models

type Agg struct {
	Ticker       string  `json:"T,omitempty"`
	Close        float64 `json:"c,omitempty"`
	High         float64 `json:"h,omitempty"`
	Low          float64 `json:"l,omitempty"`
	Transactions int64   `json:"n,omitempty"`
	Open         float64 `json:"o,omitempty"`
	Timestamp    Millis  `json:"t,omitempty"`
	Volume       float64 `json:"v,omitempty"`
	VWAP         float64 `json:"vw,omitempty"`
	OTC          bool    `json:"otc,omitempty"`
}

type AssetClass string

type BaseResponse struct {
	PaginationHooks

	// The status of this request's response.
	Status string `json:"status,omitempty"`

	// A request id assigned by the server.
	RequestID string `json:"request_id,omitempty"`

	// The total number of results for this request.
	Count int `json:"count,omitempty"`

	// A response message for successful requests.
	Message string `json:"message,omitempty"`

	// An error message for unsuccessful requests.
	ErrorMessage string `json:"error,omitempty"`
}

type Branding struct {
	LogoURL string `json:"logo_url,omitempty"`
	IconURL string `json:"icon_url,omitempty"`
}

type CompanyAddress struct {
	Address1   string `json:"address1,omitempty"`
	Address2   string `json:"address2,omitempty"` // todo: add this to the spec
	City       string `json:"city,omitempty"`
	PostalCode string `json:"postal_code,omitempty"`
	State      string `json:"state,omitempty"`
}

type Comparator string

type Condition struct {
	Abbreviation string      `json:"abbreviation,omitempty"`
	AssetClass   string      `json:"asset_class,omitempty"`
	DataTypes    []string    `json:"data_types,omitempty"`
	Description  string      `json:"description,omitempty"`
	Exchange     int64       `json:"exchange,omitempty"`
	ID           int64       `json:"id,omitempty"`
	Legacy       bool        `json:"legacy"`
	Name         string      `json:"name,omitempty"`
	SIPMapping   SIPMapping  `json:"sip_mapping,omitempty"`
	Type         string      `json:"type,omitempty"`
	UpdateRules  UpdateRules `json:"update_rules,omitempty"`
}

type ContractType string

type CryptoTrade struct {
	Conditions []int   `json:"conditions,omitempty"`
	Exchange   int     `json:"exchange,omitempty"`
	Price      float64 `json:"price,omitempty"`
	Size       float64 `json:"size,omitempty"`
	Timestamp  Nanos   `json:"timestamp,omitempty"`
}

type DataType string

type Date time.Time

type DayOptionContractSnapshot struct {
	Change        float64 `json:"change,omitempty"`
	ChangePercent float64 `json:"change_percent,omitempty"`
	Close         float64 `json:"close,omitempty"`
	High          float64 `json:"high,omitempty"`
	LastUpdated   Nanos   `json:"last_updated,omitempty"`
	Low           float64 `json:"low,omitempty"`
	Open          float64 `json:"open,omitempty"`
	PreviousClose float64 `json:"previous_close,omitempty"`
	Volume        float64 `json:"volume,omitempty"`
	VWAP          float64 `json:"vwap,omitempty"`
}

type DaySnapshot struct {
	Close                 float64 `json:"c,omitempty"`
	High                  float64 `json:"h,omitempty"`
	Low                   float64 `json:"l,omitempty"`
	Open                  float64 `json:"o,omitempty"`
	Volume                float64 `json:"v,omitempty"`
	VolumeWeightedAverage float64 `json:"vw,omitempty"`
	OTC                   bool    `json:"otc,omitempty"`
}

type Details struct {
	ContractType      string  `json:"contract_type,omitempty"`
	ExerciseStyle     string  `json:"exercise_style,omitempty"`
	ExpirationDate    string  `json:"expiration_date,omitempty"`
	SharesPerContract float64 `json:"shares_per_contract,omitempty"`
	StrikePrice       float64 `json:"strike_price,omitempty"`
}

type Direction string

type Dividend struct {
	CashAmount      float64 `json:"cash_amount,omitempty"`
	DeclarationDate Date    `json:"declaration_date,omitempty"`
	DividendType    string  `json:"dividend_type,omitempty"`
	ExDividendDate  string  `json:"ex_dividend_date,omitempty"`
	Frequency       int64   `json:"frequency,omitempty"`
	PayDate         Date    `json:"pay_date,omitempty"`
	RecordDate      Date    `json:"record_date,omitempty"`
	Ticker          string  `json:"ticker,omitempty"`
}

