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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. | ||
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// Last reference data | ||
syntax = "proto3"; | ||
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import "google/api/annotations.proto"; | ||
import "google/protobuf/wrappers.proto"; | ||
import "google/protobuf/duration.proto"; | ||
import "google/type/date.proto"; | ||
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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"; | ||
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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"; | ||
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import "systemathics/apis/services/corporate_actions/v1/dividends.proto"; | ||
import "systemathics/apis/services/corporate_actions/v1/splits.proto"; | ||
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package systemathics.apis.services.reference_data.v1; | ||
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// Called to request reference data. | ||
service ReferenceService | ||
{ | ||
// Gets reference data | ||
rpc Reference(ReferenceRequest) returns (ReferenceResponse) | ||
{ | ||
option (google.api.http) = { | ||
get: "/v1/referencedata" | ||
}; | ||
} | ||
} | ||
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// The required input to request the ReferenceService. | ||
message ReferenceRequest | ||
{ | ||
// The asset class type | ||
systemathics.apis.services.static_data.v1.AssetType asset_type = 1; | ||
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// The ticker code | ||
string ticker = 2; | ||
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// The exchange code | ||
string exchange = 3; | ||
} | ||
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// Represents a reference data response. | ||
message ReferenceResponse | ||
{ | ||
// The bar reference data | ||
systemathics.apis.services.daily.v1.DailyBar bar = 1; | ||
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// The price reference data | ||
systemathics.apis.services.daily.v1.DailyPrice price = 2; | ||
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// The vwap reference data | ||
systemathics.apis.services.daily.v1.DailyVwap vwap = 3; | ||
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// The calendar reference data | ||
systemathics.apis.services.daily.v1.DailyCalendar calendar = 4; | ||
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// The settlement reference data | ||
systemathics.apis.services.daily.v1.DailySettlement settlement = 5; | ||
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// The open interest reference data | ||
systemathics.apis.services.daily.v1.DailyOpenInterest open_interest = 6; | ||
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// The implied volatility reference data | ||
systemathics.apis.services.daily.v1.DailyImpliedVolatility implied_volatility = 7; | ||
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// The greeks reference data | ||
systemathics.apis.services.daily.v1.DailyGreeks greeks = 8; | ||
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// The dividend reference data | ||
systemathics.apis.services.corporate_actions.v1.Dividend dividend = 9; | ||
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// The split reference data | ||
systemathics.apis.services.corporate_actions.v1.Split split = 10; | ||
} |
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src/systemathics/apis/services/screener_data/v1/screener_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. | ||
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// Customizable screener to retrieve reference data : this is a prototype, to be completed | ||
syntax = "proto3"; | ||
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import "google/api/annotations.proto"; | ||
import "google/protobuf/wrappers.proto"; | ||
import "google/protobuf/duration.proto"; | ||
import "google/type/date.proto"; | ||
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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"; | ||
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package systemathics.apis.services.screener_data.v1; | ||
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// Called to request screener data. | ||
service ScreenerService | ||
{ | ||
// Gets screener data | ||
rpc Screener(ScreenerRequest) returns (ScreenerResponse) | ||
{ | ||
option (google.api.http) = { | ||
get: "/v1/screenerdata" | ||
}; | ||
} | ||
} | ||
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// The required input to request the ScreenerService. | ||
message ScreenerRequest | ||
{ | ||
// [Optional] Define the first element index to be retrieved | ||
google.protobuf.Int32Value start = 1; | ||
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// [Optional] Select the first elements retrieved, by default count is set to 100 | ||
google.protobuf.Int32Value count = 2; | ||
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// [Optional] Base Currency for underlying and options | ||
google.protobuf.StringValue base_currency = 3; | ||
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// [Optional] Exchange for underlying | ||
google.protobuf.StringValue exchange = 4; | ||
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// [Optional] Capitalization for underlying | ||
systemathics.apis.services.static_data.v1.StaticDataDoubleRange capitalization = 5; | ||
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// [Optional] Expiry for option | ||
systemathics.apis.services.static_data.v1.StaticDataDateRange expiry = 6; | ||
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// [Optional] Option type for option (Call/Put) | ||
systemathics.apis.services.static_data.v1.OptionType option_type = 7; | ||
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// [Optional] Exercise type for option (European/American/Bermudan) | ||
systemathics.apis.services.static_data.v1.ExerciseType exercise_type = 8; | ||
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// [Optional] Delta for option | ||
systemathics.apis.services.static_data.v1.StaticDataDoubleRange delta = 9; | ||
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// [Optional] Implied volatility for option | ||
systemathics.apis.services.static_data.v1.StaticDataDoubleRange implied_volatility = 10; | ||
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// [Optional] Open interest for option | ||
systemathics.apis.services.static_data.v1.StaticDataDoubleRange open_interest = 11; | ||
} | ||
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// 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; | ||
} |
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