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Sync futures aggs with latest spec #894

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Merged
merged 1 commit into from
Jul 8, 2025
Merged

Sync futures aggs with latest spec #894

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20 changes: 7 additions & 13 deletions polygon/websocket/models/models.py
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Original file line number Diff line number Diff line change
Expand Up @@ -411,38 +411,32 @@ 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):
return FuturesAgg(
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"),
)


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