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Build System committed Dec 7, 2023
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104 changes: 104 additions & 0 deletions src/systemathics/apis/services/reference_data/v1/reference_data.proto
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// Copyright (c) 2021 Systemathics
//
// Permission is hereby granted, free of charge, to any person obtaining a copy
// of this software and associated documentation files (the "Software"), to deal
// in the Software without restriction, including without limitation the rights
// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the Software is
// furnished to do so, subject to the following conditions:
//
// The above copyright notice and this permission notice shall be included in all
// copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
// SOFTWARE.

// Last reference data
syntax = "proto3";

import "google/api/annotations.proto";
import "google/protobuf/wrappers.proto";
import "google/protobuf/duration.proto";
import "google/type/date.proto";

import "systemathics/apis/type/shared/v1/identifier.proto";
import "systemathics/apis/type/shared/v1/constraints.proto";
import "systemathics/apis/services/static_data/v1/static_data.proto";

import "systemathics/apis/services/daily/v1/daily_bars.proto";
import "systemathics/apis/services/daily/v1/daily_prices.proto";
import "systemathics/apis/services/daily/v1/daily_vwap.proto";
import "systemathics/apis/services/daily/v1/daily_calendars.proto";
import "systemathics/apis/services/daily/v1/daily_open_interest.proto";
import "systemathics/apis/services/daily/v1/daily_implied_volatility.proto";
import "systemathics/apis/services/daily/v1/daily_settlement.proto";
import "systemathics/apis/services/daily/v1/daily_greeks.proto";

import "systemathics/apis/services/corporate_actions/v1/dividends.proto";
import "systemathics/apis/services/corporate_actions/v1/splits.proto";

package systemathics.apis.services.reference_data.v1;

// Called to request reference data.
service ReferenceService
{
// Gets reference data
rpc Reference(ReferenceRequest) returns (ReferenceResponse)
{
option (google.api.http) = {
get: "/v1/referencedata"
};
}
}

// The required input to request the ReferenceService.
message ReferenceRequest
{
// The asset class type
systemathics.apis.services.static_data.v1.AssetType asset_type = 1;

// The ticker code
string ticker = 2;

// The exchange code
string exchange = 3;
}

// Represents a reference data response.
message ReferenceResponse
{
// The bar reference data
systemathics.apis.services.daily.v1.DailyBar bar = 1;

// The price reference data
systemathics.apis.services.daily.v1.DailyPrice price = 2;

// The vwap reference data
systemathics.apis.services.daily.v1.DailyVwap vwap = 3;

// The calendar reference data
systemathics.apis.services.daily.v1.DailyCalendar calendar = 4;

// The settlement reference data
systemathics.apis.services.daily.v1.DailySettlement settlement = 5;

// The open interest reference data
systemathics.apis.services.daily.v1.DailyOpenInterest open_interest = 6;

// The implied volatility reference data
systemathics.apis.services.daily.v1.DailyImpliedVolatility implied_volatility = 7;

// The greeks reference data
systemathics.apis.services.daily.v1.DailyGreeks greeks = 8;

// The dividend reference data
systemathics.apis.services.corporate_actions.v1.Dividend dividend = 9;

// The split reference data
systemathics.apis.services.corporate_actions.v1.Split split = 10;
}
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// Copyright (c) 2021 Systemathics
//
// Permission is hereby granted, free of charge, to any person obtaining a copy
// of this software and associated documentation files (the "Software"), to deal
// in the Software without restriction, including without limitation the rights
// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the Software is
// furnished to do so, subject to the following conditions:
//
// The above copyright notice and this permission notice shall be included in all
// copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
// SOFTWARE.

