finsec package

Submodules

• finsec.base module
  • AmericanOptionExercise
    • AmericanOptionExercise.exercise
    • AmericanOptionExercise.style
  • BermudanOptionExercise
    • BermudanOptionExercise.exercise
    • BermudanOptionExercise.style
  • Derivative
    • Derivative.exercise
    • Derivative.multiplier
    • Derivative.underlying
  • DerivativeExercise
    • DerivativeExercise.Config
    • DerivativeExercise.exercise
  • EuropeanOptionExercise
    • EuropeanOptionExercise.exercise
    • EuropeanOptionExercise.style
  • ExerciseDatetime
    • ExerciseDatetime.date_str_to_datetime_date()
    • ExerciseDatetime.expiry_date
    • ExerciseDatetime.expiry_datetime
    • ExerciseDatetime.expiry_series_type
    • ExerciseDatetime.expiry_time_of_day
    • ExerciseDatetime.settlement_type
  • ForwardExercise
    • ForwardExercise.exercise
  • Future
    • Future.exercise
    • Future.tick_size
  • Option
    • Option.exercise
    • Option.option_flavor
    • Option.strike
  • OptionExercise
    • OptionExercise.style
  • Security
    • Security.Config
    • Security.as_of_date
    • Security.denominated_ccy
    • Security.description
    • Security.gsid
    • Security.identifiers
    • Security.issuer
    • Security.primary_exchange
    • Security.security_subtype
    • Security.security_type
    • Security.ticker
    • Security.version_id
    • Security.website
  • SecurityIdentifier
    • SecurityIdentifier.Config
    • SecurityIdentifier.id_type
    • SecurityIdentifier.value
  • SecurityReference
    • SecurityReference.gsid
    • SecurityReference.security_subtype
    • SecurityReference.security_type
    • SecurityReference.ticker
  • standard_model_config
    • standard_model_config.extra
    • standard_model_config.json_encoders
    • standard_model_config.use_enum_values
• finsec.constructors module
  • CUSIP()
  • CryptoCurrency()
  • DerivedIndex()
  • ETP()
  • FIGI()
  • FiatCurrency()
  • ISIN()
  • Stock()
  • create_reference_from_security()
• finsec.enums module
  • ExpirySeriesType
    • ExpirySeriesType.MONTHLY
    • ExpirySeriesType.QUARTERLY
    • ExpirySeriesType.UNKNOWN
    • ExpirySeriesType.WEEKLY
  • ExpiryTimeOfDay
    • ExpiryTimeOfDay.CLOSE
    • ExpiryTimeOfDay.EDSP
    • ExpiryTimeOfDay.OPEN
    • ExpiryTimeOfDay.UNKNOWN
  • OptionExerciseStyle
    • OptionExerciseStyle.AMERICAN
    • OptionExerciseStyle.BERMUDAN
    • OptionExerciseStyle.EUROPEAN
    • OptionExerciseStyle.UNKNOWN
  • OptionFlavor
    • OptionFlavor.CALL
    • OptionFlavor.PUT
    • OptionFlavor.UNKNOWN
  • SecurityIdentifierType
    • SecurityIdentifierType.CUSIP
    • SecurityIdentifierType.FIGI
    • SecurityIdentifierType.ISIN
    • SecurityIdentifierType.OCC
    • SecurityIdentifierType.UNKNOWN
  • SecuritySubtype
    • SecuritySubtype.COMMON_STOCK
    • SecuritySubtype.CRYPTOCURRENCY
    • SecuritySubtype.CURRENCY_OPTION
    • SecuritySubtype.DERIVED_INDEX
    • SecuritySubtype.ENERGY
    • SecuritySubtype.EQUITY_OPTION
    • SecuritySubtype.ETP
    • SecuritySubtype.FORWARD
    • SecuritySubtype.FUTURE
    • SecuritySubtype.GRAIN
    • SecuritySubtype.INDEX_OPTION
    • SecuritySubtype.LIVESTOCK
    • SecuritySubtype.METAL
    • SecuritySubtype.NATIONAL_FIAT
    • SecuritySubtype.OVERNIGHT_RATE
    • SecuritySubtype.PERPETUAL_FUTURE
    • SecuritySubtype.PREFERRED_STOCK
    • SecuritySubtype.SINGLE_STOCK_FUTURE
    • SecuritySubtype.SOFT_COMMODITY
    • SecuritySubtype.TERM_RATE
    • SecuritySubtype.UNKNOWN
  • SecurityType
    • SecurityType.ALTERNATIVE
    • SecurityType.BASKET
    • SecurityType.COMMODITY
    • SecurityType.CURRENCY
    • SecurityType.DEBT
    • SecurityType.DERIVATIVE
    • SecurityType.EQUITY
    • SecurityType.INDEX
    • SecurityType.STRUCTURE
    • SecurityType.UNKNOWN
  • SettlementType
    • SettlementType.CASH
    • SettlementType.PHYSICAL
    • SettlementType.UNKNOWN
• finsec.exceptions module
  • InvalidSettlementType
  • MissingGSID
  • MissingTimezone
  • UnknownDenominatedCurrency
• finsec.exchanges module
  • Exchange
    • Exchange.AMEX
    • Exchange.ARCA
    • Exchange.BATS
    • Exchange.CBOE
    • Exchange.CME
    • Exchange.IEX
    • Exchange.NASDAQ
    • Exchange.NYSE
    • Exchange.PHLX
    • Exchange.TORONTO
    • Exchange.UNKNOWN
• finsec.futures module
  • NewFuture()
• finsec.misc module
  • determine_option_subtype()
  • get_deriv_currency()
  • get_flavor()
  • get_future_exercise()
  • get_option_exercise()
  • get_settlement_type()
  • is_physical_settlement_available()
• finsec.occ_symbology module
  • format_strike()
  • option_flavor()
  • option_format()
  • option_maturity()
  • option_strike()
  • option_symbol()
• finsec.options module
  • American()
  • European()
  • NewOption()
• finsec.quote_grid module
  • FutureChain
    • FutureChain.underlying
  • FutureOptionChain
    • FutureOptionChain.underlying
  • OptionChain
    • OptionChain.underlying
  • QuoteGrid
    • QuoteGrid.ingest()
    • QuoteGrid.quotes
    • QuoteGrid.sec_cache
  • SecurityCache
    • SecurityCache.add()
    • SecurityCache.securities
  • SecurityChain
    • SecurityChain.filter()
    • SecurityChain.get_available_values()
    • SecurityChain.subset()
    • SecurityChain.underlying
  • as_gsid()
  • get_attr_by_keyword()
• finsec.quotes module
  • AbstractBar
    • AbstractBar.end_timestamp
    • AbstractBar.start_timestamp
    • AbstractBar.start_timestamp_must_have_timezone()
    • AbstractBar.volume
  • AbstractQuote
    • AbstractQuote.Config
      • AbstractQuote.Config.extra
      • AbstractQuote.Config.json_encoders
      • AbstractQuote.Config.use_enum_values
    • AbstractQuote.exchange
  • AbstractSnapshot
    • AbstractSnapshot.timestamp
    • AbstractSnapshot.timestamp_must_have_timezone()
  • HLS
    • HLS.high
    • HLS.low
    • HLS.settle
  • LevelOneQuote
    • LevelOneQuote.ask
    • LevelOneQuote.ask_sz
    • LevelOneQuote.bid
    • LevelOneQuote.bid_sz
    • LevelOneQuote.last
    • LevelOneQuote.last_sz
    • LevelOneQuote.last_time
  • OHLC
    • OHLC.close
    • OHLC.high
    • OHLC.low
    • OHLC.open
    • OHLC.open_interest
  • ensure_timezone()
• finsec.serializer module
  • dict_decode()
  • dict_encode()
  • get_constructor()
  • get_constructor_from_types()
  • json_decode()
  • json_encode()
• finsec.utils module
  • mmax()
  • mmin()
  • placeholder()