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add indicators to ws equity model (#272)
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2 files changed

+21
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.polygon/websocket.json

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@@ -292,6 +292,14 @@
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"type": "integer",
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"description": "The condition."
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},
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"i": {
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"type": "array",
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"description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n",
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"items": {
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"type": "integer",
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"description": "The indicator code.\n"
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}
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},
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"t": {
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"type": "integer",
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"description": "The Timestamp in Unix MS."
@@ -312,6 +320,9 @@
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"ap": 114.128,
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"as": 160,
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"c": 0,
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"i": [
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],
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"t": 1536036818784,
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"z": 3
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}
@@ -2282,6 +2293,14 @@
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"type": "integer",
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"description": "The condition."
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},
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"i": {
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"type": "array",
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"description": "The indicators. For more information, see our glossary of [Conditions and\nIndicators](https://polygon.io/glossary/us/stocks/conditions-indicators).\n",
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"items": {
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"type": "integer",
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"description": "The indicator code.\n"
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}
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},
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"t": {
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"type": "integer",
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"description": "The Timestamp in Unix MS."

polygon/websocket/models/models.py

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@@ -145,6 +145,7 @@ class EquityQuote:
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ask_price: Optional[float] = None
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ask_size: Optional[int] = None
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condition: Optional[int] = None
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indicators: Optional[List[int]] = None
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timestamp: Optional[int] = None
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tape: Optional[int] = None
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sequence_number: Optional[int] = None
@@ -161,6 +162,7 @@ def from_dict(d):
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d.get("ap", None),
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d.get("as", None),
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d.get("c", None),
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d.get("i", None),
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d.get("t", None),
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d.get("z", None),
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d.get("q", None),

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