp) } -// 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() }() +// 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) +} - response := &GetBenzingaV1EarningsResponse{ - Body: bodyBytes, - HTTPResponse: 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) +} - 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 - +// 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 response, nil + return ParseGetIndicesEMAResponse(rsp) } -// 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() }() +// 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) +} - response := &GetBenzingaV1FirmsResponse{ - Body: bodyBytes, - HTTPResponse: 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) +} - 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 - +// 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 response, nil + return ParseGetCryptoMACDResponse(rsp) } -// 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() }() +// 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) +} - response := &GetBenzingaV1GuidanceResponse{ - Body: bodyBytes, - HTTPResponse: 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) +} - 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 A unique identifier assigned by Benzinga to the guidance record. - BenzingaId *string `json:"benzinga_id,omitempty"` - - // CompanyName The name of the company issuing guidance. - CompanyName *string `json:"company_name,omitempty"` - - // 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"` - - // 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"` - - // 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"` - - // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. - FiscalPeriod *string `json:"fiscal_period,omitempty"` - - // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. - 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 *string `json:"last_updated,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"` - - // MaxRevenueGuidance The highest revenue figure the company expects for the fiscal period if a range was provided. - MaxRevenueGuidance *float64 `json:"max_revenue_guidance,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"` +// 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) +} - // MinRevenueGuidance The lowest revenue figure the company expects for the fiscal period if a range was provided. - MinRevenueGuidance *float64 `json:"min_revenue_guidance,omitempty"` +// 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) +} - // Notes Additional descriptive text or commentary provided about the guidance record. - Notes *string `json:"notes,omitempty"` +// 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) +} - // 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"` +// 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) +} - // PreviousMaxEpsGuidance The highest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMaxEpsGuidance *float64 `json:"previous_max_eps_guidance,omitempty"` +// 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) +} - // PreviousMaxRevenueGuidance The highest revenue value issued in a previous guidance record for the same fiscal period. - PreviousMaxRevenueGuidance *float64 `json:"previous_max_revenue_guidance,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) +} - // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. - PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` +// 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) +} - // PreviousMinRevenueGuidance The lowest revenue value issued in a previous guidance record for the same fiscal period. - PreviousMinRevenueGuidance *float64 `json:"previous_min_revenue_guidance,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) +} - // 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"` +// 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) +} - // 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"` +// 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) +} - // Ticker The stock symbol of the company issuing guidance. - Ticker *string `json:"ticker,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) +} - // Time The time of day the guidance was announced, in HH:mm:ss format. - Time *string `json:"time,omitempty"` - } `json:"results"` +// 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) +} - // 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 +// 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) +} - 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"` +// 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) +} - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// 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) +} - // 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 +// 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) +} - return response, nil +// 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) } -// 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() }() +// 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) +} - response := &GetBenzingaV1RatingsResponse{ - Body: bodyBytes, - HTTPResponse: 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) +} - 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"` +// 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) +} - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// 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) +} - // 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"` +// 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) +} - // Analyst The name of the individual analyst who issued the rating. - Analyst *string `json:"analyst,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) +} - // BenzingaAnalystId The identifer used by Benzinga for this analyst. - BenzingaAnalystId *string `json:"benzinga_analyst_id,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) +} - // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker - BenzingaCalendarUrl *string `json:"benzinga_calendar_url,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) +} - // BenzingaFirmId The identifer used by Benzinga for this firm. - BenzingaFirmId *string `json:"benzinga_firm_id,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) +} - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId *string `json:"benzinga_id,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) +} - // BenzingaNewsUrl A link to the Benzinga articles page for this ticker - BenzingaNewsUrl *string `json:"benzinga_news_url,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) +} - // CompanyName The name of the company being rated. - CompanyName *string `json:"company_name,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) +} - // Currency The ISO 4217 currency code in which the price target is denominated. - Currency *string `json:"currency,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) +} - // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. - Date *string `json:"date,omitempty"` +// 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) +} - // Firm The name of the research firm or investment bank issuing the rating. - Firm *string `json:"firm,omitempty"` +// 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) +} - // 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"` +// 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) +} - // 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"` +// 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) +} - // Notes Additional context or commentary. - Notes *string `json:"notes,omitempty"` +// 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) +} - // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. - PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` +// 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) +} - // PreviousPriceTarget The previous price target set by the analyst. - PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` +// 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 ParseGetLastOptionsTradeResponse(rsp) +} - // PreviousRating The previous rating set by the analyst. - PreviousRating *string `json:"previous_rating,omitempty"` +// 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 ParseGetLastStocksTradeResponse(rsp) +} - // PricePercentChange The percentage change in price target if price target and previous price target exists - PricePercentChange *float64 `json:"price_percent_change,omitempty"` +// 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) +} - // PriceTarget The current price target set by the analyst. - PriceTarget *float64 `json:"price_target,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) +} - // 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"` +// 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) +} - // Rating The current rating set by the analyst. - Rating *string `json:"rating,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) +} - // 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"` +// 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) +} - // Ticker The stock symbol of the company being rated. - Ticker *string `json:"ticker,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) +} - // Time The time (formatted as 24-hour HH:MM:SS UTC) when the rating was issued. - Time *string `json:"time,omitempty"` - } `json:"results"` +// 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) +} - // 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 +// 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) +} - 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"` +// 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) +} - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// 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 GetBenzingaV1Ratings400Status `json:"status"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON400 = &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) +} + +// 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 response, nil + return ParseDeprecatedGetHistoricStocksTradesResponse(rsp) } -// 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() }() +// 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) +} - response := &GetBenzingaV2NewsResponse{ - Body: bodyBytes, - HTTPResponse: 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) +} - 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"` +// 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) +} - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// 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) +} - // 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"` +// 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) +} - // BenzingaId The identifer used by Benzinga for this record. - BenzingaId int64 `json:"benzinga_id"` +// 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) +} - // Body The full text content of the news article. - Body *string `json:"body,omitempty"` +// 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) +} - // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). - Channels *[]string `json:"channels,omitempty"` +// 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) +} - // Images A list of images associated with the article. - Images *[]string `json:"images,omitempty"` +// 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) +} - // 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"` +// 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) +} - // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. - Published time.Time `json:"published"` +// 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) +} - // Tags A list of tags that describe the themes or content of the article. - Tags *[]string `json:"tags,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) +} - // Teaser A short summary or lead-in to the news article's content. - Teaser *string `json:"teaser,omitempty"` +// 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) +} - // Tickers A list of stock or crypto tickers mentioned in the article. - Tickers *[]string `json:"tickers,omitempty"` +// 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) +} - // Title The headline of the news article. - Title string `json:"title"` +// 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) +} - // Url The direct link to the source of the news article. - Url string `json:"url"` - } `json:"results"` +// 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) +} - // 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 +// 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) +} - 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"` +// 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) +} - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` +// 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 GetBenzingaV2News400Status `json:"status"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON400 = &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) +} +// 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) +} - return response, nil +// 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) } -// ParseGetConsumerSpendingEuV1MerchantAggregatesResponse parses an HTTP response from a GetConsumerSpendingEuV1MerchantAggregatesWithResponse call -func ParseGetConsumerSpendingEuV1MerchantAggregatesResponse(rsp *http.Response) (*GetConsumerSpendingEuV1MerchantAggregatesResponse, error) { +// 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 := &GetConsumerSpendingEuV1MerchantAggregatesResponse{ + response := &GetBenzingaV1AnalystInsightsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -62945,84 +59350,45 @@ func ParseGetConsumerSpendingEuV1MerchantAggregatesResponse(rsp *http.Response) // 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"` - - // ConsumerType The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking. - ConsumerType *string `json:"consumer_type,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"` - - // 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"` - - // MccGroup Merchant category code group associated with the merchant or payment processor. - MccGroup *string `json:"mcc_group,omitempty"` - - // MerchantIndustry Industry name based on GICS/BICS/ICB data classification for the merchant. - MerchantIndustry *string `json:"merchant_industry,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"` - - // 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"` - - // 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"` - - // 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"` - - // SpendInDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with inbound transactions. - SpendInDistinctAccountKeyCount *int64 `json:"spend_in_distinct_account_key_count,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"` + // BenzingaFirmId The identifier used by Benzinga for the firm record. + BenzingaFirmId *string `json:"benzinga_firm_id,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"` + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // SpendOutTransactionCount The count of outbound transactions (purchases, payments). - SpendOutTransactionCount *int64 `json:"spend_out_transaction_count,omitempty"` + // BenzingaRatingId The identifier used by Benzinga for the rating record. + BenzingaRatingId *string `json:"benzinga_rating_id,omitempty"` - // TotalAccounts The total count of distinct consumer accounts with any transaction activity for this aggregation. - TotalAccounts *int64 `json:"total_accounts,omitempty"` + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,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"` + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` - // TotalTransactions The total count of all transactions (outbound + inbound). - TotalTransactions *int64 `json:"total_transactions,omitempty"` + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,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"` + // Insight Narrative commentary or reasoning provided by the analyst or firm to explain the rating or price target. + Insight *string `json:"insight,omitempty"` - // TransactionDate The calendar date when the consumer transactions occurred. - TransactionDate *openapi_types.Date `json:"transaction_date,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"` - // 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"` + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,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"` + // Rating The current rating set by the analyst. + Rating *string `json:"rating,omitempty"` - // Type The type of aggregation. Can be 'merchant' or 'payment_processor'. - Type *string `json:"type,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"` - // 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"` + // 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 GetConsumerSpendingEuV1MerchantAggregates200Status `json:"status"` + Status GetBenzingaV1AnalystInsights200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63038,7 +59404,7 @@ func ParseGetConsumerSpendingEuV1MerchantAggregatesResponse(rsp *http.Response) RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetConsumerSpendingEuV1MerchantAggregates400Status `json:"status"` + Status GetBenzingaV1AnalystInsights400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63050,15 +59416,15 @@ func ParseGetConsumerSpendingEuV1MerchantAggregatesResponse(rsp *http.Response) return response, nil } -// ParseGetConsumerSpendingEuV1MerchantHierarchyResponse parses an HTTP response from a GetConsumerSpendingEuV1MerchantHierarchyWithResponse call -func ParseGetConsumerSpendingEuV1MerchantHierarchyResponse(rsp *http.Response) (*GetConsumerSpendingEuV1MerchantHierarchyResponse, error) { +// 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 := &GetConsumerSpendingEuV1MerchantHierarchyResponse{ + response := &GetBenzingaV1AnalystsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -63074,60 +59440,42 @@ func ParseGetConsumerSpendingEuV1MerchantHierarchyResponse(rsp *http.Response) ( // Results The results for this request. Results []struct { - // 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"` - - // 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"` - - // 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"` - - // GrandparentName Merchant's grandparent business name (Title Case). - GrandparentName *string `json:"grandparent_name,omitempty"` - - // GrandparentTicker Stock ticker of the merchant's grandparent company. Uses Bloomberg standard. - GrandparentTicker *string `json:"grandparent_ticker,omitempty"` - - // GreatGrandparentName Merchant's great-grandparent business name (Title Case, top-level corporate entity). - GreatGrandparentName *string `json:"great_grandparent_name,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"` + // BenzingaFirmId The unique identifier assigned by Benzinga to the research firm or investment bank. