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1 parent 135685b commit 260c00fCopy full SHA for 260c00f
alpaca_trade_api/polygon/entity.py
@@ -147,7 +147,9 @@ def __getattr__(self, key):
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val = self._raw[key]
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if key == 'timestamp':
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return pd.Timestamp(val, tz=NY, unit='ms')
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- elif key in ['sip_timestamp', 'participant_timestamp', 'trf_timestamp']:
+ elif key in [
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+ 'sip_timestamp', 'participant_timestamp', 'trf_timestamp'
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+ ]:
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return pd.Timestamp(val, tz=NY, unit='ns')
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return val
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return getattr(super(), key)
alpaca_trade_api/polygon/rest.py
@@ -57,9 +57,10 @@ def historic_trades(self, symbol, date, offset=None, limit=None):
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return Trades(raw)
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- def historic_trades_v2(self, symbol, date, timestamp=None,
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- timestamp_limit=None, reverse=None,
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- limit=None):
+ def historic_trades_v2(
+ self, symbol, date, timestamp=None, timestamp_limit=None,
+ reverse=None, limit=None
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+ ):
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path = '/ticks/stocks/trades/{}/{}'.format(symbol, date)
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params = {}
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if timestamp is not None:
@@ -89,9 +90,10 @@ def historic_quotes(self, symbol, date, offset=None, limit=None):
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return Quotes(raw)
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- def historic_quotes_v2(self, symbol, date, timestamp=None,
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+ def historic_quotes_v2(
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path = '/ticks/stocks/nbbo/{}/{}'.format(symbol, date)
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