polygon.io
Version:
Isomorphic Javascript client for Polygon.io Stocks, Forex, and Crypto APIs
70 lines (69 loc) • 1.73 kB
TypeScript
import { IPolygonQuery } from "../transport/request";
export interface IV2HistoricQuotesQuery extends IPolygonQuery {
limit?: number;
reverse?: boolean;
timestamp?: number;
timestampLimit?: number;
}
export interface IQuoteV2Raw {
T?: string;
t?: number;
y?: number;
f: number;
q: number;
c?: number[];
i?: number[];
p: number;
x: number;
s: number;
P: number;
X: number;
S: number;
z: number;
}
export interface IQuoteV2Formatted {
T?: string;
ticker?: string;
t?: number;
SIPTimestamp?: number;
y?: number;
participantExchangeTimestamp?: number;
f: number;
tradeReportingFacilityTimestamp: number;
q: number;
sequenceNumber: number;
c?: number[];
conditions?: number[];
i?: number[];
indicators?: number[];
p: number;
bidPrice: number;
x: number;
bidExchangeId: number;
s: number;
bidSize: number;
P: number;
askPrice: number;
X: number;
askExchangeId: number;
S: number;
askSize: number;
z: number;
tapeWhereTradeOccured: number;
}
export declare const formatIQuoteV2Raw: (raw: IQuoteV2Raw) => IQuoteV2Formatted;
export interface IV2HistoricQuotesResultRaw {
results_count?: number;
db_latency?: number;
success: boolean;
ticker: string;
results?: IQuoteV2Raw[];
}
export interface IV2HistoricQuotesResultFormatted {
results_count?: number;
db_latency?: number;
success: boolean;
ticker: string;
results?: IQuoteV2Raw[];
}
export declare const v2HistoricQuotes: (apiKey: string, apiBase: string, symbol: string, date: string, query?: IV2HistoricQuotesQuery) => Promise<IV2HistoricQuotesResultFormatted>;