mirror of
https://github.com/hydrosquall/tiingo-python.git
synced 2025-12-18 12:24:18 +01:00
feat: Add OpenAPI specifications for Tiingo API
Add OpenAPI 3.0.0 specifications covering Tiingo API endpoints: - End-of-day prices - IEX real-time data - Crypto prices and metadata - Forex rates - News articles - Fundamentals - Mutual funds/ETFs - Corporate actions (dividends, splits) Specifications are modular with: - Shared components (schemas, parameters, responses) - Separate path files per endpoint category - Common authentication and error handling - Detailed request/response schemas 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
22
.beads/issues.jsonl
Normal file
22
.beads/issues.jsonl
Normal file
@@ -0,0 +1,22 @@
|
||||
{"id":"tiingo-python-3ra","title":"Create main openapi.yaml index file","description":"Create openapi/openapi.yaml main index file with $ref references to all 9 path files, common components (parameters, schemas, responses), servers config, and security schemes","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.246571-05:00","updated_at":"2025-12-13T21:12:36.8245-05:00","closed_at":"2025-12-13T21:12:36.8245-05:00","dependencies":[{"issue_id":"tiingo-python-3ra","depends_on_id":"tiingo-python-3ui","type":"blocks","created_at":"2025-12-13T18:33:53.94051-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-3ui","title":"Create schemas index file","description":"Create openapi/schemas/_index.yaml that references all schema files: common.yaml, eod-schemas.yaml, news-schemas.yaml, crypto-schemas.yaml, forex-schemas.yaml, iex-schemas.yaml, fundamentals-schemas.yaml, funds-schemas.yaml, dividends-schemas.yaml, splits-schemas.yaml","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:17.925327-05:00","updated_at":"2025-12-13T20:12:10.346339-05:00","closed_at":"2025-12-13T20:12:10.346339-05:00","dependencies":[{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-db3","type":"blocks","created_at":"2025-12-13T18:33:53.617742-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-hv6","type":"blocks","created_at":"2025-12-13T18:33:53.647897-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-qui","type":"blocks","created_at":"2025-12-13T18:33:53.6761-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-8g5","type":"blocks","created_at":"2025-12-13T18:33:53.704791-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-r9g","type":"blocks","created_at":"2025-12-13T18:33:53.733829-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-zxc","type":"blocks","created_at":"2025-12-13T18:33:53.763228-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-b3u","type":"blocks","created_at":"2025-12-13T18:33:53.795726-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-j56","type":"blocks","created_at":"2025-12-13T18:33:53.827326-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-3ui","depends_on_id":"tiingo-python-yfj","type":"blocks","created_at":"2025-12-13T18:33:53.857293-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-4bk","title":"task","description":"","status":"open","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.391477-05:00","updated_at":"2025-12-13T18:14:16.391477-05:00"}
|
||||
{"id":"tiingo-python-5bx","title":"task","description":"","status":"open","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.48674-05:00","updated_at":"2025-12-13T18:14:16.48674-05:00"}
|
||||
{"id":"tiingo-python-8g5","title":"Generate OpenAPI spec for Forex endpoints","description":"Read docs/api_extracted/forex.md and create openapi/paths/forex.yaml and openapi/schemas/forex-schemas.yaml. Include endpoints: /tiingo/fx/{ticker}, /tiingo/fx/top, /tiingo/fx/{ticker}/prices. Schemas: ForexTopOfBook, ForexPrice","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:22.828837-05:00","updated_at":"2025-12-13T19:39:23.801863-05:00","closed_at":"2025-12-13T19:39:23.801863-05:00","dependencies":[{"issue_id":"tiingo-python-8g5","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:44.295421-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-8g5","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:44.335832-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-8g5","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:44.362837-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-aeb","title":"Validate complete OpenAPI specification","description":"Run OpenAPI validation tools to ensure all $ref references resolve correctly, all schemas are valid, and the specification passes OpenAPI 3.0.3 validation. Fix any issues found.","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:19.12959-05:00","updated_at":"2025-12-13T22:30:08.827714-05:00","closed_at":"2025-12-13T22:30:08.827714-05:00","dependencies":[{"issue_id":"tiingo-python-aeb","depends_on_id":"tiingo-python-3ra","type":"blocks","created_at":"2025-12-13T18:33:54.021641-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-b3u","title":"Generate OpenAPI spec for Mutual Fund/ETF Fees endpoints","description":"Read docs/api_extracted/mutual-fund-etf-fees.md and create openapi/paths/funds.yaml and openapi/schemas/funds-schemas.yaml. Include endpoints: /tiingo/funds/{ticker}, /tiingo/funds/{ticker}/metrics. Schemas: FundOverview, FundMetrics","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.299961-05:00","updated_at":"2025-12-13T19:39:23.803006-05:00","closed_at":"2025-12-13T19:39:23.803006-05:00","dependencies":[{"issue_id":"tiingo-python-b3u","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:45.465575-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-b3u","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:45.503921-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-b3u","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:45.536194-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-db3","title":"Generate OpenAPI spec for End-of-Day endpoints","description":"Read docs/api_extracted/end-of-day.md and create openapi/paths/end-of-day.yaml and openapi/schemas/eod-schemas.yaml. Include endpoints: /tiingo/daily/{ticker}/prices, /tiingo/daily/{ticker}. Schemas: PriceData, TickerMetadata","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.300561-05:00","updated_at":"2025-12-13T19:39:23.799437-05:00","closed_at":"2025-12-13T19:39:23.799437-05:00","dependencies":[{"issue_id":"tiingo-python-db3","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:43.019056-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-db3","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:43.048754-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-db3","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:43.087225-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-gco","title":"Create common OpenAPI parameters file","description":"Create openapi/parameters/_index.yaml with reusable parameters: TokenParam, TickerPathParam, StartDateParam, EndDateParam, FormatParam","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:24.019038-05:00","updated_at":"2025-12-13T19:10:56.633329-05:00","closed_at":"2025-12-13T19:10:56.633329-05:00"}
|
||||
{"id":"tiingo-python-hv6","title":"Generate OpenAPI spec for News endpoints","description":"Read docs/api_extracted/news.md and create openapi/paths/news.yaml and openapi/schemas/news-schemas.yaml. Include endpoints: /tiingo/news, /tiingo/news/bulk_download, /tiingo/news/bulk_download/{id}. Schemas: NewsArticle, BulkDownloadFile","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.43936-05:00","updated_at":"2025-12-13T19:39:23.800886-05:00","closed_at":"2025-12-13T19:39:23.800886-05:00","dependencies":[{"issue_id":"tiingo-python-hv6","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:43.51446-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-hv6","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:43.547333-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-hv6","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:43.577716-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-j56","title":"Generate OpenAPI spec for Dividends endpoints","description":"Read docs/api_extracted/dividends.md and create openapi/paths/dividends.yaml and openapi/schemas/dividends-schemas.yaml. Include endpoints: /tiingo/corporate-actions/distributions, /tiingo/corporate-actions/{ticker}/distributions, /tiingo/corporate-actions/{ticker}/distribution-yield. Schemas: Distribution, DistributionYield","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.537928-05:00","updated_at":"2025-12-13T19:39:23.803357-05:00","closed_at":"2025-12-13T19:39:23.803357-05:00","dependencies":[{"issue_id":"tiingo-python-j56","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:45.916691-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-j56","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:45.949027-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-j56","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:45.979509-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-jyg","title":"Create common OpenAPI responses file","description":"Create openapi/responses/_index.yaml with standard error responses (400, 401, 404, 429, 500) using ErrorResponse schema","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:24.102764-05:00","updated_at":"2025-12-13T19:10:56.634733-05:00","closed_at":"2025-12-13T19:10:56.634733-05:00"}
|
||||
{"id":"tiingo-python-kf1","title":"task","description":"","status":"open","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.295251-05:00","updated_at":"2025-12-13T18:14:16.295251-05:00"}
|
||||
{"id":"tiingo-python-oy5","title":"Create common OpenAPI schemas file","description":"Create openapi/schemas/common.yaml with reusable schemas: Date (YYYY-MM-DD), DateTime (ISO 8601), Ticker (string pattern), Currency, ErrorResponse","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:24.186823-05:00","updated_at":"2025-12-13T19:10:56.635466-05:00","closed_at":"2025-12-13T19:10:56.635466-05:00"}
|
||||
{"id":"tiingo-python-qui","title":"Generate OpenAPI spec for Crypto endpoints","description":"Read docs/api_extracted/crypto.md and create openapi/paths/crypto.yaml and openapi/schemas/crypto-schemas.yaml. Include endpoints: /tiingo/crypto/prices, /tiingo/crypto, /tiingo/crypto/top (deprecated). Schemas: CryptoPrice, CryptoMetadata, CryptoTopOfBook","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.611042-05:00","updated_at":"2025-12-13T19:39:23.801412-05:00","closed_at":"2025-12-13T19:39:23.801412-05:00","dependencies":[{"issue_id":"tiingo-python-qui","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:43.878154-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-qui","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:43.906201-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-qui","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:43.935488-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-r9g","title":"Generate OpenAPI spec for IEX endpoints","description":"Read docs/api_extracted/iex.md and create openapi/paths/iex.yaml and openapi/schemas/iex-schemas.yaml. Include endpoints: /iex, /iex/{ticker}, /iex/{ticker}/prices. Schemas: IEXTopOfBook, IEXPrice","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:22.930732-05:00","updated_at":"2025-12-13T19:39:23.802213-05:00","closed_at":"2025-12-13T19:39:23.802213-05:00","dependencies":[{"issue_id":"tiingo-python-r9g","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:44.661321-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-r9g","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:44.692337-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-r9g","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:44.72001-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-rse","title":"task","description":"","status":"open","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.64347-05:00","updated_at":"2025-12-13T18:14:16.64347-05:00"}
|
||||
{"id":"tiingo-python-tsp","title":"task","description":"","status":"open","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.300538-05:00","updated_at":"2025-12-13T18:14:16.300538-05:00"}
|
||||
{"id":"tiingo-python-wm4","title":"task","description":"","status":"open","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.759112-05:00","updated_at":"2025-12-13T18:14:16.759112-05:00"}
|
||||
{"id":"tiingo-python-y7a","title":"Generate modular OpenAPI 3.0 specification for Tiingo API","description":"Create a complete, modular OpenAPI 3.0.3 specification for all 9 Tiingo REST API endpoint categories. The spec will use a maintainable file structure with separate files for paths, schemas, parameters, and responses, all referenced via the main openapi.yaml index file.","status":"closed","priority":2,"issue_type":"epic","created_at":"2025-12-13T18:14:33.229701-05:00","updated_at":"2025-12-13T22:38:59.777612-05:00","closed_at":"2025-12-13T22:38:59.777612-05:00"}
|
||||
{"id":"tiingo-python-yfj","title":"Generate OpenAPI spec for Splits endpoints","description":"Read docs/api_extracted/splits.md and create openapi/paths/splits.yaml and openapi/schemas/splits-schemas.yaml. Include endpoints: /tiingo/corporate-actions/splits, /tiingo/corporate-actions/{ticker}/splits. Schemas: Split","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:16.708985-05:00","updated_at":"2025-12-13T19:39:23.80368-05:00","closed_at":"2025-12-13T19:39:23.80368-05:00","dependencies":[{"issue_id":"tiingo-python-yfj","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:46.383795-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-yfj","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:46.412601-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-yfj","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:46.441969-05:00","created_by":"daemon"}]}
|
||||
{"id":"tiingo-python-zxc","title":"Generate OpenAPI spec for Fundamentals endpoints","description":"Read docs/api_extracted/fundamentals.md and create openapi/paths/fundamentals.yaml and openapi/schemas/fundamentals-schemas.yaml. Include endpoints: /tiingo/fundamentals/definitions, /tiingo/fundamentals/{ticker}/statements, /tiingo/fundamentals/{ticker}/daily, /tiingo/fundamentals/meta. Schemas: FundamentalDefinition, FinancialStatement, DailyMetric, FundamentalMeta","status":"closed","priority":2,"issue_type":"task","created_at":"2025-12-13T18:14:23.024124-05:00","updated_at":"2025-12-13T19:39:23.802546-05:00","closed_at":"2025-12-13T19:39:23.802546-05:00","dependencies":[{"issue_id":"tiingo-python-zxc","depends_on_id":"tiingo-python-gco","type":"blocks","created_at":"2025-12-13T18:33:45.098824-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-zxc","depends_on_id":"tiingo-python-jyg","type":"blocks","created_at":"2025-12-13T18:33:45.138032-05:00","created_by":"daemon"},{"issue_id":"tiingo-python-zxc","depends_on_id":"tiingo-python-oy5","type":"blocks","created_at":"2025-12-13T18:33:45.176957-05:00","created_by":"daemon"}]}
|
||||
179
openapi/openapi.yaml
Normal file
179
openapi/openapi.yaml
Normal file
@@ -0,0 +1,179 @@
|
||||
openapi: 3.0.3
|
||||
|
||||
info:
|
||||
title: Tiingo REST API
|
||||
version: 1.0.0
|
||||
description: |
|
||||
Tiingo is a financial data platform providing real-time and historical market data.
|
||||
|
||||
This API provides access to:
|
||||
- End-of-Day stock prices and metadata
|
||||
- Financial news articles and bulk downloads
|
||||
- Cryptocurrency prices and metadata
|
||||
- Foreign exchange (Forex) rates and prices
|
||||
- IEX real-time stock data
|
||||
- Fundamental financial statements and metrics
|
||||
- Mutual fund and ETF data
|
||||
- Corporate actions (dividends and stock splits)
|
||||
|
||||
Authentication is required via API token. Get your free API token at https://www.tiingo.com
|
||||
contact:
|
||||
name: Tiingo API Support
|
||||
url: https://www.tiingo.com
|
||||
email: api@tiingo.com
|
||||
license:
|
||||
name: Tiingo Terms of Service
|
||||
url: https://www.tiingo.com/about/terms-of-service
|
||||
|
||||
servers:
|
||||
- url: https://api.tiingo.com
|
||||
description: Production API Server
|
||||
- url: https://apimedia.tiingo.com
|
||||
description: Media/Static Assets Server
|
||||
|
||||
# Global security requirement - all endpoints require API key
|
||||
security:
|
||||
- ApiKeyAuth: []
|
||||
|
||||
# ============================================================================
|
||||
# PATHS - API Endpoints
|
||||
# ============================================================================
|
||||
paths:
|
||||
# --------------------------------------------------------------------------
|
||||
# End-of-Day Endpoints (2 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/daily/{ticker}/prices:
|
||||
$ref: "./paths/end-of-day.yaml#/daily-prices"
|
||||
|
||||
/tiingo/daily/{ticker}:
|
||||
$ref: "./paths/end-of-day.yaml#/daily-meta"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# News Endpoints (3 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/news:
|
||||
$ref: "./paths/news.yaml#/news"
|
||||
|
||||
/tiingo/news/bulk_download:
|
||||
$ref: "./paths/news.yaml#/bulk-list"
|
||||
|
||||
/tiingo/news/bulk_download/{id}:
|
||||
$ref: "./paths/news.yaml#/bulk-download"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Crypto Endpoints (3 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/crypto/prices:
|
||||
$ref: "./paths/crypto.yaml#/crypto-prices"
|
||||
|
||||
/tiingo/crypto:
|
||||
$ref: "./paths/crypto.yaml#/crypto-meta"
|
||||
|
||||
/tiingo/crypto/top:
|
||||
$ref: "./paths/crypto.yaml#/crypto-top"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Forex Endpoints (3 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/fx/{ticker}:
|
||||
$ref: "./paths/forex.yaml#/forex-single"
|
||||
|
||||
/tiingo/fx/top:
|
||||
$ref: "./paths/forex.yaml#/forex-top"
|
||||
|
||||
/tiingo/fx/{ticker}/prices:
|
||||
$ref: "./paths/forex.yaml#/forex-prices"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# IEX Endpoints (3 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/iex:
|
||||
$ref: "./paths/iex.yaml#/iex-all"
|
||||
|
||||
/iex/{ticker}:
|
||||
$ref: "./paths/iex.yaml#/iex-single"
|
||||
|
||||
/iex/{ticker}/prices:
|
||||
$ref: "./paths/iex.yaml#/iex-prices"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Fundamentals Endpoints (4 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/fundamentals/definitions:
|
||||
$ref: "./paths/fundamentals.yaml#/definitions"
|
||||
|
||||
/tiingo/fundamentals/{ticker}/statements:
|
||||
$ref: "./paths/fundamentals.yaml#/statements"
|
||||
|
||||
/tiingo/fundamentals/{ticker}/daily:
|
||||
$ref: "./paths/fundamentals.yaml#/daily"
|
||||
|
||||
/tiingo/fundamentals/meta:
|
||||
$ref: "./paths/fundamentals.yaml#/meta"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Funds Endpoints (2 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/funds/{ticker}:
|
||||
$ref: "./paths/funds.yaml#/fund-overview"
|
||||
|
||||
/tiingo/funds/{ticker}/metrics:
|
||||
$ref: "./paths/funds.yaml#/fund-metrics"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Dividends/Distributions Endpoints (3 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/corporate-actions/distributions:
|
||||
$ref: "./paths/dividends.yaml#/distributions-batch"
|
||||
|
||||
/tiingo/corporate-actions/{ticker}/distributions:
|
||||
$ref: "./paths/dividends.yaml#/distributions-ticker"
|
||||
|
||||
/tiingo/corporate-actions/{ticker}/distribution-yield:
|
||||
$ref: "./paths/dividends.yaml#/distribution-yield"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Splits Endpoints (2 endpoints)
|
||||
# --------------------------------------------------------------------------
|
||||
/tiingo/corporate-actions/splits:
|
||||
$ref: "./paths/splits.yaml#/splits-batch"
|
||||
|
||||
/tiingo/corporate-actions/{ticker}/splits:
|
||||
$ref: "./paths/splits.yaml#/splits-ticker"
|
||||
|
||||
# ============================================================================
|
||||
# COMPONENTS - Reusable definitions
|
||||
# ============================================================================
|
||||
components:
|
||||
# --------------------------------------------------------------------------
|
||||
# Security Schemes
|
||||
# --------------------------------------------------------------------------
|
||||
securitySchemes:
|
||||
ApiKeyAuth:
|
||||
type: apiKey
|
||||
in: query
|
||||
name: token
|
||||
description: |
|
||||
API key authentication. Obtain your API token from https://www.tiingo.com
|
||||
|
||||
Usage: Add `?token=YOUR_API_TOKEN` to all API requests.
