@alpacahq/alpaca-trade-api/dist/resources/datav2/entityv2.d.ts

Javascript library for the Alpaca Trade API

export interface AlpacaTrade {
    Symbol: string;
    ID: number;
    Exchange: string;
    Price: number;
    Size: number;
    Timestamp: string;
    Conditions: Array<string>;
    Tape: string;
}
export interface RawTrade {
    T: string;
    S: string;
    i: number;
    x: string;
    p: number;
    s: number;
    t: string;
    c: Array<string>;
    z: string;
}
export interface AlpacaQuote {
    Symbol: string;
    BidExchange: string;
    BidPrice: number;
    BidSize: number;
    AskExchange: string;
    AskPrice: number;
    AskSize: number;
    Timestamp: string;
    Conditions: Array<string>;
    Tape: string;
}
export interface RawQuote {
    T: string;
    S: string;
    bx: string;
    bp: number;
    bs: number;
    ax: string;
    ap: number;
    as: number;
    t: string;
    c: Array<string>;
    z: string;
}
export interface AlpacaBar {
    Symbol: string;
    OpenPrice: number;
    HighPrice: number;
    LowPrice: number;
    ClosePrice: number;
    Volume: number;
    Timestamp: string;
    VWAP: number;
    TradeCount: number;
}
export interface RawBar {
    T: string;
    S: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
    t: string;
    vw: number;
    n: number;
}
export interface AlpacaSnapshot {
    Symbol: string;
    LatestTrade: AlpacaTrade;
    LatestQuote: AlpacaQuote;
    MinuteBar: AlpacaBar;
    DailyBar: AlpacaBar;
    PrevDailyBar: AlpacaBar;
}
export interface AlpacaStatus {
    Symbol: string;
    StatusCode: string;
    StatusMessage: string;
    ReasonCode: string;
    ReasonMessage: string;
    Timestamp: string;
    Tape: string;
}
export interface RawStatus {
    T: string;
    S: string;
    sc: string;
    sm: string;
    rc: string;
    rm: string;
    t: string;
    z: string;
}
export interface AlpacaLuld {
    Symbol: string;
    LimitUpPrice: number;
    LimitDownPrice: number;
    Indicator: string;
    Timestamp: string;
    Tape: string;
}
export interface RawLuld {
    T: string;
    S: string;
    u: number;
    d: number;
    i: string;
    t: string;
    z: string;
}
export interface AlpacaCancelError {
    Symbol: string;
    ID: number;
    Exchange: string;
    Price: number;
    Size: number;
    CancelErrorAction: string;
    Tape: string;
    Timestamp: string;
}
export interface RawCancelError {
    T: string;
    S: string;
    i: number;
    x: string;
    p: number;
    s: number;
    a: string;
    z: string;
    t: string;
}
export interface AlpacaCorrection {
    Symbol: string;
    Exchange: string;
    OriginalID: number;
    OriginalPrice: number;
    OriginalSize: number;
    OriginalConditions: Array<string>;
    CorrectedID: number;
    CorrectedPrice: number;
    CorrectedSize: number;
    CorrectedConditions: Array<string>;
    Tape: string;
    Timestamp: string;
}
export interface RawCorrection {
    T: string;
    S: string;
    x: string;
    oi: number;
    op: number;
    os: number;
    oc: Array<string>;
    ci: number;
    cp: number;
    cs: number;
    cc: Array<string>;
    z: string;
    t: string;
}
export interface CryptoTrade {
    Timestamp: string;
    Price: number;
    Size: number;
    TakerSide: string;
    Id: number;
}
export interface RawCryptoTrade {
    T: string;
    t: string;
    p: number;
    s: number;
    tks: string;
    i: number;
}
export interface CryptoQuote {
    Timestamp: string;
    BidPrice: number;
    BidSize: number;
    AskPrice: number;
    AskSize: number;
}
export interface RawCryptoQuote {
    T: string;
    t: string;
    bp: number;
    bs: number;
    ap: number;
    as: number;
}
export interface CryptoBar {
