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Merged
merged 1 commit into from
Jul 16, 2025
Merged

Sync with latest futures spec #897

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20 changes: 8 additions & 12 deletions polygon/rest/models/futures.py
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,6 @@ class FuturesAgg:
"""

ticker: Optional[str] = None
underlying_asset: Optional[str] = None
open: Optional[float] = None
high: Optional[float] = None
low: Optional[float] = None
Expand All @@ -26,7 +25,6 @@ class FuturesAgg:
def from_dict(d):
return FuturesAgg(
ticker=d.get("ticker"),
underlying_asset=d.get("underlying_asset"),
open=d.get("open"),
high=d.get("high"),
low=d.get("low"),
Expand All @@ -49,7 +47,7 @@ class FuturesContract:

ticker: Optional[str] = None
product_code: Optional[str] = None
market_identifier_code: Optional[str] = None
trading_venue: Optional[str] = None
name: Optional[str] = None
type: Optional[str] = None
as_of: Optional[str] = None
Expand All @@ -70,7 +68,7 @@ def from_dict(d):
return FuturesContract(
ticker=d.get("ticker"),
product_code=d.get("product_code"),
market_identifier_code=d.get("market_identifier_code"),
trading_venue=d.get("trading_venue"),
name=d.get("name"),
type=d.get("type"),
as_of=d.get("as_of"),
Expand Down Expand Up @@ -98,15 +96,14 @@ class FuturesProduct:
product_code: Optional[str] = None
name: Optional[str] = None
as_of: Optional[str] = None
market_identifier_code: Optional[str] = None
trading_venue: Optional[str] = None
asset_class: Optional[str] = None
asset_sub_class: Optional[str] = None
clearing_channel: Optional[str] = None
sector: Optional[str] = None
sub_sector: Optional[str] = None
type: Optional[str] = None
last_updated: Optional[str] = None
otc_eligible: Optional[bool] = None
price_quotation: Optional[str] = None
settlement_currency_code: Optional[str] = None
settlement_method: Optional[str] = None
Expand All @@ -121,15 +118,14 @@ def from_dict(d):
product_code=d.get("product_code"),
name=d.get("name"),
as_of=d.get("as_of"),
market_identifier_code=d.get("market_identifier_code"),
trading_venue=d.get("trading_venue"),
asset_class=d.get("asset_class"),
clearing_channel=d.get("clearing_channel"),
asset_sub_class=d.get("asset_sub_class"),
sector=d.get("sector"),
sub_sector=d.get("sub_sector"),
type=d.get("type"),
last_updated=d.get("last_updated"),
otc_eligible=d.get("otc_eligible"),
price_quotation=d.get("price_quotation"),
settlement_currency_code=d.get("settlement_currency_code"),
settlement_method=d.get("settlement_method"),
Expand Down Expand Up @@ -222,7 +218,7 @@ class FuturesSchedule:

session_end_date: Optional[str] = None
product_code: Optional[str] = None
market_identifier_code: Optional[str] = None
trading_venue: Optional[str] = None
product_name: Optional[str] = None
schedule: Optional[List[FuturesScheduleEvent]] = None

Expand All @@ -231,7 +227,7 @@ def from_dict(d):
return FuturesSchedule(
session_end_date=d.get("session_end_date"),
product_code=d.get("product_code"),
market_identifier_code=d.get("market_identifier_code"),
trading_venue=d.get("trading_venue"),
product_name=d.get("product_name"),
schedule=[
FuturesScheduleEvent.from_dict(ev) for ev in d.get("schedule", [])
Expand All @@ -241,7 +237,7 @@ def from_dict(d):

@modelclass
class FuturesMarketStatus:
market_identifier_code: Optional[str] = None
trading_venue: Optional[str] = None
market_status: Optional[str] = (
None # Enum: pre_open, open, close, pause, post_close_pre_open
)
Expand All @@ -250,7 +246,7 @@ class FuturesMarketStatus:
@staticmethod
def from_dict(d):
return FuturesMarketStatus(
market_identifier_code=d.get("market_identifier_code"),
trading_venue=d.get("trading_venue"),
market_status=d.get("market_status"),
product_code=d.get("product_code"),
)
Expand Down
2 changes: 0 additions & 2 deletions polygon/websocket/models/models.py
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Original file line number Diff line number Diff line change
Expand Up @@ -418,7 +418,6 @@ class FuturesAgg:
high: Optional[float] = None
low: Optional[float] = None
transaction_count: Optional[int] = None
underlying_asset: Optional[str] = None
start_timestamp: Optional[int] = None
end_timestamp: Optional[int] = None

Expand All @@ -434,7 +433,6 @@ def from_dict(d):
high=d.get("h"),
low=d.get("l"),
transaction_count=d.get("n"),
underlying_asset=d.get("p"),
start_timestamp=d.get("s"),
end_timestamp=d.get("e"),
)
Expand Down