|
||||
|
||||
Example: `https://api.tiingo.com/tiingo/daily/aapl/prices?token=YOUR_API_TOKEN`
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Reusable Parameters
|
||||
# --------------------------------------------------------------------------
|
||||
parameters:
|
||||
$ref: "./parameters/_index.yaml"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Reusable Schemas
|
||||
# --------------------------------------------------------------------------
|
||||
schemas:
|
||||
$ref: "./schemas/_index.yaml"
|
||||
|
||||
# --------------------------------------------------------------------------
|
||||
# Reusable Responses
|
||||
# --------------------------------------------------------------------------
|
||||
responses:
|
||||
$ref: "./responses/_index.yaml"
|
||||
49
openapi/parameters/_index.yaml
Normal file
49
openapi/parameters/_index.yaml
Normal file
@@ -0,0 +1,49 @@
|
||||
# Reusable Parameter Definitions for Tiingo API
|
||||
# Reference these using: $ref: '../parameters/_index.yaml#/ParameterName'
|
||||
|
||||
TokenParam: &TokenParam
|
||||
name: token
|
||||
in: query
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
description: API token for authentication
|
||||
|
||||
TickerPathParam: &TickerPathParam
|
||||
name: ticker
|
||||
in: path
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[A-Z0-9]{1,5}$'
|
||||
description: Stock or cryptocurrency ticker symbol
|
||||
|
||||
StartDateParam: &StartDateParam
|
||||
name: startDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: Start date for historical data in YYYY-MM-DD format
|
||||
|
||||
EndDateParam: &EndDateParam
|
||||
name: endDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: End date for historical data in YYYY-MM-DD format
|
||||
|
||||
FormatParam: &FormatParam
|
||||
name: format
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
enum:
|
||||
- json
|
||||
- csv
|
||||
default: json
|
||||
description: Response format (json or csv)
|
||||
271
openapi/paths/crypto.yaml
Normal file
271
openapi/paths/crypto.yaml
Normal file
@@ -0,0 +1,271 @@
|
||||
# Crypto API Endpoints for Tiingo API
|
||||
# Reference: https://www.tiingo.com/documentation/crypto
|
||||
|
||||
crypto-prices: &crypto-prices
|
||||
get:
|
||||
summary: Get cryptocurrency prices
|
||||
description: |
|
||||
Get real-time and historical cryptocurrency prices. Returns meta information about the crypto pair
|
||||
along with OHLCV price data. Without startDate, returns latest data for the current or last business day.
|
||||
With startDate, returns historical intraday data.
|
||||
|
||||
The response includes consolidated data from multiple exchanges, with optional raw exchange-level data
|
||||
when includeRawExchangeData is enabled.
|
||||
operationId: getCryptoPrices
|
||||
tags:
|
||||
- Crypto
|
||||
parameters:
|
||||
- name: tickers
|
||||
in: query
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-z0-9]+(,[a-z0-9]+)*$'
|
||||
description: Comma-separated list of crypto tickers
|
||||
example: 'btcusd,fldcbtc'
|
||||
- name: startDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
pattern: '^\d{4}-\d{2}-\d{2}$'
|
||||
description: Start date for historical data in YYYY-MM-DD format
|
||||
example: '2019-01-02'
|
||||
- name: endDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
pattern: '^\d{4}-\d{2}-\d{2}$'
|
||||
description: End date for historical data in YYYY-MM-DD format
|
||||
example: '2019-12-31'
|
||||
- name: resampleFreq
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[0-9]+(min|hour|day)$'
|
||||
enum:
|
||||
- '1min'
|
||||
- '5min'
|
||||
- '15min'
|
||||
- '30min'
|
||||
- '1hour'
|
||||
- '2hour'
|
||||
- '4hour'
|
||||
- '1day'
|
||||
description: Resampling frequency for historical data (e.g., 5min, 1hour, 1day)
|
||||
example: '5min'
|
||||
- name: includeRawExchangeData
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: boolean
|
||||
default: false
|
||||
description: Include raw exchange-level data in the response
|
||||
example: true
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with cryptocurrency price data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/crypto-schemas.yaml#/CryptoPrice'
|
||||
examples:
|
||||
latest-price:
|
||||
summary: Latest price data
|
||||
description: Get current/latest price for Bitcoin
|
||||
value:
|
||||
- ticker: 'btcusd'
|
||||
baseCurrency: 'btc'
|
||||
quoteCurrency: 'usd'
|
||||
priceData:
|
||||
- date: '2019-01-02T00:00:00.000Z'
|
||||
close: 3610.32
|
||||
high: 3701.0
|
||||
low: 3600.65
|
||||
open: 3690.01
|
||||
volume: 1234.56
|
||||
volumeNotional: 4456789.12
|
||||
tradesDone: 5000
|
||||
historical-prices:
|
||||
summary: Historical price data with 5-minute resampling
|
||||
description: Get historical intraday data for Bitcoin with 5-minute intervals
|
||||
value:
|
||||
- ticker: 'btcusd'
|
||||
baseCurrency: 'btc'
|
||||
quoteCurrency: 'usd'
|
||||
priceData:
|
||||
- date: '2019-01-02T00:00:00.000Z'
|
||||
close: 3610.32
|
||||
high: 3701.0
|
||||
low: 3600.65
|
||||
open: 3690.01
|
||||
volume: 1234.56
|
||||
volumeNotional: 4456789.12
|
||||
tradesDone: 5000
|
||||
- date: '2019-01-02T00:05:00.000Z'
|
||||
close: 3615.50
|
||||
high: 3620.0
|
||||
low: 3610.0
|
||||
open: 3610.32
|
||||
volume: 567.89
|
||||
volumeNotional: 2052345.67
|
||||
tradesDone: 2345
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
crypto-meta: &crypto-meta
|
||||
get:
|
||||
summary: Get cryptocurrency metadata
|
||||
description: |
|
||||
Get metadata information for cryptocurrencies including ticker, base/quote currencies, name, and description.
|
||||
|
||||
Without the tickers parameter, returns metadata for all available cryptocurrencies.
|
||||
With the tickers parameter, returns metadata only for the specified tickers.
|
||||
operationId: getCryptoMetadata
|
||||
tags:
|
||||
- Crypto
|
||||
parameters:
|
||||
- name: tickers
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-z0-9]+(,[a-z0-9]+)*$'
|
||||
description: Comma-separated list of crypto tickers to filter by. If omitted, returns all tickers.
|
||||
example: 'btcusd,ethusd'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with cryptocurrency metadata
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/crypto-schemas.yaml#/CryptoMetadata'
|
||||
examples:
|
||||
bitcoin-metadata:
|
||||
summary: Bitcoin metadata
|
||||
description: Get metadata for Bitcoin
|
||||
value:
|
||||
- ticker: 'btcusd'
|
||||
baseCurrency: 'btc'
|
||||
quoteCurrency: 'usd'
|
||||
name: 'Bitcoin'
|
||||
description: 'Bitcoin is a cryptocurrency and worldwide payment system.'
|
||||
multiple-metadata:
|
||||
summary: Multiple cryptocurrency metadata
|
||||
description: Get metadata for Bitcoin and Ethereum
|
||||
value:
|
||||
- ticker: 'btcusd'
|
||||
baseCurrency: 'btc'
|
||||
quoteCurrency: 'usd'
|
||||
name: 'Bitcoin'
|
||||
description: 'Bitcoin is a cryptocurrency and worldwide payment system.'
|
||||
- ticker: 'ethusd'
|
||||
baseCurrency: 'eth'
|
||||
quoteCurrency: 'usd'
|
||||
name: 'Ethereum'
|
||||
description: 'Ethereum is a decentralized platform for smart contracts.'
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
crypto-top: &crypto-top
|
||||
get:
|
||||
summary: Get cryptocurrency top-of-book data (DEPRECATED)
|
||||
description: |
|
||||
**DEPRECATED**: This endpoint has been deprecated and may be removed in a future version.
|
||||
|
||||
Tiingo has deprecated the top-of-book endpoint due to reliability issues with cryptocurrency exchange feeds.
|
||||
The feeds have been found unreliable for constructing consistent best bid/ask data across 60+ exchanges.
|
||||
Issues include inconsistent timestamps, improperly ordered messages, and varying exchange-specific quirks.
|
||||
|
||||
For last price information, use the `/tiingo/crypto/prices` endpoint instead.
|
||||
|
||||
This endpoint returns top-of-book data including bid/ask prices, last trade information, and optional
|
||||
raw exchange-level data. While the endpoint remains available, it should not be used for production systems.
|
||||
operationId: getCryptoTopOfBook
|
||||
deprecated: true
|
||||
tags:
|
||||
- Crypto
|
||||
parameters:
|
||||
- name: tickers
|
||||
in: query
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-z0-9]+(,[a-z0-9]+)*$'
|
||||
description: Comma-separated list of crypto tickers
|
||||
example: 'btcusd,ethusd'
|
||||
- name: includeRawExchangeData
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: boolean
|
||||
default: false
|
||||
description: Include raw exchange-level top-of-book data in the response
|
||||
example: true
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with top-of-book data (DEPRECATED)
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/crypto-schemas.yaml#/CryptoTopOfBook'
|
||||
examples:
|
||||
bitcoin-top-of-book:
|
||||
summary: Bitcoin top-of-book data
|
||||
description: Get top-of-book data for Bitcoin
|
||||
value:
|
||||
- ticker: 'btcusd'
|
||||
baseCurrency: 'btc'
|
||||
quoteCurrency: 'usd'
|
||||
topOfBookData:
|
||||
quoteTimestamp: '2019-01-02T12:34:56.789Z'
|
||||
lastSaleTimestamp: '2019-01-02T12:34:56.789Z'
|
||||
lastPrice: 3610.32
|
||||
lastSize: 0.5
|
||||
lastSizeNotional: 1805.16
|
||||
lastExchange: 'Coinbase'
|
||||
bidSize: 1.2
|
||||
bidPrice: 3609.50
|
||||
bidExchange: 'Binance'
|
||||
askSize: 0.8
|
||||
askPrice: 3611.00
|
||||
askExchange: 'Kraken'
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
214
openapi/paths/dividends.yaml
Normal file
214
openapi/paths/dividends.yaml
Normal file
@@ -0,0 +1,214 @@
|
||||
# Tiingo Dividends API Endpoints
|
||||
# Corporate Actions - Distribution and Yield Endpoints
|
||||
|
||||
distributions-batch: &distributions-batch
|
||||
get:
|
||||
summary: Get batch distribution data
|
||||
description: |
|
||||
Retrieve past, present, and future dividends and distributions for multiple tickers.
|
||||
Returns detailed dividend and distribution data for stocks, ETFs, or mutual funds.
|
||||
The response includes distribution frequency, which is the declared frequency of the
|
||||
distribution that you can use to customize your calculations to determine yield.
|
||||
|
||||
Available for current and future dates. Requires End-of-Day endpoint entitlement.
|
||||
operationId: getBatchDistributions
|
||||
tags:
|
||||
- Corporate Actions
|
||||
parameters:
|
||||
- name: exDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: |
|
||||
Filter distributions by ex-date. Can be a future date or historical date.
|
||||
If not specified, returns distributions with an ex-date of the current day.
|
||||
Format: YYYY-MM-DD
|
||||
example: '2023-08-25'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with array of distribution objects
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/dividends-schemas.yaml#/Distribution'
|
||||
examples:
|
||||
multipleDistributions:
|
||||
summary: Multiple distributions for a specific ex-date
|
||||
value:
|
||||
- permaTicker: AAPL
|
||||
ticker: AAPL
|
||||
exDate: '2023-08-25T00:00:00.000Z'
|
||||
paymentDate: '2023-09-07T00:00:00.000Z'
|
||||
recordDate: '2023-08-28T00:00:00.000Z'
|
||||
declarationDate: '2023-07-27T00:00:00.000Z'
|
||||
distribution: 0.24
|
||||
distributionFreqency: q
|
||||
- permaTicker: MSFT
|
||||
ticker: MSFT
|
||||
exDate: '2023-08-25T00:00:00.000Z'
|
||||
paymentDate: '2023-09-21T00:00:00.000Z'
|
||||
recordDate: '2023-08-31T00:00:00.000Z'
|
||||
declarationDate: '2023-07-25T00:00:00.000Z'
|
||||
distribution: 0.68
|
||||
distributionFreqency: q
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
distributions-ticker: &distributions-ticker
|
||||
get:
|
||||
summary: Get distribution data for a specific ticker
|
||||
description: |
|
||||
Retrieve historical distribution timeseries data for a specific ticker.
|
||||
Similar to the batch endpoint, but allows you to specify a ticker to limit the query.
|
||||
Supports stocks, ETFs, and mutual funds.
|
||||
|
||||
Returns full history by default, or can be limited to a date range using
|
||||
startExDate and endExDate parameters.
|
||||
operationId: getTickerDistributions
|
||||
tags:
|
||||
- Corporate Actions
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- name: startExDate
|
||||
in: query
|
||||
required: false
|
||||
description: |
|
||||
Start of the ex-date range to query. Format: YYYY-MM-DD
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
example: '2023-01-01'
|
||||
- name: endExDate
|
||||
in: query
|
||||
required: false
|
||||
description: |
|
||||
End of the ex-date range to query. Format: YYYY-MM-DD
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
example: '2024-01-01'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with array of distribution objects for the specified ticker
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/dividends-schemas.yaml#/Distribution'
|
||||
examples:
|
||||
yearlyDistributions:
|
||||
summary: AAPL quarterly distributions for 2023
|
||||
value:
|
||||
- permaTicker: AAPL
|
||||
ticker: AAPL
|
||||
exDate: '2023-02-10T00:00:00.000Z'
|
||||
paymentDate: '2023-02-23T00:00:00.000Z'
|
||||
recordDate: '2023-02-13T00:00:00.000Z'
|
||||
declarationDate: '2023-01-26T00:00:00.000Z'
|
||||
distribution: 0.22
|
||||
distributionFreqency: q
|
||||
- permaTicker: AAPL
|
||||
ticker: AAPL
|
||||
exDate: '2023-05-12T00:00:00.000Z'
|
||||
paymentDate: '2023-05-25T00:00:00.000Z'
|
||||
recordDate: '2023-05-15T00:00:00.000Z'
|
||||
declarationDate: '2023-04-27T00:00:00.000Z'
|
||||
distribution: 0.22
|
||||
distributionFreqency: q
|
||||
- permaTicker: AAPL
|
||||
ticker: AAPL
|
||||
exDate: '2023-08-11T00:00:00.000Z'
|
||||
paymentDate: '2023-08-24T00:00:00.000Z'
|
||||
recordDate: '2023-08-14T00:00:00.000Z'
|
||||
declarationDate: '2023-07-27T00:00:00.000Z'
|
||||
distribution: 0.24
|
||||
distributionFreqency: q
|
||||
- permaTicker: AAPL
|
||||
ticker: AAPL
|
||||
exDate: '2023-11-10T00:00:00.000Z'
|
||||
paymentDate: '2023-11-23T00:00:00.000Z'
|
||||
recordDate: '2023-11-13T00:00:00.000Z'
|
||||
declarationDate: '2023-10-26T00:00:00.000Z'
|
||||
distribution: 0.24
|
||||
distributionFreqency: q
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
distribution-yield: &distribution-yield
|
||||
get:
|
||||
summary: Get historical yield data for a ticker
|
||||
description: |
|
||||
Retrieve current and historical information about yield data for stocks, ETFs,
|
||||
or mutual funds. Yield data is available for tickers after their End-of-Day
|
||||
price data has been processed.
|
||||
|
||||
Note: Tiingo will continue to add new daily metrics over time. Use the 'columns'
|
||||
parameter to ensure constant output format, even if additional columns are added.
|
||||
operationId: getDistributionYield
|
||||
tags:
|
||||
- Corporate Actions
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- name: columns
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
description: |
|
||||
Comma-separated list of column names to return. This ensures only specified
|
||||
fields are returned in exact order, providing consistent output format across
|
||||
API updates. Example: 'trailingDiv1Y' will always return only that field.