    Timestamp: string;
    Open: number;
    High: number;
    Low: number;
    Close: number;
    Volume: number;
    VWAP: number;
    TradeCount: number;
}
export interface RawCryptoBar {
    T: string;
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
    vw: number;
    n: number;
}
export interface CryptoSnapshot {
    LatestTrade: CryptoTrade;
    LatestQuote: CryptoQuote;
    MinuteBar: CryptoBar;
    DailyBar: CryptoBar;
    PrevDailyBar: CryptoBar;
}
export interface CryptoOrderbookEntry {
    Price: number;
    Size: number;
}
export interface CryptoOrderbook {
    Timestamp: string;
    Bids: Array<CryptoOrderbookEntry>;
    Asks: Array<CryptoOrderbookEntry>;
}
export interface RawCryptoOrderbook {
    T: string;
    t: string;
    b: Array<CryptoOrderbookEntry>;
    a: Array<CryptoOrderbookEntry>;
}
export interface NewsImage {
    Size: string;
    URL: string;
}
export interface RawAlpacaNews {
    T: string;
    ID: number;
    Author: string;
    CreatedAt: string;
    UpdatedAt: string;
    Headline: string;
    Summary: string;
    Content: string;
    Images: Array<NewsImage>;
    URL: string;
    Symbols: Array<string>;
    Source: string;
}
export interface AlpacaNews {
    ID: number;
    Author: string;
    CreatedAt: string;
    UpdatedAt: string;
    Headline: string;
    Summary: string;
    Content: string;
    Images: Array<NewsImage>;
    URL: string;
    Symbols: Array<string>;
    Source: string;
}
export interface AlpacaOptionBar {
    Symbol?: string;
    Open: number;
    High: number;
    Low: number;
    Close: number;
    Volume: number;
    Timestamp: string;
    VWAP: number;
    TradeCount: number;
}
export interface RawOptionBar {
    T: string;
    S: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
    t: string;
    vw: number;
    n: number;
}
export interface AlpacaOptionTrade {
    Symbol?: string;
    Exchange: string;
    Price: number;
    Size: number;
    Timestamp: string;
    Condition: string;
}
export interface RawOptionTrade {
    T: string;
    S: string;
    x: string;
    p: number;
    s: number;
    t: string;
    c: string;
}
export interface AlpacaOptionQuote {
    Symbol?: string;
    BidExchange: string;
    BidPrice: number;
    BidSize: number;
    AskExchange: string;
    AskPrice: number;
    AskSize: number;
    Timestamp: string;
    Condition: string;
}
export interface RawOptionQuote {
    T: string;
    S: string;
    bx: string;
    bp: number;
    bs: number;
    ax: string;
    ap: number;
    as: number;
    c: string;
}
export interface Greeks {
    Delta: number;
    Gamma: number;
    Theta: number;
    Vega: number;
    Rho: number;
}
export interface AlpacaOptionSnapshot {
    Symbol: string;
    LatestTrade: AlpacaTrade;
    LatestQuote: AlpacaQuote;
    ImpliedVOlatility: number;
    Greeks: Greeks;
}
export declare function AlpacaTradeV2(data: RawTrade): AlpacaTrade;
export declare function AlpacaQuoteV2(data: RawQuote): AlpacaQuote;
export declare function AlpacaBarV2(data: RawBar): AlpacaBar;
export declare function AlpacaSnapshotV2(data: any): AlpacaSnapshot;
export declare function AlpacaStatusV2(data: RawStatus): AlpacaStatus;
export declare function AlpacaLuldV2(data: RawLuld): AlpacaLuld;
export declare function AlpacaCancelErrorV2(data: RawCancelError): AlpacaCancelError;
export declare function AlpacaCorrectionV2(data: RawCorrection): AlpacaCorrection;
export declare function AlpacaCryptoTrade(data: RawCryptoTrade): CryptoTrade;
export declare function AlpacaCryptoQuote(data: RawCryptoQuote): CryptoQuote;
export declare function AlpacaCryptoBar(data: RawCryptoBar): CryptoBar;
export declare function AlpacaCryptoSnapshot(data: any): CryptoSnapshot;