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` - // Industry Industry classification based on GICS/BICS/ICB standards. - Industry *string `json:"industry,omitempty"` + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // IndustryGroup Industry group classification based on GICS/BICS/ICB standards. - IndustryGroup *string `json:"industry_group,omitempty"` + // FirmName The name of the research firm or investment bank issuing the ratings. + FirmName *string `json:"firm_name,omitempty"` - // ListingStatus Whether the merchant is a publicly listed company or private. Possible values: public, private. - ListingStatus string `json:"listing_status"` + // FullName The full name of the analyst associated with the ratings. + FullName *string `json:"full_name,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"` + // 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"` - // NormalizedName Cleaned, standardized merchant display name (Title Case, e.g., 'Asda', 'Amazon'). - NormalizedName *string `json:"normalized_name,omitempty"` + // OverallAvgReturn The average percent price difference per rating since the date of recommendation. + OverallAvgReturn *float64 `json:"overall_avg_return,omitempty"` - // ParentName Merchant's parent business name (Title Case). Useful for aggregating transactions across subsidiary brands. - ParentName *string `json:"parent_name,omitempty"` + // OverallAvgReturnPercentile The analyst's percentile rank based on average return, relative to other analysts. + OverallAvgReturnPercentile *float64 `json:"overall_avg_return_percentile,omitempty"` - // ParentTicker Stock ticker of the merchant's parent company. Uses Bloomberg standard. - ParentTicker *string `json:"parent_ticker,omitempty"` + // OverallSuccessRate The percentage of gain/loss ratings that resulted in a gain overall. + OverallSuccessRate *float64 `json:"overall_success_rate,omitempty"` - // Sector Sector classification based on GICS/BICS/ICB standards. - Sector *string `json:"sector,omitempty"` + // SmartScore A weighted average of the total_ratings_percentile, overall_avg_return_percentile, and overall_success_rate. + SmartScore *float64 `json:"smart_score,omitempty"` - // SubIndustry Sub-industry classification based on GICS/BICS/ICB standards. - SubIndustry *string `json:"sub_industry,omitempty"` + // TotalRatings The total number of ratings issued by the analyst included in the performance calculation. + TotalRatings *float64 `json:"total_ratings,omitempty"` - // Ticker Stock ticker associated with the merchant (~250 US public companies mapped). Uses Bloomberg standard. - Ticker *string `json:"ticker,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 GetConsumerSpendingEuV1MerchantHierarchy200Status `json:"status"` + Status GetBenzingaV1Analysts200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63143,7 +59491,7 @@ func ParseGetConsumerSpendingEuV1MerchantHierarchyResponse(rsp *http.Response) ( RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetConsumerSpendingEuV1MerchantHierarchy400Status `json:"status"` + Status GetBenzingaV1Analysts400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63155,15 +59503,15 @@ func ParseGetConsumerSpendingEuV1MerchantHierarchyResponse(rsp *http.Response) ( return response, nil } -// ParseGetCryptoV1ExchangesResponse parses an HTTP response from a GetCryptoV1ExchangesWithResponse call -func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1ExchangesResponse, error) { +// 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 } - response := &GetCryptoV1ExchangesResponse{ + response := &GetBenzingaV1BullsBearsSayResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -63179,21 +59527,24 @@ 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"` + // 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"` - // Name Full official name of the cryptocurrency exchange or digital asset trading platform. - Name string `json:"name"` + // BenzingaId The unique identifier used by Benzinga for this bull/bear case record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. - Type string `json:"type"` + // 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"` - // Url Official website URL of the cryptocurrency exchange. - Url *string `json:"url,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"` + + // 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 GetCryptoV1Exchanges200Status `json:"status"` + Status GetBenzingaV1BullsBearsSay200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63208,148 +59559,85 @@ func ParseGetCryptoV1ExchangesResponse(rsp *http.Response) (*GetCryptoV1Exchange // 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"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON400 = &dest - - } - - return response, nil -} - -// 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 := &GetEtfGlobalV1AnalyticsResponse{ - 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 { - // 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"` + // 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 - // 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"` + return response, nil +} - // QuantQualityFirm Quality assessment score evaluating the reputation and capabilities of the ETF's issuing firm. - QuantQualityFirm *float64 `json:"quant_quality_firm,omitempty"` +// ParseGetBenzingaV1ConsensusRatingsTickerResponse parses an HTTP response from a GetBenzingaV1ConsensusRatingsTickerWithResponse call +func ParseGetBenzingaV1ConsensusRatingsTickerResponse(rsp *http.Response) (*GetBenzingaV1ConsensusRatingsTickerResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } - // QuantQualityLiquidity Quality assessment score measuring the liquidity characteristics and trading ease of the ETF. - QuantQualityLiquidity *float64 `json:"quant_quality_liquidity,omitempty"` + response := &GetBenzingaV1ConsensusRatingsTickerResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } - // QuantSentimentIv Market sentiment score derived from implied volatility levels in options markets. - QuantSentimentIv *float64 `json:"quant_sentiment_iv,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"` - // QuantSentimentPc Market sentiment score derived from put/call option ratios and options activity. - QuantSentimentPc *float64 `json:"quant_sentiment_pc,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // QuantSentimentSi Market sentiment score based on short interest levels and short selling activity. - QuantSentimentSi *float64 `json:"quant_sentiment_si,omitempty"` + // Results The results for this request. + Results []struct { + // BuyRatings The count of 'Buy' ratings from contributing analysts. + BuyRatings int64 `json:"buy_ratings"` - // QuantTechnicalIt Intermediate-term technical analysis score evaluating medium-term price trends. - QuantTechnicalIt *float64 `json:"quant_technical_it,omitempty"` + // ConsensusPriceTarget The average price target across all analysts, rounded to 2 decimal places. + ConsensusPriceTarget *float64 `json:"consensus_price_target,omitempty"` - // QuantTechnicalLt Long-term technical analysis score assessing extended price trend patterns. - QuantTechnicalLt *float64 `json:"quant_technical_lt,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"` - // QuantTechnicalSt Short-term technical analysis score based on recent price movements and trading patterns. - QuantTechnicalSt *float64 `json:"quant_technical_st,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"` - // QuantTotalScore ETF Global's comprehensive quantitative analysis score combining all quantitative factors. - QuantTotalScore *float64 `json:"quant_total_score,omitempty"` + // HighPriceTarget The highest price target among all contributing analysts. + HighPriceTarget *float64 `json:"high_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"` + // HoldRatings The count of 'Hold' ratings from contributing analysts. + HoldRatings int64 `json:"hold_ratings"` - // RiskCountry A component score assessing country-specific risks based on the ETF's geographic exposure. - RiskCountry *float64 `json:"risk_country,omitempty"` + // LowPriceTarget The lowest price target among all contributing analysts. + LowPriceTarget *float64 `json:"low_price_target,omitempty"` - // RiskDeviation A component score measuring how much the ETF deviates from expected performance. - RiskDeviation *float64 `json:"risk_deviation,omitempty"` + // PriceTargetContributors The number of unique analysts contributing price targets. + PriceTargetContributors int64 `json:"price_target_contributors"` - // RiskEfficiency A component score assessing the operational efficiency and cost-effectiveness of the ETF. - RiskEfficiency *float64 `json:"risk_efficiency,omitempty"` + // RatingsContributors The number of unique analysts contributing to the overall ratings consensus. + RatingsContributors int64 `json:"ratings_contributors"` - // RiskLiquidity A component score measuring the liquidity risk and ease of trading the ETF. - RiskLiquidity *float64 `json:"risk_liquidity,omitempty"` + // SellRatings The count of 'Sell' ratings from contributing analysts. + SellRatings int64 `json:"sell_ratings"` - // RiskStructure A component score evaluating risks related to the ETF's structural design and mechanics. - RiskStructure *float64 `json:"risk_structure,omitempty"` + // StrongBuyRatings The count of 'Strong Buy' ratings from contributing analysts. + StrongBuyRatings int64 `json:"strong_buy_ratings"` - // RiskTotalScore ETF Global's proprietary Red Diamond overall risk assessment score for the ETF. - RiskTotalScore *float64 `json:"risk_total_score,omitempty"` + // StrongSellRatings The count of 'Strong Sell' ratings from contributing analysts. + StrongSellRatings int64 `json:"strong_sell_ratings"` - // RiskVolatility A component score measuring the volatility risk of the ETF's price movements. - RiskVolatility *float64 `json:"risk_volatility,omitempty"` + // Ticker The requested ticker. + Ticker *string `json:"ticker,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Analytics200Status `json:"status"` + Status GetBenzingaV1ConsensusRatingsTicker200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63365,7 +59653,7 @@ func ParseGetEtfGlobalV1AnalyticsResponse(rsp *http.Response) (*GetEtfGlobalV1An RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Analytics400Status `json:"status"` + Status GetBenzingaV1ConsensusRatingsTicker400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63377,15 +59665,15 @@ 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) { +// 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 } - response := &GetEtfGlobalV1ConstituentsResponse{ + response := &GetBenzingaV1EarningsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -63401,63 +59689,81 @@ 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"` + // ActualEps The actual earnings per share (EPS) reported by the company for the given period. + ActualEps *float64 `json:"actual_eps,omitempty"` - // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. - CompositeTicker *string `json:"composite_ticker,omitempty"` + // ActualRevenue The actual revenue reported by the company for the given fiscal period. + ActualRevenue *float64 `json:"actual_revenue,omitempty"` - // ConstituentName The full company or security name of the constituent holding. - ConstituentName *string `json:"constituent_name,omitempty"` + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,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"` + // CompanyName The name of the company releasing earnings. + CompanyName *string `json:"company_name,omitempty"` - // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. - ConstituentTicker *string `json:"constituent_ticker,omitempty"` + // Currency The ISO 4217 currency code indicating the denomination in which the figures are reported. + Currency *string `json:"currency,omitempty"` - // CountryOfExchange The country where the exchange that lists this constituent security is located. - CountryOfExchange *string `json:"country_of_exchange,omitempty"` + // Date The calendar date (formatted as YYYY-MM-DD) when the earnings are scheduled or were reported. + Date *string `json:"date,omitempty"` - // CurrencyTraded The local currency in which this constituent security is denominated and traded. - CurrencyTraded *string `json:"currency_traded,omitempty"` + // DateStatus Indicates whether the date of the earnings report has been confirmed. Possible values include: projected, confirmed. + DateStatus *string `json:"date_status,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"` + // 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"` - // Exchange The name of the stock exchange where this constituent security is primarily traded. - Exchange *string `json:"exchange,omitempty"` + // EpsSurprise The difference between the actual and estimated EPS. + EpsSurprise *float64 `json:"eps_surprise,omitempty"` - // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. - Figi *string `json:"figi,omitempty"` + // EpsSurprisePercent The percentage difference between the actual and estimated EPS. + EpsSurprisePercent *float64 `json:"eps_surprise_percent,omitempty"` - // Isin The International Securities Identification Number, a global standard for identifying securities. - Isin *string `json:"isin,omitempty"` + // EstimatedEps The analyst consensus estimate for earnings per share (EPS) for the given period. + EstimatedEps *float64 `json:"estimated_eps,omitempty"` - // MarketValue The total market value of this constituent position held by the ETF. - MarketValue *float64 `json:"market_value,omitempty"` + // EstimatedRevenue The analyst consensus estimate for the company's revenue in the given period. + EstimatedRevenue *float64 `json:"estimated_revenue,omitempty"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // FiscalPeriod The fiscal period for which the earnings are reported. Examples include: Q1, Q2, H1, FY. + FiscalPeriod *string `json:"fiscal_period,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"` + // FiscalYear The fiscal year in which the earnings period falls. + FiscalYear *int64 `json:"fiscal_year,omitempty"` - // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. - Sedol *string `json:"sedol,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"` - // SharesHeld The number of shares of this constituent security that the ETF currently owns. - SharesHeld *float64 `json:"shares_held,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"` - // UsCode A unique identifier code for the constituent security in US markets. - UsCode *string `json:"us_code,omitempty"` + // Notes Additional context, commentary, or clarifying notes related to the earnings event. + Notes *string `json:"notes,omitempty"` - // Weight The percentage weight of this constituent security within the ETF's total portfolio. - Weight *float64 `json:"weight,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 GetEtfGlobalV1Constituents200Status `json:"status"` + Status GetBenzingaV1Earnings200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63473,7 +59779,7 @@ func ParseGetEtfGlobalV1ConstituentsResponse(rsp *http.Response) (*GetEtfGlobalV RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Constituents400Status `json:"status"` + Status GetBenzingaV1Earnings400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63485,15 +59791,15 @@ 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) { +// 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 } - response := &GetEtfGlobalV1FundFlowsResponse{ + response := &GetBenzingaV1FirmsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -63509,27 +59815,21 @@ 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"` + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // Nav The net asset value per share, representing the per-share value of the ETF's underlying holdings. - Nav *float64 `json:"nav,omitempty"` + // Currency Primary currency used by the financial firm, with some entries having null values. + Currency *string `json:"currency,omitempty"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // LastUpdated Timestamp indicating when the firm's information was last modified or verified in the database. + LastUpdated *string `json:"last_updated,omitempty"` - // SharesOutstanding The total number of ETF shares currently issued and outstanding in the market. - SharesOutstanding *float64 `json:"shares_outstanding,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 GetEtfGlobalV1FundFlows200Status `json:"status"` + Status GetBenzingaV1Firms200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63545,7 +59845,7 @@ func ParseGetEtfGlobalV1FundFlowsResponse(rsp *http.Response) (*GetEtfGlobalV1Fu RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1FundFlows400Status `json:"status"` + Status GetBenzingaV1Firms400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63557,15 +59857,15 @@ 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) { +// 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 } - response := &GetEtfGlobalV1ProfilesResponse{ + response := &GetBenzingaV1GuidanceResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -63581,201 +59881,210 @@ func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1Pro // Results The results for this request. Results []struct { - // Administrator The administrator of the ETF. - Administrator *string `json:"administrator,omitempty"` + // BenzingaId A unique identifier assigned by Benzinga to the guidance record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // Advisor The investment advisor of the ETF. - Advisor *string `json:"advisor,omitempty"` + // CompanyName The name of the company issuing guidance. + CompanyName *string `json:"company_name,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"` + // Currency The ISO 4217 code representing the currency in which the company issued its guidance figures. + Currency *string `json:"currency,omitempty"` - // Aum The total assets under management, representing the current market value of all assets held by the ETF. - Aum *float64 `json:"aum,omitempty"` + // Date The calendar date (formatted as YYYY-MM-DD) when the guidance was issued. + Date *string `json:"date,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"` + // 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"` - // 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"` + // 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"` - // CallVolume Call options volume. - CallVolume *float64 `json:"call_volume,omitempty"` + // EstimatedRevenueGuidance The midpoint or central revenue figure the company expects for the given fiscal period. + EstimatedRevenueGuidance *float64 `json:"estimated_revenue_guidance,omitempty"` - // Category The broad investment category that describes the ETF's investment focus and strategy. - Category *string `json:"category,omitempty"` + // FiscalPeriod The fiscal quarter to which the guidance applies, such as Q1, Q2, Q3, or Q4. + FiscalPeriod *string `json:"fiscal_period,omitempty"` - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` + // FiscalYear The fiscal year corresponding to the period for which the guidance is issued. + FiscalYear *int64 `json:"fiscal_year,omitempty"` - // CouponExposure Coupon exposure breakdown for fixed income ETFs. - CouponExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"coupon_exposure,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"` - // CreationFee The fee for creating new shares of the ETF. - CreationFee *float64 `json:"creation_fee,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"` - // CreationUnitSize The size of creation units for the ETF. - CreationUnitSize *float64 `json:"creation_unit_size,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"` - // CurrencyExposure Currency exposure breakdown of the ETF. - CurrencyExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"currency_exposure,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"` - // Custodian The custodian of the ETF assets. - Custodian *string `json:"custodian,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"` - // Description The official name and description of the ETF product. - Description *string `json:"description,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"` - // 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"` + // Notes Additional descriptive text or commentary provided about the guidance record. + Notes *string `json:"notes,omitempty"` - // DiscountPremium Discount or premium to net asset value. - DiscountPremium *float64 `json:"discount_premium,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"` - // DistributionFrequency How frequently the ETF makes distributions. - DistributionFrequency *string `json:"distribution_frequency,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"` - // Distributor The distributor of the ETF. - Distributor *string `json:"distributor,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"` - // 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"` + // PreviousMinEpsGuidance The lowest EPS value issued in a previous guidance record for the same fiscal period. + PreviousMinEpsGuidance *float64 `json:"previous_min_eps_guidance,omitempty"` - // FeeWaivers Any fee waivers applied to the ETF. - FeeWaivers *float64 `json:"fee_waivers,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"` - // FiscalYearEnd The fiscal year end date for the ETF. - FiscalYearEnd *string `json:"fiscal_year_end,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"` - // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. - Focus *string `json:"focus,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"` - // FuturesCommissionMerchant The futures commission merchant, if applicable. - FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` + // Ticker The stock symbol of the company issuing guidance. + Ticker *string `json:"ticker,omitempty"` - // GeographicExposure Geographic exposure breakdown of the ETF. - GeographicExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"geographic_exposure,omitempty"` + // Time The time of day the guidance was announced, in HH:mm:ss format. + Time *string `json:"time,omitempty"` + } `json:"results"` - // InceptionDate The date when this ETF was first launched and became available for trading. - InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + // 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 - // IndustryExposure Industry exposure breakdown of the ETF. - IndustryExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"industry_exposure,omitempty"` + 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"` - // IndustryGroupExposure Industry group exposure breakdown of the ETF. - IndustryGroupExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"industry_group_exposure,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // Issuer The financial institution or fund company that created and sponsors this ETF. - Issuer *string `json:"issuer,omitempty"` + // 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 - // 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"` + return response, 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"` +// 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 + } - // ListingExchange The primary exchange where the ETF is listed. - ListingExchange *string `json:"listing_exchange,omitempty"` + response := &GetBenzingaV1RatingsResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } - // 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"` + 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"` - // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. - ManagementFee *float64 `json:"management_fee,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // MaturityExposure Maturity exposure breakdown for fixed income ETFs. - MaturityExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"maturity_exposure,omitempty"` + // 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"` - // NetExpenses Net expenses after waivers. - NetExpenses *float64 `json:"net_expenses,omitempty"` + // Analyst The name of the individual analyst who issued the rating. + Analyst *string `json:"analyst,omitempty"` - // NumHoldings Number of holdings in the ETF. - NumHoldings *float64 `json:"num_holdings,omitempty"` + // BenzingaAnalystId The identifier used by Benzinga for this analyst. + BenzingaAnalystId *string `json:"benzinga_analyst_id,omitempty"` - // OptionsAvailable Availability of options on the ETF. - OptionsAvailable *int32 `json:"options_available,omitempty"` + // BenzingaCalendarUrl A link to the Benzinga calendar page for this ticker + BenzingaCalendarUrl *string `json:"benzinga_calendar_url,omitempty"` - // OptionsVolume Options trading volume for the ETF. - OptionsVolume *float64 `json:"options_volume,omitempty"` + // BenzingaFirmId The identifier used by Benzinga for this firm. + BenzingaFirmId *string `json:"benzinga_firm_id,omitempty"` - // OtherExpenses Other expenses charged by the ETF. - OtherExpenses *float64 `json:"other_expenses,omitempty"` + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId *string `json:"benzinga_id,omitempty"` - // PortfolioManager The portfolio manager of the