|
||||
example: trailingDiv1Y
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with array of yield objects
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/dividends-schemas.yaml#/DistributionYield'
|
||||
examples:
|
||||
historicalYield:
|
||||
summary: Historical trailing 1-year dividend yield for AAPL
|
||||
value:
|
||||
- date: '2024-01-01T00:00:00.000Z'
|
||||
trailingDiv1Y: '0.92'
|
||||
- date: '2024-01-02T00:00:00.000Z'
|
||||
trailingDiv1Y: '0.92'
|
||||
- date: '2024-01-03T00:00:00.000Z'
|
||||
trailingDiv1Y: '0.92'
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
191
openapi/paths/end-of-day.yaml
Normal file
191
openapi/paths/end-of-day.yaml
Normal file
@@ -0,0 +1,191 @@
|
||||
# End-of-Day Stock Price API Paths
|
||||
# Reference: https://www.tiingo.com/documentation/end-of-day
|
||||
|
||||
daily-prices: &daily-prices
|
||||
get:
|
||||
summary: Get End-of-Day Stock Prices
|
||||
description: |
|
||||
Returns End-of-Day price data for a given stock ticker.
|
||||
|
||||
Tiingo's End-of-Day prices use a proprietary error checking framework to help clean data feeds
|
||||
and catch missing corporate actions (splits, dividends, and exchange listing changes).
|
||||
|
||||
**Pricing Availability:**
|
||||
- Most US Equity prices are available at 5:30 PM EST
|
||||
- Exchanges may send corrections until 8 PM EST
|
||||
- Mutual Fund NAVs available after 12 AM EST
|
||||
|
||||
**Price Adjustments:**
|
||||
- Both raw and adjusted prices are available
|
||||
- Adjustment methodology follows CRSP (Center for Research in Security Prices) standard
|
||||
- Incorporates both split and dividend adjustments
|
||||
operationId: getEndOfDayPrices
|
||||
tags:
|
||||
- End-of-Day
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- $ref: '../parameters/_index.yaml#/StartDateParam'
|
||||
- $ref: '../parameters/_index.yaml#/EndDateParam'
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
- name: resampleFreq
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
enum:
|
||||
- daily
|
||||
- weekly
|
||||
- monthly
|
||||
- annually
|
||||
- 1min
|
||||
- 5min
|
||||
- 15min
|
||||
- 30min
|
||||
- 1hour
|
||||
- 4hour
|
||||
description: Resample frequency for OHLC bars (e.g., daily, monthly, weekly, 5min, 1hour)
|
||||
- name: sort
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
enum:
|
||||
- asc
|
||||
- desc
|
||||
default: asc
|
||||
description: Sort order for results (ascending or descending by date)
|
||||
- name: columns
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
description: Comma-separated list of specific columns to return (e.g., "date,close,volume")
|
||||
example: "date,close,volume"
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with price data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/eod-schemas.yaml#/PriceData'
|
||||
examples:
|
||||
singleDay:
|
||||
summary: Single day price data
|
||||
value:
|
||||
- date: "2024-01-01"
|
||||
open: 150.25
|
||||
high: 152.50
|
||||
low: 149.75
|
||||
close: 151.80
|
||||
volume: 50000000
|
||||
adjOpen: 150.25
|
||||
adjHigh: 152.50
|
||||
adjLow: 149.75
|
||||
adjClose: 151.80
|
||||
adjVolume: 50000000
|
||||
divCash: 0.0
|
||||
splitFactor: 1.0
|
||||
historicalData:
|
||||
summary: Multiple days historical data
|
||||
value:
|
||||
- date: "2024-01-01"
|
||||
open: 150.25
|
||||
high: 152.50
|
||||
low: 149.75
|
||||
close: 151.80
|
||||
volume: 50000000
|
||||
adjOpen: 150.25
|
||||
adjHigh: 152.50
|
||||
adjLow: 149.75
|
||||
adjClose: 151.80
|
||||
adjVolume: 50000000
|
||||
divCash: 0.0
|
||||
splitFactor: 1.0
|
||||
- date: "2024-01-02"
|
||||
open: 151.90
|
||||
high: 153.20
|
||||
low: 151.50
|
||||
close: 152.40
|
||||
volume: 48000000
|
||||
adjOpen: 151.90
|
||||
adjHigh: 153.20
|
||||
adjLow: 151.50
|
||||
adjClose: 152.40
|
||||
adjVolume: 48000000
|
||||
divCash: 0.0
|
||||
splitFactor: 1.0
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
format: binary
|
||||
example: |
|
||||
date,open,high,low,close,volume,adjOpen,adjHigh,adjLow,adjClose,adjVolume,divCash,splitFactor
|
||||
2024-01-01,150.25,152.50,149.75,151.80,50000000,150.25,152.50,149.75,151.80,50000000,0.0,1.0
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
daily-meta: &daily-meta
|
||||
get:
|
||||
summary: Get Stock Ticker Metadata
|
||||
description: |
|
||||
Returns metadata information about a specific stock ticker.
|
||||
|
||||
Meta information comes from a variety of sources and is used to help communicate
|
||||
details about an asset in the Tiingo database to users.
|
||||
|
||||
**Response Fields:**
|
||||
- Ticker symbol and full name
|
||||
- Exchange where the asset is listed
|
||||
- Description of the company/asset
|
||||
- Date range for available price data
|
||||
operationId: getTickerMetadata
|
||||
tags:
|
||||
- End-of-Day
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with ticker metadata
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/eod-schemas.yaml#/TickerMetadata'
|
||||
examples:
|
||||
appleMetadata:
|
||||
summary: Apple Inc metadata
|
||||
value:
|
||||
ticker: "AAPL"
|
||||
name: "Apple Inc"
|
||||
exchangeCode: "NASDAQ"
|
||||
description: "Apple Inc is an American multinational technology company that specializes in consumer electronics, software and online services."
|
||||
startDate: "1990-01-01"
|
||||
endDate: "2024-01-01"
|
||||
noDataTicker:
|
||||
summary: Ticker with no price data
|
||||
value:
|
||||
ticker: "NEWCO"
|
||||
name: "New Company Inc"
|
||||
exchangeCode: "NYSE"
|
||||
description: "A newly listed company"
|
||||
startDate: null
|
||||
endDate: null
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
200
openapi/paths/forex.yaml
Normal file
200
openapi/paths/forex.yaml
Normal file
@@ -0,0 +1,200 @@
|
||||
# Tiingo Forex API Paths
|
||||
# Reference these using: $ref: './forex.yaml#/forex-single'
|
||||
|
||||
forex-single: &forex-single
|
||||
get:
|
||||
tags:
|
||||
- Forex
|
||||
summary: Get top-of-book data for a specific forex pair
|
||||
description: |
|
||||
Returns real-time top-of-book data including bid/ask prices and sizes for a specific forex pair.
|
||||
This endpoint provides institutional-grade quality forex quotes from tier-1 banks and FX dark pools.
|
||||
Market hours are Sunday 8pm EST through Friday 5pm EST.
|
||||
operationId: getForexTopOfBook
|
||||
parameters:
|
||||
- name: ticker
|
||||
in: path
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-z]{6}$'
|
||||
description: Forex ticker pair (e.g., eurusd, gbpusd, audusd)
|
||||
example: eurusd
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with forex top-of-book data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/forex-schemas.yaml#/ForexTopOfBook'
|
||||
example:
|
||||
- ticker: eurusd
|
||||
quoteTimestamp: '2019-07-01T21:00:01.289000+00:00'
|
||||
bidPrice: 1.1186
|
||||
bidSize: 1000000.0
|
||||
askPrice: 1.1187
|
||||
askSize: 1000000.0
|
||||
midPrice: 1.11865
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
forex-top: &forex-top
|
||||
get:
|
||||
tags:
|
||||
- Forex
|
||||
summary: Get top-of-book data for multiple forex pairs
|
||||
description: |
|
||||
Returns real-time top-of-book data including bid/ask prices and sizes for multiple forex pairs.
|
||||
This endpoint allows you to query multiple forex tickers in a single request.
|
||||
Supports 140+ forex ticker pairs with quotes updated to the latest microsecond during market hours.
|
||||
operationId: getForexTopOfBookMultiple
|
||||
parameters:
|
||||
- name: tickers
|
||||
in: query
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
description: Comma-separated list of forex ticker pairs (e.g., eurusd,gbpusd,audusd)
|
||||
example: eurusd,gbpusd
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with forex top-of-book data for multiple tickers
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/forex-schemas.yaml#/ForexTopOfBook'
|
||||
example:
|
||||
- ticker: audusd
|
||||
quoteTimestamp: '2019-07-01T21:00:01.289000+00:00'
|
||||
bidPrice: 0.6963
|
||||
bidSize: 100000.0
|
||||
askPrice: 0.6965
|
||||
askSize: 100000.0
|
||||
midPrice: 0.6964
|
||||
- ticker: eurusd
|
||||
quoteTimestamp: '2019-07-01T21:00:01.289000+00:00'
|
||||
bidPrice: 1.1186
|
||||
bidSize: 1000000.0
|
||||
askPrice: 1.1187
|
||||
askSize: 1000000.0
|
||||
midPrice: 1.11865
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
forex-prices: &forex-prices
|
||||
get:
|
||||
tags:
|
||||
- Forex
|
||||
summary: Get historical intraday OHLC prices for a forex pair
|
||||
description: |
|
||||
Returns historical intraday OHLC (Open, High, Low, Close) prices for a forex pair.
|
||||
Supports multiple resample frequencies from 1-minute to daily bars.
|
||||
Default date range is current date minus 1 year to current date.
|
||||
operationId: getForexPrices
|
||||
parameters:
|
||||
- name: ticker
|
||||
in: path
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-z]{6}$'
|
||||
description: Forex ticker pair (e.g., eurusd, gbpusd, audusd)
|
||||
example: eurusd
|
||||
- name: startDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: Start date for historical data in YYYY-MM-DD format (default is current date minus 1 year)
|
||||
example: '2019-06-30'
|
||||
- name: endDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: End date for historical data in YYYY-MM-DD format (default is current date)
|
||||
example: '2019-07-01'
|
||||
- name: resampleFreq
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
enum:
|
||||
- 1min
|
||||
- 5min
|
||||
- 15min
|
||||
- 30min
|
||||
- 1hour
|
||||
- 1day
|
||||
default: 1day
|
||||
description: Frequency to resample data to
|
||||
example: 5min
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with historical forex price data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: object
|
||||
properties:
|
||||
ticker:
|
||||
type: string
|
||||
description: Forex ticker pair
|
||||
example: eurusd
|
||||
priceData:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/forex-schemas.yaml#/ForexPrice'
|
||||
example:
|
||||
ticker: eurusd
|
||||
priceData:
|
||||
- date: '2019-06-28T20:00:00.000Z'
|
||||
open: 1.1232
|
||||
high: 1.1254
|
||||
low: 1.1220
|
||||
close: 1.1245
|
||||
- date: '2019-06-28T20:05:00.000Z'
|
||||
open: 1.1245
|
||||
high: 1.1268
|
||||
low: 1.1242
|
||||
close: 1.1260
|
||||
- date: '2019-06-28T20:10:00.000Z'
|
||||
open: 1.1260
|
||||
high: 1.1275
|
||||
low: 1.1258
|
||||
close: 1.1268
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
360
openapi/paths/fundamentals.yaml
Normal file
360
openapi/paths/fundamentals.yaml
Normal file
@@ -0,0 +1,360 @@
|
||||
# Tiingo Fundamentals API Endpoints
|
||||
# Reference these using: $ref: './fundamentals.yaml#/definitions'
|
||||
|
||||
definitions: &definitions
|
||||
get:
|
||||
summary: Get Fundamental Definitions
|
||||
description: |
|
||||
Returns available fundamental metrics and their metadata. Use this endpoint to discover
|
||||
which fields are available and what they represent.
|
||||
operationId: getFundamentalDefinitions
|
||||
tags:
|
||||
- Fundamentals
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- name: tickers
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
oneOf:
|
||||
- type: string
|
||||
- type: array
|
||||
items:
|
||||
type: string
|
||||
description: |
|
||||
Specific tickers to return meta data for. If no string passed, will return meta data
|
||||
for all available tickers. Can either be a single ticker, a comma-separated list of tickers,
|
||||
or an array of strings (string[]).
|
||||
examples:
|
||||
single:
|
||||
value: "AAPL"
|
||||
summary: Single ticker
|
||||
multiple:
|
||||
value: "AAPL,GOOGL,MSFT"
|
||||
summary: Multiple tickers (comma-separated)
|
||||
array:
|
||||
value: ["AAPL", "GOOGL", "MSFT"]
|
||||
summary: Array of tickers
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with fundamental definitions
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/fundamentals-schemas.yaml#/FundamentalDefinition'
|
||||
examples:
|
||||
definitions:
|
||||
summary: Example fundamental definitions
|
||||
value:
|
||||
- dataCode: "peRatio"
|
||||
name: "Price/Earnings Ratio"
|
||||
description: "The price to earnings ratio of the company"
|
||||
statementType: "overview"
|
||||
units: ""
|
||||
- dataCode: "netIncome"
|
||||
name: "Net Income"
|
||||
description: "The net income of the company"
|
||||
statementType: "incomeStatement"
|
||||
units: "$"
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
description: CSV formatted data
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
statements: &statements
|
||||
get:
|
||||
summary: Get Financial Statements
|
||||
description: |
|
||||
Returns historical statement data extracted from quarterly and annual statements
|
||||
(Balance Sheet, Income Statement, Cash Flow, and Overview metrics). Data is updated
|
||||
usually within 12-24 hours of being made available by the SEC.
|
||||
|
||||
The `asReported` parameter controls whether you get the most recent revised data
|
||||
(false, default) or the data as it was originally reported (true).
|
||||
operationId: getFinancialStatements
|
||||
tags:
|
||||
- Fundamentals
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- name: asReported
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: boolean
|
||||
default: false
|
||||
description: |
|
||||
When false (default), returns the most recent data including any revisions for the reporting period.
|
||||
The dates will correspond to the fiscal end of the quarter or year.
|
||||
When true, returns the data as it was reported on the release date.
|
||||
The date will correspond to the date the filings were posted on the SEC.
|
||||
- $ref: '../parameters/_index.yaml#/StartDateParam'
|
||||
- $ref: '../parameters/_index.yaml#/EndDateParam'
|
||||
- name: sort
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
enum:
|
||||
- date
|
||||
- -date
|
||||
default: date
|
||||
description: |
|
||||
Sort direction and column to sort by. Prepend "-" for descending order,
|
||||
otherwise ascending. For Fundamentals statements, only the "date" field may be sorted upon.
|
||||
examples:
|
||||
ascending:
|
||||
value: "date"
|
||||
summary: Sort by date ascending
|
||||
descending:
|
||||
value: "-date"
|
||||
summary: Sort by date descending
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with financial statements
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/fundamentals-schemas.yaml#/FinancialStatement'
|
||||
examples:
|
||||
statements:
|
||||
summary: Example financial statement
|
||||
value:
|
||||
- date: "2023-12-29T00:00:00.000Z"
|
||||
quarter: 1
|
||||
year: 2024
|
||||
statementData:
|
||||
balanceSheet:
|
||||
- dataCode: "totalAssets"
|
||||
value: 352755000000
|
||||
incomeStatement:
|
||||
- dataCode: "revenue"
|
||||
value: 383285000000
|
||||
- dataCode: "netIncome"
|
||||
value: 96995000000
|
||||
cashFlow:
|
||||
- dataCode: "operatingCashFlow"
|
||||
value: 110543000000
|
||||
overview:
|
||||
- dataCode: "peRatio"
|
||||
value: 29.45
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
description: CSV formatted data (flat/2-D structure for spreadsheet compatibility)
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
daily: &daily
|
||||
get:
|
||||
summary: Get Daily Fundamentals
|
||||
description: |
|
||||
Returns daily fundamental metrics that rely on price data and update daily
|
||||
(Market Capitalization, P/E Ratios, P/B Ratios, etc.).
|
||||
|
||||
IMPORTANT: New daily metrics are continuously added, so fields will change over time.
|
||||
Use the `columns` parameter if you require specific columns in a particular order.
|
||||
operationId: getDailyFundamentals
|
||||
tags:
|
||||
- Fundamentals
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- $ref: '../parameters/_index.yaml#/StartDateParam'
|
||||
- $ref: '../parameters/_index.yaml#/EndDateParam'
|
||||
- name: sort
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^-?[a-zA-Z]+$'
|
||||
description: |
|
||||
Sort direction and column to sort by. Prepend "-" for descending order,
|
||||
otherwise ascending. E.g. sort=date (ascending) or sort=-date (descending).
|
||||
examples:
|
||||
ascending:
|
||||
value: "date"
|
||||
summary: Sort by date ascending
|
||||
descending:
|
||||
value: "-date"
|
||||
summary: Sort by date descending
|
||||
- name: columns
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-zA-Z]+(,[a-zA-Z]+)*$'
|
||||
description: |
|
||||
Comma-separated list of columns to return. Ensures consistent output even as
|
||||
new metrics are added. E.g. columns=date,marketCap,peRatio will always return
|
||||
only those columns in that exact order.
|
||||
examples:
|
||||
basic:
|
||||
value: "date,marketCap,peRatio"
|
||||
summary: Basic metrics
|
||||
extended:
|
||||
value: "date,marketCap,enterpriseVal,peRatio,pbRatio,trailingPEG1Y"
|
||||
summary: Extended metrics
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with daily fundamental metrics
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/fundamentals-schemas.yaml#/DailyMetric'
|
||||
examples:
|
||||
daily:
|
||||
summary: Example daily fundamentals
|
||||
value:
|
||||
- date: "2023-12-29T00:00:00.000Z"
|
||||
marketCap: 3050000000000
|
||||
enterpriseVal: 2950000000000
|
||||
peRatio: 29.45
|
||||
pbRatio: 48.32
|
||||
trailingPEG1Y: 2.15
|
||||
- date: "2023-12-28T00:00:00.000Z"
|
||||
marketCap: 3040000000000
|
||||
enterpriseVal: 2940000000000
|
||||
peRatio: 29.38
|
||||
pbRatio: 48.20
|
||||
trailingPEG1Y: 2.14
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
description: CSV formatted data
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
meta: &meta
|
||||
get:
|
||||
summary: Get Fundamentals Metadata
|
||||
description: |
|
||||
Returns company metadata and information about when data was last updated.
