tiingo-python/openapi/schemas/iex-schemas.yaml

# 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