Index

A

AbstractBar (class in finsec.quotes) AbstractQuote (class in finsec.quotes) AbstractQuote.Config (class in finsec.quotes) AbstractSnapshot (class in finsec.quotes) add() (finsec.quote_grid.SecurityCache method) ALTERNATIVE (finsec.enums.SecurityType attribute) AMERICAN (finsec.enums.OptionExerciseStyle attribute)

American() (in module finsec.options) AmericanOptionExercise (class in finsec.base) AMEX (finsec.exchanges.Exchange attribute) ARCA (finsec.exchanges.Exchange attribute) as_gsid() (in module finsec.quote_grid) as_of_date (finsec.base.Security attribute) ask (finsec.quotes.LevelOneQuote attribute) ask_sz (finsec.quotes.LevelOneQuote attribute)

B

BASKET (finsec.enums.SecurityType attribute) BATS (finsec.exchanges.Exchange attribute) BERMUDAN (finsec.enums.OptionExerciseStyle attribute)

BermudanOptionExercise (class in finsec.base) bid (finsec.quotes.LevelOneQuote attribute) bid_sz (finsec.quotes.LevelOneQuote attribute)

C

CALL (finsec.enums.OptionFlavor attribute) CASH (finsec.enums.SettlementType attribute) CBOE (finsec.exchanges.Exchange attribute) CLOSE (finsec.enums.ExpiryTimeOfDay attribute) close (finsec.quotes.OHLC attribute) CME (finsec.exchanges.Exchange attribute) COMMODITY (finsec.enums.SecurityType attribute) COMMON_STOCK (finsec.enums.SecuritySubtype attribute) Config (finsec.base.DerivativeExercise attribute) (finsec.base.Security attribute) (finsec.base.SecurityIdentifier attribute)

create_reference_from_security() (in module finsec.constructors) CRYPTOCURRENCY (finsec.enums.SecuritySubtype attribute) CryptoCurrency() (in module finsec.constructors) CURRENCY (finsec.enums.SecurityType attribute) CURRENCY_OPTION (finsec.enums.SecuritySubtype attribute) CUSIP (finsec.enums.SecurityIdentifierType attribute) CUSIP() (in module finsec.constructors)

D

date_str_to_datetime_date() (finsec.base.ExerciseDatetime class method) DEBT (finsec.enums.SecurityType attribute) denominated_ccy (finsec.base.Security attribute) Derivative (class in finsec.base) DERIVATIVE (finsec.enums.SecurityType attribute) DerivativeExercise (class in finsec.base)

DERIVED_INDEX (finsec.enums.SecuritySubtype attribute) DerivedIndex() (in module finsec.constructors) description (finsec.base.Security attribute) determine_option_subtype() (in module finsec.misc) dict_decode() (in module finsec.serializer) dict_encode() (in module finsec.serializer)

E

EDSP (finsec.enums.ExpiryTimeOfDay attribute) end_timestamp (finsec.quotes.AbstractBar attribute) ENERGY (finsec.enums.SecuritySubtype attribute) ensure_timezone() (in module finsec.quotes) EQUITY (finsec.enums.SecurityType attribute) EQUITY_OPTION (finsec.enums.SecuritySubtype attribute) ETP (finsec.enums.SecuritySubtype attribute) ETP() (in module finsec.constructors) EUROPEAN (finsec.enums.OptionExerciseStyle attribute) European() (in module finsec.options) EuropeanOptionExercise (class in finsec.base) Exchange (class in finsec.exchanges) exchange (finsec.quotes.AbstractQuote attribute) exercise (finsec.base.AmericanOptionExercise attribute) (finsec.base.BermudanOptionExercise attribute) (finsec.base.Derivative attribute) (finsec.base.DerivativeExercise attribute) (finsec.base.EuropeanOptionExercise attribute) (finsec.base.ForwardExercise attribute) (finsec.base.Future attribute) (finsec.base.Option attribute)

ExerciseDatetime (class in finsec.base) expiry_date (finsec.base.ExerciseDatetime attribute) expiry_datetime (finsec.base.ExerciseDatetime attribute) expiry_series_type (finsec.base.ExerciseDatetime attribute) expiry_time_of_day (finsec.base.ExerciseDatetime attribute) ExpirySeriesType (class in finsec.enums) ExpiryTimeOfDay (class in finsec.enums) extra (finsec.base.standard_model_config attribute) (finsec.quotes.AbstractQuote.Config attribute)