|
||||
|
||||
IMPORTANT: As new meta data about companies and their fundamentals is added,
|
||||
the endpoint output will change. Use the `columns` parameter if you require
|
||||
specific columns in a particular order.
|
||||
operationId: getFundamentalsMeta
|
||||
tags:
|
||||
- Fundamentals
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- name: tickers
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
oneOf:
|
||||
- type: string
|
||||
- type: array
|
||||
items:
|
||||
type: string
|
||||
description: |
|
||||
Specific tickers to return meta data for. If no string passed, will return meta data
|
||||
for all available tickers. Can either be a single ticker, a comma-separated list of tickers,
|
||||
or an array of strings (string[]).
|
||||
examples:
|
||||
single:
|
||||
value: "AAPL"
|
||||
summary: Single ticker
|
||||
multiple:
|
||||
value: "AAPL,GOOGL"
|
||||
summary: Multiple tickers (comma-separated)
|
||||
array:
|
||||
value: ["AAPL", "GOOGL"]
|
||||
summary: Array of tickers
|
||||
- name: columns
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-zA-Z]+(,[a-zA-Z]+)*$'
|
||||
description: |
|
||||
Comma-separated list of columns to return. Ensures consistent output even as
|
||||
new metadata is added. E.g. columns=ticker,name will always return only those
|
||||
columns in that exact order.
|
||||
examples:
|
||||
basic:
|
||||
value: "ticker,name"
|
||||
summary: Basic info
|
||||
extended:
|
||||
value: "ticker,name,sector,industry,isActive"
|
||||
summary: Extended info
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with company metadata
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/fundamentals-schemas.yaml#/FundamentalMeta'
|
||||
examples:
|
||||
meta:
|
||||
summary: Example company metadata
|
||||
value:
|
||||
- permaTicker: "AAPL"
|
||||
ticker: "AAPL"
|
||||
name: "Apple Inc."
|
||||
isActive: true
|
||||
isADR: false
|
||||
sector: "Technology"
|
||||
industry: "Consumer Electronics"
|
||||
sicCode: 3571
|
||||
sicSector: "Industrial and Commercial Machinery and Computer Equipment"
|
||||
sicIndustry: "Electronic Computers"
|
||||
reportingCurrency: "USD"
|
||||
location: "California"
|
||||
companyWebsite: "https://www.apple.com"
|
||||
secFilingWebsite: "https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=0000320193&type=&dateb=&owner=exclude&count=100"
|
||||
statementLastUpdated: "2024-01-15T10:30:00.000Z"
|
||||
dailyLastUpdated: "2024-01-15T08:00:00.000Z"
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
description: CSV formatted data
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
132
openapi/paths/funds.yaml
Normal file
132
openapi/paths/funds.yaml
Normal file
@@ -0,0 +1,132 @@
|
||||
# Tiingo Mutual Fund and ETF Fees API Endpoints
|
||||
# Reference: /docs/api_extracted/mutual-fund-etf-fees.md
|
||||
|
||||
fund-overview: &fund-overview
|
||||
get:
|
||||
summary: Get Fund Overview
|
||||
description: |
|
||||
Obtain top-level fund data, including description and share classes.
|
||||
|
||||
This endpoint provides comprehensive information about a mutual fund or ETF,
|
||||
including its full name, description, share class, net expense ratio, and
|
||||
related share classes with their respective expense ratios.
|
||||
|
||||
**Note:** This endpoint is available for enterprise and institutional clients only.
|
||||
Contact Sales@tiingo.com for licensing and pricing.
|
||||
operationId: getFundOverview
|
||||
tags:
|
||||
- Funds
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with fund overview data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/funds-schemas.yaml#/FundOverview'
|
||||
examples:
|
||||
vtsax:
|
||||
summary: Vanguard Total Stock Market Index Fund
|
||||
value:
|
||||
ticker: "VTSAX"
|
||||
name: "Vanguard Total Stock Market Index Fund"
|
||||
description: "Long description of the fund..."
|
||||
shareClass: "Admiral Shares"
|
||||
netExpense: 0.0035
|
||||
otherShareClasses:
|
||||
- ticker: "VTSMX"
|
||||
name: "Vanguard Total Stock Market Index Fund"
|
||||
shareClass: "Investor Shares"
|
||||
netExpense: 0.0055
|
||||
- ticker: "VTSIX"
|
||||
name: "Vanguard Total Stock Market Index Fund"
|
||||
shareClass: "Institutional Shares"
|
||||
netExpense: 0.0020
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
fund-metrics: &fund-metrics
|
||||
get:
|
||||
summary: Get Fund Fee Metrics
|
||||
description: |
|
||||
Obtain detailed current and historical fee data for a mutual fund or ETF.
|
||||
|
||||
This endpoint provides comprehensive fee information including net and gross expense ratios,
|
||||
management fees, 12b-1 fees, load fees, redemption fees, and custom fees. The data includes
|
||||
both current and historical fee information with prospectus dates.
|
||||
|
||||
Fee data covers:
|
||||
- Expense ratios (net/gross)
|
||||
- Management and distribution fees
|
||||
- Load fees (front/back/dividend)
|
||||
- Shareholder and account fees
|
||||
- Redemption and exchange fees
|
||||
- Custom fees (e.g., check processing fees)
|
||||
|
||||
All fee values are expressed as decimals (e.g., 0.0035 = 0.35%).
|
||||
|
||||
**Note:** This endpoint is available for enterprise and institutional clients only.
|
||||
Contact Sales@tiingo.com for licensing and pricing.
|
||||
operationId: getFundMetrics
|
||||
tags:
|
||||
- Funds
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with detailed fund fee metrics
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/funds-schemas.yaml#/FundMetrics'
|
||||
examples:
|
||||
vtsax:
|
||||
summary: Vanguard Total Stock Market Index Fund Fees
|
||||
value:
|
||||
prospectusDate: "2024-01-15"
|
||||
netExpense: 0.0035
|
||||
grossExpense: 0.0040
|
||||
managementFee: 0.0025
|
||||
12b1: 0.0000
|
||||
non12b1: 0.0000
|
||||
otherExpenses: 0.0015
|
||||
acquiredFundFees: 0.0000
|
||||
feeWaiver: 0.0005
|
||||
exchangeFeeUSD: 0.0000
|
||||
exchangeFeePercent: 0.0000
|
||||
frontLoad: 0.0000
|
||||
backLoad: 0.0000
|
||||
dividendLoad: 0.0000
|
||||
shareholderFee: 0.0000
|
||||
accountFeeUSD: 0.0000
|
||||
accountFeePercent: 0.0000
|
||||
redemptionFeeUSD: 0.0000
|
||||
redemptionFeePercent: 0.0000
|
||||
portfolioTurnover: 0.05
|
||||
miscFees: 0.0000
|
||||
customFees:
|
||||
- label: "Check Processing Fee"
|
||||
value: 0.0000
|
||||
units: "$"
|
||||
parentFee: "shareholderFee"
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
269
openapi/paths/iex.yaml
Normal file
269
openapi/paths/iex.yaml
Normal file
@@ -0,0 +1,269 @@
|
||||
# IEX Exchange API Endpoints
|
||||
# Reference: https://api.tiingo.com/documentation/iex
|
||||
|
||||
iex-all: &iex-all
|
||||
get:
|
||||
summary: Get current top-of-book and last price for all or multiple tickers
|
||||
description: |
|
||||
Retrieve current top-of-book (bid/ask) and last price data for all available tickers or a specified list of tickers.
|
||||
Returns real-time reference prices or full TOPS feed data (requires IEX Exchange registration).
|
||||
|
||||
This endpoint provides:
|
||||
- Top-of-Book (Bid/Ask) data
|
||||
- Last Sale (trade) data
|
||||
- Tiingo-enriched convenience fields (tngoLast, mid, open, high, low)
|
||||
- Volume data (IEX only during trading, all exchanges after close)
|
||||
operationId: getAllIEXQuotes
|
||||
tags:
|
||||
- IEX
|
||||
parameters:
|
||||
- name: tickers
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[A-Z0-9]+(,[A-Z0-9]+)*$'
|
||||
description: |
|
||||
Comma-separated list of ticker symbols. If omitted, returns data for all available tickers.
|
||||
example: 'AAPL,SPY,QQQ'
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with top-of-book and last price data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/iex-schemas.yaml#/IEXTopOfBook'
|
||||
examples:
|
||||
multiple-tickers:
|
||||
summary: Multiple tickers response
|
||||
value:
|
||||
- ticker: 'AAPL'
|
||||
timestamp: '2019-01-30T10:33:38.186520297-05:00'
|
||||
quoteTimestamp: '2019-01-30T10:33:38.186520297-05:00'
|
||||
lastSaleTimeStamp: '2019-01-30T10:33:34.176037579-05:00'
|
||||
last: 162.37
|
||||
lastSize: 100
|
||||
tngoLast: 162.33
|
||||
prevClose: 154.68
|
||||
open: 161.83
|
||||
high: 163.25
|
||||
low: 160.38
|
||||
mid: 162.67
|
||||
volume: 0
|
||||
bidSize: 100
|
||||
bidPrice: 162.34
|
||||
askSize: 100
|
||||
askPrice: 163.0
|
||||
- ticker: 'SPY'
|
||||
timestamp: '2019-01-30T11:12:29.505261845-05:00'
|
||||
quoteTimestamp: '2019-01-30T11:12:29.505261845-05:00'
|
||||
lastSaleTimeStamp: '2019-01-30T11:12:16.643833612-05:00'
|
||||
last: 265.41
|
||||
lastSize: 617
|
||||
tngoLast: 265.405
|
||||
prevClose: 263.41
|
||||
open: 264.62
|
||||
high: 265.445
|
||||
low: 264.225
|
||||
mid: 265.405
|
||||
volume: 0
|
||||
bidSize: 500
|
||||
bidPrice: 265.39
|
||||
askSize: 100
|
||||
askPrice: 265.42
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
iex-single: &iex-single
|
||||
get:
|
||||
summary: Get current top-of-book and last price for a specific ticker
|
||||
description: |
|
||||
Retrieve current top-of-book (bid/ask) and last price data for a specific ticker symbol.
|
||||
Returns real-time reference prices or full TOPS feed data (requires IEX Exchange registration).
|
||||
|
||||
This endpoint provides:
|
||||
- Top-of-Book (Bid/Ask) data
|
||||
- Last Sale (trade) data
|
||||
- Tiingo-enriched convenience fields (tngoLast, mid, open, high, low)
|
||||
- Volume data (IEX only during trading, all exchanges after close)
|
||||
- Quotes updated to nanosecond precision
|
||||
operationId: getIEXQuote
|
||||
tags:
|
||||
- IEX
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with top-of-book and last price data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/iex-schemas.yaml#/IEXTopOfBook'
|
||||
minItems: 1
|
||||
maxItems: 1
|
||||
examples:
|
||||
single-ticker:
|
||||
summary: Single ticker response
|
||||
value:
|
||||
- ticker: 'AAPL'
|
||||
timestamp: '2019-01-30T10:33:38.186520297-05:00'
|
||||
quoteTimestamp: '2019-01-30T10:33:38.186520297-05:00'
|
||||
lastSaleTimeStamp: '2019-01-30T10:33:34.176037579-05:00'
|
||||
last: 162.37
|
||||
lastSize: 100
|
||||
tngoLast: 162.33
|
||||
prevClose: 154.68
|
||||
open: 161.83
|
||||
high: 163.25
|
||||
low: 160.38
|
||||
mid: 162.67
|
||||
volume: 0
|
||||
bidSize: 100
|
||||
bidPrice: 162.34
|
||||
askSize: 100
|
||||
askPrice: 163.0
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
iex-prices: &iex-prices
|
||||
get:
|
||||
summary: Get historical intraday prices
|
||||
description: |
|
||||
Retrieve historical intraday prices for a stock in OHLC format. Supports various resampling frequencies
|
||||
from 1-minute to daily bars.
|
||||
|
||||
Features:
|
||||
- OHLC (Open, High, Low, Close) data
|
||||
- Configurable time intervals (1min to daily)
|
||||
- Optional after-hours data inclusion
|
||||
- Force-fill option for gaps in data
|
||||
- IEX-only volume data (available with explicit columns parameter)
|
||||
|
||||
Example use cases:
|
||||
- Current day OHLC: `resampleFreq=1day`
|
||||
- 5-minute bars: `startDate=2019-01-02&resampleFreq=5min`
|
||||
- Hourly bars with gaps filled: `startDate=2025-12-01&resampleFreq=1hour&forceFill=true`
|
||||
operationId: getIEXHistoricalPrices
|
||||
tags:
|
||||
- IEX
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TickerPathParam'
|
||||
- $ref: '../parameters/_index.yaml#/StartDateParam'
|
||||
- $ref: '../parameters/_index.yaml#/EndDateParam'
|
||||
- name: resampleFreq
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^\d+(min|hour|day)$'
|
||||
default: '5min'
|
||||
description: |
|
||||
Frequency for resampling OHLC data. Format: number + unit (min/hour/day).
|
||||
Minimum value is 1min.
|
||||
Examples: '1min', '5min', '15min', '1hour', '4hour', '1day'
|
||||
example: '5min'
|
||||
- name: afterHours
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: boolean
|
||||
default: false
|
||||
description: If true, includes pre-market and post-market data if available
|
||||
- name: forceFill
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: boolean
|
||||
default: false
|
||||
description: |
|
||||
If true, fills gaps in data by using the previous OHLC values when no trade/quote update
|
||||
occurred for a given time period
|
||||
- name: columns
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[a-z]+(,[a-z]+)*$'
|
||||
description: |
|
||||
Comma-separated list of columns to include in response.
|
||||
Available columns: open, high, low, close, volume.
|
||||
Note: Volume data is only exposed if explicitly requested.
|
||||
example: 'open,high,low,close,volume'
|
||||
- $ref: '../parameters/_index.yaml#/FormatParam'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with historical intraday price data
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/iex-schemas.yaml#/IEXPrice'
|
||||
examples:
|
||||
five-minute-bars:
|
||||
summary: 5-minute OHLC bars
|
||||
value:
|
||||
- date: '2019-01-02T14:30:00.000Z'
|
||||
open: 154.74
|
||||
high: 155.52
|
||||
low: 154.58
|
||||
close: 154.76
|
||||
volume: 16102
|
||||
- date: '2019-01-02T14:35:00.000Z'
|
||||
open: 154.8
|
||||
high: 155.0
|
||||
low: 154.31
|
||||
close: 154.645
|
||||
volume: 19127
|
||||
daily-bar:
|
||||
summary: Daily OHLC bar
|
||||
value:
|
||||
- date: '2019-01-02T00:00:00.000Z'
|
||||
open: 154.89
|
||||
high: 158.85
|
||||
low: 154.23
|
||||
close: 157.92
|
||||
text/csv:
|
||||
schema:
|
||||
type: string
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
212
openapi/paths/news.yaml
Normal file
212
openapi/paths/news.yaml
Normal file
@@ -0,0 +1,212 @@
|
||||
# News API Path Definitions
|
||||
# Reference these using: $ref: '../paths/news.yaml#/PathName'
|
||||
|
||||
news: &news
|
||||
get:
|
||||
summary: Get latest news articles
|
||||
description: |
|
||||
Retrieves the latest news articles from Tiingo's comprehensive news feeds.
|
||||
Tiingo incorporates financial news sites as well as financial blogs and tags them using proprietary algorithms.
|
||||
On a typical day, Tiingo adds over 8,000-12,000 articles.
|
||||
|
||||
This endpoint supports filtering by tickers, tags, source domains, and date ranges.
|
||||
Results can be sorted by either publishedDate or crawlDate in descending order.
|
||||
operationId: getNews
|
||||
tags:
|
||||
- News
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- name: tickers
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
type: string
|
||||
pattern: '^[A-Z0-9]+$'
|
||||
style: form
|
||||
explode: false
|
||||
description: Comma-separated list of ticker symbols to filter news articles
|
||||
example: ["AAPL", "GOOGL"]
|
||||
- name: tags
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
type: string
|
||||
style: form
|
||||
explode: false
|
||||
description: Comma-separated list of tags/countries/topics to filter news articles
|
||||
example: ["election", "argentina"]
|
||||
- name: source
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
type: string
|
||||
format: hostname
|
||||
style: form
|
||||
explode: false
|
||||
description: Comma-separated list of source domains to filter news articles
|
||||
example: ["bloomberg.com", "reuters.com"]
|
||||
- $ref: '../parameters/_index.yaml#/StartDateParam'
|
||||
- $ref: '../parameters/_index.yaml#/EndDateParam'
|
||||
- name: limit
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: integer
|
||||
format: int32
|
||||
minimum: 1
|
||||
maximum: 1000
|
||||
default: 100
|
||||
description: Maximum number of news objects to return. Default is 100, max is 1000. Contact support@tiingo.com for adjustments.
|
||||
- name: offset
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: integer
|
||||
format: int32
|
||||
minimum: 0
|
||||
default: 0
|
||||
description: Pagination variable used alongside limit. Returns results shifted by offset. Example - limit=100, offset=2 returns results 2-102 instead of 0-99.
|
||||
- name: sortBy
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
enum:
|
||||
- publishedDate
|
||||
- crawlDate
|
||||
default: publishedDate
|
||||
description: The date field to sort results by in descending order. Defaults to publishedDate.