export declare function AlpacaCryptoOrderbook(data: RawCryptoOrderbook): CryptoOrderbook;
export declare function AlpacaOptionBarV1Beta1(data: RawOptionBar): AlpacaOptionBar;
export declare function AlpacaOptionTradeV1Beta1(data: RawOptionTrade): AlpacaOptionTrade;
export declare function AlpacaOptionQuoteV1Beta1(data: RawOptionQuote): AlpacaOptionQuote;
export declare function AlpacaOptionSnapshotV1Beta1(data: any): AlpacaOptionSnapshot;
export declare function AlpacaNews(data: RawAlpacaNews): AlpacaNews;
export declare enum TimeFrameUnit {
    MIN = "Min",
    HOUR = "Hour",
    DAY = "Day",
    WEEK = "Week",
    MONTH = "Month"
}
export declare function NewTimeframe(amount: number, unit: TimeFrameUnit): string;
export interface CorporateActions {
    CashDividends: Array<CashDividend>;
    ReverseSplits: Array<ReverseSplit>;
    ForwardSplits: Array<ForwardSplit>;
    UnitSplits: Array<UnitSplit>;
    CashMergers: Array<CashMerger>;
    StockMergers: Array<StockMerger>;
    StockAndCashMerger: Array<StockAndCashMerger>;
    StockDividends: Array<StockDividends>;
    Redemptions: Array<Redemption>;
    SpinOffs: Array<SpinOff>;
    NameChanges: Array<NameChange>;
    WorthlessRemovals: Array<WorthlessRemoval>;
    RightsDistributions: Array<RightsDistribution>;
}
export interface CashDividend {
    ExDate: string;
    Foreign: boolean;
    PayableDate: string;
    ProcessDate: string;
    Rate: number;
    RecordDate: string;
    Special: boolean;
    Symbol: string;
}
export interface ReverseSplit {
    ExDate: string;
    NewRate: number;
    OldRate: number;
    PayableDate: string;
    ProcessDate: string;
    RecordDate: string;
    Symbol: string;
}
export interface ForwardSplit {
    DueBillRedemptionDate: string;
    ExDate: string;
    NewRate: number;
    OldRate: number;
    PayableDate: string;
    ProcessDate: string;
    RecordDate: string;
    Symbol: string;
}
export interface UnitSplit {
    AlternateRate: number;
    AlternateSymbol: string;
    EffectiveDate: string;
    NewRate: number;
    NewSymbol: string;
    OldRate: number;
    OldSymbol: string;
    ProcessDate: string;
}
export interface CashMerger {
    AcquireeSymbol: string;
    AcquirerSymbol: string;
    EffectiveDate: string;
    ProcessDate: string;
    Rate: number;
}
export interface StockMerger {
    AcquireeRate: number;
    AcquireeSymbol: string;
    AcquirerRate: number;
    AcquirerSymbol: string;
    EffectiveDate: string;
    PayableDate: string;
    ProcessDate: string;
}
export interface StockAndCashMerger extends StockMerger {
    CashRate: number;
}
export interface StockDividends {
    ExDate: string;
    PayableDate: string;
    ProcessDate: string;
    Rate: number;
    RecordDate: string;
    Symbol: string;
}
export interface Redemption {
    PayableDate: string;
    ProcessDate: string;
    Rate: number;
    Symbol: string;
}
export interface SpinOff {
    ExDate: string;
    NewRate: number;
    NewSymbol: string;
    ProcessDate: string;
    RecordDate: string;
    Rate: number;
    SourceSymbol: string;
}
export interface NameChange {
    NewSymbol: string;
    OldSymbol: string;
    ProcessDate: string;
}
export interface WorthlessRemoval {
    Symbol: string;
    ProcessDate: string;
}
export interface RightsDistribution {
    SourceSymbol: string;
    NewSymbol: string;
    Rate: number;
    ProcessDate: string;
    ExDate: string;
    PayableDate: string;
    RecordDate: string;
    ExpirationDate: string;
}
export declare function convertCorporateActions(data: any): CorporateActions;
export declare function getCorporateActionsSize(cas: CorporateActions): number;
export declare function mergeCorporateActions(ca1: CorporateActions, ca2: CorporateActions): CorporateActions;