mirror of
https://github.com/hydrosquall/tiingo-python.git
synced 2026-01-12 15:54:43 +01:00
feat: Add stock market endpoints (EOD, IEX, News)
Add OpenAPI specifications for stock market data: - End-of-day prices with metadata - IEX real-time prices, quotes, and historical data - News articles with tags and sources 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
Cameron Yick
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
|
||||
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
|
||||
Reference in New Issue
Block a user