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with news articles
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/news-schemas.yaml#/NewsArticle'
|
||||
examples:
|
||||
singleArticle:
|
||||
summary: Example news article
|
||||
value:
|
||||
- source: "cnbc.com"
|
||||
crawlDate: "2019-01-29T22:20:01.696871Z"
|
||||
description: "Apple CEO Tim Cook told CNBC that trade tensions between the U.S. and China have improved since late December."
|
||||
url: "https://www.cnbc.com/2019/01/29/apples-ceo-sees-optimism-as-trade-tension-between-us-and-china-lessens.html"
|
||||
publishedDate: "2019-01-29T22:17:00Z"
|
||||
tags: ["China", "Economic Measures", "Economics", "Markets", "Stock", "Technology"]
|
||||
tickers: ["AAPL"]
|
||||
title: "Apple's CEO sees optimism as trade tension between U.S. and China lessens"
|
||||
id: 28515261
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
bulk-list: &bulk-list
|
||||
get:
|
||||
summary: List available bulk download files
|
||||
description: |
|
||||
Returns a list of all available bulk download files for the entire news database.
|
||||
An "incremental" batchType file is added every evening. At 12am EST, a batch process
|
||||
runs saving all news articles for the past 24 hours.
|
||||
|
||||
**Note:** Bulk Download is only available to institutional clients.
|
||||
operationId: listBulkDownloadFiles
|
||||
tags:
|
||||
- News
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with list of bulk download files
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
type: array
|
||||
items:
|
||||
$ref: '../schemas/news-schemas.yaml#/BulkDownloadFile'
|
||||
examples:
|
||||
bulkFileList:
|
||||
summary: Example list of bulk download files
|
||||
value:
|
||||
- id: 755
|
||||
filename: "bulkfile_2019-01-28_2019-01-29.tar.gz"
|
||||
batchType: "incremental"
|
||||
startDate: "2019-01-28T05:00:00Z"
|
||||
endDate: "2019-01-29T05:00:00Z"
|
||||
url: "https://api.tiingo.com/tiingo/news/bulk_download/755?token=YOUR_API_TOKEN"
|
||||
fileSizeUncompressed: 10385878
|
||||
fileSizeCompressed: 3018550
|
||||
- id: 754
|
||||
filename: "bulkfile_2019-01-27_2019-01-28.tar.gz"
|
||||
batchType: "incremental"
|
||||
startDate: "2019-01-27T05:00:00Z"
|
||||
endDate: "2019-01-28T05:00:00Z"
|
||||
url: "https://api.tiingo.com/tiingo/news/bulk_download/754?token=YOUR_API_TOKEN"
|
||||
fileSizeUncompressed: 9854321
|
||||
fileSizeCompressed: 2945678
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
bulk-download: &bulk-download
|
||||
get:
|
||||
summary: Download a specific bulk news file
|
||||
description: |
|
||||
Downloads a specific batch file by ID. The file contains news articles in compressed format (gzip).
|
||||
Use the bulk-list endpoint to get the list of available files and their IDs.
|
||||
|
||||
The downloaded file is in tar.gz format and contains news articles for the specified date range.
|
||||
|
||||
**Note:** Bulk Download is only available to institutional clients.
|
||||
operationId: downloadBulkFile
|
||||
tags:
|
||||
- News
|
||||
parameters:
|
||||
- name: id
|
||||
in: path
|
||||
required: true
|
||||
schema:
|
||||
type: integer
|
||||
format: int32
|
||||
description: The unique ID that corresponds to the batch file you would like to download
|
||||
example: 755
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with bulk download file (binary tar.gz)
|
||||
content:
|
||||
application/gzip:
|
||||
schema:
|
||||
type: string
|
||||
format: binary
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
144
openapi/paths/splits.yaml
Normal file
144
openapi/paths/splits.yaml
Normal file
@@ -0,0 +1,144 @@
|
||||
# Splits API Endpoint Definitions
|
||||
# Corporate Actions - Splits endpoints for historical and future split data
|
||||
|
||||
splits-batch: &splits-batch
|
||||
get:
|
||||
summary: Get batch split data
|
||||
description: >
|
||||
Get past, present, and future splits for all tickers. Returns detailed split data
|
||||
for stocks, ETFs, and mutual funds. Split status can be either active ("a") or
|
||||
cancelled ("c"). This endpoint is in beta and available to customers with the
|
||||
End-of-Day endpoint entitlement.
|
||||
operationId: getSplitsBatch
|
||||
tags:
|
||||
- Corporate Actions
|
||||
parameters:
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- name: exDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: >
|
||||
The ex-date to filter splits. Returns splits with the specified ex-date.
|
||||
Defaults to current date if not provided
|
||||
example: '2023-08-25'
|
||||
- name: tickers
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
description: Comma-separated list of tickers to filter results
|
||||
example: 'AAPL,TSLA'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with array of splits
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/splits-schemas.yaml#/SplitArray'
|
||||
examples:
|
||||
multipleSplits:
|
||||
summary: Multiple splits on a specific date
|
||||
value:
|
||||
- permaTicker: 'AAPL'
|
||||
ticker: 'AAPL'
|
||||
exDate: '2023-08-25'
|
||||
splitFrom: 1.0
|
||||
splitTo: 1.04347826
|
||||
splitFactor: 1.04347826
|
||||
splitStatus: 'a'
|
||||
- permaTicker: 'TSLA'
|
||||
ticker: 'TSLA'
|
||||
exDate: '2023-08-28'
|
||||
splitFrom: 1.0
|
||||
splitTo: 3.0
|
||||
splitFactor: 3.0
|
||||
splitStatus: 'a'
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
|
||||
splits-ticker: &splits-ticker
|
||||
get:
|
||||
summary: Get split data for specific ticker
|
||||
description: >
|
||||
Get historical and future split timeseries data for a specific ticker.
|
||||
This endpoint allows you to query past and future split data for stocks, ETFs,
|
||||
and mutual funds. Split status can be either active ("a") or cancelled ("c").
|
||||
Use startExDate and endExDate parameters to filter the date range.
|
||||
operationId: getSplitsByTicker
|
||||
tags:
|
||||
- Corporate Actions
|
||||
parameters:
|
||||
- name: ticker
|
||||
in: path
|
||||
required: true
|
||||
schema:
|
||||
type: string
|
||||
pattern: '^[A-Z0-9]+$'
|
||||
description: The stock ticker symbol (e.g., AAPL, CVS, TSLA)
|
||||
example: 'CVS'
|
||||
- $ref: '../parameters/_index.yaml#/TokenParam'
|
||||
- name: startExDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: >
|
||||
The starting ex-date for historical split timeseries data.
|
||||
Returns splits from this date onward. Defaults to current date if not provided
|
||||
example: '2002-08-25'
|
||||
- name: endExDate
|
||||
in: query
|
||||
required: false
|
||||
schema:
|
||||
type: string
|
||||
format: date
|
||||
description: >
|
||||
The ending ex-date for filtering splits. Returns splits up to this date
|
||||
example: '2023-12-31'
|
||||
responses:
|
||||
'200':
|
||||
description: Successful response with array of historical splits
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/splits-schemas.yaml#/SplitArray'
|
||||
examples:
|
||||
historicalSplits:
|
||||
summary: Historical splits for CVS
|
||||
value:
|
||||
- permaTicker: 'CVS'
|
||||
ticker: 'CVS'
|
||||
exDate: '2002-08-25'
|
||||
splitFrom: 1.0
|
||||
splitTo: 2.0
|
||||
splitFactor: 2.0
|
||||
splitStatus: 'a'
|
||||
- permaTicker: 'CVS'
|
||||
ticker: 'CVS'
|
||||
exDate: '2015-06-01'
|
||||
splitFrom: 1.0
|
||||
splitTo: 1.0
|
||||
splitFactor: 1.0
|
||||
splitStatus: 'c'
|
||||
'400':
|
||||
$ref: '../responses/_index.yaml#/BadRequest'
|
||||
'401':
|
||||
$ref: '../responses/_index.yaml#/Unauthorized'
|
||||
'404':
|
||||
$ref: '../responses/_index.yaml#/NotFound'
|
||||
'429':
|
||||
$ref: '../responses/_index.yaml#/TooManyRequests'
|
||||
'500':
|
||||
$ref: '../responses/_index.yaml#/InternalServerError'
|
||||
34
openapi/responses/_index.yaml
Normal file
34
openapi/responses/_index.yaml
Normal file
@@ -0,0 +1,34 @@
|
||||
BadRequest: &BadRequest
|
||||
description: Bad Request - Invalid parameters
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/common.yaml#/ErrorResponse'
|
||||
|
||||
Unauthorized: &Unauthorized
|
||||
description: Unauthorized - Invalid or missing API token
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/common.yaml#/ErrorResponse'
|
||||
|
||||
NotFound: &NotFound
|
||||
description: Not Found - Ticker or resource not found
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/common.yaml#/ErrorResponse'
|
||||
|
||||
TooManyRequests: &TooManyRequests
|
||||
description: Too Many Requests - Rate limit exceeded
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/common.yaml#/ErrorResponse'
|
||||
|
||||
InternalServerError: &InternalServerError
|
||||
description: Internal Server Error
|
||||
content:
|
||||
application/json:
|
||||
schema:
|
||||
$ref: '../schemas/common.yaml#/ErrorResponse'
|
||||
168
openapi/schemas/_index.yaml
Normal file
168
openapi/schemas/_index.yaml
Normal file
@@ -0,0 +1,168 @@
|
||||
# OpenAPI Schemas Index
|
||||
# This file provides a centralized index of all schema components across the Tiingo API
|
||||
# organized by endpoint category. Each schema is defined with a YAML anchor and references
|
||||
# the actual schema definition from its respective file.
|
||||
|
||||
# ========================================================================
|
||||
# COMMON SCHEMAS - Shared across all endpoints
|
||||
# Reference: ./common.yaml
|
||||
# ========================================================================
|
||||
|
||||
Date: &Date
|
||||
$ref: './common.yaml#/Date'
|
||||
|
||||
DateTime: &DateTime
|
||||
$ref: './common.yaml#/DateTime'
|
||||
|
||||
Ticker: &Ticker
|
||||
$ref: './common.yaml#/Ticker'
|
||||
|
||||
Currency: &Currency
|
||||
$ref: './common.yaml#/Currency'
|
||||
|
||||
ErrorResponse: &ErrorResponse
|
||||
$ref: './common.yaml#/ErrorResponse'
|
||||
|
||||
# ========================================================================
|
||||
# END-OF-DAY STOCK PRICE SCHEMAS
|
||||
# Reference: https://www.tiingo.com/documentation/end-of-day
|
||||
# File: ./eod-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
PriceData: &PriceData
|
||||
$ref: './eod-schemas.yaml#/PriceData'
|
||||
|
||||
TickerMetadata: &TickerMetadata
|
||||
$ref: './eod-schemas.yaml#/TickerMetadata'
|
||||
|
||||
# ========================================================================
|
||||
# NEWS API SCHEMAS
|
||||
# File: ./news-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
NewsArticle: &NewsArticle
|
||||
$ref: './news-schemas.yaml#/NewsArticle'
|
||||
|
||||
BulkDownloadFile: &BulkDownloadFile
|
||||
$ref: './news-schemas.yaml#/BulkDownloadFile'
|
||||
|
||||
# ========================================================================
|
||||
# CRYPTOCURRENCY API SCHEMAS
|
||||
# File: ./crypto-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
CryptoCurrency: &CryptoCurrency
|
||||
$ref: './crypto-schemas.yaml#/CryptoCurrency'
|
||||
|
||||
CryptoTicker: &CryptoTicker
|
||||
$ref: './crypto-schemas.yaml#/CryptoTicker'
|
||||
|
||||
ResampleFreq: &ResampleFreq
|
||||
$ref: './crypto-schemas.yaml#/ResampleFreq'
|
||||
|
||||
PriceDataItem: &PriceDataItem
|
||||
$ref: './crypto-schemas.yaml#/PriceDataItem'
|
||||
|
||||
ExchangeDataItem: &ExchangeDataItem
|
||||
$ref: './crypto-schemas.yaml#/ExchangeDataItem'
|
||||
|
||||
CryptoPrice: &CryptoPrice
|
||||
$ref: './crypto-schemas.yaml#/CryptoPrice'
|
||||
|
||||
CryptoMetadata: &CryptoMetadata
|
||||
$ref: './crypto-schemas.yaml#/CryptoMetadata'
|
||||
|
||||
TopOfBookData: &TopOfBookData
|
||||
$ref: './crypto-schemas.yaml#/TopOfBookData'
|
||||
|
||||
TopOfBookExchangeData: &TopOfBookExchangeData
|
||||
$ref: './crypto-schemas.yaml#/TopOfBookExchangeData'
|
||||
|
||||
CryptoTopOfBook: &CryptoTopOfBook
|
||||
$ref: './crypto-schemas.yaml#/CryptoTopOfBook'
|
||||
|
||||
# ========================================================================
|
||||
# FOREX API SCHEMAS
|
||||
# File: ./forex-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
ForexTopOfBook: &ForexTopOfBook
|
||||
$ref: './forex-schemas.yaml#/ForexTopOfBook'
|
||||
|
||||
ForexPrice: &ForexPrice
|
||||
$ref: './forex-schemas.yaml#/ForexPrice'
|
||||
|
||||
# ========================================================================
|
||||
# IEX EXCHANGE API SCHEMAS
|
||||
# Reference: https://api.tiingo.com/documentation/iex
|
||||
# File: ./iex-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
IEXTopOfBook: &IEXTopOfBook
|
||||
$ref: './iex-schemas.yaml#/IEXTopOfBook'
|
||||
|
||||
IEXPrice: &IEXPrice
|
||||
$ref: './iex-schemas.yaml#/IEXPrice'
|
||||
|
||||
# ========================================================================
|
||||
# FUNDAMENTALS API SCHEMAS
|
||||
# File: ./fundamentals-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
FundamentalDefinition: &FundamentalDefinition
|
||||
$ref: './fundamentals-schemas.yaml#/FundamentalDefinition'
|
||||
|
||||
DataPoint: &DataPoint
|
||||
$ref: './fundamentals-schemas.yaml#/DataPoint'
|
||||
|
||||
StatementData: &StatementData
|
||||
$ref: './fundamentals-schemas.yaml#/StatementData'
|
||||
|
||||
FinancialStatement: &FinancialStatement
|
||||
$ref: './fundamentals-schemas.yaml#/FinancialStatement'
|
||||
|
||||
DailyMetric: &DailyMetric
|
||||
$ref: './fundamentals-schemas.yaml#/DailyMetric'
|
||||
|
||||
FundamentalMeta: &FundamentalMeta
|
||||
$ref: './fundamentals-schemas.yaml#/FundamentalMeta'
|
||||
|
||||
# ========================================================================
|
||||
# MUTUAL FUNDS AND ETF SCHEMAS
|
||||
# Reference: /docs/api_extracted/mutual-fund-etf-fees.md
|
||||
# File: ./funds-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
OtherShareClass: &OtherShareClass
|
||||
$ref: './funds-schemas.yaml#/OtherShareClass'
|
||||
|
||||
FundOverview: &FundOverview
|
||||
$ref: './funds-schemas.yaml#/FundOverview'
|
||||
|
||||
CustomFee: &CustomFee
|
||||
$ref: './funds-schemas.yaml#/CustomFee'
|
||||
|
||||
FundMetrics: &FundMetrics
|
||||
$ref: './funds-schemas.yaml#/FundMetrics'
|
||||
|
||||
# ========================================================================
|
||||
# DIVIDENDS AND DISTRIBUTIONS SCHEMAS
|
||||
# File: ./dividends-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
Distribution: &Distribution
|
||||
$ref: './dividends-schemas.yaml#/Distribution'
|
||||
|
||||
DistributionYield: &DistributionYield
|
||||
$ref: './dividends-schemas.yaml#/DistributionYield'
|
||||
|
||||
# ========================================================================
|
||||
# STOCK SPLITS SCHEMAS
|
||||
# File: ./splits-schemas.yaml
|
||||
# ========================================================================
|
||||
|
||||
Split: &Split
|
||||
$ref: './splits-schemas.yaml#/Split'
|
||||
|
||||
SplitArray: &SplitArray
|
||||
$ref: './splits-schemas.yaml#/SplitArray'
|
||||
39
openapi/schemas/common.yaml
Normal file
39
openapi/schemas/common.yaml
Normal file
@@ -0,0 +1,39 @@
|
||||
Date: &Date
|
||||
type: string
|
||||
format: date
|
||||
pattern: '^\d{4}-\d{2}-\d{2}$'
|
||||
description: Date in ISO 8601 format
|
||||
example: '2025-12-13'
|
||||
|
||||
DateTime: &DateTime
|
||||
type: string
|
||||
format: date-time
|
||||
description: Timestamp in ISO 8601 format
|
||||
example: '2025-12-13T18:00:00.000Z'
|
||||
|
||||
Ticker: &Ticker
|
||||
type: string
|
||||
pattern: '^[A-Z0-9]+$'
|
||||
description: Stock, ETF, or crypto ticker symbol
|
||||
example: 'AAPL'
|
||||
|
||||
Currency: &Currency