F

FiatCurrency() (in module finsec.constructors) FIGI (finsec.enums.SecurityIdentifierType attribute) FIGI() (in module finsec.constructors) filter() (finsec.quote_grid.SecurityChain method) finsec module finsec.base module finsec.constructors module finsec.enums module finsec.exceptions module finsec.exchanges module finsec.futures module finsec.misc module

finsec.occ_symbology module finsec.options module finsec.quote_grid module finsec.quotes module finsec.serializer module finsec.utils module format_strike() (in module finsec.occ_symbology) FORWARD (finsec.enums.SecuritySubtype attribute) ForwardExercise (class in finsec.base) Future (class in finsec.base) FUTURE (finsec.enums.SecuritySubtype attribute) FutureChain (class in finsec.quote_grid) FutureOptionChain (class in finsec.quote_grid)

G

get_attr_by_keyword() (in module finsec.quote_grid) get_available_values() (finsec.quote_grid.SecurityChain method) get_constructor() (in module finsec.serializer) get_constructor_from_types() (in module finsec.serializer) get_deriv_currency() (in module finsec.misc) get_flavor() (in module finsec.misc)

get_future_exercise() (in module finsec.misc) get_option_exercise() (in module finsec.misc) get_settlement_type() (in module finsec.misc) GRAIN (finsec.enums.SecuritySubtype attribute) gsid (finsec.base.Security attribute) (finsec.base.SecurityReference attribute)

H

high (finsec.quotes.HLS attribute) (finsec.quotes.OHLC attribute)

HLS (class in finsec.quotes)

I

id_type (finsec.base.SecurityIdentifier attribute) identifiers (finsec.base.Security attribute) IEX (finsec.exchanges.Exchange attribute) INDEX (finsec.enums.SecurityType attribute) INDEX_OPTION (finsec.enums.SecuritySubtype attribute)

ingest() (finsec.quote_grid.QuoteGrid method) InvalidSettlementType is_physical_settlement_available() (in module finsec.misc) ISIN (finsec.enums.SecurityIdentifierType attribute) ISIN() (in module finsec.constructors) issuer (finsec.base.Security attribute)

J

json_decode() (in module finsec.serializer) json_encode() (in module finsec.serializer)

json_encoders (finsec.base.standard_model_config attribute) (finsec.quotes.AbstractQuote.Config attribute)

L

last (finsec.quotes.LevelOneQuote attribute) last_sz (finsec.quotes.LevelOneQuote attribute) last_time (finsec.quotes.LevelOneQuote attribute)

LevelOneQuote (class in finsec.quotes) LIVESTOCK (finsec.enums.SecuritySubtype attribute) low (finsec.quotes.HLS attribute) (finsec.quotes.OHLC attribute)

M

METAL (finsec.enums.SecuritySubtype attribute) MissingGSID MissingTimezone mmax() (in module finsec.utils) mmin() (in module finsec.utils) module finsec finsec.base finsec.constructors finsec.enums finsec.exceptions finsec.exchanges finsec.futures finsec.misc finsec.occ_symbology finsec.options finsec.quote_grid finsec.quotes finsec.serializer finsec.utils

MONTHLY (finsec.enums.ExpirySeriesType attribute) multiplier (finsec.base.Derivative attribute)

N

NASDAQ (finsec.exchanges.Exchange attribute) NATIONAL_FIAT (finsec.enums.SecuritySubtype attribute)

NewFuture() (in module finsec.futures) NewOption() (in module finsec.options) NYSE (finsec.exchanges.Exchange attribute)