// Customizable screener to retrieve reference data : this is a prototype, to be completed
syntax = "proto3";

import "google/api/annotations.proto";
import "google/protobuf/wrappers.proto";
import "google/protobuf/duration.proto";
import "google/type/date.proto";

import "systemathics/apis/type/shared/v1/identifier.proto";
import "systemathics/apis/type/shared/v1/constraints.proto";
import "systemathics/apis/services/static_data/v1/static_data.proto";

package systemathics.apis.services.screener_data.v1;

// Called to request screener data.
service ScreenerService
{
// Gets screener data
rpc Screener(ScreenerRequest) returns (ScreenerResponse)
{
option (google.api.http) = {
get: "/v1/screenerdata"
};
}
}

// The required input to request the ScreenerService.
message ScreenerRequest
{
// [Optional] Define the first element index to be retrieved
google.protobuf.Int32Value start = 1;

// [Optional] Select the first elements retrieved, by default count is set to 100
google.protobuf.Int32Value count = 2;

// [Optional] Base Currency for underlying and options
google.protobuf.StringValue base_currency = 3;

// [Optional] Exchange for underlying
google.protobuf.StringValue exchange = 4;

// [Optional] Capitalization for underlying
systemathics.apis.services.static_data.v1.StaticDataDoubleRange capitalization = 5;

// [Optional] Expiry for option
systemathics.apis.services.static_data.v1.StaticDataDateRange expiry = 6;

// [Optional] Option type for option (Call/Put)
systemathics.apis.services.static_data.v1.OptionType option_type = 7;

// [Optional] Exercise type for option (European/American/Bermudan)
systemathics.apis.services.static_data.v1.ExerciseType exercise_type = 8;

// [Optional] Delta for option
systemathics.apis.services.static_data.v1.StaticDataDoubleRange delta = 9;

// [Optional] Implied volatility for option
systemathics.apis.services.static_data.v1.StaticDataDoubleRange implied_volatility = 10;

// [Optional] Open interest for option
systemathics.apis.services.static_data.v1.StaticDataDoubleRange open_interest = 11;
}

// Represents a reference data response grouped by asset type.
message ScreenerResponse
{
// The reference data for equities: the equity array
systemathics.apis.services.static_data.v1.EquityResponse equity = 1;
}
2 changes: 1 addition & 1 deletion src/systemathics/apis/services/static_data/v1/sector.proto
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// <br>- ICB : Industry Classification Benchmark is a comprehensive and rules based, transparent classification methodology based on research and market trends designed to support investment solutions. It was launched in 2005 and enhanced in 2019 with the integration of the Russell Global Sectors (RGS) classification scheme and additional structural enhancements.
// <br>- SIC : The Standard Industrial Classification is a system for classifying industries by a four-digit code. Established in the United States in 1937, it is used by government agencies to classify industry areas. The SIC system is also used by agencies in other countries, e.g., by the United Kingdom's Companies House.
// <br>- TRBC : The Refinitiv Business Classification is an industry classification of global companies. It was developed by the Reuters Group under the name Reuters Business Sector Scheme (RBSS), was rebranded to Thomson Reuters Business Classification (TRBC) when the Thomson Corporation acquired the Reuters Group in 2008, forming Thomson Reuters, and was rebranded again, to The Refinitiv Business Classification (TRBC), in 2020. Since the creation of Refinitiv in October 2018, TRBC has been owned and operated by Refinitiv and is the basis for Refinitiv Indices.
// <br>- GICS : In 1999, MSCI and S&P Dow Jones Indices developed the Global Industry Classification Standard, seeking to offer an efficient investment tool to capture the breadth, depth and evolution of industry sectors.GICS is a four-tiered, hierarchical industry classification system. Companies are classified quantitatively and qualitatively.Each company is assigned a single GICS classification at the Sub-Industry level according to its principal business activity. MSCI and S&P Dow Jones Indices use revenues as a key factor in determining a firms principal business activity. Earnings and market perception, however, are also recognized as important and relevant information for classification purposes, and are taken into account during the annual review process.
// <br>- GICS : In 1999, MSCI and S&P Dow Jones Indices developed the Global Industry Classification Standard, seeking to offer an efficient investment tool to capture the breadth, depth and evolution of industry sectors.GICS is a four-tiered, hierarchical industry classification system. Companies are classified quantitatively and qualitatively. Each company is assigned a single GICS classification at the Sub-Industry level according to its principal business activity. MSCI and S&P Dow Jones Indices use revenues as a key factor in determining a firm s principal business activity. Earnings and market perception, however, are also recognized as important and relevant information for classification purposes, and are taken into account during the annual review process.
syntax = "proto3";

import "google/api/annotations.proto";
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