Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[Feature] Intrinio Delayed Options #6505

Merged
merged 8 commits into from
Jun 16, 2024

Conversation

deeleeramone
Copy link
Contributor

@deeleeramone deeleeramone commented Jun 15, 2024

  1. Why?:

    • This enhances the IntrinioOptionsChainsFetcher to return either current or EOD chains data.
  2. What?:

    • Small renovation to standard model, but no breaking changes.

    • With no date, Intrinio provider will fetch the current data.

    • Adds additional params to the Intrinio model.

    • Adds new path: options.snapshots.

      • Market snapshot for options.
  3. Impact:

    • obb.derivatives.options.snapshots(provider="intrinio") will return a large amount of data from bulk download endpoint.
    • Not advised to have CLI Interactive Tables max rows set to "All" for this, it will definitely crash from overload.
  4. Testing Done:

    • Snapshots: Skip unit test because the cassette file would be unreasonably large. Integration.

Screenshot 2024-06-14 at 5 22 18 PM

Screenshot 2024-06-14 at 5 43 27 PM

Screenshot 2024-06-15 at 9 51 16 PM

@deeleeramone deeleeramone added enhancement Enhancement platform OpenBB Platform v4 PRs for v4 labels Jun 15, 2024
@github-actions github-actions bot added the breaking change Change in the core code label Jun 15, 2024
)
contract_symbol: str = Field(description="Contract symbol for the option.")
eod_date: Optional[dateType] = Field(
default=None, description="Date for which the options chains are returned."
)
expiration: dateType = Field(description="Expiration date of the contract.")
dte: Optional[int] = Field(
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I'd vote for a more verbose name on the standard model. I'm fine with dte but we did want more verbosity.

@IgorWounds IgorWounds added this pull request to the merge queue Jun 16, 2024
Merged via the queue into develop with commit c5e1668 Jun 16, 2024
9 checks passed
@IgorWounds IgorWounds deleted the feature/intrinio-delayed-options branch June 18, 2024 09:16
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
breaking change Change in the core code enhancement Enhancement platform OpenBB Platform v4 PRs for v4
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants