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A diff between this client library's spec and our hosted spec was found. The client may need an update to match any changes in our API. See the diff below:
--- https://raw.githubusercontent.com/polygon-io/client-go/master/.polygon/websocket.json+++ https://api.polygon.io/specs/websocket.json@@ -208,6 +208,30 @@
]
}
]
+ },+ "futures": {+ "market": [+ {+ "paths": [+ "/futures/AM"+ ]+ },+ {+ "paths": [+ "/futures/A"+ ]+ },+ {+ "paths": [+ "/futures/T"+ ]+ },+ {+ "paths": [+ "/futures/Q"+ ]+ }+ ]
}
},
"paths": {
@@ -269,7 +293,7 @@
},
"c": {
"type": "array",
- "description": "The trade conditions. See <a target=\"_blank\" href=\"https://polygon.io/glossary/us/stocks/conditions-indicators\" \nalt=\"Conditions and Indicators\">Conditions and Indicators\"</a> for Polygon.io's trade conditions glossary.\n",+ "description": "The trade conditions. See <a target=\"_blank\" href=\"https://polygon.io/glossary/us/stocks/conditions-indicators\" \nalt=\"Conditions and Indicators\">Conditions and Indicators</a> for Polygon.io's trade conditions glossary.\n",
"items": {
"type": "integer",
"description": "The ID of the condition."
@@ -277,7 +301,7 @@
},
"t": {
"type": "integer",
- "description": "The Timestamp in Unix MS."+ "description": "The SIP timestamp in Unix MS."
},
"q": {
"type": "integer",
@@ -407,7 +431,7 @@
},
"t": {
"type": "integer",
- "description": "The Timestamp in Unix MS."+ "description": "The SIP timestamp in Unix MS."
},
"q": {
"type": "integer",
@@ -3694,6 +3718,490 @@
}
]
}
+ },+ "/futures/T": {+ "get": {+ "summary": "Trades",+ "description": "Stream real-time trades for a given future ticker symbol.\n",+ "parameters": [+ {+ "name": "ticker",+ "in": "query",+ "description": "Specify a future ticker or use * to subscribe to all future tickers.\nYou can also use a comma separated list to subscribe to multiple future tickers.\nYou can retrieve available future tickers from our [Futures Tickers API](https://polygon.io/docs/futures/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^([a-zA-Z]+)$/"+ },+ "example": "*"+ }+ ],+ "responses": {+ "200": {+ "description": "The WebSocket message for a trade event.",+ "content": {+ "application/json": {+ "schema": {+ "type": "object",+ "properties": {+ "ev": {+ "enum": [+ "T"+ ],+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given future."+ },+ "p": {+ "type": "number",+ "format": "double",+ "description": "The price of a trade."+ },+ "s": {+ "type": "integer",+ "description": "The trade size."+ },+ "t": {+ "type": "integer",+ "description": "The SIP timestamp in Unix MS."+ },+ "q": {+ "type": "integer",+ "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n"+ }+ }+ },+ "example": {+ "ev": "T",+ "sym": "ESZ4",+ "z": 3,+ "p": 606450,+ "s": 100,+ "t": 1734103628363,+ "q": 32599300+ }+ }+ }+ }+ },+ "x-polygon-entitlement-data-type": {+ "name": "trades",+ "description": "Trade data"+ },+ "x-polygon-entitlement-market-type": {+ "name": "futures",+ "description": "Futures data"+ },+ "x-polygon-entitlement-allowed-timeframes": [+ {+ "name": "futuresdelayed",+ "description": "10 minute delayed data"+ },+ {+ "name": "realtime",+ "description": "Real Time Data"+ }+ ]+ }+ },+ "/futures/Q": {+ "get": {+ "summary": "Quotes",+ "description": "Stream real-time quotes for a given future ticker symbol.\n",+ "parameters": [+ {+ "name": "ticker",+ "in": "query",+ "description": "Specify a future ticker or use * to subscribe to all future tickers.\nYou can also use a comma separated list to subscribe to multiple future tickers.\nYou can retrieve available future tickers from our [Futures Tickers API](https://polygon.io/docs/futures/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^([a-zA-Z]+)$/"+ },+ "example": "*"+ }+ ],+ "responses": {+ "200": {+ "description": "The WebSocket message for a quote event.",+ "content": {+ "application/json": {+ "schema": {+ "type": "object",+ "properties": {+ "ev": {+ "enum": [+ "Q"+ ],+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given future."+ },+ "bp": {+ "type": "number",+ "format": "double",+ "description": "The bid price."+ },+ "bs": {+ "type": "integer",+ "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price."+ },+ "bt": {+ "type": "integer",+ "description": "The timestamp when the bid was submitted to the exchange."+ },+ "ap": {+ "type": "number",+ "format": "double",+ "description": "The ask price."+ },+ "as": {+ "type": "integer",+ "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price."+ },+ "at": {+ "type": "integer",+ "description": "The timestamp when the ask was submitted to the exchange."+ },+ "t": {+ "type": "integer",+ "description": "The SIP timestamp in Unix MS."+ }+ }+ },+ "example": {+ "ev": "Q",+ "sym": "ESZ4",+ "bx": 4,+ "bp": 114.125,+ "bs": 100,+ "bt": 1734103628360,+ "ap": 114.128,+ "as": 160,+ "at": 1734103628350,+ "t": 1536036818784+ }+ }+ }+ }+ },+ "x-polygon-entitlement-data-type": {+ "name": "nbbo",+ "description": "NBBO data"+ },+ "x-polygon-entitlement-market-type": {+ "name": "futures",+ "description": "Futures data"+ },+ "x-polygon-entitlement-allowed-timeframes": [+ {+ "name": "futuresdelayed",+ "description": "10 minute delayed data"+ },+ {+ "name": "realtime",+ "description": "Real Time Data"+ }+ ]+ }+ },+ "/futures/A": {+ "get": {+ "summary": "Aggregates (Per Second)",+ "description": "Stream real-time second aggregates for a given future ticker symbol.\n",+ "parameters": [+ {+ "name": "ticker",+ "in": "query",+ "description": "Specify a future ticker or use * to subscribe to all future tickers.\nYou can also use a comma separated list to subscribe to multiple future tickers.\nYou can retrieve available future tickers from our [Futures Tickers API](https://polygon.io/docs/futures/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^([a-zA-Z]+)$/"+ },+ "example": "*"+ }+ ],+ "responses": {+ "200": {+ "description": "The WebSocket message for a second aggregate event.",+ "content": {+ "application/json": {+ "schema": {+ "allOf": [+ {+ "type": "object",+ "properties": {+ "ev": {+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given stock."+ },+ "v": {+ "type": "integer",+ "description": "The tick volume."+ },+ "av": {+ "type": "integer",+ "description": "Today's accumulated volume."+ },+ "op": {+ "type": "number",+ "format": "double",+ "description": "Today's official opening price."+ },+ "vw": {+ "type": "number",+ "format": "float",+ "description": "The tick's volume weighted average price."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The opening tick price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The closing tick price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The highest tick price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The lowest tick price for this aggregate window."+ },+ "a": {+ "type": "number",+ "format": "float",+ "description": "Today's volume weighted average price."+ },+ "z": {+ "type": "integer",+ "description": "The average trade size for this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start timestamp of this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end timestamp of this aggregate window in Unix Milliseconds."+ },+ "otc": {+ "type": "boolean",+ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false."+ }+ }+ },+ {+ "properties": {+ "ev": {+ "enum": [+ "A"+ ],+ "description": "The event type."+ }+ }+ }+ ]+ },+ "example": {+ "ev": "A",+ "sym": "6CH5",+ "v": 1,+ "av": 0,+ "op": 6994,+ "vw": 6989.5,+ "o": 6989.5,+ "c": 6995,+ "h": 6995,+ "l": 6989.5,+ "a": 6989.5,+ "z": 1,+ "s": 1734717060000,+ "e": 1734717120000+ }+ }+ }+ }+ },+ "x-polygon-entitlement-data-type": {+ "name": "aggregates",+ "description": "Aggregate data"+ },+ "x-polygon-entitlement-market-type": {+ "name": "futures",+ "description": "Futures data"+ },+ "x-polygon-entitlement-allowed-timeframes": [+ {+ "name": "delayed",+ "description": "15 minute delayed data"+ },+ {+ "name": "realtime",+ "description": "Real Time Data"+ }+ ]+ }+ },+ "/futures/AM": {+ "get": {+ "summary": "Aggregates (Per Minute)",+ "description": "Stream real-time minute aggregates for a given future ticker symbol.\n",+ "parameters": [+ {+ "name": "ticker",+ "in": "query",+ "description": "Specify a future ticker or use * to subscribe to all future tickers.\nYou can also use a comma separated list to subscribe to multiple future tickers.\nYou can retrieve available future tickers from our [Futures Tickers API](https://polygon.io/docs/futures/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^([a-zA-Z]+)$/"+ },+ "example": "*"+ }+ ],+ "responses": {+ "200": {+ "description": "The WebSocket message for a minute aggregate event.",+ "content": {+ "application/json": {+ "schema": {+ "allOf": [+ {+ "type": "object",+ "properties": {+ "ev": {+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given stock."+ },+ "v": {+ "type": "integer",+ "description": "The tick volume."+ },+ "av": {+ "type": "integer",+ "description": "Today's accumulated volume."+ },+ "op": {+ "type": "number",+ "format": "double",+ "description": "Today's official opening price."+ },+ "vw": {+ "type": "number",+ "format": "float",+ "description": "The tick's volume weighted average price."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The opening tick price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The closing tick price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The highest tick price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The lowest tick price for this aggregate window."+ },+ "a": {+ "type": "number",+ "format": "float",+ "description": "Today's volume weighted average price."+ },+ "z": {+ "type": "integer",+ "description": "The average trade size for this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start timestamp of this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end timestamp of this aggregate window in Unix Milliseconds."+ },+ "otc": {+ "type": "boolean",+ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false."+ }+ }+ },+ {+ "properties": {+ "ev": {+ "enum": [+ "AM"+ ],+ "description": "The event type."+ }+ }+ }+ ]+ },+ "example": {+ "ev": "AM",+ "sym": "6CH5",+ "v": 91,+ "av": 0,+ "op": 6994,+ "vw": 6994.7473,+ "o": 6994.5,+ "c": 6995,+ "h": 6995,+ "l": 6994.5,+ "a": 6994.5,+ "z": 100,+ "s": 1734717060000,+ "e": 1734717120000+ }+ }+ }+ }+ },+ "x-polygon-entitlement-data-type": {+ "name": "aggregates",+ "description": "Aggregate data"+ },+ "x-polygon-entitlement-market-type": {+ "name": "futures",+ "description": "Futures data"+ },+ "x-polygon-entitlement-allowed-timeframes": [+ {+ "name": "delayed",+ "description": "15 minute delayed data"+ },+ {+ "name": "realtime",+ "description": "Real Time Data"+ }+ ]+ }
}
},
"components": {
@@ -3964,7 +4472,7 @@
},
"c": {
"type": "array",
- "description": "The trade conditions. See <a target=\"_blank\" href=\"https://polygon.io/glossary/us/stocks/conditions-indicators\" \nalt=\"Conditions and Indicators\">Conditions and Indicators\"</a> for Polygon.io's trade conditions glossary.\n",+ "description": "The trade conditions. See <a target=\"_blank\" href=\"https://polygon.io/glossary/us/stocks/conditions-indicators\" \nalt=\"Conditions and Indicators\">Conditions and Indicators</a> for Polygon.io's trade conditions glossary.\n",
"items": {
"type": "integer",
"description": "The ID of the condition."
@@ -3972,7 +4480,7 @@
},
"t": {
"type": "integer",
- "description": "The Timestamp in Unix MS."+ "description": "The SIP timestamp in Unix MS."
},
"q": {
"type": "integer",
@@ -4041,7 +4549,7 @@
},
"t": {
"type": "integer",
- "description": "The Timestamp in Unix MS."+ "description": "The SIP timestamp in Unix MS."
},
"q": {
"type": "integer",
@@ -4724,6 +5232,10 @@
"type": "string",
"description": "The ticker symbol for the given option contract."
},
+ "FutureSymbol": {+ "type": "string",+ "description": "The ticker symbol for the given future."+ },
"ForexBaseQuoteEvent": {
"type": "object",
"properties": {
@@ -5464,6 +5976,320 @@
"description": "The nanosecond timestamp."
}
}
+ },+ "FutureTradeEvent": {+ "type": "object",+ "properties": {+ "ev": {+ "enum": [+ "T"+ ],+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given future."+ },+ "p": {+ "type": "number",+ "format": "double",+ "description": "The price of a trade."+ },+ "s": {+ "type": "integer",+ "description": "The trade size."+ },+ "t": {+ "type": "integer",+ "description": "The SIP timestamp in Unix MS."+ },+ "q": {+ "type": "integer",+ "description": "The sequence number represents the sequence in which message events happened.\nThese are increasing and unique per ticker symbol, but will not always be\nsequential (e.g., 1, 2, 6, 9, 10, 11).\n"+ }+ }+ },+ "FutureQuoteEvent": {+ "type": "object",+ "properties": {+ "ev": {+ "enum": [+ "Q"+ ],+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given future."+ },+ "bp": {+ "type": "number",+ "format": "double",+ "description": "The bid price."+ },+ "bs": {+ "type": "integer",+ "description": "The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price."+ },+ "bt": {+ "type": "integer",+ "description": "The timestamp when the bid was submitted to the exchange."+ },+ "ap": {+ "type": "number",+ "format": "double",+ "description": "The ask price."+ },+ "as": {+ "type": "integer",+ "description": "The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price."+ },+ "at": {+ "type": "integer",+ "description": "The timestamp when the ask was submitted to the exchange."+ },+ "t": {+ "type": "integer",+ "description": "The SIP timestamp in Unix MS."+ }+ }+ },+ "FutureBaseAggregateEvent": {+ "type": "object",+ "properties": {+ "ev": {+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given future."+ },+ "v": {+ "type": "integer",+ "description": "The tick volume."+ },+ "av": {+ "type": "integer",+ "description": "Today's accumulated volume."+ },+ "op": {+ "type": "number",+ "format": "double",+ "description": "Today's official opening price."+ },+ "vw": {+ "type": "number",+ "format": "float",+ "description": "The tick's volume weighted average price."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The opening tick price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The closing tick price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The highest tick price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The lowest tick price for this aggregate window."+ },+ "a": {+ "type": "number",+ "format": "float",+ "description": "Today's volume weighted average price."+ },+ "z": {+ "type": "integer",+ "description": "The average trade size for this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start timestamp of this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end timestamp of this aggregate window in Unix Milliseconds."+ }+ }+ },+ "FutureSecondAggregateEvent": {+ "allOf": [+ {+ "type": "object",+ "properties": {+ "ev": {+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given stock."+ },+ "v": {+ "type": "integer",+ "description": "The tick volume."+ },+ "av": {+ "type": "integer",+ "description": "Today's accumulated volume."+ },+ "op": {+ "type": "number",+ "format": "double",+ "description": "Today's official opening price."+ },+ "vw": {+ "type": "number",+ "format": "float",+ "description": "The tick's volume weighted average price."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The opening tick price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The closing tick price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The highest tick price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The lowest tick price for this aggregate window."+ },+ "a": {+ "type": "number",+ "format": "float",+ "description": "Today's volume weighted average price."+ },+ "z": {+ "type": "integer",+ "description": "The average trade size for this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start timestamp of this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end timestamp of this aggregate window in Unix Milliseconds."+ },+ "otc": {+ "type": "boolean",+ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false."+ }+ }+ },+ {+ "properties": {+ "ev": {+ "enum": [+ "A"+ ],+ "description": "The event type."+ }+ }+ }+ ]+ },+ "FutureMinuteAggregateEvent": {+ "allOf": [+ {+ "type": "object",+ "properties": {+ "ev": {+ "description": "The event type."+ },+ "sym": {+ "type": "string",+ "description": "The ticker symbol for the given stock."+ },+ "v": {+ "type": "integer",+ "description": "The tick volume."+ },+ "av": {+ "type": "integer",+ "description": "Today's accumulated volume."+ },+ "op": {+ "type": "number",+ "format": "double",+ "description": "Today's official opening price."+ },+ "vw": {+ "type": "number",+ "format": "float",+ "description": "The tick's volume weighted average price."+ },+ "o": {+ "type": "number",+ "format": "double",+ "description": "The opening tick price for this aggregate window."+ },+ "c": {+ "type": "number",+ "format": "double",+ "description": "The closing tick price for this aggregate window."+ },+ "h": {+ "type": "number",+ "format": "double",+ "description": "The highest tick price for this aggregate window."+ },+ "l": {+ "type": "number",+ "format": "double",+ "description": "The lowest tick price for this aggregate window."+ },+ "a": {+ "type": "number",+ "format": "float",+ "description": "Today's volume weighted average price."+ },+ "z": {+ "type": "integer",+ "description": "The average trade size for this aggregate window."+ },+ "s": {+ "type": "integer",+ "description": "The start timestamp of this aggregate window in Unix Milliseconds."+ },+ "e": {+ "type": "integer",+ "description": "The end timestamp of this aggregate window in Unix Milliseconds."+ },+ "otc": {+ "type": "boolean",+ "description": "Whether or not this aggregate is for an OTC ticker. This field will be left off if false."+ }+ }+ },+ {+ "properties": {+ "ev": {+ "enum": [+ "AM"+ ],+ "description": "The event type."+ }+ }+ }+ ]
}
},
"parameters": {
@@ -5543,6 +6369,17 @@
"pattern": "/^(I:[a-zA-Z0-9]+)$/"
},
"example": "I:SPX"
+ },+ "FuturesTickerParam": {+ "name": "ticker",+ "in": "query",+ "description": "Specify a future ticker or use * to subscribe to all future tickers.\nYou can also use a comma separated list to subscribe to multiple future tickers.\nYou can retrieve available future tickers from our [Futures Tickers API](https://polygon.io/docs/futures/get_v3_reference_tickers).\n",+ "required": true,+ "schema": {+ "type": "string",+ "pattern": "/^([a-zA-Z]+)$/"+ },+ "example": "*"
}
}
}
The text was updated successfully, but these errors were encountered:
A diff between this client library's spec and our hosted spec was found. The client may need an update to match any changes in our API. See the diff below:
The text was updated successfully, but these errors were encountered: