diff --git a/polygon/websocket/models/models.py b/polygon/websocket/models/models.py index 9b95b302..210be2ad 100644 --- a/polygon/websocket/models/models.py +++ b/polygon/websocket/models/models.py @@ -411,19 +411,16 @@ def from_dict(d): class FuturesAgg: event_type: Optional[str] = None symbol: Optional[str] = None - volume: Optional[float] = None - accumulated_volume: Optional[float] = None - official_open_price: Optional[float] = None - vwap: Optional[float] = None + volume: Optional[int] = None + total_value: Optional[int] = None open: Optional[float] = None close: Optional[float] = None high: Optional[float] = None low: Optional[float] = None - aggregate_vwap: Optional[float] = None - average_size: Optional[float] = None + transaction_count: Optional[int] = None + underlying_asset: Optional[str] = None start_timestamp: Optional[int] = None end_timestamp: Optional[int] = None - otc: Optional[bool] = None # If present @staticmethod def from_dict(d): @@ -431,18 +428,15 @@ def from_dict(d): event_type=d.get("ev"), symbol=d.get("sym"), volume=d.get("v"), - accumulated_volume=d.get("av"), - official_open_price=d.get("op"), - vwap=d.get("vw"), + total_value=d.get("dv"), open=d.get("o"), close=d.get("c"), high=d.get("h"), low=d.get("l"), - aggregate_vwap=d.get("a"), - average_size=d.get("z"), + transaction_count=d.get("n"), + underlying_asset=d.get("p"), start_timestamp=d.get("s"), end_timestamp=d.get("e"), - otc=d.get("otc"), )