|
||||
type: string
|
||||
pattern: '^[A-Z]{3}$'
|
||||
description: ISO 4217 currency code
|
||||
example: 'USD'
|
||||
|
||||
ErrorResponse: &ErrorResponse
|
||||
type: object
|
||||
properties:
|
||||
error:
|
||||
type: string
|
||||
description: Error message
|
||||
detail:
|
||||
type: string
|
||||
description: Detailed error information
|
||||
required:
|
||||
- error
|
||||
example:
|
||||
error: "Invalid ticker symbol"
|
||||
detail: "Ticker 'XYZ123' not found"
|
||||
303
openapi/schemas/crypto-schemas.yaml
Normal file
303
openapi/schemas/crypto-schemas.yaml
Normal file
@@ -0,0 +1,303 @@
|
||||
# Crypto Schema Definitions for Tiingo API
|
||||
# Reference these using: $ref: '../schemas/crypto-schemas.yaml#/SchemaName'
|
||||
|
||||
CryptoCurrency: &CryptoCurrency
|
||||
type: string
|
||||
pattern: '^[a-z0-9]+$'
|
||||
description: Cryptocurrency code (lowercase)
|
||||
example: 'btc'
|
||||
|
||||
CryptoTicker: &CryptoTicker
|
||||
type: string
|
||||
pattern: '^[a-z0-9]+$'
|
||||
description: Cryptocurrency ticker (e.g., btcusd, ethusd)
|
||||
example: 'btcusd'
|
||||
|
||||
ResampleFreq: &ResampleFreq
|
||||
type: string
|
||||
pattern: '^[0-9]+(min|hour|day)$'
|
||||
description: Resampling frequency for historical data
|
||||
enum:
|
||||
- '1min'
|
||||
- '5min'
|
||||
- '15min'
|
||||
- '30min'
|
||||
- '1hour'
|
||||
- '2hour'
|
||||
- '4hour'
|
||||
- '1day'
|
||||
example: '5min'
|
||||
|
||||
# Price Data Schemas
|
||||
|
||||
PriceDataItem: &PriceDataItem
|
||||
type: object
|
||||
description: OHLCV price data for a specific time period
|
||||
properties:
|
||||
date:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The datetime this data pertains to, dependent on resampleFreq parameter
|
||||
example: '2019-01-02T00:00:00.000Z'
|
||||
open:
|
||||
type: number
|
||||
format: float
|
||||
description: The opening price for the asset
|
||||
example: 3690.01
|
||||
high:
|
||||
type: number
|
||||
format: float
|
||||
description: The high price for the asset
|
||||
example: 3701.0
|
||||
low:
|
||||
type: number
|
||||
format: float
|
||||
description: The low price for the asset
|
||||
example: 3600.65
|
||||
close:
|
||||
type: number
|
||||
format: float
|
||||
description: The closing price for the asset
|
||||
example: 3610.32
|
||||
volume:
|
||||
type: number
|
||||
format: float
|
||||
description: The volume in the base currency
|
||||
example: 1234.56
|
||||
volumeNotional:
|
||||
type: number
|
||||
format: float
|
||||
description: The volume in the quote currency (volumeNotional = close * volume)
|
||||
example: 4456789.12
|
||||
tradesDone:
|
||||
type: integer
|
||||
format: int32
|
||||
description: The number of trades executed
|
||||
example: 5000
|
||||
required:
|
||||
- date
|
||||
- open
|
||||
- high
|
||||
- low
|
||||
- close
|
||||
- volume
|
||||
- volumeNotional
|
||||
- tradesDone
|
||||
|
||||
ExchangeDataItem: &ExchangeDataItem
|
||||
type: object
|
||||
description: Raw exchange-level price data
|
||||
additionalProperties:
|
||||
type: object
|
||||
description: Exchange-specific data keyed by exchange name
|
||||
properties:
|
||||
date:
|
||||
type: string
|
||||
format: date-time
|
||||
open:
|
||||
type: number
|
||||
format: float
|
||||
high:
|
||||
type: number
|
||||
format: float
|
||||
low:
|
||||
type: number
|
||||
format: float
|
||||
close:
|
||||
type: number
|
||||
format: float
|
||||
volume:
|
||||
type: number
|
||||
format: float
|
||||
volumeNotional:
|
||||
type: number
|
||||
format: float
|
||||
tradesDone:
|
||||
type: integer
|
||||
|
||||
CryptoPrice: &CryptoPrice
|
||||
type: object
|
||||
description: Cryptocurrency price response with metadata and price data
|
||||
properties:
|
||||
ticker:
|
||||
type: string
|
||||
description: Ticker related to the asset
|
||||
example: 'btcusd'
|
||||
baseCurrency:
|
||||
type: string
|
||||
description: The base pair of the cryptocurrency (e.g., "btc" for "btcusd")
|
||||
example: 'btc'
|
||||
quoteCurrency:
|
||||
type: string
|
||||
description: The quote pair of the cryptocurrency (e.g., "usd" for "btcusd")
|
||||
example: 'usd'
|
||||
priceData:
|
||||
type: array
|
||||
description: Array of price data points
|
||||
items:
|
||||
$ref: '#/PriceDataItem'
|
||||
exchangeData:
|
||||
$ref: '#/ExchangeDataItem'
|
||||
description: Underlying data for each exchange (only included if includeRawExchangeData=true)
|
||||
required:
|
||||
- ticker
|
||||
- baseCurrency
|
||||
- quoteCurrency
|
||||
- priceData
|
||||
|
||||
# Metadata Schemas
|
||||
|
||||
CryptoMetadata: &CryptoMetadata
|
||||
type: object
|
||||
description: Cryptocurrency metadata information
|
||||
properties:
|
||||
ticker:
|
||||
type: string
|
||||
description: Ticker related to the asset
|
||||
example: 'btcusd'
|
||||
baseCurrency:
|
||||
type: string
|
||||
description: The base pair of the cryptocurrency
|
||||
example: 'btc'
|
||||
quoteCurrency:
|
||||
type: string
|
||||
description: The quote pair of the cryptocurrency
|
||||
example: 'usd'
|
||||
name:
|
||||
type: string
|
||||
description: Full-length name of the asset
|
||||
example: 'Bitcoin'
|
||||
description:
|
||||
type: string
|
||||
description: Long-form description of the asset
|
||||
example: 'Bitcoin is a cryptocurrency and worldwide payment system.'
|
||||
required:
|
||||
- ticker
|
||||
- baseCurrency
|
||||
- quoteCurrency
|
||||
- name
|
||||
|
||||
# Top-of-Book Schemas
|
||||
|
||||
TopOfBookData: &TopOfBookData
|
||||
type: object
|
||||
description: Top-of-book data with bid/ask and last trade information
|
||||
properties:
|
||||
quoteTimestamp:
|
||||
type: string
|
||||
format: date-time
|
||||
description: Timestamp when quote (bid/ask) data was last received
|
||||
example: '2019-01-02T12:34:56.789Z'
|
||||
lastSaleTimestamp:
|
||||
type: string
|
||||
format: date-time
|
||||
description: Timestamp when last trade data was received
|
||||
example: '2019-01-02T12:34:56.789Z'
|
||||
lastPrice:
|
||||
type: number
|
||||
format: float
|
||||
description: Last executed price on any exchange
|
||||
example: 3610.32
|
||||
lastSize:
|
||||
type: number
|
||||
format: float
|
||||
description: Volume of the last trade in base currency
|
||||
example: 0.5
|
||||
lastSizeNotional:
|
||||
type: number
|
||||
format: float
|
||||
description: Notional value of last trade (lastSizeNotional = lastPrice * lastSize)
|
||||
example: 1805.16
|
||||
lastExchange:
|
||||
type: string
|
||||
description: Full name of the exchange where last trade occurred
|
||||
example: 'Coinbase'
|
||||
bidSize:
|
||||
type: number
|
||||
format: float
|
||||
description: Amount at the bid price
|
||||
example: 1.2
|
||||
bidPrice:
|
||||
type: number
|
||||
format: float
|
||||
description: Current bid price
|
||||
example: 3609.50
|
||||
bidExchange:
|
||||
type: string
|
||||
description: Full name of the exchange with the best bid
|
||||
example: 'Binance'
|
||||
askSize:
|
||||
type: number
|
||||
format: float
|
||||
description: Amount at the ask price
|
||||
example: 0.8
|
||||
askPrice:
|
||||
type: number
|
||||
format: float
|
||||
description: Current ask price
|
||||
example: 3611.00
|
||||
askExchange:
|
||||
type: string
|
||||
description: Full name of the exchange with the best ask
|
||||
example: 'Kraken'
|
||||
|
||||
TopOfBookExchangeData: &TopOfBookExchangeData
|
||||
type: object
|
||||
description: Exchange-level top-of-book data
|
||||
additionalProperties:
|
||||
type: object
|
||||
description: Exchange-specific top-of-book data keyed by exchange name
|
||||
properties:
|
||||
quoteTimestamp:
|
||||
type: string
|
||||
format: date-time
|
||||
lastSaleTimestamp:
|
||||
type: string
|
||||
format: date-time
|
||||
lastPrice:
|
||||
type: number
|
||||
format: float
|
||||
lastSize:
|
||||
type: number
|
||||
format: float
|
||||
bidSize:
|
||||
type: number
|
||||
format: float
|
||||
bidPrice:
|
||||
type: number
|
||||
format: float
|
||||
askSize:
|
||||
type: number
|
||||
format: float
|
||||
askPrice:
|
||||
type: number
|
||||
format: float
|
||||
|
||||
CryptoTopOfBook: &CryptoTopOfBook
|
||||
type: object
|
||||
description: Cryptocurrency top-of-book response with metadata and book data (DEPRECATED)
|
||||
deprecated: true
|
||||
properties:
|
||||
ticker:
|
||||
type: string
|
||||
description: Ticker related to the asset
|
||||
example: 'btcusd'
|
||||
baseCurrency:
|
||||
type: string
|
||||
description: The base pair of the cryptocurrency
|
||||
example: 'btc'
|
||||
quoteCurrency:
|
||||
type: string
|
||||
description: The quote pair of the cryptocurrency
|
||||
example: 'usd'
|
||||
topOfBookData:
|
||||
$ref: '#/TopOfBookData'
|
||||
description: Top-of-book data
|
||||
exchangeData:
|
||||
$ref: '#/TopOfBookExchangeData'
|
||||
description: Underlying data for each exchange (only included if includeRawExchangeData=true)
|
||||
required:
|
||||
- ticker
|
||||
- baseCurrency
|
||||
- quoteCurrency
|
||||
- topOfBookData
|
||||
92
openapi/schemas/dividends-schemas.yaml
Normal file
92
openapi/schemas/dividends-schemas.yaml
Normal file
@@ -0,0 +1,92 @@
|
||||
# Dividend and Distribution Schemas for Tiingo Corporate Actions API
|
||||
# Reference these using: $ref: '../schemas/dividends-schemas.yaml#/SchemaName'
|
||||
|
||||
Distribution: &Distribution
|
||||
type: object
|
||||
description: Detailed dividend and distribution data for a stock, ETF, or mutual fund
|
||||
properties:
|
||||
permaTicker:
|
||||
type: string
|
||||
description: The Tiingo permaticker
|
||||
example: AAPL
|
||||
ticker:
|
||||
type: string
|
||||
description: Ticker related to the asset
|
||||
example: AAPL
|
||||
exDate:
|
||||
$ref: './common.yaml#/DateTime'
|
||||
description: The ex-date of the distribution. In the Tiingo EOD Endpoints, this is the date where "divCash" will be non-zero. This is also the date used for dividend price adjustments.
|
||||
example: '2023-08-25T00:00:00.000Z'
|
||||
paymentDate:
|
||||
type: string
|
||||
format: date-time
|
||||
nullable: true
|
||||
description: The payment date of the distribution
|
||||
example: '2023-09-07T00:00:00.000Z'
|
||||
recordDate:
|
||||
type: string
|
||||
format: date-time
|
||||
nullable: true
|
||||
description: The record date of the distribution
|
||||
example: '2023-08-28T00:00:00.000Z'
|
||||
declarationDate:
|
||||
type: string
|
||||
format: date-time
|
||||
nullable: true
|
||||
description: The declaration date of the distribution
|
||||
example: '2023-07-27T00:00:00.000Z'
|
||||
distribution:
|
||||
type: number
|
||||
format: float
|
||||
description: The total distribution for the given date
|
||||
example: 0.24
|
||||
distributionFreqency:
|
||||
type: string
|
||||
description: |
|
||||
The frequency associated with this distribution. Frequency codes:
|
||||
- w: Weekly
|
||||
- bm: Bimonthly
|
||||
- m: Monthly
|
||||
- tm: Trimesterly
|
||||
- q: Quarterly
|
||||
- sa: Semiannually
|
||||
- a: Annually
|
||||
- ir: Irregular
|
||||
- f: Final
|
||||
- u: Unspecified
|
||||
- c: Cancelled
|
||||
enum:
|
||||
- w
|
||||
- bm
|
||||
- m
|
||||
- tm
|
||||
- q
|
||||
- sa
|
||||
- a
|
||||
- ir
|
||||
- f
|
||||
- u
|
||||
- c
|
||||
example: q
|
||||
required:
|
||||
- permaTicker
|
||||
- ticker
|
||||
- exDate
|
||||
- distribution
|
||||
- distributionFreqency
|
||||
|
||||
DistributionYield: &DistributionYield
|
||||
type: object
|
||||
description: Historical yield metrics for a ticker's dividend distributions
|
||||
properties:
|
||||
date:
|
||||
$ref: './common.yaml#/DateTime'
|
||||
description: Date associated with the yield
|
||||
example: '2024-01-01T00:00:00.000Z'
|
||||
trailingDiv1Y:
|
||||
type: string
|
||||
description: The trailing distribution yield for the asset based on the previous 1 year of distributions
|
||||
example: '0.92'
|
||||
required:
|
||||
- date
|
||||
- trailingDiv1Y
|
||||
119
openapi/schemas/eod-schemas.yaml
Normal file
119
openapi/schemas/eod-schemas.yaml
Normal file
@@ -0,0 +1,119 @@
|
||||
# End-of-Day Stock Price API Schemas
|
||||
# Reference: https://www.tiingo.com/documentation/end-of-day
|
||||
|
||||
PriceData: &PriceData
|
||||
type: array
|
||||
description: Array of End-of-Day price data objects with OHLCV (Open, High, Low, Close, Volume) data
|
||||
items:
|
||||
type: object
|
||||
properties:
|
||||
date:
|
||||
$ref: '../schemas/common.yaml#/Date'
|
||||
description: The date this data pertains to
|
||||
open:
|
||||
type: number
|
||||
format: float
|
||||
description: The opening price for the asset on the given date
|
||||
example: 150.25
|
||||
high:
|
||||
type: number
|
||||
format: float
|
||||
description: The high price for the asset on the given date
|
||||
example: 152.50
|
||||
low:
|
||||
type: number
|
||||
format: float
|
||||
description: The low price for the asset on the given date
|
||||
example: 149.75
|
||||
close:
|
||||
type: number
|
||||
format: float
|
||||
description: The closing price for the asset on the given date
|
||||
example: 151.80
|
||||
volume:
|
||||
type: integer
|
||||
format: int64
|
||||
description: The number of shares traded for the asset
|
||||
example: 50000000
|
||||
adjOpen:
|
||||
type: number
|
||||
format: float
|
||||
description: The adjusted opening price for the asset on the given date (includes splits and dividends)
|
||||
example: 150.25
|
||||
adjHigh:
|
||||
type: number
|
||||
format: float
|
||||
description: The adjusted high price for the asset on the given date (includes splits and dividends)
|
||||
example: 152.50
|
||||
adjLow:
|
||||
type: number
|
||||
format: float
|
||||
description: The adjusted low price for the asset on the given date (includes splits and dividends)
|
||||
example: 149.75
|
||||
adjClose:
|
||||
type: number
|
||||
format: float
|
||||
description: The adjusted closing price for the asset on the given date (includes splits and dividends)
|
||||
example: 151.80
|
||||
adjVolume:
|
||||
type: integer
|
||||
format: int64
|
||||
description: The number of shares traded for the asset (adjusted for splits)
|
||||
example: 50000000
|
||||
divCash:
|
||||
type: number
|
||||
format: float
|
||||
description: The dividend paid out on the given date (note that date will be the exDate for the dividend)
|
||||
example: 0.0
|
||||
splitFactor:
|
||||
type: number
|
||||
format: float
|
||||
description: The factor used to adjust prices when a company splits, reverse splits, or pays a distribution
|
||||
example: 1.0
|
||||
required:
|
||||
- date
|
||||
- close
|
||||
- volume
|
||||
|
||||
TickerMetadata: &TickerMetadata
|
||||
type: object
|
||||
description: Metadata information about a stock ticker
|
||||
properties:
|
||||
ticker:
|
||||
$ref: '../schemas/common.yaml#/Ticker'
|
||||
description: Ticker related to the asset
|
||||
name:
|
||||
type: string
|
||||
description: Full-length name of the asset
|
||||
example: "Apple Inc"
|
||||
exchangeCode:
|
||||
type: string
|
||||
description: An identifier that maps which Exchange this asset is listed on
|
||||
enum:
|
||||
- NASDAQ
|
||||
- NYSE
|
||||
- AMEX
|
||||
- OTC
|
||||
- BATS
|
||||
- IEX
|
||||
example: "NASDAQ"
|
||||
description:
|
||||
type: string
|
||||
description: Long-form description of the asset
|
||||
example: "Apple Inc is an American multinational technology company that specializes in consumer electronics, software and online services."
