All notable changes to the project are documented here.
Version history is sorted from the most recent release to the least recent
- Add new streams - crypto second aggregates and forex second aggregates
- Fix issue with stream client for mishandling prefix for crypto and forex - Thanks to @yarimiz for contributing.
- Fix missing import for IndexClient and bad AsyncIndexClient init signature.
- Add
expiredparameter on Get Option Contracts endpoint (Reference APIs)
- FMV on the async client is finally fixed.
- Run a Black refactor
- Fix issues with FMV handler function, and sync client prefixes
- Add FMV (Fair Market Value) and Value (Indices) on the websocket streaming client
- Improve Indices Support for websocket streaming
- Add Business websocket host as an enum
- Add support for all INDEX endpoints. Available as
IndexClient
- Add missing feature - pagination on Technical Indicator endpoints. Thanks
afestekjianfor reporting it.
- Added
secondaggregate timespan as an enum. Thanks @Slade Wilson for letting me know.
- Gracefully handle JSON Parser issues (Thanks @MuradGithub for the contribution)
- Add
infolog level handler to pagination methods (Thanks @MuradGithub for the contribution) - Add
tos1option symbol format. (Thanks @greko6 for bringing this up as #16)
- Fixed minor bug: Wrong underlying API call for
get_macd. #14
as_ofparameter now supported on option contract endpoint- Restructure of requirements file and minor updates to documentation
- Added the new technical Indicator endpoints to library. Includes SMA, EMA, RSI and MACD. See docs for more details.
- Added Bulk Ticker Details. Thanks to @AlbusFrigoris for the suggestion.
- Bulk download functions get their own page in the documentation. You may suggest new functions on our Discord Server
- Forex and crypto documentations are merged into a single page.
- Added the method
get_dates_betweenand added custom timezone support tonormalize_datetime. - Other internal changes that you don't care about
- Docs for this version are available Here
- Removed orjson from REST clients, using
.json()response method again due to a drop in multicore performance. Thanks to @Baker XBL for the reports. - The option symbology is UPDATED and BETTER than ever. Docs are re-written. Support for 6 symbol formats added.
- added
force_uppercase_symbolson both streamers to allow optionally disabling the upper case enforcement - The option symbology change is not backward compatible. Hence, I've decided to keep the documentation for
v1.0.7persistent. You can use the version switch on bottom left of documentation to navigate between documentation for different versions - If you were not using option symbology so far, you should not have any issues upgrading. If you were, just update existing code to use new structure (which is very similar so should be very quick to change)
- Added the total downloads badge on GH readme
- Docs for this version are available Here
- We now have an Official
CHANGELOG. View it HERE. Thanks to @Baker XBL for the suggestion - The lib will now use
orjsonif it's installed for all JSON operations.orjsonis no longer a required dependency for the library. Bothuvloopandorjsonare moved to optional extra dependencies. See here for more info - An issue with
lt, gt, lte & gtefilters was fixed. Thanks to @Baker XBL for the report & reproducible examples
- option contract endpoint added to reference client. view here
- All
paginationmethods now accept averboseargument defaulting to False. Setting it toverbose=Truewill print relevant status messages about the underlying pagination process. Useful for people who don't trust me and want to know what exactly the lib is doing at a certain point in time. - Links to official documentation were broken due to a change by polygon.io, which restructured all links. (kinda don't like the new schema lol). That should be fixed. All methods now have correct direct specific links to their official counterparts.
- some internal changes to how the lib handles
timestampanddatetimesanddates. To know how to fine tune results, see relevant docs
- newly released
options quotesendpoints are now included in the lib. They were released by polygon yesterday I believe. Bothhttpandwebsocketstreaming endpoints are covered - Some updates to interfacing around
vX/v3because polygon would deprecate a few older v2 endpoints tomorrow (mar 5th). To maintain backward compatibility, I have tried my best to raise relevant warnings. - other internal bug fixes which you don't care about :P
- the
better aggregatesfunctionality is officially released & documented. gets a dedicated section in the docs . HUGE thanks to @Baker XBL for the suggestions and helping test it. - Other internal changes and fixes which, again, you don't care about :D
- The pagination functionality is officially released and documented here
- Marks our FIRST Production Release
- the powerful filter options of
lt, lte, gt, gte(less than, less than or equal to and so on) is patched to work well. Thanks to @Slade Wilson for letting me know about the issue. - ThinkOrSwim dot notation parser fixed. thanks to @fatdragon and @Baker XBL for the inputs.
- More control over
timeoutsand limits onhttpx pool. Came across a limitation while helping in @AlbusFrigoris's use case. Suitable for highly concurrent async applications.
- added the new
stock splitsandstock dividendsendpoints (V3 of both). deprecated the older ones. ticker details vxis nowticker details v3(damn it polygon, stop changing paths). all of the above endpoints are no longer experimental.- added support for
dot notationfor option symbols fromtda(encountered when exporting any data from ThinkOrSwim or similar tools). thanks to @Slade Wilson for the suggestion - added a function to detect the option symbol format. recognises polygon standard, tda API and ThinkOrSwim dot notation. thanks to @Baker XBL for the suggestion.
- added ALL
options endpoints(newly released)
- Update the lib based on changes by polygon to endpoints
- Re-did the entire async interface.
- The docs for this version are available here
- It is highly suggested to upgrade if you're using this version. This was the only version which wasn't backward compatible