ETF. - PortfolioManager *string `json:"portfolio_manager,omitempty"` + // BenzingaNewsUrl A link to the Benzinga articles page for this ticker + BenzingaNewsUrl *string `json:"benzinga_news_url,omitempty"` - // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. - PrimaryBenchmark *string `json:"primary_benchmark,omitempty"` + // CompanyName The name of the company being rated. + CompanyName *string `json:"company_name,omitempty"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // Currency The ISO 4217 currency code in which the price target is denominated. + Currency *string `json:"currency,omitempty"` - // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). - ProductType string `json:"product_type"` + // Date The calendar date (formatted as YYYY-MM-DD) when the rating was issued. + Date *string `json:"date,omitempty"` - // PutCallRatio Put/call ratio for options on the ETF. - PutCallRatio *float64 `json:"put_call_ratio,omitempty"` + // Firm The name of the research firm or investment bank issuing the rating. + Firm *string `json:"firm,omitempty"` - // PutVolume Put options volume. - PutVolume *float64 `json:"put_volume,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"` - // Region The geographic region or area of the world where the ETF concentrates its investments. - Region *string `json:"region,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"` - // SectorExposure Sector exposure breakdown of the ETF. - SectorExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"sector_exposure,omitempty"` + // Notes Additional context or commentary. + Notes *string `json:"notes,omitempty"` - // ShortInterest Short interest in the ETF. - ShortInterest *float64 `json:"short_interest,omitempty"` + // PreviousAdjustedPriceTarget The previous price target adjusted for stock splits and dividends. + PreviousAdjustedPriceTarget *float64 `json:"previous_adjusted_price_target,omitempty"` - // Subadvisor The subadvisor of the ETF, if applicable. - Subadvisor *string `json:"subadvisor,omitempty"` + // PreviousPriceTarget The previous price target set by the analyst. + PreviousPriceTarget *float64 `json:"previous_price_target,omitempty"` - // SubindustryExposure Sub-industry exposure breakdown of the ETF. - SubindustryExposure *[]struct { - Key string `json:"key"` - Value float64 `json:"value"` - } `json:"subindustry_exposure,omitempty"` + // PreviousRating The previous rating set by the analyst. + PreviousRating *string `json:"previous_rating,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"` + // PricePercentChange The percentage change in price target if price target and previous price target exists + PricePercentChange *float64 `json:"price_percent_change,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"` + // PriceTarget The current price target set by the analyst. + PriceTarget *float64 `json:"price_target,omitempty"` - // TransferAgent The transfer agent for the ETF. - TransferAgent *string `json:"transfer_agent,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"` - // Trustee The trustee of the ETF. - Trustee *string `json:"trustee,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"` + + // 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 GetEtfGlobalV1Profiles200Status `json:"status"` + Status GetBenzingaV1Ratings200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63791,7 +60100,7 @@ func ParseGetEtfGlobalV1ProfilesResponse(rsp *http.Response) (*GetEtfGlobalV1Pro RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Profiles400Status `json:"status"` + Status GetBenzingaV1Ratings400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63803,15 +60112,15 @@ 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) { +// 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 } - response := &GetEtfGlobalV1TaxonomiesResponse{ + response := &GetBenzingaV2NewsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -63827,126 +60136,174 @@ 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"` + // Author The name of the journalist or entity that authored the news article. + Author string `json:"author"` - // Category The broad investment category that describes the ETF's investment focus and strategy. - Category *string `json:"category,omitempty"` + // BenzingaId The identifier used by Benzinga for this record. + BenzingaId int64 `json:"benzinga_id"` - // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. - CompositeTicker *string `json:"composite_ticker,omitempty"` + // Body The full text content of the news article. + Body *string `json:"body,omitempty"` - // Country The specific country focus of the ETF, if applicable. - Country *string `json:"country,omitempty"` + // Channels A list of categories or topics that the article belongs to (e.g., 'News', 'Price Target'). + Channels *[]string `json:"channels,omitempty"` - // CreditQualityRating Credit quality rating for fixed income ETFs. - CreditQualityRating *string `json:"credit_quality_rating,omitempty"` + // Images A list of images associated with the article. + Images *[]string `json:"images,omitempty"` - // Description The official name and description of the ETF product. - Description *string `json:"description,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"` - // 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"` + // Published The timestamp (formatted as an ISO 8601 timestamp) when the news article was originally published. + Published time.Time `json:"published"` - // Duration The duration characteristics for fixed income ETFs. - Duration *string `json:"duration,omitempty"` + // Tags A list of tags that describe the themes or content of the article. + Tags *[]string `json:"tags,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"` + // Teaser A short summary or lead-in to the news article's content. + Teaser *string `json:"teaser,omitempty"` - // Esg Environmental, Social, and Governance characteristics. - Esg *string `json:"esg,omitempty"` + // Tickers A list of stock or crypto tickers mentioned in the article. + Tickers *[]string `json:"tickers,omitempty"` - // ExposureMechanism The mechanism used to achieve exposure. - ExposureMechanism *string `json:"exposure_mechanism,omitempty"` + // Title The headline of the news article. + Title string `json:"title"` - // Factor Factor exposure characteristics of the ETF. - Factor *string `json:"factor,omitempty"` + // Url The direct link to the source of the news article. + Url string `json:"url"` + } `json:"results"` - // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. - Focus *string `json:"focus,omitempty"` + // 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 - // HedgeReset The frequency of hedge reset, if applicable. - HedgeReset *string `json:"hedge_reset,omitempty"` + 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"` - // HoldingsDisclosureFrequency How frequently holdings are disclosed. - HoldingsDisclosureFrequency *string `json:"holdings_disclosure_frequency,omitempty"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // InceptionDate The date when this ETF was first launched and became available for trading. - InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` + // 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 - // 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"` + return response, nil +} - // LeverageReset The frequency of leverage reset, if applicable. - LeverageReset *string `json:"leverage_reset,omitempty"` +// 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 + } - // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). - LeverageStyle string `json:"leverage_style"` + response := &GetConsumerSpendingEuV1MerchantAggregatesResponse{ + Body: bodyBytes, + HTTPResponse: rsp, + } - // 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"` + 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"` - // 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"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // 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"` + // 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"` - // Maturity The maturity profile for fixed income ETFs. - Maturity *string `json:"maturity,omitempty"` + // ConsumerType The panel the account is sourced from. Possible values: consumer_credit, consumer_debit, open_banking. + ConsumerType *string `json:"consumer_type,omitempty"` - // Objective The primary investment objective of the ETF. - Objective *string `json:"objective,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"` - // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. - PrimaryBenchmark *string `json:"primary_benchmark,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"` - // ProcessedDate The date showing when ETF Global received and processed the data. - ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` + // MccGroup Merchant category code group associated with the merchant or payment processor. + MccGroup *string `json:"mcc_group,omitempty"` - // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). - ProductType string `json:"product_type"` + // MerchantIndustry Industry name based on GICS/BICS/ICB data classification for the merchant. + MerchantIndustry *string `json:"merchant_industry,omitempty"` - // RebalanceFrequency How frequently the ETF rebalances its holdings. - RebalanceFrequency *string `json:"rebalance_frequency,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"` - // ReconstitutionFrequency How frequently the index is reconstituted. - ReconstitutionFrequency *string `json:"reconstitution_frequency,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"` - // Region The geographic region or area of the world where the ETF concentrates its investments. - Region *string `json:"region,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"` - // SecondaryObjective The secondary investment objective, if applicable. - SecondaryObjective *string `json:"secondary_objective,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"` - // SelectionMethodology The methodology used to select securities. - SelectionMethodology *string `json:"selection_methodology,omitempty"` + // SpendInDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with inbound transactions. + SpendInDistinctAccountKeyCount *int64 `json:"spend_in_distinct_account_key_count,omitempty"` - // SelectionUniverse The universe from which securities are selected. - SelectionUniverse *string `json:"selection_universe,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"` - // StrategicFocus The strategic investment focus of the ETF. - StrategicFocus *string `json:"strategic_focus,omitempty"` + // SpendInTransactionCount The count of inbound transactions (refunds, returns). + SpendInTransactionCount *int64 `json:"spend_in_transaction_count,omitempty"` - // TargetedFocus The targeted investment focus of the ETF. - TargetedFocus *string `json:"targeted_focus,omitempty"` + // SpendOutDistinctAccountKeyCount The count of distinct account keys (unique consumer accounts) with outbound transactions. + SpendOutDistinctAccountKeyCount *int64 `json:"spend_out_distinct_account_key_count,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"` + // 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"` - // UsCode A unique identifier code that identifies this ETF in US markets. - UsCode *string `json:"us_code,omitempty"` + // SpendOutTransactionCount The count of outbound transactions (purchases, payments). + SpendOutTransactionCount *int64 `json:"spend_out_transaction_count,omitempty"` - // WeightingMethodology The methodology used to weight holdings. - WeightingMethodology *string `json:"weighting_methodology,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"` } `json:"results"` // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies200Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantAggregates200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63962,7 +60319,7 @@ func ParseGetEtfGlobalV1TaxonomiesResponse(rsp *http.Response) (*GetEtfGlobalV1T RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetEtfGlobalV1Taxonomies400Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantAggregates400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -63974,15 +60331,15 @@ 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) { +// 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 := &GetFedV1InflationResponse{ + response := &GetConsumerSpendingEuV1MerchantHierarchyResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -63998,30 +60355,60 @@ 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"` + // 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"` - // 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"` + // 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"` - // 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"` + // 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"` - // Date Calendar date of the observation (YYYY‑MM‑DD). - Date *string `json:"date,omitempty"` + // GrandparentName Merchant's grandparent business name (Title Case). + GrandparentName *string `json:"grandparent_name,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"` + // GrandparentTicker Stock ticker of the merchant's grandparent company. Uses Bloomberg standard. + GrandparentTicker *string `json:"grandparent_ticker,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"` + // GreatGrandparentName Merchant's great-grandparent business name (Title Case, top-level corporate entity). + GreatGrandparentName *string `json:"great_grandparent_name,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"` + // 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"` + + // 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 GetFedV1Inflation200Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantHierarchy200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64037,7 +60424,7 @@ func ParseGetFedV1InflationResponse(rsp *http.Response) (*GetFedV1InflationRespo RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1Inflation400Status `json:"status"` + Status GetConsumerSpendingEuV1MerchantHierarchy400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64049,15 +60436,15 @@ 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) { +// 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 := &GetFedV1InflationExpectationsResponse{ + response := &GetCryptoV1ExchangesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64073,33 +60460,21 @@ 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"` - - // 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"` - - // 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"` - - // 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"` + // Id Numeric identifier for the cryptocurrency exchange or trading platform. + Id string `json:"id"` - // 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"` + // Name Full official name of the cryptocurrency exchange or digital asset trading platform. + Name string `json:"name"` - // 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"` + // Type Type of crypto venue - 'exchange' for cryptocurrency exchanges and digital asset trading platforms. + Type string `json:"type"` - // 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"` + // Url Official website URL of the cryptocurrency exchange. + Url *string `json:"url,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFedV1InflationExpectations200Status `json:"status"` + Status GetCryptoV1Exchanges200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64115,7 +60490,7 @@ func ParseGetFedV1InflationExpectationsResponse(rsp *http.Response) (*GetFedV1In RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1InflationExpectations400Status `json:"status"` + Status GetCryptoV1Exchanges400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64127,15 +60502,15 @@ 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) { +// 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 := &GetFedV1LaborMarketResponse{ + response := &GetEtfGlobalV1AnalyticsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64151,24 +60526,111 @@ 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"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Date Calendar date of the 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"` - // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). - JobOpenings *float32 `json:"job_openings,omitempty"` + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,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"` + // QuantCompositeBehavioral Behavioral analysis score measuring investor psychology and market behavior patterns. + QuantCompositeBehavioral *float64 `json:"quant_composite_behavioral,omitempty"` - // UnemploymentRate Civilian unemployment rate as a percentage of the labor force (UNRATE series from FRED). - UnemploymentRate *float32 `json:"unemployment_rate,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"` + + // 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 GetFedV1LaborMarket200Status `json:"status"` + Status GetEtfGlobalV1Analytics200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64184,7 +60646,7 @@ func ParseGetFedV1LaborMarketResponse(rsp *http.Response) (*GetFedV1LaborMarketR RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1LaborMarket400Status `json:"status"` + Status GetEtfGlobalV1Analytics400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64196,15 +60658,15 @@ 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) { +// 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 := &GetFedV1TreasuryYieldsResponse{ + response := &GetEtfGlobalV1ConstituentsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64220,45 +60682,63 @@ 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"` + // AssetClass The broad category of asset type, such as Equity, Corporate Bond, Municipal Bond, etc. + AssetClass *string `json:"asset_class,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"` + // CompositeTicker The stock ticker symbol of the ETF that holds these constituent securities. + CompositeTicker *string `json:"composite_ticker,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"` + // ConstituentName The full company or security name of the constituent holding. + ConstituentName *string `json:"constituent_name,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"` + // 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"` - // 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"` + // ConstituentTicker The stock ticker symbol of the individual security held within the ETF. + ConstituentTicker *string `json:"constituent_ticker,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"` + // CountryOfExchange The country where the exchange that lists this constituent security is located. + CountryOfExchange *string `json:"country_of_exchange,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"` + // CurrencyTraded The local currency in which this constituent security is denominated and traded. + CurrencyTraded *string `json:"currency_traded,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"` + // 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"` - // 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"` + // Exchange The name of the stock exchange where this constituent security is primarily traded. + Exchange *string `json:"exchange,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"` + // Figi The Financial Instrument Global Identifier, an open standard for uniquely identifying financial instruments. + Figi *string `json:"figi,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"` + // Isin The International Securities Identification Number, a global standard for identifying securities. + Isin *string `json:"isin,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"` + // MarketValue The total market value of this constituent position held by the ETF. + MarketValue *float64 `json:"market_value,omitempty"` + + // 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"` + + // Sedol The Stock Exchange Daily Official List code, primarily used for securities trading in the UK. + Sedol *string `json:"sedol,omitempty"` + + // 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"` + + // 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 GetFedV1TreasuryYields200Status `json:"status"` + Status GetEtfGlobalV1Constituents200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64274,7 +60754,7 @@ func ParseGetFedV1TreasuryYieldsResponse(rsp *http.Response) (*GetFedV1TreasuryY RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFedV1TreasuryYields400Status `json:"status"` + Status GetEtfGlobalV1Constituents400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64286,15 +60766,15 @@ 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) { +// 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 := &GetForexV1ExchangesResponse{ + response := &GetEtfGlobalV1FundFlowsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64310,18 +60790,27 @@ 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"` + // CompositeTicker The stock ticker symbol used to identify this ETF on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Name Full name of the foreign exchange trading venue, platform, or financial institution. - Name string `json:"name"` + // 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"` - // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. - Type string `json:"type"` + // 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"` + + // 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 GetForexV1Exchanges200Status `json:"status"` + Status GetEtfGlobalV1FundFlows200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64337,7 +60826,7 @@ func ParseGetForexV1ExchangesResponse(rsp *http.Response) (*GetForexV1ExchangesR RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetForexV1Exchanges400Status `json:"status"` + Status GetEtfGlobalV1FundFlows400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64349,15 +60838,15 @@ func ParseGetForexV1ExchangesResponse(rsp *http.Response) (*GetForexV1ExchangesR