PriceDTO

stonepy.models.PriceDTO.PriceDTO

Bases: ResponseModel

Associated information to the Price for a specific market.

market_id class-attribute instance-attribute

market_id: int | None = Field(
    default=None, alias="MarketId"
)

The Market that the Price is related to.

tick_date class-attribute instance-attribute

tick_date: StoneXDateTime | None = Field(
    default=None, alias="TickDate"
)

The date of the Price. Always expressed in UTC.

bid class-attribute instance-attribute

bid: Decimal | None = Field(default=None, alias='Bid')

The current Bid price (price at which the customer can sell) .

offer class-attribute instance-attribute

offer: Decimal | None = Field(default=None, alias='Offer')

The current Offer price (price at which the customer can buy, sometimes referred to as Ask price) .

price class-attribute instance-attribute

price: Decimal | None = Field(default=None, alias='Price')

The current mid price.

high class-attribute instance-attribute

high: Decimal | None = Field(default=None, alias='High')

The highest price reached for the day.

low class-attribute instance-attribute

low: Decimal | None = Field(default=None, alias='Low')

The lowest price reached for the day.

change class-attribute instance-attribute

change: Decimal | None = Field(default=None, alias="Change")

The change since the last price (always positive) . See Direction for direction of the change.

direction class-attribute instance-attribute

direction: int | None = Field(
    default=None, alias="Direction"
)

The direction of movement since the last price. 1 == up, 0 == down.

delta class-attribute instance-attribute

delta: Decimal | None = Field(default=None, alias='Delta')

The Delta of an option. Delta measures the rate of change of option value with respect to changes in the underlying asset's price. This is null for non-option markets.

implied_volatility class-attribute instance-attribute

implied_volatility: Decimal | None = Field(
    default=None, alias="ImpliedVolatility"
)

A measure of an options' price variance over time. Note: this volatility is a calculated value from a proprietary model. For non-option markets this is null.

audit_id class-attribute instance-attribute

audit_id: str | None = Field(default=None, alias='AuditId')

Unique identifier for each price tick. Read this value from the prices stream. Treat it as a unique but random string.

status_summary class-attribute instance-attribute

status_summary: int | None = Field(
    default=None, alias="StatusSummary"
)

The current status summary for this price. Values are: 0 = Normal 1 = Indicative 2 = PhoneOnly 3 = Suspended 4 = Closed

tick_date_raw class-attribute instance-attribute

tick_date_raw: int | None = Field(
    default=None, alias="TickDateRaw"
)

Epoch representation of tick date

row_update_version class-attribute instance-attribute

row_update_version: int | None = Field(
    default=None, alias="Row_Update_Version"
)

Price Version - please pass this as the AuditId when placing market orders