O

OCC (finsec.enums.SecurityIdentifierType attribute) OHLC (class in finsec.quotes) OPEN (finsec.enums.ExpiryTimeOfDay attribute) open (finsec.quotes.OHLC attribute) open_interest (finsec.quotes.OHLC attribute) Option (class in finsec.base) option_flavor (finsec.base.Option attribute) option_flavor() (in module finsec.occ_symbology)

option_format() (in module finsec.occ_symbology) option_maturity() (in module finsec.occ_symbology) option_strike() (in module finsec.occ_symbology) option_symbol() (in module finsec.occ_symbology) OptionChain (class in finsec.quote_grid) OptionExercise (class in finsec.base) OptionExerciseStyle (class in finsec.enums) OptionFlavor (class in finsec.enums) OVERNIGHT_RATE (finsec.enums.SecuritySubtype attribute)

P

PERPETUAL_FUTURE (finsec.enums.SecuritySubtype attribute) PHLX (finsec.exchanges.Exchange attribute) PHYSICAL (finsec.enums.SettlementType attribute)

placeholder() (in module finsec.utils) PREFERRED_STOCK (finsec.enums.SecuritySubtype attribute) primary_exchange (finsec.base.Security attribute) PUT (finsec.enums.OptionFlavor attribute)

Q

QUARTERLY (finsec.enums.ExpirySeriesType attribute)

QuoteGrid (class in finsec.quote_grid) quotes (finsec.quote_grid.QuoteGrid attribute)

S

sec_cache (finsec.quote_grid.QuoteGrid attribute) securities (finsec.quote_grid.SecurityCache attribute) Security (class in finsec.base) security_subtype (finsec.base.Security attribute) (finsec.base.SecurityReference attribute) security_type (finsec.base.Security attribute) (finsec.base.SecurityReference attribute) SecurityCache (class in finsec.quote_grid) SecurityChain (class in finsec.quote_grid) SecurityIdentifier (class in finsec.base) SecurityIdentifierType (class in finsec.enums) SecurityReference (class in finsec.base) SecuritySubtype (class in finsec.enums) SecurityType (class in finsec.enums) settle (finsec.quotes.HLS attribute)

settlement_type (finsec.base.ExerciseDatetime attribute) SettlementType (class in finsec.enums) SINGLE_STOCK_FUTURE (finsec.enums.SecuritySubtype attribute) SOFT_COMMODITY (finsec.enums.SecuritySubtype attribute) standard_model_config (class in finsec.base) start_timestamp (finsec.quotes.AbstractBar attribute) start_timestamp_must_have_timezone() (finsec.quotes.AbstractBar class method) Stock() (in module finsec.constructors) strike (finsec.base.Option attribute) STRUCTURE (finsec.enums.SecurityType attribute) style (finsec.base.AmericanOptionExercise attribute) (finsec.base.BermudanOptionExercise attribute) (finsec.base.EuropeanOptionExercise attribute) (finsec.base.OptionExercise attribute) subset() (finsec.quote_grid.SecurityChain method)

T

TERM_RATE (finsec.enums.SecuritySubtype attribute) tick_size (finsec.base.Future attribute) ticker (finsec.base.Security attribute) (finsec.base.SecurityReference attribute)

timestamp (finsec.quotes.AbstractSnapshot attribute) timestamp_must_have_timezone() (finsec.quotes.AbstractSnapshot class method) TORONTO (finsec.exchanges.Exchange attribute)

U

underlying (finsec.base.Derivative attribute) (finsec.quote_grid.FutureChain attribute) (finsec.quote_grid.FutureOptionChain attribute) (finsec.quote_grid.OptionChain attribute) (finsec.quote_grid.SecurityChain attribute) UNKNOWN (finsec.enums.ExpirySeriesType attribute) (finsec.enums.ExpiryTimeOfDay attribute) (finsec.enums.OptionExerciseStyle attribute) (finsec.enums.OptionFlavor attribute) (finsec.enums.SecurityIdentifierType attribute) (finsec.enums.SecuritySubtype attribute) (finsec.enums.SecurityType attribute) (finsec.enums.SettlementType attribute) (finsec.exchanges.Exchange attribute)

UnknownDenominatedCurrency use_enum_values (finsec.base.standard_model_config attribute) (finsec.quotes.AbstractQuote.Config attribute)

V

value (finsec.base.SecurityIdentifier attribute)

version_id (finsec.base.Security attribute) volume (finsec.quotes.AbstractBar attribute)

W

website (finsec.base.Security attribute)

WEEKLY (finsec.enums.ExpirySeriesType attribute)