return response, nil } -// ParseAggregatesV1Response parses an HTTP response from a AggregatesV1WithResponse call -func ParseAggregatesV1Response(rsp *http.Response) (*AggregatesV1Response, 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 := &AggregatesV1Response{ + response := &GetEtfGlobalV1ProfilesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64365,212 +60854,209 @@ func ParseAggregatesV1Response(rsp *http.Response) (*AggregatesV1Response, error switch { case strings.Contains(rsp.Header.Get("Content-Type"), "json") && rsp.StatusCode == 200: var dest struct { - // NextUrl If present, the URL to the next page of results. + // 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 { - // Close The last price within the timeframe. - Close float64 `json:"close"` + // Administrator The administrator of the ETF. + Administrator *string `json:"administrator,omitempty"` - // DollarVolume The total dollar volume of the transactions that occurred within the timeframe. - DollarVolume float64 `json:"dollar_volume"` + // Advisor The investment advisor of the ETF. + Advisor *string `json:"advisor,omitempty"` - // High The highest price within the timeframe. - High float64 `json:"high"` + // AssetClass The primary type of assets held by the ETF, such as equities, bonds, commodities, or other securities. + AssetClass *string `json:"asset_class,omitempty"` - // Low The lowest price within the timeframe. - Low float64 `json:"low"` + // Aum The total assets under management, representing the current market value of all assets held by the ETF. + Aum *float64 `json:"aum,omitempty"` - // Open The opening price within the timeframe. - Open float64 `json:"open"` + // 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"` - // 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"` + // 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"` - // SettlementPrice The price the contract would have cost to settle for this session. - SettlementPrice *float64 `json:"settlement_price,omitempty"` + // CallVolume Call options volume. + CallVolume *float64 `json:"call_volume,omitempty"` - // Ticker The ticker for the contract. - Ticker string `json:"ticker"` + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // Transactions The number of transactions that occurred within the timeframe. - Transactions int64 `json:"transactions"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // Volume The number of contracts that traded within the timeframe. - Volume int64 `json:"volume"` + // CouponExposure Coupon exposure breakdown for fixed income ETFs. + CouponExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"coupon_exposure,omitempty"` - // WindowStart The timestamp of the beginning of the candlestick’s aggregation window. - WindowStart int64 `json:"window_start"` - } `json:"results"` + // CreationFee The fee for creating new shares of the ETF. + CreationFee *float64 `json:"creation_fee,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 + // 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"` - return response, nil -} + // Custodian The custodian of the ETF assets. + Custodian *string `json:"custodian,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 - } + // Description The official name and description of the ETF product. + Description *string `json:"description,omitempty"` - response := &GetFuturesV1ContractsResponse{ - Body: bodyBytes, - HTTPResponse: rsp, - } + // 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"` - 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"` + // DiscountPremium Discount or premium to net asset value. + DiscountPremium *float64 `json:"discount_premium,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // DistributionFrequency How frequently the ETF makes distributions. + DistributionFrequency *string `json:"distribution_frequency,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"` + // Distributor The distributor of the ETF. + Distributor *string `json:"distributor,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"` + // 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"` - // DaysToMaturity The number of calendar days between the 'date' and the contract's final settlement date. - DaysToMaturity *int64 `json:"days_to_maturity,omitempty"` + // FeeWaivers Any fee waivers applied to the ETF. + FeeWaivers *float64 `json:"fee_waivers,omitempty"` - // FirstTradeDate The first day on which the contract was tradeable. - FirstTradeDate *openapi_types.Date `json:"first_trade_date,omitempty"` + // FiscalYearEnd The fiscal year end date for the ETF. + FiscalYearEnd *string `json:"fiscal_year_end,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"` + // Focus The specific investment focus or exposure that the ETF provides, such as sector, geography, or investment style. + Focus *string `json:"focus,omitempty"` - // LastTradeDate The last day on which the contract was tradeable. - LastTradeDate *openapi_types.Date `json:"last_trade_date,omitempty"` + // FuturesCommissionMerchant The futures commission merchant, if applicable. + FuturesCommissionMerchant *string `json:"futures_commission_merchant,omitempty"` - // MaxOrderQuantity The maximum order quantity. - MaxOrderQuantity *int64 `json:"max_order_quantity,omitempty"` + // GeographicExposure Geographic exposure breakdown of the ETF. + GeographicExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"geographic_exposure,omitempty"` - // MinOrderQuantity The minimum order quantity. - MinOrderQuantity *int64 `json:"min_order_quantity,omitempty"` + // InceptionDate The date when this ETF was first launched and became available for trading. + InceptionDate *openapi_types.Date `json:"inception_date,omitempty"` - // Name The name of this contract. - Name *string `json:"name,omitempty"` + // IndustryExposure Industry exposure breakdown of the ETF. + IndustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_exposure,omitempty"` - // ProductCode The identifier for the contract's product. - ProductCode *string `json:"product_code,omitempty"` + // IndustryGroupExposure Industry group exposure breakdown of the ETF. + IndustryGroupExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"industry_group_exposure,omitempty"` - // SettlementDate The date on which this contract settles. - SettlementDate *openapi_types.Date `json:"settlement_date,omitempty"` + // Issuer The financial institution or fund company that created and sponsors this ETF. + Issuer *string `json:"issuer,omitempty"` - // SettlementTickSize The tick size for settlement. - SettlementTickSize *float64 `json:"settlement_tick_size,omitempty"` + // LeadMarketMaker The lead market maker for the ETF. + LeadMarketMaker *string `json:"lead_market_maker,omitempty"` - // SpreadTickSize The tick size for spreads. - SpreadTickSize *float64 `json:"spread_tick_size,omitempty"` + // LeverageStyle Indicates whether the ETF uses leverage to amplify returns ('leveraged'), or does not use leverage ('unleveraged'). + LeverageStyle string `json:"leverage_style"` - // Ticker The ticker for the contract. - Ticker *string `json:"ticker,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"` - // TradeTickSize The tick size for trades. - TradeTickSize *float64 `json:"trade_tick_size,omitempty"` + // ListingExchange The primary exchange where the ETF is listed. + ListingExchange *string `json:"listing_exchange,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which this contract trades. - TradingVenue *string `json:"trading_venue,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"` - // 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"` + // ManagementFee The annual fee charged by the fund manager for managing the ETF's portfolio and operations. + ManagementFee *float64 `json:"management_fee,omitempty"` - // Status The status of this request's response. - Status GetFuturesV1Contracts200Status `json:"status"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON200 = &dest + // MaturityExposure Maturity exposure breakdown for fixed income ETFs. + MaturityExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"maturity_exposure,omitempty"` - 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"` + // NetExpenses Net expenses after waivers. + NetExpenses *float64 `json:"net_expenses,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // NumHoldings Number of holdings in the ETF. + NumHoldings *float64 `json:"num_holdings,omitempty"` - // Status The status of this request's response. - Status GetFuturesV1Contracts400Status `json:"status"` - } - if err := json.Unmarshal(bodyBytes, &dest); err != nil { - return nil, err - } - response.JSON400 = &dest + // 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"` - return response, nil -} + // OtherExpenses Other expenses charged by the ETF. + OtherExpenses *float64 `json:"other_expenses,omitempty"` -// 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 - } + // PortfolioManager The portfolio manager of the ETF. + PortfolioManager *string `json:"portfolio_manager,omitempty"` - response := &GetFuturesV1ExchangesResponse{ - Body: bodyBytes, - HTTPResponse: rsp, - } + // PrimaryBenchmark The main index or benchmark that this ETF is designed to track or replicate. + PrimaryBenchmark *string `json:"primary_benchmark,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"` + // ProcessedDate The date showing when ETF Global received and processed the data. + ProcessedDate *openapi_types.Date `json:"processed_date,omitempty"` - // RequestId A request id assigned by the server. - RequestId string `json:"request_id"` + // ProductType Indicates whether the product is an Exchange-Traded Note ('etn') or an Exchange-Traded Fund ('etf'). + ProductType string `json:"product_type"` - // 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"` + // PutCallRatio Put/call ratio for options on the ETF. + PutCallRatio *float64 `json:"put_call_ratio,omitempty"` - // Id Numeric identifier for the futures exchange or trading venue. - Id string `json:"id"` + // PutVolume Put options volume. + PutVolume *float64 `json:"put_volume,omitempty"` - // Locale Geographic location code where the exchange operates. - Locale *string `json:"locale,omitempty"` + // Region The geographic region or area of the world where the ETF concentrates its investments. + Region *string `json:"region,omitempty"` - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market. - Mic *string `json:"mic,omitempty"` + // SectorExposure Sector exposure breakdown of the ETF. + SectorExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"sector_exposure,omitempty"` - // Name Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange'). - Name string `json:"name"` + // ShortInterest Short interest in the ETF. + ShortInterest *float64 `json:"short_interest,omitempty"` - // OperatingMic Operating Market Identifier Code for the futures exchange. - OperatingMic *string `json:"operating_mic,omitempty"` + // Subadvisor The subadvisor of the ETF, if applicable. + Subadvisor *string `json:"subadvisor,omitempty"` - // Type Type of venue - 'exchange' for futures exchanges and derivatives trading platforms. - Type string `json:"type"` + // SubindustryExposure Sub-industry exposure breakdown of the ETF. + SubindustryExposure *[]struct { + Key string `json:"key"` + Value float64 `json:"value"` + } `json:"subindustry_exposure,omitempty"` - // Url Official website URL of the futures exchange organization. - Url *string `json:"url,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 GetFuturesV1Exchanges200Status `json:"status"` + Status GetEtfGlobalV1Profiles200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64586,7 +61072,7 @@ func ParseGetFuturesV1ExchangesResponse(rsp *http.Response) (*GetFuturesV1Exchan RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Exchanges400Status `json:"status"` + Status GetEtfGlobalV1Profiles400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64598,15 +61084,15 @@ func ParseGetFuturesV1ExchangesResponse(rsp *http.Response) (*GetFuturesV1Exchan return response, nil } -// ParseGetFuturesV1MarketStatusResponse parses an HTTP response from a GetFuturesV1MarketStatusWithResponse call -func ParseGetFuturesV1MarketStatusResponse(rsp *http.Response) (*GetFuturesV1MarketStatusResponse, 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 := &GetFuturesV1MarketStatusResponse{ + response := &GetEtfGlobalV1TaxonomiesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64622,27 +61108,126 @@ func ParseGetFuturesV1MarketStatusResponse(rsp *http.Response) (*GetFuturesV1Mar // Results The results for this request. Results []struct { - // MarketEvent The current status of the market for the product. - MarketEvent *string `json:"market_event,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"` - // Name The name of the futures product. - Name *string `json:"name,omitempty"` + // Category The broad investment category that describes the ETF's investment focus and strategy. + Category *string `json:"category,omitempty"` - // ProductCode The product code of the futures contracts for which you want statuses. - ProductCode *string `json:"product_code,omitempty"` + // CompositeTicker The stock ticker symbol used to identify this ETF product on exchanges. + CompositeTicker *string `json:"composite_ticker,omitempty"` - // SessionEndDate The trading date for the current session. - SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` + // Country The specific country focus of the ETF, if applicable. + Country *string `json:"country,omitempty"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,omitempty"` + // CreditQualityRating Credit quality rating for fixed income ETFs. + CreditQualityRating *string `json:"credit_quality_rating,omitempty"` - // TradingVenue The trading venue (MIC) for the exchange on which the corresponding product trades. - TradingVenue *string `json:"trading_venue,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"` + + // 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 GetFuturesV1MarketStatus200Status `json:"status"` + Status GetEtfGlobalV1Taxonomies200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64658,7 +61243,7 @@ func ParseGetFuturesV1MarketStatusResponse(rsp *http.Response) (*GetFuturesV1Mar RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1MarketStatus400Status `json:"status"` + Status GetEtfGlobalV1Taxonomies400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64670,15 +61255,15 @@ func ParseGetFuturesV1MarketStatusResponse(rsp *http.Response) (*GetFuturesV1Mar return response, nil } -// ParseGetFuturesV1ProductsResponse parses an HTTP response from a GetFuturesV1ProductsWithResponse call -func ParseGetFuturesV1ProductsResponse(rsp *http.Response) (*GetFuturesV1ProductsResponse, 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 := &GetFuturesV1ProductsResponse{ + response := &GetFedV1InflationResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64689,65 +61274,35 @@ func ParseGetFuturesV1ProductsResponse(rsp *http.Response) (*GetFuturesV1Product // 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 { - // 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"` - - // 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"` + // RequestId A request id assigned by the server. + RequestId string `json:"request_id"` - // SettlementType The type of settlement for this product. - SettlementType *string `json:"settlement_type,omitempty"` + // 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"` - // SubSector The sub-sector to which the product belongs. - SubSector *string `json:"sub_sector,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"` - // TradeCurrencyCode The currency in which this product's contracts trade. - TradeCurrencyCode *string `json:"trade_currency_code,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"` - // TradingVenue The trading venue (MIC) for the exchange on which this product's contracts trade. - TradingVenue *string `json:"trading_venue,omitempty"` + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,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"` + // 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"` - // UnitOfMeasure The unit of measure for this product. - UnitOfMeasure *string `json:"unit_of_measure,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"` - // UnitOfMeasureQty The quantity of the unit of measure for this product. - UnitOfMeasureQty *float64 `json:"unit_of_measure_qty,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 GetFuturesV1Products200Status `json:"status"` + Status GetFedV1Inflation200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64763,7 +61318,7 @@ func ParseGetFuturesV1ProductsResponse(rsp *http.Response) (*GetFuturesV1Product RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Products400Status `json:"status"` + Status GetFedV1Inflation400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64775,15 +61330,15 @@ func ParseGetFuturesV1ProductsResponse(rsp *http.Response) (*GetFuturesV1Product return response, nil } -// ParseGetFuturesV1QuotesResponse parses an HTTP response from a GetFuturesV1QuotesWithResponse call -func ParseGetFuturesV1QuotesResponse(rsp *http.Response) (*GetFuturesV1QuotesResponse, 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 := &GetFuturesV1QuotesResponse{ + response := &GetFedV1InflationExpectationsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64799,45 +61354,33 @@ func ParseGetFuturesV1QuotesResponse(rsp *http.Response) (*GetFuturesV1QuotesRes // 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"` - - // AskSize The quote size represents the number of futures contracts available at the given ask price. - AskSize *int32 `json:"ask_size,omitempty"` - - // AskTimestamp The time when the ask price was submitted to the exchange. - AskTimestamp *int64 `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 *int32 `json:"bid_size,omitempty"` + // Date Calendar date of the observation (YYYY‑MM‑DD). + Date *string `json:"date,omitempty"` - // BidTimestamp The time when the bid price was submitted to the exchange. - BidTimestamp *int64 `json:"bid_timestamp,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"` - // Channel The CME multicast channel this event was sourced from. - Channel int32 `json:"channel"` + // 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"` - // ReportSequence The reporting sequence number. - ReportSequence int64 `json:"report_sequence"` + // 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"` - // SequenceNumber The unique sequence number assigned to this quote by the exchange. - SequenceNumber int64 `json:"sequence_number"` + // 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"` - // 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"` + // 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"` - // 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"` + // 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"` - // Timestamp The time when the quote was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // 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 GetFuturesV1Quotes200Status `json:"status"` + Status GetFedV1InflationExpectations200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64853,7 +61396,7 @@ func ParseGetFuturesV1QuotesResponse(rsp *http.Response) (*GetFuturesV1QuotesRes RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Quotes400Status `json:"status"` + Status GetFedV1InflationExpectations400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64865,15 +61408,15 @@ func ParseGetFuturesV1QuotesResponse(rsp *http.Response) (*GetFuturesV1QuotesRes return response, nil } -// ParseGetFuturesV1SchedulesResponse parses an HTTP response from a GetFuturesV1SchedulesWithResponse call -func ParseGetFuturesV1SchedulesResponse(rsp *http.Response) (*GetFuturesV1SchedulesResponse, 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 := &GetFuturesV1SchedulesResponse{ + response := &GetFedV1LaborMarketResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64889,27 +61432,24 @@ func ParseGetFuturesV1SchedulesResponse(rsp *http.Response) (*GetFuturesV1Schedu // 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"` + // AvgHourlyEarnings Average hourly earnings of all employees on private nonfarm payrolls in USD (CES0500000003 series from FRED). + AvgHourlyEarnings *float32 `json:"avg_hourly_earnings,omitempty"` - // ProductName The name of the futures product to which this schedule applies. - ProductName *string `json:"product_name,omitempty"` + // Date Calendar date of the observation (YYYY-MM-DD). + Date *string `json:"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"` + // JobOpenings Total nonfarm job openings in thousands (JTSJOL series from FRED). + JobOpenings *float32 `json:"job_openings,omitempty"` - // Timestamp The timestamp for the given market event. - Timestamp *string `json:"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"` - // TradingVenue The trading venue (MIC) for the exchange on which this schedule's product trades. - TradingVenue *string `json:"trading_venue,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 GetFuturesV1Schedules200Status `json:"status"` + Status GetFedV1LaborMarket200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64925,7 +61465,7 @@ func ParseGetFuturesV1SchedulesResponse(rsp *http.Response) (*GetFuturesV1Schedu RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Schedules400Status `json:"status"` + Status GetFedV1LaborMarket400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -64937,15 +61477,15 @@ func ParseGetFuturesV1SchedulesResponse(rsp *http.Response) (*GetFuturesV1Schedu return response, nil } -// ParseGetFuturesV1SnapshotResponse parses an HTTP response from a GetFuturesV1SnapshotWithResponse call -func ParseGetFuturesV1SnapshotResponse(rsp *http.Response) (*GetFuturesV1SnapshotResponse, 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 := &GetFuturesV1SnapshotResponse{ + response := &GetFedV1TreasuryYieldsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -64961,105 +61501,45 @@ func ParseGetFuturesV1SnapshotResponse(rsp *http.Response) (*GetFuturesV1Snapsho // 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 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 *int64 `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 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"` + // Date Calendar date of the yield observation (YYYY-MM-DD). + Date *string `json:"date,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"` + // 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"` - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,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"` - // 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"` + // 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"` - // ChangePercent The percentage change in price during this session. - ChangePercent *float64 `json:"change_percent,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"` - // Close The price at the end of the session. - Close *float64 `json:"close,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"` - // High The highest price reached in the session. - High *float64 `json:"high,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"` - // Low The lowest price reached in the session. - Low *float64 `json:"low,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"` - // Open The opening price at the start of the session. - Open *float64 `json:"open,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"` - // PreviousSettlement The settlement price of the previous session. - PreviousSettlement *float64 `json:"previous_settlement,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"` - // SettlementPrice The final settlement price at the end of the session. - SettlementPrice *float64 `json:"settlement_price,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"` - // Volume The number of contracts traded in the session. - Volume *int64 `json:"volume,omitempty"` - } `json:"session,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 GetFuturesV1Snapshot200Status `json:"status"` + Status GetFedV1TreasuryYields200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65075,7 +61555,7 @@ func ParseGetFuturesV1SnapshotResponse(rsp *http.Response) (*GetFuturesV1Snapsho RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Snapshot400Status `json:"status"` + Status GetFedV1TreasuryYields400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65087,15 +61567,15 @@ func ParseGetFuturesV1SnapshotResponse(rsp *http.Response) (*GetFuturesV1Snapsho return response, nil } -// ParseGetFuturesV1TradesResponse parses an HTTP response from a GetFuturesV1TradesWithResponse call -func ParseGetFuturesV1TradesResponse(rsp *http.Response) (*GetFuturesV1TradesResponse, 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 := &GetFuturesV1TradesResponse{ + response := &GetForexV1ExchangesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65111,33 +61591,18 @@ func ParseGetFuturesV1TradesResponse(rsp *http.Response) (*GetFuturesV1TradesRes // Results The results for this request. Results []struct { - // Channel The CME multicast channel this event was sourced from. - Channel int32 `json:"channel"` - - // 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"` - - // ReportSequence The reporting sequence number. - ReportSequence int64 `json:"report_sequence"` - - // SequenceNumber The unique sequence number assigned to this trade. - SequenceNumber int64 `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,omitempty"` - - // Size The total number of contracts exchanged between buyers and sellers on a given trade. - Size *int64 `json:"size,omitempty"` + // Id Numeric identifier for the forex trading venue or institution. + Id string `json:"id"` - // 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"` + // Name Full name of the foreign exchange trading venue, platform, or financial institution. + Name string `json:"name"` - // Timestamp The time when the trade was generated at the exchange to nanosecond precision. - Timestamp int64 `json:"timestamp"` + // Type Type of forex venue - 'exchange' for electronic trading platforms and institutional trading venues. + Type string `json:"type"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesV1Trades200Status `json:"status"` + Status GetForexV1Exchanges200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65153,7 +61618,7 @@ func ParseGetFuturesV1TradesResponse(rsp *http.Response) (*GetFuturesV1TradesRes RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesV1Trades400Status `json:"status"` + Status GetForexV1Exchanges400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65165,15 +61630,15 @@ func ParseGetFuturesV1TradesResponse(rsp *http.Response) (*GetFuturesV1TradesRes return response, nil } -// ParseGetFuturesAggregatesResponse parses an HTTP response from a GetFuturesAggregatesWithResponse call -func ParseGetFuturesAggregatesResponse(rsp *http.Response) (*GetFuturesAggregatesResponse, 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 := &GetFuturesAggregatesResponse{ + response := &AggregatesV1Response{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65231,15 +61696,15 @@ func ParseGetFuturesAggregatesResponse(rsp *http.Response) (*GetFuturesAggregate return response, nil } -// ParseGetFuturesVXContractsResponse parses an HTTP response from a GetFuturesVXContractsWithResponse call -func ParseGetFuturesVXContractsResponse(rsp *http.Response) (*GetFuturesVXContractsResponse, error) { +// 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 } - response := &GetFuturesVXContractsResponse{ + response := &GetFuturesV1ContractsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65308,7 +61773,7 @@ func ParseGetFuturesVXContractsResponse(rsp *http.Response) (*GetFuturesVXContra } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXContracts200Status `json:"status"` + Status GetFuturesV1Contracts200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65324,7 +61789,7 @@ func ParseGetFuturesVXContractsResponse(rsp *http.Response) (*GetFuturesVXContra RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXContracts400Status `json:"status"` + Status GetFuturesV1Contracts400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65336,15 +61801,15 @@ func ParseGetFuturesVXContractsResponse(rsp *http.Response) (*GetFuturesVXContra return response, nil } -// ParseGetFuturesVXExchangesResponse parses an HTTP response from a GetFuturesVXExchangesWithResponse call -func ParseGetFuturesVXExchangesResponse(rsp *http.Response) (*GetFuturesVXExchangesResponse, 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 := &GetFuturesVXExchangesResponse{ + response := &GetFuturesV1ExchangesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65386,7 +61851,7 @@ func ParseGetFuturesVXExchangesResponse(rsp *http.Response) (*GetFuturesVXExchan } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXExchanges200Status `json:"status"` + Status GetFuturesV1Exchanges200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65402,7 +61867,7 @@ func ParseGetFuturesVXExchangesResponse(rsp *http.Response) (*GetFuturesVXExchan RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXExchanges400Status `json:"status"` + Status GetFuturesV1Exchanges400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65414,15 +61879,15 @@ func ParseGetFuturesVXExchangesResponse(rsp *http.Response) (*GetFuturesVXExchan return response, nil } -// ParseGetFuturesVXMarketStatusResponse parses an HTTP response from a GetFuturesVXMarketStatusWithResponse call -func ParseGetFuturesVXMarketStatusResponse(rsp *http.Response) (*GetFuturesVXMarketStatusResponse, 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 := &GetFuturesVXMarketStatusResponse{ + response := &GetFuturesV1MarketStatusResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65458,7 +61923,7 @@ func ParseGetFuturesVXMarketStatusResponse(rsp *http.Response) (*GetFuturesVXMar } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXMarketStatus200Status `json:"status"` + Status GetFuturesV1MarketStatus200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65474,7 +61939,7 @@ func ParseGetFuturesVXMarketStatusResponse(rsp *http.Response) (*GetFuturesVXMar RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXMarketStatus400Status `json:"status"` + Status GetFuturesV1MarketStatus400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65486,15 +61951,15 @@ func ParseGetFuturesVXMarketStatusResponse(rsp *http.Response) (*GetFuturesVXMar return response, nil } -// ParseGetFuturesVXProductsResponse parses an HTTP response from a GetFuturesVXProductsWithResponse call -func ParseGetFuturesVXProductsResponse(rsp *http.Response) (*GetFuturesVXProductsResponse, 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 := &GetFuturesVXProductsResponse{ + response := &GetFuturesV1ProductsResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65559,11 +62024,11 @@ func ParseGetFuturesVXProductsResponse(rsp *http.Response) (*GetFuturesVXProduct 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"` + UnitOfMeasureQty *float32 `json:"unit_of_measure_qty,omitempty"` } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXProducts200Status `json:"status"` + Status GetFuturesV1Products200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65579,7 +62044,7 @@ func ParseGetFuturesVXProductsResponse(rsp *http.Response) (*GetFuturesVXProduct RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXProducts400Status `json:"status"` + Status GetFuturesV1Products400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65591,15 +62056,15 @@ func ParseGetFuturesVXProductsResponse(rsp *http.Response) (*GetFuturesVXProduct return response, nil } -// ParseGetFuturesVXQuotesResponse parses an HTTP response from a GetFuturesVXQuotesWithResponse call -func ParseGetFuturesVXQuotesResponse(rsp *http.Response) (*GetFuturesVXQuotesResponse, error) { +// ParseGetFuturesV1QuotesTickerResponse parses an HTTP response from a GetFuturesV1QuotesTickerWithResponse call +func ParseGetFuturesV1QuotesTickerResponse(rsp *http.Response) (*GetFuturesV1QuotesTickerResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFuturesVXQuotesResponse{ + response := &GetFuturesV1QuotesTickerResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65653,7 +62118,7 @@ func ParseGetFuturesVXQuotesResponse(rsp *http.Response) (*GetFuturesVXQuotesRes } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXQuotes200Status `json:"status"` + Status GetFuturesV1QuotesTicker200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65669,7 +62134,7 @@ func ParseGetFuturesVXQuotesResponse(rsp *http.Response) (*GetFuturesVXQuotesRes RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXQuotes400Status `json:"status"` + Status GetFuturesV1QuotesTicker400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65681,15 +62146,15 @@ func ParseGetFuturesVXQuotesResponse(rsp *http.Response) (*GetFuturesVXQuotesRes return response, nil } -// ParseGetFuturesVXSchedulesResponse parses an HTTP response from a GetFuturesVXSchedulesWithResponse call -func ParseGetFuturesVXSchedulesResponse(rsp *http.Response) (*GetFuturesVXSchedulesResponse, 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 := &GetFuturesVXSchedulesResponse{ + response := &GetFuturesV1SchedulesResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65718,14 +62183,14 @@ func ParseGetFuturesVXSchedulesResponse(rsp *http.Response) (*GetFuturesVXSchedu SessionEndDate *openapi_types.Date `json:"session_end_date,omitempty"` // Timestamp The timestamp for the given market event. - Timestamp *string `json:"timestamp,omitempty"` + Timestamp *time.Time `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 GetFuturesVXSchedules200Status `json:"status"` + Status GetFuturesV1Schedules200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65741,7 +62206,7 @@ func ParseGetFuturesVXSchedulesResponse(rsp *http.Response) (*GetFuturesVXSchedu RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSchedules400Status `json:"status"` + Status GetFuturesV1Schedules400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65753,15 +62218,15 @@ func ParseGetFuturesVXSchedulesResponse(rsp *http.Response) (*GetFuturesVXSchedu return response, nil } -// ParseGetFuturesVXSnapshotResponse parses an HTTP response from a GetFuturesVXSnapshotWithResponse call -func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapshotResponse, error) { +// ParseGetFuturesV1SnapshotResponse parses an HTTP response from a GetFuturesV1SnapshotWithResponse call +func ParseGetFuturesV1SnapshotResponse(rsp *http.Response) (*GetFuturesV1SnapshotResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFuturesVXSnapshotResponse{ + response := &GetFuturesV1SnapshotResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65875,7 +62340,7 @@ func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapsho } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXSnapshot200Status `json:"status"` + Status GetFuturesV1Snapshot200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65891,7 +62356,7 @@ func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapsho RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXSnapshot400Status `json:"status"` + Status GetFuturesV1Snapshot400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65903,15 +62368,15 @@ func ParseGetFuturesVXSnapshotResponse(rsp *http.Response) (*GetFuturesVXSnapsho return response, nil } -// ParseGetFuturesVXTradesResponse parses an HTTP response from a GetFuturesVXTradesWithResponse call -func ParseGetFuturesVXTradesResponse(rsp *http.Response) (*GetFuturesVXTradesResponse, error) { +// ParseGetFuturesV1TradesTickerResponse parses an HTTP response from a GetFuturesV1TradesTickerWithResponse call +func ParseGetFuturesV1TradesTickerResponse(rsp *http.Response) (*GetFuturesV1TradesTickerResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetFuturesVXTradesResponse{ + response := &GetFuturesV1TradesTickerResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -65953,7 +62418,247 @@ func ParseGetFuturesVXTradesResponse(rsp *http.Response) (*GetFuturesVXTradesRes } `json:"results"` // Status The status of this request's response. - Status GetFuturesVXTrades200Status `json:"status"` + Status GetFuturesV1TradesTicker200Status `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 GetFuturesV1TradesTicker400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// 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 := &GetOptionsV1ExchangesResponse{ + 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 { + // 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"` + + // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. + Mic *string `json:"mic,omitempty"` + + // Name Full official name of the options exchange or trading venue. + Name string `json:"name"` + + // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. + OperatingMic *string `json:"operating_mic,omitempty"` + + // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. + ParticipantId *string `json:"participant_id,omitempty"` + + // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). + Type string `json:"type"` + + // 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 GetOptionsV1Exchanges200Status `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 GetOptionsV1Exchanges400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetOptionsV3QuotesTickerResponse parses an HTTP response from a GetOptionsV3QuotesTickerWithResponse call +func ParseGetOptionsV3QuotesTickerResponse(rsp *http.Response) (*GetOptionsV3QuotesTickerResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsV3QuotesTickerResponse{ + 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 { + // AskExchange The exchange ID reporting the ask side of the quote. + AskExchange int32 `json:"ask_exchange"` + + // AskPrice The ask price. + AskPrice float64 `json:"ask_price"` + + // AskSize The size available at the ask price. + AskSize int64 `json:"ask_size"` + + // BidExchange The exchange ID reporting the bid side of the quote. + BidExchange int32 `json:"bid_exchange"` + + // BidPrice The bid price. + BidPrice float64 `json:"bid_price"` + + // BidSize The size available at the bid price. + BidSize int64 `json:"bid_size"` + + // 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. 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"` + + // Ticker The options ticker symbol (e.g., O:SPY260123C00687000). + Ticker string `json:"ticker"` + } `json:"results"` + + // Status The status of this request's response. + Status GetOptionsV3QuotesTicker200Status `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 GetOptionsV3QuotesTicker400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetOptionsV3TradesTickerResponse parses an HTTP response from a GetOptionsV3TradesTickerWithResponse call +func ParseGetOptionsV3TradesTickerResponse(rsp *http.Response) (*GetOptionsV3TradesTickerResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetOptionsV3TradesTickerResponse{ + 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 { + // Conditions A list of condition codes. + Conditions []int32 `json:"conditions"` + + // Exchange The exchange ID. + Exchange int32 `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 contract of this trade. + 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. 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 int64 `json:"size"` + + // Ticker The options ticker symbol (e.g., O:SPY260123C00687000). + Ticker string `json:"ticker"` + } `json:"results"` + + // Status The status of this request's response. + Status GetOptionsV3TradesTicker200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65969,7 +62674,7 @@ func ParseGetFuturesVXTradesResponse(rsp *http.Response) (*GetFuturesVXTradesRes RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetFuturesVXTrades400Status `json:"status"` + Status GetOptionsV3TradesTicker400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -65981,15 +62686,15 @@ func ParseGetFuturesVXTradesResponse(rsp *http.Response) (*GetFuturesVXTradesRes return response, nil } -// ParseGetOptionsV1ExchangesResponse parses an HTTP response from a GetOptionsV1ExchangesWithResponse call -func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1ExchangesResponse, error) { +// ParseGetStocksDevTradesTickerResponse parses an HTTP response from a GetStocksDevTradesTickerWithResponse call +func ParseGetStocksDevTradesTickerResponse(rsp *http.Response) (*GetStocksDevTradesTickerResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) defer func() { _ = rsp.Body.Close() }() if err != nil { return nil, err } - response := &GetOptionsV1ExchangesResponse{ + response := &GetStocksDevTradesTickerResponse{ Body: bodyBytes, HTTPResponse: rsp, } @@ -66005,36 +62710,61 @@ 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"` + // Conditions A list of condition codes. + Conditions *[]int32 `json:"conditions,omitempty"` - // Id Numeric identifier for the options trading venue or exchange. - Id string `json:"id"` + // Correction The trade correction indicator. + Correction *int64 `json:"correction,omitempty"` - // Locale Geographic location code. - Locale *string `json:"locale,omitempty"` + // Exchange The exchange ID. See Exchanges for Massive's mapping of exchange IDs. + Exchange *int32 `json:"exchange,omitempty"` - // Mic Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market. - Mic *string `json:"mic,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"` - // Name Full official name of the options exchange or trading venue. - Name string `json:"name"` + // 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"` - // OperatingMic Operating Market Identifier Code - identifies the parent organization or operating entity. - OperatingMic *string `json:"operating_mic,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"` - // ParticipantId Single-character participant identifier used in consolidator market data feeds and options trade reporting. - ParticipantId *string `json:"participant_id,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"` - // Type Type of venue: 'exchange' for options exchanges, 'SIP' for Securities Information Processors like OPRA (Options Price Reporting Authority). - Type string `json:"type"` + // 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"` - // Url Official website URL of the organization operating the options exchange. - Url *string `json:"url,omitempty"` + // Size The size of a trade (also known as volume). + Size int32 `json:"size"` + + // SizeFraction The fractional size of a trade (also known as volume). + SizeFraction int64 `json:"size_fraction"` + + // 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 ticker symbol. + Ticker string `json:"ticker"` + + // TrfId The ID for the Trade Reporting Facility where the trade took place. + TrfId *int32 `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"` // Status The status of this request's response. - Status GetOptionsV1Exchanges200Status `json:"status"` + Status GetStocksDevTradesTicker200Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -66050,7 +62780,7 @@ func ParseGetOptionsV1ExchangesResponse(rsp *http.Response) (*GetOptionsV1Exchan RequestId string `json:"request_id"` // Status The status of this request's response. - Status GetOptionsV1Exchanges400Status `json:"status"` + Status GetStocksDevTradesTicker400Status `json:"status"` } if err := json.Unmarshal(bodyBytes, &dest); err != nil { return nil, err @@ -66137,6 +62867,162 @@ func ParseGetStocksFilings10KVXSectionsResponse(rsp *http.Response) (*GetStocksF return response, nil } +// ParseGetStocksFilings10KVX0SectionsResponse parses an HTTP response from a GetStocksFilings10KVX0SectionsWithResponse call +func ParseGetStocksFilings10KVX0SectionsResponse(rsp *http.Response) (*GetStocksFilings10KVX0SectionsResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFilings10KVX0SectionsResponse{ + 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 { + // 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"` + + // 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"` + + // Text Full raw text content of the section, including headers and formatting. + Text *string `json:"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 GetStocksFilings10KVX0Sections200Status `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 GetStocksFilings10KVX0Sections400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + +// ParseGetStocksFilings8KVXDisclosuresResponse parses an HTTP response from a GetStocksFilings8KVXDisclosuresWithResponse call +func ParseGetStocksFilings8KVXDisclosuresResponse(rsp *http.Response) (*GetStocksFilings8KVXDisclosuresResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksFilings8KVXDisclosuresResponse{ + 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 { + // AccessionNumber Unique SEC accession number for the filing (e.g., '0000320193-25-000010'). + AccessionNumber *string `json:"accession_number,omitempty"` + + // Cik SEC Central Index Key of the filer (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 *string `json:"filing_date,omitempty"` + + // FilingUrl Direct URL to the full submission text file for the filing on SEC EDGAR. + FilingUrl *string `json:"filing_url,omitempty"` + + // PrimaryCategory Top-level disclosure category (e.g., 'financial_results'). See the full taxonomy at /stocks/taxonomies/vX/disclosures. + PrimaryCategory *string `json:"primary_category,omitempty"` + + // SecondaryCategory Mid-level disclosure category (e.g., 'earnings_announcement'). See the full taxonomy at /stocks/taxonomies/vX/disclosures. + SecondaryCategory *string `json:"secondary_category,omitempty"` + + // SupportingText A verbatim excerpt from the filing text supporting the assigned categories. + SupportingText *string `json:"supporting_text,omitempty"` + + // TertiaryCategory Most specific disclosure category (e.g., 'quarterly_results'). Filtering on this column must use an exact match. See the full taxonomy at /stocks/taxonomies/vX/disclosures. + TertiaryCategory *string `json:"tertiary_category,omitempty"` + + // Tickers A list of ticker symbols for the filing company. Multiple symbols may indicate different share classes; empty if no ticker is currently mapped to the filer. + Tickers *[]string `json:"tickers,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksFilings8KVXDisclosures200Status `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 GetStocksFilings8KVXDisclosures400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + // ParseGetStocksFilings8KVXTextResponse parses an HTTP response from a GetStocksFilings8KVXTextWithResponse call func ParseGetStocksFilings8KVXTextResponse(rsp *http.Response) (*GetStocksFilings8KVXTextResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) @@ -67335,7 +64221,7 @@ func ParseGetStocksFinancialsV1RatiosResponse(rsp *http.Response) (*GetStocksFin MarketCap *float64 `json:"market_cap,omitempty"` // Price Stock price used in ratio calculations, typically the closing price for the given date. - Price *float64 `json:"price,omitempty"` + Price float64 `json:"price"` // 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"` @@ -67394,6 +64280,75 @@ func ParseGetStocksFinancialsV1RatiosResponse(rsp *http.Response) (*GetStocksFin return response, nil } +// ParseGetStocksTaxonomiesVXDisclosuresResponse parses an HTTP response from a GetStocksTaxonomiesVXDisclosuresWithResponse call +func ParseGetStocksTaxonomiesVXDisclosuresResponse(rsp *http.Response) (*GetStocksTaxonomiesVXDisclosuresResponse, error) { + bodyBytes, err := io.ReadAll(rsp.Body) + defer func() { _ = rsp.Body.Close() }() + if err != nil { + return nil, err + } + + response := &GetStocksTaxonomiesVXDisclosuresResponse{ + 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 { + // Description Detailed explanation of what the disclosure category covers, including typical examples. + Description *string `json:"description,omitempty"` + + // PrimaryCategory Top-level disclosure category. + PrimaryCategory *string `json:"primary_category,omitempty"` + + // SecondaryCategory Mid-level disclosure category. + SecondaryCategory *string `json:"secondary_category,omitempty"` + + // Taxonomy Taxonomy version that defines this classification (e.g., '1.0'). + Taxonomy string `json:"taxonomy"` + + // TertiaryCategory Most specific disclosure category. + TertiaryCategory *string `json:"tertiary_category,omitempty"` + } `json:"results"` + + // Status The status of this request's response. + Status GetStocksTaxonomiesVXDisclosures200Status `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 GetStocksTaxonomiesVXDisclosures400Status `json:"status"` + } + if err := json.Unmarshal(bodyBytes, &dest); err != nil { + return nil, err + } + response.JSON400 = &dest + + } + + return response, nil +} + // ParseGetStocksTaxonomiesVXRiskFactorsResponse parses an HTTP response from a GetStocksTaxonomiesVXRiskFactorsWithResponse call func ParseGetStocksTaxonomiesVXRiskFactorsResponse(rsp *http.Response) (*GetStocksTaxonomiesVXRiskFactorsResponse, error) { bodyBytes, err := io.ReadAll(rsp.Body) diff --git a/rest/scripts/openapi.json b/rest/scripts/openapi.json index e57d64c4..73ba299d 100644 --- a/rest/scripts/openapi.json +++ b/rest/scripts/openapi.json @@ -5498,7 +5498,7 @@ } }, { - "description": "The identifer used by Benzinga for the firm record.", + "description": "The identifier used by Benzinga for the firm record.", "in": "query", "name": "benzinga_firm_id", "schema": { @@ -5652,11 +5652,11 @@ "items": { "properties": { "benzinga_firm_id": { - "description": "The identifer used by Benzinga for the firm record.", + "description": "The identifier used by Benzinga for the firm record.", "type": "string" }, "benzinga_id": { - "description": "The identifer used by Benzinga for this record.", + "description": "The identifier used by Benzinga for this record.", "type": "string" }, "benzinga_rating_id": { @@ -6411,7 +6411,7 @@ "/benzinga/v1/consensus-ratings/{ticker}": { "get": { "description": "A comprehensive financial consensus ratings table that aggregates analyst recommendations and price targets for individual stock tickers, capturing detailed rating breakdowns and statistical insights.", - "operationId": "get_benzinga_v1_consensus-ratings", + "operationId": "get_benzinga_v1_consensus-ratings_ticker", "parameters": [ { "description": "The date range to aggregate analyst ratings over. For example, date.gte=2024-10-01 and date.lt=2025-01-01 for ratings published in Q4 2024. By default, all ratings are aggregated regardless of date.", @@ -7189,7 +7189,7 @@ "type": "number" }, "benzinga_id": { - "description": "The identifer used by Benzinga for this record.", + "description": "The identifier used by Benzinga for this record.", "type": "string" }, "company_name": { @@ -7355,7 +7355,7 @@ "operationId": "get_benzinga_v1_firms", "parameters": [ { - "description": "The identifer used by Benzinga for this record.", + "description": "The identifier used by Benzinga for this record.", "in": "query", "name": "benzinga_id", "schema": { @@ -7455,7 +7455,7 @@ "items": { "properties": { "benzinga_id": { - "description": "The identifer used by Benzinga for this record.", + "description": "The identifier used by Benzinga for this record.", "type": "string" }, "currency": { @@ -7735,7 +7735,7 @@ } }, { - "description": "The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system.", + "description": "The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system. 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": "last_updated", "schema": { @@ -7743,7 +7743,7 @@ } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list. 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": "last_updated.any_of", "schema": { @@ -7751,7 +7751,7 @@ } }, { - "description": "Filter greater than the value.", + "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": "last_updated.gt", "schema": { @@ -7759,7 +7759,7 @@ } }, { - "description": "Filter greater than or equal to 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": "last_updated.gte", "schema": { @@ -7767,7 +7767,7 @@ } }, { - "description": "Filter less than 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": "last_updated.lt", "schema": { @@ -7775,7 +7775,7 @@ } }, { - "description": "Filter less than or equal to 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": "last_updated.lte", "schema": { @@ -8002,6 +8002,7 @@ }, "last_updated": { "description": "The timestamp (formatted as an ISO 8601 timestamp) when the record was last updated in the system.", + "format": "date-time", "type": "string" }, "max_eps_guidance": { @@ -8413,7 +8414,7 @@ } }, { - "description": "The identifer used by Benzinga for this record.", + "description": "The identifier used by Benzinga for this record.", "in": "query", "name": "benzinga_id", "schema": { @@ -8461,7 +8462,7 @@ } }, { - "description": "The identifer used by Benzinga for this analyst.", + "description": "The identifier used by Benzinga for this analyst.", "in": "query", "name": "benzinga_analyst_id", "schema": { @@ -8509,7 +8510,7 @@ } }, { - "description": "The identifer used by Benzinga for this firm.", + "description": "The identifier used by Benzinga for this firm.", "in": "query", "name": "benzinga_firm_id", "schema": { @@ -8637,7 +8638,7 @@ "type": "string" }, "benzinga_analyst_id": { - "description": "The identifer used by Benzinga for this analyst.", + "description": "The identifier used by Benzinga for this analyst.", "type": "string" }, "benzinga_calendar_url": { @@ -8645,11 +8646,11 @@ "type": "string" }, "benzinga_firm_id": { - "description": "The identifer used by Benzinga for this firm.", + "description": "The identifier used by Benzinga for this firm.", "type": "string" }, "benzinga_id": { - "description": "The identifer used by Benzinga for this record.", + "description": "The identifier used by Benzinga for this record.", "type": "string" }, "benzinga_news_url": { @@ -9060,7 +9061,7 @@ "type": "string" }, "benzinga_id": { - "description": "The identifer used by Benzinga for this record.", + "description": "The identifier used by Benzinga for this record.", "format": "int64", "type": "integer" }, @@ -14788,7 +14789,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.massive.com/futures/vX/contracts?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", + "next_url": "https://api.massive.com/futures/v1/contracts?cursor=YWN0aXZlPXRydWUmZGF0ZT0yMDIxLTA0LTI1JmxpbWl0PTEmb3JkZXI9YXNjJnBhZ2VfbWFya2VyPUElN0M5YWRjMjY0ZTgyM2E1ZjBiOGUyNDc5YmZiOGE1YmYwNDVkYzU0YjgwMDcyMWE2YmI1ZjBjMjQwMjU4MjFmNGZiJnNvcnQ9dGlja2Vy", "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", "results": [ { @@ -15757,7 +15758,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.massive.com/futures/vX/products?cursor=YXA9MTAwJmFzPSZhc19vZj0yMDI1LTA3LTA3JmxpbWl0PTEwMCZzb3J0PW5hbWUuYXNj", + "next_url": "https://api.massive.com/futures/v1/products?cursor=YXA9MTAwJmFzPSZhc19vZj0yMDI1LTA3LTA3JmxpbWl0PTEwMCZzb3J0PW5hbWUuYXNj", "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", "results": [ { @@ -15864,7 +15865,7 @@ }, "unit_of_measure_qty": { "description": "The quantity of the unit of measure for this product.", - "format": "double", + "format": "float", "type": "number" } }, @@ -15936,7 +15937,7 @@ "/futures/v1/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_v1_quotes", + "operationId": "get_futures_v1_quotes_ticker", "parameters": [ { "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').", @@ -16021,7 +16022,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.massive.com/futures/vX/quotes/GCJ5?cursor=YXA9MTczNDQ2MDIzMDcwODEyNjI4MSZhcz0mbGltaXQ9MTAwMCZzZXNzaW9uX2VuZF9kYXRlPTIwMjQtMTItMTcmc29ydD10aW1lc3RhbXAuZGVzYw", + "next_url": "https://api.massive.com/futures/v1/quotes/GCJ5?cursor=YXA9MTczNDQ2MDIzMDcwODEyNjI4MSZhcz0mbGltaXQ9MTAwMCZzZXNzaW9uX2VuZF9kYXRlPTIwMjQtMTItMTcmc29ydD10aW1lc3RhbXAuZGVzYw", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -16362,7 +16363,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.staging.massive.com/futures/vX/schedules?cursor=AQANA0VSTAIAAAEFAAEBAwACAQ0DRVJMAQ0ZMjAyNC0wNi0xMFQyMTowMDowMCswMDowMA==", + "next_url": "https://api.staging.massive.com/futures/v2/schedules?cursor=AQANA0VSTAIAAAEFAAEBAwACAQ0DRVJMAQ0ZMjAyNC0wNi0xMFQyMTowMDowMCswMDowMA==", "request_id": "a83620d1ec6a4cd5b84ea669e377fd47", "results": [ { @@ -16425,6 +16426,7 @@ }, "timestamp": { "description": "The timestamp for the given market event.", + "format": "date-time", "type": "string" }, "trading_venue": { @@ -16627,7 +16629,6 @@ "results": [ { "details": { - "open_interest": 112, "settlement_date": 1753851600000000000 }, "last_minute": { @@ -16922,7 +16923,7 @@ "/futures/v1/trades/{ticker}": { "get": { "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", + "operationId": "get_futures_v1_trades_ticker", "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').", @@ -17007,7 +17008,7 @@ "content": { "application/json": { "example": { - "next_url": "https://api.massive.com/futures/vX/trades/ESZ4?cursor=YXA9MTczNDQ3MDk3MDAwODU5OTI2MSZhcz0yNzIzNTI4MyZsaW1pdD0xMDAwJnNlc3Npb25fZW5kX2RhdGU9MjAyNC0xMi0xNyZzb3J0PXRpbWVzdGFtcC5kZXNj", + "next_url": "https://api.massive.com/futures/v1/trades/ESZ4?cursor=YXA9MTczNDQ3MDk3MDAwODU5OTI2MSZhcz0yNzIzNTI4MyZsaW1pdD0xMDAwJnNlc3Npb25fZW5kX2RhdGU9MjAyNC0xMi0xNyZzb3J0PXRpbWVzdGFtcC5kZXNj", "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", "results": [ { @@ -17161,99 +17162,21 @@ ] } }, - "/futures/vX/aggs/{ticker}": { + "/options/v1/exchanges": { "get": { - "description": "Get aggregates for a contract in a given time range.", - "operationId": "GetFuturesAggregates", + "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": "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": "resolution", - "schema": { - "default": "1session", - "type": "string" - } - }, - { - "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": "window_start", - "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": "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": 1000, - "maximum": 50000, + "default": 100, + "maximum": 1000, "minimum": 1, "type": "integer" } - }, - { - "description": "Range by window_start.", - "in": "query", - "name": "window_start.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Range by window_start.", - "in": "query", - "name": "window_start.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Range by window_start.", - "in": "query", - "name": "window_start.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Range by window_start.", - "in": "query", - "name": "window_start.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Sort results by field and direction using dotted notation (e.g., 'ticker.asc', 'name.desc').", - "in": "query", - "name": "sort", - "schema": { - "default": "window_start.desc", - "enum": [ - "window_start.asc", - "window_start.desc" - ], - "example": "window_start.desc", - "type": "string" - } } ], "responses": { @@ -17261,33 +17184,29 @@ "content": { "application/json": { "example": { - "request_id": "b452e45b7eaad14151c3e1ce5129b558", + "count": 2, + "request_id": 1, "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 + "id": "302", + "locale": "US", + "mic": "XCBO", + "name": "Chicago Board Options Exchange", + "operating_mic": "XCBO", + "participant_id": "C", + "type": "exchange", + "url": "https://www.cboe.com" }, { - "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 + "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" @@ -17295,420 +17214,409 @@ "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" - }, - "dollar_volume": { - "description": "The total dollar volume of the transactions that occurred within the timeframe.", - "format": "double", - "type": "number" - }, - "high": { - "description": "The highest price within the timeframe.", - "format": "double", - "type": "number" + "acronym": { + "description": "Exchange acronym or short name (e.g., 'ISE', 'GEMX') - may be null for some venues.", + "type": "string" }, - "low": { - "description": "The lowest price within the timeframe.", - "format": "double", - "type": "number" + "id": { + "description": "Numeric identifier for the options trading venue or exchange.", + "type": "string" }, - "open": { - "description": "The opening price within the timeframe.", - "format": "double", - "type": "number" + "locale": { + "description": "Geographic location code.", + "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.", + "mic": { + "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market.", "type": "string" }, - "settlement_price": { - "description": "The price the contract would have cost to settle for this session.", - "format": "double", - "type": "number" + "name": { + "description": "Full official name of the options exchange or trading venue.", + "type": "string" }, - "ticker": { - "description": "The ticker for the contract.", + "operating_mic": { + "description": "Operating Market Identifier Code - identifies the parent organization or operating entity.", "type": "string" }, - "transactions": { - "description": "The number of transactions that occurred within the timeframe.", - "format": "int64", - "type": "integer" + "participant_id": { + "description": "Single-character participant identifier used in consolidator market data feeds and options trade reporting.", + "type": "string" }, - "volume": { - "description": "The number of contracts that traded within the timeframe.", - "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" }, - "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" - } + "url": { + "description": "Official website URL of the organization operating the options exchange.", + "type": "string" } }, "required": [ - "ticker", - "window_start", - "session_end_date", - "open", - "high", - "low", - "close", - "transactions", - "volume", - "dollar_volume" + "id", + "type", + "name" ], "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 aggregates." + "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": "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/contracts": { + "/options/v3/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": "Contains NBBO (National Best Bid and Offer) quote records for US options contracts, capturing bid/ask prices, sizes, and exchange attribution at nanosecond precision.", + "operationId": "get_options_v3_quotes_ticker", "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'.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it. 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.gt", + "name": "timestamp", "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. 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.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. 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.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. 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.lt", "schema": { "type": "string" } }, { - "description": "The identifier for the contract's product.", + "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", + "name": "timestamp.lte", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Limit the maximum number of results returned. Defaults to '1000' if not specified. The maximum allowed limit is '49999'.", "in": "query", - "name": "product_code.any_of", + "name": "limit", "schema": { - "type": "string" + "default": 1000, + "maximum": 50000, + "minimum": 1, + "type": "integer" } }, { - "description": "Filter greater 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.gt", + "name": "sort", "schema": { + "default": "timestamp.desc", "type": "string" } }, { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "product_code.gte", + "description": "The options ticker symbol (e.g., O:SPY260123C00687000).", + "in": "path", + "name": "ticker", + "required": true, "schema": { "type": "string" } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "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_exchange": { + "description": "The exchange ID reporting the ask side of the quote.", + "format": "int32", + "type": "integer" + }, + "ask_price": { + "description": "The ask price.", + "format": "double", + "type": "number" + }, + "ask_size": { + "description": "The size available at the ask price.", + "format": "int64", + "type": "integer" + }, + "bid_exchange": { + "description": "The exchange ID reporting the bid side of the quote.", + "format": "int32", + "type": "integer" + }, + "bid_price": { + "description": "The bid price.", + "format": "double", + "type": "number" + }, + "bid_size": { + "description": "The size available at the bid price.", + "format": "int64", + "type": "integer" + }, + "sequence_number": { + "description": "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. Values reset after each trading session/day.", + "format": "int64", + "type": "integer" + }, + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it.", + "format": "int64", + "type": "integer" + }, + "ticker": { + "description": "The options ticker symbol (e.g., O:SPY260123C00687000).", + "type": "string" + } + }, + "required": [ + "ticker", + "sip_timestamp", + "sequence_number", + "ask_exchange", + "ask_price", + "ask_size", + "bid_exchange", + "bid_price", + "bid_size" + ], + "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/v3/trades/{ticker}": { + "get": { + "description": "Contains individual trade transactions for US options contracts, capturing trade execution details including pricing, timing, and exchange information.", + "operationId": "get_options_v3_trades_ticker", + "parameters": [ { - "description": "Filter less than the value.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. 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.lt", + "name": "timestamp", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "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": "product_code.lte", + "name": "timestamp.gt", "schema": { "type": "string" } }, { - "description": "The ticker for the contract.", + "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": "ticker", + "name": "timestamp.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. 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": "ticker.any_of", + "name": "timestamp.lt", "schema": { "type": "string" } }, { - "description": "Filter greater 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": "ticker.gt", + "name": "timestamp.lte", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Limit the maximum number of results returned. Defaults to '1000' if not specified. The maximum allowed limit is '49999'.", "in": "query", - "name": "ticker.gte", + "name": "limit", "schema": { - "type": "string" + "default": 1000, + "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": "ticker.lt", + "name": "sort", "schema": { + "default": "timestamp.desc", "type": "string" } }, { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "ticker.lte", + "description": "The options ticker symbol (e.g., O:SPY260123C00687000).", + "in": "path", + "name": "ticker", + "required": true, "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": "first_trade_date", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "first_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": "first_trade_date.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "first_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": "first_trade_date.lte", - "schema": { - "type": "string" - } - }, - { - "description": "The last day on which the contract was tradeable. Value must be formatted 'yyyy-mm-dd'.", - "in": "query", - "name": "last_trade_date", - "schema": { - "type": "string" - } - }, - { - "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": 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": { @@ -17723,88 +17631,57 @@ "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" + "conditions": { + "description": "A list of condition codes.", + "items": { + "format": "int32", + "type": "integer" + }, + "type": "array" }, - "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" + "exchange": { + "description": "The exchange ID.", + "format": "int32", + "type": "integer" }, - "days_to_maturity": { - "description": "The number of calendar days between the 'date' and the contract's final settlement date.", + "participant_timestamp": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.", "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" + "price": { + "description": "The price of the trade. This is the actual dollar value per whole contract of this trade.", + "format": "double", + "type": "number" }, - "max_order_quantity": { - "description": "The maximum order quantity.", + "sequence_number": { + "description": "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. Values reset after each trading session/day.", "format": "int64", "type": "integer" }, - "min_order_quantity": { - "description": "The minimum order quantity.", + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", "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" + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int64", + "type": "integer" }, "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.", + "description": "The options ticker symbol (e.g., O:SPY260123C00687000).", "type": "string" } }, "required": [ - "active", - "date" + "ticker", + "sip_timestamp", + "sequence_number", + "price", + "size", + "conditions", + "exchange" ], "type": "object" }, @@ -17862,50 +17739,90 @@ "description": "An error message." } }, - "summary": "futures contracts API", "tags": [ "default" ] } }, - "/futures/vX/exchanges": { + "/stocks/dev/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": "Contains individual trade transactions for US stocks, capturing trade execution details including pricing, timing, and exchange information.", + "operationId": "get_stocks_dev_trades_ticker", "parameters": [ { - "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '999'.", + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it. 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": "sip_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": "sip_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": "sip_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": "sip_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": "sip_timestamp.lte", + "schema": { + "type": "string" + } + }, + { + "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": 100, - "maximum": 1000, + "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 'sip_timestamp' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "sip_timestamp.desc", + "type": "string" + } + }, + { + "description": "The ticker symbol.", + "in": "path", + "name": "ticker", + "required": true, + "schema": { + "type": "string" + } } ], "responses": { "200": { "content": { "application/json": { - "example": { - "count": 1, - "request_id": 1, - "results": [ - { - "acronym": "CME", - "id": "4", - "locale": "US", - "mic": "XCME", - "name": "Chicago Mercantile Exchange", - "operating_mic": "XCME", - "type": "exchange", - "url": "https://cmegroup.com" - } - ], - "status": "OK" - }, "schema": { "properties": { "next_url": { @@ -17920,43 +17837,85 @@ "description": "The results for this request.", "items": { "properties": { - "acronym": { - "description": "Well-known acronym for the exchange (e.g., 'CME', 'NYMEX', 'CBOT', 'COMEX').", - "type": "string" + "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.", + "format": "int32", + "type": "integer" }, "id": { - "description": "Numeric identifier for the futures exchange or trading venue.", + "description": "The Trade ID which uniquely identifies a trade. These are unique per\ncombination of ticker, exchange, and TRF. For example: A trade for AAPL\nexecuted on NYSE and a trade for AAPL executed on NASDAQ could potentially\nhave the same Trade ID.", "type": "string" }, - "locale": { - "description": "Geographic location code where the exchange operates.", - "type": "string" + "participant_timestamp": { + "description": "The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.", + "format": "int64", + "type": "integer" }, - "mic": { - "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code for the futures market.", - "type": "string" + "price": { + "description": "The price of the trade. This is the actual dollar value per whole share of\nthis trade. A trade of 100 shares with a price of $2.00 would be worth a\ntotal dollar value of $200.00.", + "format": "double", + "type": "number" }, - "name": { - "description": "Full official name of the futures exchange (e.g., 'Chicago Mercantile Exchange', 'New York Mercantile Exchange').", - "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" }, - "operating_mic": { - "description": "Operating Market Identifier Code for the futures exchange.", - "type": "string" + "sip_timestamp": { + "description": "The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.", + "format": "int64", + "type": "integer" }, - "type": { - "description": "Type of venue - 'exchange' for futures exchanges and derivatives trading platforms.", - "type": "string" + "size": { + "description": "The size of a trade (also known as volume).", + "format": "int32", + "type": "integer" }, - "url": { - "description": "Official website URL of the futures exchange organization.", + "size_fraction": { + "description": "The fractional size of a trade (also known as volume).", + "format": "int64", + "type": "integer" + }, + "tape": { + "description": "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.\n* Tape A is NYSE listed securities\n* Tape B is NYSE ARCA / NYSE American\n* Tape C is NASDAQ", + "format": "int32", + "type": "integer" + }, + "ticker": { + "description": "The ticker symbol.", "type": "string" + }, + "trf_id": { + "description": "The ID for the Trade Reporting Facility where the trade took place.", + "format": "int32", + "type": "integer" + }, + "trf_timestamp": { + "description": "The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade.", + "format": "int64", + "type": "integer" } }, "required": [ - "id", - "type", - "name" + "ticker", + "sip_timestamp", + "sequence_number", + "price", + "size", + "size_fraction" ], "type": "object" }, @@ -18019,15 +17978,15 @@ ] } }, - "/futures/vX/market-status": { + "/stocks/filings/10-K/vX/sections": { "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": "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 product code of the futures contracts for which you want statuses.", + "description": "SEC Central Index Key (10 digits, zero-padded).", "in": "query", - "name": "product_code", + "name": "cik", "schema": { "type": "string" } @@ -18035,7 +17994,7 @@ { "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", + "name": "cik.any_of", "schema": { "type": "string" } @@ -18043,7 +18002,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "product_code.gt", + "name": "cik.gt", "schema": { "type": "string" } @@ -18051,7 +18010,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "product_code.gte", + "name": "cik.gte", "schema": { "type": "string" } @@ -18059,7 +18018,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "product_code.lt", + "name": "cik.lt", "schema": { "type": "string" } @@ -18067,160 +18026,23 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "product_code.lte", + "name": "cik.lte", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'.", + "description": "Stock ticker symbol for the company.", "in": "query", - "name": "limit", + "name": "ticker", "schema": { - "default": 10, - "maximum": 100, - "minimum": 1, - "type": "integer" - } - } - ], - "responses": { - "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": { - "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": { - "market_event": { - "description": "The current status of the market for the product.", - "type": "string" - }, - "name": { - "description": "The name of the futures product.", - "type": "string" - }, - "product_code": { - "description": "The product code of the futures contracts for which you want statuses.", - "type": "string" - }, - "session_end_date": { - "description": "The trading date for the current session.", - "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 the corresponding product trades.", - "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": "Market Status API", - "tags": [ - "default" - ] - } - }, - "/futures/vX/products": { - "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", - "parameters": [ - { - "description": "The full name of the product.", - "in": "query", - "name": "name", - "schema": { - "type": "string" + "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", + "name": "ticker.any_of", "schema": { "type": "string" } @@ -18228,7 +18050,7 @@ { "description": "Filter greater than the value.", "in": "query", - "name": "name.gt", + "name": "ticker.gt", "schema": { "type": "string" } @@ -18236,7 +18058,7 @@ { "description": "Filter greater than or equal to the value.", "in": "query", - "name": "name.gte", + "name": "ticker.gte", "schema": { "type": "string" } @@ -18244,7 +18066,7 @@ { "description": "Filter less than the value.", "in": "query", - "name": "name.lt", + "name": "ticker.lt", "schema": { "type": "string" } @@ -18252,63 +18074,39 @@ { "description": "Filter less than or equal to the value.", "in": "query", - "name": "name.lte", + "name": "ticker.lte", "schema": { "type": "string" } }, { - "description": "The identifier for the product.", + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", "in": "query", - "name": "product_code", + "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": "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", + "name": "section.any_of", "schema": { + "enum": [ + "business", + "risk_factors" + ], "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'.", + "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": "date", + "name": "filing_date", "schema": { "type": "string" } @@ -18316,7 +18114,7 @@ { "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.gt", + "name": "filing_date.gt", "schema": { "type": "string" } @@ -18324,7 +18122,7 @@ { "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.gte", + "name": "filing_date.gte", "schema": { "type": "string" } @@ -18332,7 +18130,7 @@ { "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "date.lt", + "name": "filing_date.lt", "schema": { "type": "string" } @@ -18340,310 +18138,68 @@ { "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": "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": "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": "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": "The asset class to which the product belongs.", - "in": "query", - "name": "asset_class", + "name": "filing_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": "Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "asset_class.any_of", + "name": "period_end", "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": "period_end.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": "period_end.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": "period_end.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": "period_end.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 '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.", + "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": "date.asc", + "default": "period_end.desc", "type": "string" } } @@ -18653,27 +18209,27 @@ "content": { "application/json": { "example": { - "next_url": "https://api.massive.com/futures/vX/products?cursor=YXA9MTAwJmFzPSZhc19vZj0yMDI1LTA3LTA3JmxpbWl0PTEwMCZzb3J0PW5hbWUuYXNj", - "request_id": "000a000a0a0a000a0a0aa00a0a0000a0", + "count": 2, + "next_url": "https://api.massive.com/stocks/filings/10-K/vX/sections?cursor=eyJsaW1pd...", + "request_id": "a3f8b2c1d4e5f6g7", "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 + "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" + }, + { + "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" @@ -18692,81 +18248,37 @@ "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.", + "cik": { + "description": "SEC Central Index Key (10 digits, zero-padded).", "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.", + "filing_date": { + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).", "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.", + "filing_url": { + "description": "SEC URL source for the full filing.", "type": "string" }, - "trade_currency_code": { - "description": "The currency in which this product's contracts trade.", + "period_end": { + "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD).", + "format": "date", "type": "string" }, - "trading_venue": { - "description": "The trading venue (MIC) for the exchange on which this product's contracts trade.", + "section": { + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", "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.", + "text": { + "description": "Full raw text content of the section, including headers and formatting.", "type": "string" }, - "unit_of_measure": { - "description": "The unit of measure for this product.", + "ticker": { + "description": "Stock ticker symbol for the company.", "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" @@ -18823,331 +18335,140 @@ "description": "An error message." } }, - "summary": "Futures Products API", "tags": [ "default" ] } }, - "/futures/vX/quotes/{ticker}": { + "/stocks/filings/10-K/vX_0/sections": { "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", + "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_0_sections", "parameters": [ { - "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').", + "description": "SEC Central Index Key (10 digits, zero-padded).", "in": "query", - "name": "timestamp", + "name": "cik", "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').", + "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "timestamp.gt", + "name": "cik.any_of", "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": "Filter greater than the value.", "in": "query", - "name": "timestamp.gte", + "name": "cik.gt", "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 greater than or equal to the value.", "in": "query", - "name": "timestamp.lt", + "name": "cik.gte", "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 less than the value.", "in": "query", - "name": "timestamp.lte", + "name": "cik.lt", "schema": { "type": "string" } }, { - "description": "Also known as the trading date, the date of the end of the trading session, in YYYY-MM-DD format.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "session_end_date", + "name": "cik.lte", "schema": { "type": "string" } }, { - "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": 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 'timestamp' if not specified. The sort order defaults to 'desc' if not specified.", + "description": "Stock ticker symbol for the company.", "in": "query", - "name": "sort", + "name": "ticker", "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, + "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" } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "next_url": "https://api.massive.com/futures/vX/quotes/GCJ5?cursor=YXA9MTczNDQ2MDIzMDcwODEyNjI4MSZhcz0mbGltaXQ9MTAwMCZzZXNzaW9uX2VuZF9kYXRlPTIwMjQtMTItMTcmc29ydD10aW1lc3RhbXAuZGVzYw", - "request_id": "a47d1beb8c11b6ae897ab76cdbbf35a3", - "results": [ - { - "ask_size": 0, - "ask_timestamp": 1734472800076125400, - "bid_price": 2660, - "bid_size": 1, - "bid_timestamp": 1734472800076125400, - "channel": 360, - "report_sequence": 2250337, - "sequence_number": 15357766, - "session_end_date": "2024-12-17", - "ticker": "GCJ5", - "timestamp": 1734472800076125400 - }, - { - "ask_price": 2686, - "ask_size": 1, - "ask_timestamp": 1734472770000588000, - "bid_price": 2684.7, - "bid_size": 1, - "bid_timestamp": 1734472736352455200, - "channel": 360, - "report_sequence": 2249866, - "sequence_number": 15355476, - "session_end_date": "2024-12-17", - "ticker": "GCJ5", - "timestamp": 1734472770000588000 - } - ], - "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" - } - }, - "required": [ - "ticker", - "timestamp", - "sequence_number", - "report_sequence", - "channel" - ], - "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/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_vX_schedules", - "parameters": [ { - "description": "The product code of the futures contract.", + "description": "Filter greater than the value.", "in": "query", - "name": "product_code", + "name": "ticker.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": "product_code.any_of", + "name": "ticker.gte", "schema": { "type": "string" } }, { - "description": "Filter greater than the value.", + "description": "Filter less than the value.", "in": "query", - "name": "product_code.gt", + "name": "ticker.lt", "schema": { "type": "string" } }, { - "description": "Filter greater than or equal to the value.", + "description": "Filter less than or equal to the value.", "in": "query", - "name": "product_code.gte", + "name": "ticker.lte", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", "in": "query", - "name": "product_code.lt", + "name": "section", "schema": { + "enum": [ + "business", + "risk_factors" + ], "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": "section.any_of", "schema": { + "enum": [ + "business", + "risk_factors" + ], "type": "string" } }, { - "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'.", + "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": "session_end_date", + "name": "filing_date", "schema": { "type": "string" } @@ -19155,7 +18476,7 @@ { "description": "Filter greater than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "session_end_date.gt", + "name": "filing_date.gt", "schema": { "type": "string" } @@ -19163,7 +18484,7 @@ { "description": "Filter greater than or equal to the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "session_end_date.gte", + "name": "filing_date.gte", "schema": { "type": "string" } @@ -19171,7 +18492,7 @@ { "description": "Filter less than the value. Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "session_end_date.lt", + "name": "filing_date.lt", "schema": { "type": "string" } @@ -19179,76 +18500,68 @@ { "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", + "name": "filing_date.lte", "schema": { "type": "string" } }, { - "description": "Filter equal to any of the values. Multiple values can be specified by using a comma separated list.", + "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", "in": "query", - "name": "trading_venue.any_of", + "name": "period_end", "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": "trading_venue.gt", + "name": "period_end.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": "trading_venue.gte", + "name": "period_end.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": "trading_venue.lt", + "name": "period_end.