|
||||
startDate:
|
||||
type: string
|
||||
format: date
|
||||
nullable: true
|
||||
description: The earliest date we have price data available for the asset. When null, no price data is available
|
||||
example: "1990-01-01"
|
||||
endDate:
|
||||
type: string
|
||||
format: date
|
||||
nullable: true
|
||||
description: The latest date we have price data available for the asset. When null, no price data is available
|
||||
example: "2024-01-01"
|
||||
required:
|
||||
- ticker
|
||||
- name
|
||||
- exchangeCode
|
||||
106
openapi/schemas/forex-schemas.yaml
Normal file
106
openapi/schemas/forex-schemas.yaml
Normal file
@@ -0,0 +1,106 @@
|
||||
# Tiingo Forex API Schema Definitions
|
||||
# Reference these using: $ref: './forex-schemas.yaml#/ForexTopOfBook'
|
||||
|
||||
ForexTopOfBook: &ForexTopOfBook
|
||||
type: object
|
||||
description: Real-time top-of-book data for a forex pair including bid/ask prices and sizes
|
||||
properties:
|
||||
ticker:
|
||||
type: string
|
||||
description: Forex ticker pair
|
||||
pattern: '^[a-z]{6}$'
|
||||
example: eurusd
|
||||
quoteTimestamp:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The timestamp when the data was last refreshed (ISO 8601 format with timezone)
|
||||
example: '2019-07-01T21:00:01.289000+00:00'
|
||||
midPrice:
|
||||
type: number
|
||||
format: float
|
||||
nullable: true
|
||||
description: The mid price calculated as (bidPrice + askPrice) / 2.0 when both bid and ask prices are not null
|
||||
example: 1.11865
|
||||
bidSize:
|
||||
type: number
|
||||
format: float
|
||||
description: The amount of units available at the bid price
|
||||
example: 1000000.0
|
||||
bidPrice:
|
||||
type: number
|
||||
format: float
|
||||
nullable: true
|
||||
description: The current bid price
|
||||
example: 1.1186
|
||||
askSize:
|
||||
type: number
|
||||
format: float
|
||||
description: The amount of units available at the ask price
|
||||
example: 1000000.0
|
||||
askPrice:
|
||||
type: number
|
||||
format: float
|
||||
nullable: true
|
||||
description: The current ask price
|
||||
example: 1.1187
|
||||
required:
|
||||
- ticker
|
||||
- quoteTimestamp
|
||||
- bidSize
|
||||
- askSize
|
||||
example:
|
||||
ticker: eurusd
|
||||
quoteTimestamp: '2019-07-01T21:00:01.289000+00:00'
|
||||
bidPrice: 1.1186
|
||||
bidSize: 1000000.0
|
||||
askPrice: 1.1187
|
||||
askSize: 1000000.0
|
||||
midPrice: 1.11865
|
||||
|
||||
ForexPrice: &ForexPrice
|
||||
type: object
|
||||
description: Historical OHLC (Open, High, Low, Close) price data for a forex pair
|
||||
properties:
|
||||
date:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The date/time this data pertains to (ISO 8601 format). Format depends on resampleFreq parameter
|
||||
example: '2019-06-28T20:00:00.000Z'
|
||||
open:
|
||||
type: number
|
||||
format: float
|
||||
description: The opening price for the asset in the given period
|
||||
example: 1.1232
|
||||
high:
|
||||
type: number
|
||||
format: float
|
||||
description: The high price for the asset in the given period
|
||||
example: 1.1254
|
||||
low:
|
||||
type: number
|
||||
format: float
|
||||
description: The low price for the asset in the given period
|
||||
example: 1.1220
|
||||
close:
|
||||
type: number
|
||||
format: float
|
||||
description: The closing price for the asset in the given period
|
||||
example: 1.1245
|
||||
volume:
|
||||
type: number
|
||||
format: float
|
||||
nullable: true
|
||||
description: Trading volume for the period (when available)
|
||||
example: null
|
||||
required:
|
||||
- date
|
||||
- open
|
||||
- high
|
||||
- low
|
||||
- close
|
||||
example:
|
||||
date: '2019-06-28T20:00:00.000Z'
|
||||
open: 1.1232
|
||||
high: 1.1254
|
||||
low: 1.1220
|
||||
close: 1.1245
|
||||
255
openapi/schemas/fundamentals-schemas.yaml
Normal file
255
openapi/schemas/fundamentals-schemas.yaml
Normal file
@@ -0,0 +1,255 @@
|
||||
# Tiingo Fundamentals API Schemas
|
||||
# Reference these using: $ref: '../schemas/fundamentals-schemas.yaml#/SchemaName'
|
||||
|
||||
FundamentalDefinition: &FundamentalDefinition
|
||||
type: object
|
||||
description: Definition of a fundamental metric field
|
||||
properties:
|
||||
dataCode:
|
||||
type: string
|
||||
description: An identifier representing the fundamentals field the value belongs to (e.g., "peRatio")
|
||||
example: "peRatio"
|
||||
name:
|
||||
type: string
|
||||
description: A human-friendly readable name of the field
|
||||
example: "Price/Earnings Ratio"
|
||||
description:
|
||||
type: string
|
||||
description: A description of the field
|
||||
example: "The price to earnings ratio of the company"
|
||||
statementType:
|
||||
type: string
|
||||
description: Which statement this value belongs to
|
||||
enum:
|
||||
- balanceSheet
|
||||
- incomeStatement
|
||||
- cashFlow
|
||||
- overview
|
||||
example: "overview"
|
||||
units:
|
||||
type: string
|
||||
description: The unit the field value is in. Value is either "$", "%" or blank. If blank, value may either be an integer (like shares outstanding) or a ratio
|
||||
enum:
|
||||
- "$"
|
||||
- "%"
|
||||
- ""
|
||||
example: ""
|
||||
required:
|
||||
- dataCode
|
||||
- name
|
||||
- description
|
||||
- statementType
|
||||
- units
|
||||
|
||||
DataPoint: &DataPoint
|
||||
type: object
|
||||
description: A single data point with a code and value
|
||||
properties:
|
||||
dataCode:
|
||||
type: string
|
||||
description: An identifier representing the fundamentals field the value belongs to (e.g., "peRatio")
|
||||
example: "totalAssets"
|
||||
value:
|
||||
type: number
|
||||
format: float
|
||||
description: The value of the field corresponding to the dataCode
|
||||
example: 352755000000
|
||||
required:
|
||||
- dataCode
|
||||
- value
|
||||
|
||||
StatementData: &StatementData
|
||||
type: object
|
||||
description: Statement data broken out by four different statement types
|
||||
properties:
|
||||
balanceSheet:
|
||||
type: array
|
||||
description: Balance sheet data (assets, liabilities, equity)
|
||||
items:
|
||||
$ref: '#/DataPoint'
|
||||
incomeStatement:
|
||||
type: array
|
||||
description: Income statement data (revenue, expenses, income)
|
||||
items:
|
||||
$ref: '#/DataPoint'
|
||||
cashFlow:
|
||||
type: array
|
||||
description: Cash flow statement data (operating, investing, financing activities)
|
||||
items:
|
||||
$ref: '#/DataPoint'
|
||||
overview:
|
||||
type: array
|
||||
description: Metrics and ratios that may be a combination of fields from various statements
|
||||
items:
|
||||
$ref: '#/DataPoint'
|
||||
required:
|
||||
- balanceSheet
|
||||
- incomeStatement
|
||||
- cashFlow
|
||||
- overview
|
||||
|
||||
FinancialStatement: &FinancialStatement
|
||||
type: object
|
||||
description: Historical quarterly or annual financial statement
|
||||
properties:
|
||||
date:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The date the statement data was released to the public
|
||||
example: "2023-12-29T00:00:00.000Z"
|
||||
quarter:
|
||||
type: integer
|
||||
format: int32
|
||||
description: An integer corresponding to the fiscal quarter reported. A value of "0" means this is an Annual Report. A value of "1" through "4" corresponds to the respective fiscal quarter
|
||||
minimum: 0
|
||||
maximum: 4
|
||||
example: 1
|
||||
year:
|
||||
type: integer
|
||||
format: int32
|
||||
description: An integer corresponding to the fiscal year reported
|
||||
example: 2024
|
||||
statementData:
|
||||
$ref: '#/StatementData'
|
||||
required:
|
||||
- date
|
||||
- quarter
|
||||
- year
|
||||
- statementData
|
||||
|
||||
DailyMetric: &DailyMetric
|
||||
type: object
|
||||
description: Daily fundamental metrics that rely on price data and update daily
|
||||
properties:
|
||||
date:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The date the daily data corresponds to
|
||||
example: "2023-12-29T00:00:00.000Z"
|
||||
marketCap:
|
||||
type: number
|
||||
format: float
|
||||
description: The value of the field corresponding to the market capitalization
|
||||
example: 3050000000000
|
||||
nullable: true
|
||||
enterpriseVal:
|
||||
type: number
|
||||
format: float
|
||||
description: The value of the field corresponding to the enterprise value
|
||||
example: 2950000000000
|
||||
nullable: true
|
||||
peRatio:
|
||||
type: number
|
||||
format: float
|
||||
description: The value of the field corresponding to the price/earnings ratio
|
||||
example: 29.45
|
||||
nullable: true
|
||||
pbRatio:
|
||||
type: number
|
||||
format: float
|
||||
description: The value of the field corresponding to the price/book ratio
|
||||
example: 48.32
|
||||
nullable: true
|
||||
trailingPEG1Y:
|
||||
type: number
|
||||
format: float
|
||||
description: The value of the field corresponding to the trailing 1 year PEG Ratio
|
||||
example: 2.15
|
||||
nullable: true
|
||||
required:
|
||||
- date
|
||||
additionalProperties: true
|
||||
x-note: "New daily metrics are continuously added, so fields will change over time. Use the 'columns' parameter to ensure consistent output."
|
||||
|
||||
FundamentalMeta: &FundamentalMeta
|
||||
type: object
|
||||
description: Company metadata and information about when data was last updated
|
||||
properties:
|
||||
permaTicker:
|
||||
type: string
|
||||
description: Permanent Tiingo Ticker mapping to the security. Can be used as a primary key
|
||||
example: "AAPL"
|
||||
ticker:
|
||||
type: string
|
||||
description: Ticker related to the asset
|
||||
example: "AAPL"
|
||||
name:
|
||||
type: string
|
||||
description: Full-length name of the asset
|
||||
example: "Apple Inc."
|
||||
isActive:
|
||||
type: boolean
|
||||
description: Boolean describing whether or not the ticker is still actively traded. If false, this ticker is delisted
|
||||
example: true
|
||||
isADR:
|
||||
type: boolean
|
||||
description: Boolean describing whether or not the ticker is an ADR. Value is true if listed ticker is an ADR
|
||||
example: false
|
||||
sector:
|
||||
type: string
|
||||
description: Sector information that is derived from sicSector and is meant to approximate GICS
|
||||
example: "Technology"
|
||||
nullable: true
|
||||
industry:
|
||||
type: string
|
||||
description: Industry information that is derived from sicIndustry and is meant to approximate GICS
|
||||
example: "Consumer Electronics"
|
||||
nullable: true
|
||||
sicCode:
|
||||
type: integer
|
||||
format: int32
|
||||
description: SIC Code that represents company's business activities
|
||||
example: 3571
|
||||
nullable: true
|
||||
sicSector:
|
||||
type: string
|
||||
description: Sector as determined by the SIC Code
|
||||
example: "Industrial and Commercial Machinery and Computer Equipment"
|
||||
nullable: true
|
||||
sicIndustry:
|
||||
type: string
|
||||
description: Industry as determined by the SIC Code
|
||||
example: "Electronic Computers"
|
||||
nullable: true
|
||||
reportingCurrency:
|
||||
type: string
|
||||
description: The currency the company reports their SEC statement filings in
|
||||
example: "USD"
|
||||
nullable: true
|
||||
location:
|
||||
type: string
|
||||
description: Location/domicile of the company. States are included for U.S. companies, otherwise countries for non-US companies
|
||||
example: "California"
|
||||
nullable: true
|
||||
companyWebsite:
|
||||
type: string
|
||||
format: uri
|
||||
description: The website of the company when available
|
||||
example: "https://www.apple.com"
|
||||
nullable: true
|
||||
secFilingWebsite:
|
||||
type: string
|
||||
format: uri
|
||||
description: A URL to where you can find the company's SEC filings directly on the SEC website
|
||||
example: "https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=0000320193&type=&dateb=&owner=exclude&count=100"
|
||||
nullable: true
|
||||
statementLastUpdated:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The timestamp the statement data/endpoint was last updated for the ticker
|
||||
example: "2024-01-15T10:30:00.000Z"
|
||||
nullable: true
|
||||
dailyLastUpdated:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The timestamp the daily data/endpoint was last updated for the ticker
|
||||
example: "2024-01-15T08:00:00.000Z"
|
||||
nullable: true
|
||||
required:
|
||||
- permaTicker
|
||||
- ticker
|
||||
- name
|
||||
- isActive
|
||||
- isADR
|
||||
additionalProperties: true
|
||||
x-note: "As new meta data about companies and their fundamentals is added, the endpoint output will change. Use the 'columns' parameter to ensure consistent output."
|
||||
235
openapi/schemas/funds-schemas.yaml
Normal file
235
openapi/schemas/funds-schemas.yaml
Normal file
@@ -0,0 +1,235 @@
|
||||
# Tiingo Mutual Fund and ETF Fees API Schemas
|
||||
# Reference: /docs/api_extracted/mutual-fund-etf-fees.md
|
||||
|
||||
OtherShareClass: &OtherShareClass
|
||||
type: object
|
||||
description: Information about a related share class of the fund
|
||||
properties:
|
||||
ticker:
|
||||
type: string
|
||||
description: Ticker related to the fund
|
||||
example: "VTSMX"
|
||||
name:
|
||||
type: string
|
||||
description: Full-length name of the fund
|
||||
example: "Vanguard Total Stock Market Index Fund"
|
||||
shareClass:
|
||||
type: string
|
||||
description: Share class of the fund as described by the parent fund company
|
||||
example: "Investor Shares"
|
||||
netExpense:
|
||||
type: number
|
||||
format: float
|
||||
description: The top-level net expense ratio for the fund (expressed as decimal, e.g., 0.0055 = 0.55%)
|
||||
example: 0.0055
|
||||
required:
|
||||
- ticker
|
||||
- name
|
||||
- shareClass
|
||||
- netExpense
|
||||
|
||||
FundOverview: &FundOverview
|
||||
type: object
|
||||
description: Top-level fund data including description and share classes
|
||||
properties:
|
||||
ticker:
|
||||
type: string
|
||||
description: Ticker related to the fund
|
||||
example: "VTSAX"
|
||||
name:
|
||||
type: string
|
||||
description: Full-length name of the fund
|
||||
example: "Vanguard Total Stock Market Index Fund"
|
||||
description:
|
||||
type: string
|
||||
description: Long-form description of the fund
|
||||
example: "Long description of the fund..."