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": "trading_venue.lte", + "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 '1000'.", + "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": 10, - "maximum": 1001, + "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 '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 'period_end' if not specified. The sort order defaults to 'desc' if not specified.", "in": "query", "name": "sort", "schema": { - "default": "product_code.asc", + "default": "period_end.desc", "type": "string" } } @@ -19258,32 +18571,27 @@ "content": { "application/json": { "example": { - "next_url": "https://api.staging.massive.com/futures/vX/schedules?cursor=AQANA0VSTAIAAAEFAAEBAwACAQ0DRVJMAQ0ZMjAyNC0wNi0xMFQyMTowMDowMCswMDowMA==", - "request_id": "a83620d1ec6a4cd5b84ea669e377fd47", + "count": 2, + "next_url": "https://api.massive.com/stocks/filings/10-K/vX/sections?cursor=eyJsaW1pd...", + "request_id": "a3f8b2c1d4e5f6g7", "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" + "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" }, { - "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" + "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" @@ -19302,29 +18610,34 @@ "description": "The results for this request.", "items": { "properties": { - "event": { - "description": "The type of session on the given trading date.", + "cik": { + "description": "SEC Central Index Key (10 digits, zero-padded).", "type": "string" }, - "product_code": { - "description": "The product code of the futures contract.", + "filing_date": { + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).", + "format": "date", "type": "string" }, - "product_name": { - "description": "The name of the futures product to which this schedule applies.", + "filing_url": { + "description": "SEC URL source for the full filing.", "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.", + "period_end": { + "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD).", "format": "date", "type": "string" }, - "timestamp": { - "description": "The timestamp for the given market event.", + "section": { + "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", "type": "string" }, - "trading_venue": { - "description": "The trading venue (MIC) for the exchange on which this schedule's product trades.", + "text": { + "description": "Full raw text content of the section, including headers and formatting.", + "type": "string" + }, + "ticker": { + "description": "Stock ticker symbol for the company.", "type": "string" } }, @@ -19384,852 +18697,18 @@ "description": "An error message." } }, - "summary": "Futures Schedules API", - "tags": [ - "default" - ] - } - }, - "/futures/vX/snapshot": { - "get": { - "description": "Retrieve a snapshot of the most recent futures contract data.", - "operationId": "get_futures_vX_snapshot", - "parameters": [ - { - "description": "The code for the contracts' underlying 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 futures contract identifier, including the base symbol and contract expiration (e.g., ESZ24 for the December 2024 S&P 500 E-mini 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": "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 'ticker' if not specified. The sort order defaults to 'asc' if not specified.", - "in": "query", - "name": "sort", - "schema": { - "default": "ticker.asc", - "type": "string" - } - } - ], - "responses": { - "200": { - "content": { - "application/json": { - "example": { - "count": 1, - "next_url": "https://api.massive.com/futures/vX/snapshot?cursor=AQANAkNCBVNQ", - "request_id": "c4d50f4801874e30b63e674b844cf51f", - "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" - }, - "request_id": { - "description": "A request id assigned by the server.", - "type": "string" - }, - "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": { - "description": "The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED.", - "type": "string" - }, - "volume": { - "description": "The number of contracts traded in the minute bar.", - "format": "int64", - "type": "integer" - } - }, - "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": { - "description": "The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED.", - "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": { - "description": "The timeliness of the data as determined by your subscription. One of REAL-TIME or DELAYED.", - "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": "int64", - "type": "integer" - } - }, - "type": "object" - } - }, - "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_snapshot_v1 API", - "tags": [ - "default" - ] - } - }, - "/futures/vX/trades/{ticker}": { - "get": { - "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').", - "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": 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": { - "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.", - "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": "The CME multicast channel this event was sourced from.", - "format": "int32", - "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" - }, - "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" - } - }, - "required": [ - "ticker", - "timestamp", - "sequence_number", - "report_sequence", - "channel" - ], - "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" - }, - "mic": { - "description": "Market Identifier Code (MIC) - ISO 10383 standard four-character code identifying the specific options market.", - "type": "string" - }, - "name": { - "description": "Full official name of the options exchange or trading venue.", - "type": "string" - }, - "operating_mic": { - "description": "Operating Market Identifier Code - identifies the parent organization or operating entity.", - "type": "string" - }, - "participant_id": { - "description": "Single-character participant identifier used in consolidator market data feeds and options trade reporting.", - "type": "string" - }, - "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": [ - "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" ] } }, - "/stocks/filings/10-K/vX/sections": { + "/stocks/filings/8-K/vX/disclosures": { "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 filing disclosure categorization. A single 8-K filing can produce multiple rows when it covers multiple disclosure types — each row represents one tagged disclosure within the filing, classified into primary, secondary, and tertiary categories with a supporting text excerpt. The full classification list is available at /stocks/taxonomies/vX/disclosures.", + "operationId": "get_stocks_filings_8-K_vX_disclosures", "parameters": [ { - "description": "SEC Central Index Key (10 digits, zero-padded).", + "description": "SEC Central Index Key of the filer (10 digits, zero-padded).", "in": "query", "name": "cik", "schema": { @@ -20245,41 +18724,33 @@ } }, { - "description": "Filter greater than the value.", - "in": "query", - "name": "cik.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", + "description": "Filter for arrays that contain the value.", "in": "query", - "name": "cik.gte", + "name": "tickers", "schema": { "type": "string" } }, { - "description": "Filter less than the value.", + "description": "Filter for arrays that contain all of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "cik.lt", + "name": "tickers.all_of", "schema": { "type": "string" } }, { - "description": "Filter less than or equal to the value.", + "description": "Filter for arrays that contain any of the values. Multiple values can be specified by using a comma separated list.", "in": "query", - "name": "cik.lte", + "name": "tickers.any_of", "schema": { "type": "string" } }, { - "description": "Stock ticker symbol for the company.", + "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).", "in": "query", - "name": "ticker", + "name": "filing_date", "schema": { "type": "string" } @@ -20287,7 +18758,7 @@ { "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": "filing_date.any_of", "schema": { "type": "string" } @@ -20295,77 +18766,13 @@ { "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": "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'.", + "description": "Filter greater than or equal to the value.", "in": "query", "name": "filing_date.gte", "schema": { @@ -20373,7 +18780,7 @@ } }, { - "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", "schema": { @@ -20381,7 +18788,7 @@ } }, { - "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", "schema": { @@ -20389,62 +18796,30 @@ } }, { - "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD). Value must be formatted 'yyyy-mm-dd'.", + "description": "Most specific disclosure category (e.g., 'quarterly_results'). Filtering on this column must use an exact match. See the full taxonomy at /stocks/taxonomies/vX/disclosures.", "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", + "name": "tertiary_category", "schema": { "type": "string" } }, { - "description": "Limit the maximum number of results returned. Defaults to '10' if not specified. The maximum allowed limit is '99'.", + "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": 10, - "maximum": 100, + "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 '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" } } @@ -20455,26 +18830,34 @@ "application/json": { "example": { "count": 2, - "next_url": "https://api.massive.com/stocks/filings/10-K/vX/sections?cursor=eyJsaW1pd...", - "request_id": "a3f8b2c1d4e5f6g7", + "next_url": "https://api.massive.com/stocks/filings/8-K/vX/disclosures?cursor=eyJsaW1pd...", + "request_id": "b4e7c2a1f3d8e9g0", "results": [ { + "accession_number": "0000320193-25-000010", "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" + "filing_date": "2025-01-14", + "filing_url": "https://www.sec.gov/Archives/edgar/data/320193/0000320193-25-000010.txt", + "primary_category": "financial_results", + "secondary_category": "earnings_announcement", + "supporting_text": "On January 14, 2025, Apple Inc. announced financial results for the fiscal quarter ended December 28, 2024.", + "tertiary_category": "quarterly_results", + "tickers": [ + "AAPL" + ] }, { - "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": "0000004962-25-000002", + "cik": "0000004962", + "filing_date": "2025-01-15", + "filing_url": "https://www.sec.gov/Archives/edgar/data/4962/0000004962-25-000002.txt", + "primary_category": "regulatory_compliance", + "secondary_category": "regulation_fd", + "supporting_text": "American Express Company is hereby furnishing below delinquency and write-off statistics for its U.S. Consumer and Small Business portfolios.", + "tertiary_category": "financial_data_disclosure", + "tickers": [ + "AXP" + ] } ], "status": "OK" @@ -20493,35 +18876,44 @@ "description": "The results for this request.", "items": { "properties": { + "accession_number": { + "description": "Unique SEC accession number for the filing (e.g., '0000320193-25-000010').", + "type": "string" + }, "cik": { - "description": "SEC Central Index Key (10 digits, zero-padded).", + "description": "SEC Central Index Key of the filer (10 digits, zero-padded).", "type": "string" }, "filing_date": { "description": "Date when the filing was submitted to the SEC (formatted as YYYY-MM-DD).", - "format": "date", "type": "string" }, "filing_url": { - "description": "SEC URL source for the full filing.", + "description": "Direct URL to the full submission text file for the filing on SEC EDGAR.", "type": "string" }, - "period_end": { - "description": "Period end date that the filing relates to (formatted as YYYY-MM-DD).", - "format": "date", + "primary_category": { + "description": "Top-level disclosure category (e.g., 'financial_results'). See the full taxonomy at /stocks/taxonomies/vX/disclosures.", "type": "string" }, - "section": { - "description": "Standardized section identifier from the filing (e.g. 'business', 'risk_factors', etc.).", + "secondary_category": { + "description": "Mid-level disclosure category (e.g., 'earnings_announcement'). See the full taxonomy at /stocks/taxonomies/vX/disclosures.", "type": "string" }, - "text": { - "description": "Full raw text content of the section, including headers and formatting.", + "supporting_text": { + "description": "A verbatim excerpt from the filing text supporting the assigned categories.", "type": "string" }, - "ticker": { - "description": "Stock ticker symbol for the company.", + "tertiary_category": { + "description": "Most specific disclosure category (e.g., 'quarterly_results'). Filtering on this column must use an exact match. See the full taxonomy at /stocks/taxonomies/vX/disclosures.", "type": "string" + }, + "tickers": { + "description": "A list of ticker symbols for the filing company. Multiple symbols may indicate different share classes; empty if no ticker is currently mapped to the filer.", + "items": { + "type": "string" + }, + "type": "array" } }, "type": "object" @@ -21346,102 +19738,6 @@ "type": "string" } }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "max_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": "max_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "max_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "max_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "max_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "max_ticker.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "min_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": "min_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "min_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "min_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "min_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "min_ticker.lte", - "schema": { - "type": "string" - } - }, { "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '10000'.", "in": "query", @@ -21847,102 +20143,6 @@ "type": "string" } }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "max_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": "max_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "max_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "max_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "max_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "max_ticker.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "min_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": "min_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "min_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "min_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "min_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "min_ticker.lte", - "schema": { - "type": "string" - } - }, { "description": "Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '10000'.", "in": "query", @@ -22475,12 +20675,12 @@ } }, { - "description": "Limit the maximum number of results returned. Defaults to '1000' if not specified. The maximum allowed limit is '50000'.", + "description": "Limit the maximum number of results returned. Defaults to '1000' if not specified. The maximum allowed limit is '10000'.", "in": "query", "name": "limit", "schema": { "default": 1000, - "maximum": 50001, + "maximum": 10001, "minimum": 1, "type": "integer" } @@ -23217,102 +21417,6 @@ "type": "string" } }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "max_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": "max_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "max_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "max_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "max_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "max_ticker.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "min_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": "min_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "min_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "min_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "min_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "min_ticker.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", @@ -23942,102 +22046,6 @@ "type": "string" } }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "max_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": "max_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "max_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "max_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "max_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "max_ticker.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "min_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": "min_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "min_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "min_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "min_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "min_ticker.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", @@ -24628,102 +22636,6 @@ "type": "string" } }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "max_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": "max_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "max_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "max_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "max_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "max_ticker.lte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter equal to the value.", - "in": "query", - "name": "min_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": "min_ticker.any_of", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than the value.", - "in": "query", - "name": "min_ticker.gt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter greater than or equal to the value.", - "in": "query", - "name": "min_ticker.gte", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than the value.", - "in": "query", - "name": "min_ticker.lt", - "schema": { - "type": "string" - } - }, - { - "description": "Filter less than or equal to the value.", - "in": "query", - "name": "min_ticker.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", @@ -26218,7 +24130,349 @@ }, "required": [ "ticker", - "date" + "date", + "price" + ], + "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" + ] + } + }, + "/stocks/taxonomies/vX/disclosures": { + "get": { + "description": "The complete list of 8-K disclosure classifications used in the 8-K disclosures endpoint.", + "operationId": "get_stocks_taxonomies_vX_disclosures", + "parameters": [ + { + "description": "Taxonomy version that defines this classification (e.g., '1.0').", + "in": "query", + "name": "taxonomy", + "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": "taxonomy.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "taxonomy.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "taxonomy.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "taxonomy.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "taxonomy.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Top-level disclosure category.", + "in": "query", + "name": "primary_category", + "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": "primary_category.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "primary_category.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "primary_category.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "primary_category.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "primary_category.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Mid-level disclosure category.", + "in": "query", + "name": "secondary_category", + "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": "secondary_category.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "secondary_category.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "secondary_category.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "secondary_category.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "secondary_category.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Most specific disclosure category.", + "in": "query", + "name": "tertiary_category", + "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": "tertiary_category.any_of", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than the value.", + "in": "query", + "name": "tertiary_category.gt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter greater than or equal to the value.", + "in": "query", + "name": "tertiary_category.gte", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than the value.", + "in": "query", + "name": "tertiary_category.lt", + "schema": { + "type": "string" + } + }, + { + "description": "Filter less than or equal to the value.", + "in": "query", + "name": "tertiary_category.lte", + "schema": { + "type": "string" + } + }, + { + "description": "Limit the maximum number of results returned. Defaults to '200' if not specified. The maximum allowed limit is '999'.", + "in": "query", + "name": "limit", + "schema": { + "default": 200, + "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 'taxonomy' if not specified. The sort order defaults to 'desc' if not specified.", + "in": "query", + "name": "sort", + "schema": { + "default": "taxonomy.desc", + "type": "string" + } + } + ], + "responses": { + "200": { + "content": { + "application/json": { + "example": { + "request_id": "a1b2c3d4e5f6a7b8c9d0e1f2", + "results": [ + { + "description": "New CEO appointment with background, employment terms, and compensation.", + "primary_category": "leadership_and_governance", + "secondary_category": "executive_leadership", + "taxonomy": "1.0", + "tertiary_category": "ceo_appointment" + }, + { + "description": "Quarterly financial results including revenue, net income, EPS, and key operating metrics with management commentary.", + "primary_category": "financial_results", + "secondary_category": "earnings_and_performance", + "taxonomy": "1.0", + "tertiary_category": "quarterly_earnings" + } + ], + "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": { + "description": { + "description": "Detailed explanation of what the disclosure category covers, including typical examples.", + "type": "string" + }, + "primary_category": { + "description": "Top-level disclosure category.", + "type": "string" + }, + "secondary_category": { + "description": "Mid-level disclosure category.", + "type": "string" + }, + "taxonomy": { + "description": "Taxonomy version that defines this classification (e.g., '1.0').", + "type": "string" + }, + "tertiary_category": { + "description": "Most specific disclosure category.", + "type": "string" + } + }, + "required": [ + "taxonomy" ], "type": "object" }, @@ -55261,21 +53515,6 @@ "/v1/indicators/macd/{stockTicker}", "/v1/indicators/rsi/{stockTicker}" ] - }, - { - "paths": [ - "/futures/vX/quotes/{ticker}" - ] - }, - { - "paths": [ - "/futures/vX/trades/{ticker}" - ] - }, - { - "paths": [ - "/futures/vX/snapshot" - ] } ], "reference": [ @@ -55373,26 +53612,6 @@ "/vX/reference/short-interest/{identifier_type}/{identifier}" ] }, - { - "paths": [ - "/futures/vX/contracts" - ] - }, - { - "paths": [ - "/futures/vX/schedules" - ] - }, - { - "paths": [ - "/futures/vX/products" - ] - }, - { - "paths": [ - "/futures/vX/market-status" - ] - }, { "paths": [ "stocks/vX/listings",