|
||||
shareClass:
|
||||
type: string
|
||||
description: Share class of the fund as described by the parent fund company
|
||||
example: "Admiral Shares"
|
||||
netExpense:
|
||||
type: number
|
||||
format: float
|
||||
description: The top-level net expense ratio for the fund (expressed as decimal, e.g., 0.0035 = 0.35%)
|
||||
example: 0.0035
|
||||
otherShareClasses:
|
||||
type: array
|
||||
description: An array of objects representing related share classes of the given fund
|
||||
items:
|
||||
$ref: '#/OtherShareClass'
|
||||
required:
|
||||
- ticker
|
||||
- name
|
||||
- description
|
||||
- shareClass
|
||||
- netExpense
|
||||
- otherShareClasses
|
||||
|
||||
CustomFee: &CustomFee
|
||||
type: object
|
||||
description: Custom fee charged by the fund (e.g., check processing fee)
|
||||
properties:
|
||||
label:
|
||||
type: string
|
||||
description: Label related to the custom fee
|
||||
example: "Check Processing Fee"
|
||||
value:
|
||||
type: number
|
||||
format: float
|
||||
description: Value of the custom fee field
|
||||
example: 0.0000
|
||||
units:
|
||||
type: string
|
||||
description: '"$" if the value is in dollars or "%" if the value is in percentage terms'
|
||||
enum:
|
||||
- "$"
|
||||
- "%"
|
||||
example: "$"
|
||||
parentFee:
|
||||
type: string
|
||||
description: The parent fee the custom fee belongs under
|
||||
example: "shareholderFee"
|
||||
required:
|
||||
- label
|
||||
- value
|
||||
- units
|
||||
- parentFee
|
||||
|
||||
FundMetrics: &FundMetrics
|
||||
type: object
|
||||
description: Detailed current and historical fee data for a mutual fund or ETF
|
||||
properties:
|
||||
prospectusDate:
|
||||
allOf:
|
||||
- $ref: './common.yaml#/Date'
|
||||
description: The prospectus date when the corresponding fund expense data was published
|
||||
example: "2024-01-15"
|
||||
netExpense:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's net expense ratio, or the net expenses related to the fund (expressed as decimal)
|
||||
example: 0.0035
|
||||
grossExpense:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's gross expense ratio, or the expenses related to running the fund (expressed as decimal)
|
||||
example: 0.0040
|
||||
managementFee:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's management fee, or the fees paid to the manager and/or advisors (expressed as decimal)
|
||||
example: 0.0025
|
||||
12b1:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's fee related to marketing expenses (expressed as decimal)
|
||||
example: 0.0000
|
||||
non12b1:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's fee related to distribution and similar non-12b-1 fees (expressed as decimal)
|
||||
example: 0.0000
|
||||
otherExpenses:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's other expenses, or expenses related to legal, administrative, custodial, etc. (expressed as decimal)
|
||||
example: 0.0015
|
||||
acquiredFundFees:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's acquired fund fees, or expenses related to underlying businesses or funds (expressed as decimal)
|
||||
example: 0.0000
|
||||
feeWaiver:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's fee waiver, or discount on fees (expressed as decimal)
|
||||
example: 0.0005
|
||||
exchangeFeeUSD:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's exchange fee if charged in USD, or expenses related to exchanging or transferring funds to another fund in the fund's family
|
||||
example: 0.0000
|
||||
exchangeFeePercent:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's exchange fee if charged as a percentage, or expenses related to exchanging or transferring funds to another fund in the fund's family (expressed as decimal)
|
||||
example: 0.0000
|
||||
frontLoad:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's front load fee, or the upfront fee charged when investing in the fund (expressed as decimal)
|
||||
example: 0.0000
|
||||
backLoad:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's back load fee, or the back-end fee charged when redeeming from the fund (expressed as decimal)
|
||||
example: 0.0000
|
||||
dividendLoad:
|
||||
type: number
|
||||
format: float
|
||||
description: Dividend load fee, or charges on reinvested dividends (expressed as decimal)
|
||||
example: 0.0000
|
||||
shareholderFee:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's shareholder fees, or the potential fees when buying/selling a fund (expressed as decimal)
|
||||
example: 0.0000
|
||||
accountFeeUSD:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's account fees if charged in USD, or the fee required to maintain your account in USD
|
||||
example: 0.0000
|
||||
accountFeePercent:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's account fees if charged as a percentage, or the fee required to maintain your account in percentage terms (expressed as decimal)
|
||||
example: 0.0000
|
||||
redemptionFeeUSD:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's redemption fees if charged in USD, or the fee charged if funds are redeemed early (as defined by the fund company)
|
||||
example: 0.0000
|
||||
redemptionFeePercent:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's redemption fees as a percentage, or the fee charged if funds are redeemed early (as defined by the fund company) (expressed as decimal)
|
||||
example: 0.0000
|
||||
portfolioTurnover:
|
||||
type: number
|
||||
format: float
|
||||
description: Portfolio turnover (expressed as decimal)
|
||||
example: 0.05
|
||||
miscFees:
|
||||
type: number
|
||||
format: float
|
||||
description: Fund's miscellaneous fees (expressed as decimal)
|
||||
example: 0.0000
|
||||
customFees:
|
||||
type: array
|
||||
description: Fund's custom fees. Array of custom fee objects
|
||||
items:
|
||||
$ref: '#/CustomFee'
|
||||
required:
|
||||
- prospectusDate
|
||||
- netExpense
|
||||
- grossExpense
|
||||
- managementFee
|
||||
- 12b1
|
||||
- non12b1
|
||||
- otherExpenses
|
||||
- acquiredFundFees
|
||||
- feeWaiver
|
||||
- exchangeFeeUSD
|
||||
- exchangeFeePercent
|
||||
- frontLoad
|
||||
- backLoad
|
||||
- dividendLoad
|
||||
- shareholderFee
|
||||
- accountFeeUSD
|
||||
- accountFeePercent
|
||||
- redemptionFeeUSD
|
||||
- redemptionFeePercent
|
||||
- portfolioTurnover
|
||||
- miscFees
|
||||
- customFees
|
||||
220
openapi/schemas/iex-schemas.yaml
Normal file
220
openapi/schemas/iex-schemas.yaml
Normal file
@@ -0,0 +1,220 @@
|
||||
# IEX Exchange API Response Schemas
|
||||
# Reference: https://api.tiingo.com/documentation/iex
|
||||
|
||||
IEXTopOfBook: &IEXTopOfBook
|
||||
type: object
|
||||
description: |
|
||||
Top-of-book and last price data for a stock on IEX Exchange.
|
||||
|
||||
Note: Fields marked with "*IEX entitlement required*" will return null unless you are
|
||||
registered with the IEX Exchange and have a market data policy in place. These fields
|
||||
provide full TOPS feed data including direct bid/ask/last data from IEX.
|
||||
|
||||
Tiingo-enriched fields (tngoLast, mid, open, high, low) are calculated by Tiingo
|
||||
and do not require IEX entitlement.
|
||||
properties:
|
||||
ticker:
|
||||
$ref: '../schemas/common.yaml#/Ticker'
|
||||
description: Ticker symbol for the asset
|
||||
timestamp:
|
||||
$ref: '../schemas/common.yaml#/DateTime'
|
||||
description: Timestamp when the data was last refreshed
|
||||
quoteTimestamp:
|
||||
type: string
|
||||
format: date-time
|
||||
nullable: true
|
||||
description: |
|
||||
Timestamp when the last quote (bid/ask) data was received from IEX.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
lastSaleTimeStamp:
|
||||
type: string
|
||||
format: date-time
|
||||
nullable: true
|
||||
description: |
|
||||
Timestamp when the last trade (last/lastSize) data was received from IEX.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
last:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Last trade price executed on IEX.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
example: 162.37
|
||||
lastSize:
|
||||
type: integer
|
||||
format: int32
|
||||
nullable: true
|
||||
description: |
|
||||
Number of shares traded at the last price on IEX.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
example: 100
|
||||
tngoLast:
|
||||
type: number
|
||||
format: double
|
||||
description: |
|
||||
Tiingo-calculated last price. Either the last trade price or mid price.
|
||||
The mid price is only used if the spread is not considered too wide by Tiingo's algorithm.
|
||||
After the official exchange print comes in, this value changes to that value.
|
||||
This is a Tiingo-enriched field and does not require IEX entitlement.
|
||||
example: 162.33
|
||||
prevClose:
|
||||
type: number
|
||||
format: double
|
||||
description: |
|
||||
Previous day's closing price of the security.
|
||||
Can be from any exchange (NYSE, NASDAQ, IEX, etc.)
|
||||
example: 154.68
|
||||
open:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Opening price of the asset on the current day.
|
||||
Tiingo-calculated field, does not require IEX entitlement.
|
||||
example: 161.83
|
||||
high:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
High price of the asset on the current day.
|
||||
Tiingo-calculated field, does not require IEX entitlement.
|
||||
example: 163.25
|
||||
low:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Low price of the asset on the current day.
|
||||
Tiingo-calculated field, does not require IEX entitlement.
|
||||
example: 160.38
|
||||
mid:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Mid price at current timestamp when both bidPrice and askPrice are not null.
|
||||
Formula: mid = (bidPrice + askPrice) / 2.0
|
||||
Tiingo-calculated field, does not require IEX entitlement.
|
||||
example: 162.67
|
||||
volume:
|
||||
type: integer
|
||||
format: int64
|
||||
description: |
|
||||
Volume data. IEX volume throughout the trading day.
|
||||
Once the official closing price is received, reflects total volume across all exchanges.
|
||||
This field is provided for convenience.
|
||||
example: 0
|
||||
bidSize:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Number of shares available at the bid price.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
example: 100
|
||||
bidPrice:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Current bid price.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
example: 162.34
|
||||
askSize:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Number of shares available at the ask price.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
example: 100
|
||||
askPrice:
|
||||
type: number
|
||||
format: double
|
||||
nullable: true
|
||||
description: |
|
||||
Current ask price.
|
||||
Requires IEX entitlement. Null if not entitled.
|
||||
example: 163.0
|
||||
required:
|
||||
- ticker
|
||||
- timestamp
|
||||
- tngoLast
|
||||
- prevClose
|
||||
- volume
|
||||
example:
|
||||
ticker: 'AAPL'
|
||||
timestamp: '2019-01-30T10:33:38.186520297-05:00'
|
||||
quoteTimestamp: '2019-01-30T10:33:38.186520297-05:00'
|
||||
lastSaleTimeStamp: '2019-01-30T10:33:34.176037579-05:00'
|
||||
last: 162.37
|
||||
lastSize: 100
|
||||
tngoLast: 162.33
|
||||
prevClose: 154.68
|
||||
open: 161.83
|
||||
high: 163.25
|
||||
low: 160.38
|
||||
mid: 162.67
|
||||
volume: 0
|
||||
bidSize: 100
|
||||
bidPrice: 162.34
|
||||
askSize: 100
|
||||
askPrice: 163.0
|
||||
|
||||
IEXPrice: &IEXPrice
|
||||
type: object
|
||||
description: |
|
||||
Historical intraday price data in OHLC format from IEX Exchange.
|
||||
|
||||
The time period covered by each bar is determined by the resampleFreq parameter.
|
||||
Volume data is IEX-only and must be explicitly requested using the columns parameter.
|
||||
properties:
|
||||
date:
|
||||
$ref: '../schemas/common.yaml#/DateTime'
|
||||
description: |
|
||||
Timestamp for this OHLC bar. Marks the beginning of the time period.
|
||||
Format: ISO 8601 (RFC 3339)
|
||||
open:
|
||||
type: number
|
||||
format: double
|
||||
description: Opening price for the time period
|
||||
example: 154.74
|
||||
high:
|
||||
type: number
|
||||
format: double
|
||||
description: Highest price during the time period
|
||||
example: 155.52
|
||||
low:
|
||||
type: number
|
||||
format: double
|
||||
description: Lowest price during the time period
|
||||
example: 154.58
|
||||
close:
|
||||
type: number
|
||||
format: double
|
||||
description: Closing price for the time period
|
||||
example: 154.76
|
||||
volume:
|
||||
type: integer
|
||||
format: int64
|
||||
nullable: true
|
||||
description: |
|
||||
Number of shares traded on IEX only during the time period.
|
||||
This field is only included if explicitly requested via the columns parameter
|
||||
(e.g., ?columns=open,high,low,close,volume)
|
||||
example: 16102
|
||||
required:
|
||||
- date
|
||||
- open
|
||||
- high
|
||||
- low
|
||||
- close
|
||||
example:
|
||||
date: '2019-01-02T14:30:00.000Z'
|
||||
open: 154.74
|
||||
high: 155.52
|
||||
low: 154.58
|
||||
close: 154.76
|
||||
volume: 16102
|
||||
114
openapi/schemas/news-schemas.yaml
Normal file
114
openapi/schemas/news-schemas.yaml
Normal file
@@ -0,0 +1,114 @@
|
||||
# News API Schema Definitions
|
||||
# Reference these using: $ref: '../schemas/news-schemas.yaml#/SchemaName'
|
||||
|
||||
NewsArticle: &NewsArticle
|
||||
type: object
|
||||
description: A news article with ticker and tag associations
|
||||
properties:
|
||||
id:
|
||||
type: integer
|
||||
format: int32
|
||||
description: Unique identifier specific to the news article
|
||||
example: 28515261
|
||||
title:
|
||||
type: string
|
||||
description: Title of the news article
|
||||
example: "Apple's CEO sees optimism as trade tension between U.S. and China lessens"
|
||||
url:
|
||||
type: string
|
||||
format: uri
|
||||
description: URL of the news article
|
||||
example: "https://www.cnbc.com/2019/01/29/apples-ceo-sees-optimism-as-trade-tension-between-us-and-china-lessens.html"
|
||||
description:
|
||||
type: string
|
||||
description: Long-form description of the news story
|
||||
example: "Apple CEO Tim Cook told CNBC that trade tensions between the U.S. and China have improved since late December."
|
||||
publishedDate:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The datetime the news story was published in UTC. Usually reported by the news source, or the time discovered by Tiingo's crawler if not declared.
|
||||
example: "2019-01-29T22:17:00Z"
|
||||
crawlDate:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The datetime the news story was added to the database in UTC. Always recorded by Tiingo. Large gaps between crawlDate and publishedDate indicate backfilled articles.
|
||||
example: "2019-01-29T22:20:01.696871Z"
|
||||
source:
|
||||
type: string
|
||||
description: The domain the news source is from
|
||||
example: "cnbc.com"
|
||||
tickers:
|
||||
type: array
|
||||
items:
|
||||
type: string
|
||||
pattern: '^[A-Z0-9]+$'
|
||||
description: Tickers mentioned in the news story using Tiingo's proprietary tagging algorithm
|
||||
example: ["AAPL"]
|
||||
tags:
|
||||
type: array
|
||||
items:
|
||||
type: string
|
||||
description: Tags mapped and discovered by Tiingo using Tiingo's proprietary tagging algorithm
|
||||
example: ["China", "Economic Measures", "Economics", "Markets", "Stock", "Technology"]
|
||||
required:
|
||||
- id
|
||||
- title
|
||||
- url
|
||||
- publishedDate
|
||||
- crawlDate
|
||||
- source
|
||||
|
||||
BulkDownloadFile: &BulkDownloadFile
|
||||
type: object
|
||||
description: Metadata for a bulk news download file (institutional clients only)
|
||||
properties:
|
||||
id:
|
||||
type: integer
|
||||
format: int32
|
||||
description: Unique identifier specific to the bulk download file. Used to select which file to download.
|
||||
example: 755
|
||||
filename:
|
||||
type: string
|
||||
description: The filename of the batch file
|
||||
example: "bulkfile_2019-01-28_2019-01-29.tar.gz"
|
||||
batchType:
|
||||
type: string
|
||||
enum:
|
||||
- base
|
||||
- incremental
|
||||
description: "Describes what kind of batch file this is: 'base' is an entire dump of the data, 'incremental' is a partial dump of the data"
|
||||
example: "incremental"
|
||||
startDate:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The start date used to select the News objects to generate the batch file. This is inclusive (publishedDate >= startDate).
|
||||
example: "2019-01-28T05:00:00Z"
|
||||
endDate:
|
||||
type: string
|
||||
format: date-time
|
||||
description: The end date used to select the News objects to generate the batch file. This is not inclusive (publishedDate < endDate).
|
||||
example: "2019-01-29T05:00:00Z"
|
||||
url:
|
||||
type: string
|
||||
format: uri
|
||||
description: A url to directly download the batch file. NOTE - This url contains your Auth Token and is meant to be a copy/paste url for convenience.
|
||||
example: "https://api.tiingo.com/tiingo/news/bulk_download/755?token=YOUR_API_TOKEN"
|
||||
fileSizeUncompressed:
|
||||
type: integer
|
||||
format: int64
|
||||
description: The size of the file in bytes uncompressed
|
||||
example: 10385878
|
||||
fileSizeCompressed:
|
||||
type: integer
|
||||
format: int64
|
||||
description: The size of the file in bytes compressed using gzip
|
||||
example: 3018550
|
||||
required:
|
||||
- id
|
||||
- filename
|
||||
- batchType
|
||||
- startDate
|
||||
- endDate
|
||||
- url
|
||||
- fileSizeUncompressed
|
||||
- fileSizeCompressed
|
||||
69
openapi/schemas/splits-schemas.yaml
Normal file
69
openapi/schemas/splits-schemas.yaml
Normal file
@@ -0,0 +1,69 @@
|
||||
# Splits API Schema Definitions
|
||||
# Reference these using: $ref: '../schemas/splits-schemas.yaml#/SchemaName'
|
||||
|
||||
Split: &Split
|
||||
type: object
|
||||
description: Split data for a stock, ETF, or mutual fund
|
||||
properties:
|
||||
permaTicker:
|
||||
type: string
|
||||
description: The Tiingo permaticker (persistent identifier)
|
||||
example: 'AAPL'
|
||||
ticker:
|
||||
$ref: './common.yaml#/Ticker'
|
||||
exDate:
|
||||
type: string
|
||||
format: date
|
||||
description: >
|
||||
The ex-date of the split. In the Tiingo EOD Endpoints, this is the date where
|
||||
"splitFactor" will not be 1.0. This is also the date used for split adjustments
|
||||
example: '2023-08-25'
|
||||
splitFrom:
|
||||
type: number
|
||||
format: float
|
||||
description: The prior split ratio
|
||||
example: 1.0
|
||||
splitTo:
|
||||
type: number
|
||||
format: float
|
||||
description: >
|
||||
The new split ratio, i.e. how many shares of "splitTo" are given for each
|
||||
share of "splitFrom"
|
||||
example: 2.0
|
||||
splitFactor:
|
||||
type: number
|
||||
format: float
|
||||
description: >
|
||||
The ratio of splitTo from splitFrom. Formula: splitFactor = splitTo/splitFrom.
|
||||
This ratio is helpful in calculating split price adjustments
|
||||
example: 2.0
|
||||
splitStatus:
|
||||
type: string
|
||||
enum:
|
||||
- 'a'
|
||||
- 'c'
|
||||
description: >
|
||||
A code representing the status of split: 'a' = Active, 'c' = Cancelled
|
||||
example: 'a'
|
||||
required:
|
||||
- permaTicker
|
||||
- ticker
|
||||
- exDate
|
||||
- splitFrom
|
||||
- splitTo
|
||||
- splitFactor
|
||||
- splitStatus
|
||||
example:
|
||||
permaTicker: 'AAPL'
|
||||
ticker: 'AAPL'
|
||||
exDate: '2023-08-25'
|
||||
splitFrom: 1.0
|
||||
splitTo: 1.04347826
|
||||
splitFactor: 1.04347826
|
||||
splitStatus: 'a'
|
||||
|
||||
SplitArray: &SplitArray
|
||||
type: array
|
||||
description: Array of split data objects
|
||||
items:
|
||||
$ref: '#/Split'
|
||||
Reference in New Issue
Block a user