type DividendType string

type ErrorResponse struct {
	BaseResponse

	// An HTTP status code for unsuccessful requests.
	StatusCode int
}

type Exchange struct {
	Acronym       string `json:"acronym,omitempty"`
	AssetClass    string `json:"asset_class,omitempty"`
	ID            int64  `json:"id,omitempty"`
	Locale        string `json:"locale,omitempty"`
	MIC           string `json:"mic,omitempty"`
	Name          string `json:"name,omitempty"`
	OperatingMIC  string `json:"operating_mic,omitempty"`
	ParticipantID string `json:"participant_id,omitempty"`
	Type          string `json:"type,omitempty"`
	URL           string `json:"url,omitempty"`
}

type Financial map[string]struct {
	Formula string  `json:"formula,omitempty"`
	Label   string  `json:"label,omitempty"`
	Order   int32   `json:"order,omitempty"`
	Unit    string  `json:"unit,omitempty"`
	Value   float64 `json:"value,omitempty"`
	Xpath   string  `json:"xpath,omitempty"`
}

type ForexQuote struct {
	Ask       float64 `json:"ask,omitempty"`
	Bid       float64 `json:"bid,omitempty"`
	Exchange  int     `json:"exchange,omitempty"`
	Timestamp Nanos   `json:"timestamp,omitempty"`
}

type Frequency int64

type FullBookSnapshot struct {
	AskCount float64          `json:"askCount,omitempty"`
	Asks     []OrderBookQuote `json:"asks,omitempty"`
	BidCount float64          `json:"bidCount,omitempty"`
	Bids     []OrderBookQuote `json:"bids,omitempty"`
	Spread   float64          `json:"spread,omitempty"`
	Ticker   string           `json:"ticker,omitempty"`
	Updated  Nanos            `json:"updated,omitempty"`
}

type FuturesAggregate struct {
	Close           float64 `json:"close,omitempty"`
	DollarVolume    float64 `json:"dollar_volume,omitempty"`
	High            float64 `json:"high,omitempty"`
	Low             float64 `json:"low,omitempty"`
	Open            float64 `json:"open,omitempty"`
	SessionEndDate  string  `json:"session_end_date,omitempty"`
	SettlementPrice float64 `json:"settlement_price,omitempty"`
	Ticker          string  `json:"ticker,omitempty"`
	Transactions    int64   `json:"transaction_count,omitempty"`
	Volume          int64   `json:"volume,omitempty"`
	WindowStart     Nanos   `json:"window_start,omitempty"`
}

type FuturesContract struct {
	Active             bool    `json:"active,omitempty"`
	AsOf               Date    `json:"as_of,omitempty"`
	Maturity           string  `json:"maturity,omitempty"`
	DaysToMaturity     int     `json:"days_to_maturity,omitempty"`
	FirstTradeDate     Date    `json:"first_trade_date,omitempty"`
	LastTradeDate      Date    `json:"last_trade_date,omitempty"`
	MaxOrderQuantity   int     `json:"max_order_quantity,omitempty"`
	MinOrderQuantity   int     `json:"min_order_quantity,omitempty"`
	Name               string  `json:"name,omitempty"`
	ProductCode        string  `json:"product_code,omitempty"`
	SettlementDate     Date    `json:"settlement_date,omitempty"`
	SettlementTickSize float64 `json:"settlement_tick_size,omitempty"`
	SpreadTickSize     float64 `json:"spread_tick_size,omitempty"`
	Ticker             string  `json:"ticker,omitempty"`
	TradeTickSize      float64 `json:"trade_tick_size,omitempty"`
	TradingVenue       string  `json:"trading_venue,omitempty"`
	Type               string  `json:"type,omitempty"`
}

type FuturesMarketStatus struct {
	MarketStatus string `json:"market_status,omitempty"`
	ProductCode  string `json:"product_code,omitempty"`
	TradingVenue string `json:"trading_venue,omitempty"`
}

type FuturesProduct struct {
	AsOf                   Date    `json:"as_of,omitempty"`
	AssetClass             string  `json:"asset_class,omitempty"`
	AssetSubClass          string  `json:"asset_sub_class,omitempty"`
	ClearingChannel        string  `json:"clearing_channel,omitempty"`
	LastUpdated            string  `json:"last_updated,omitempty"`
	Name                   string  `json:"name,omitempty"`
	PriceQuotation         string  `json:"price_quotation,omitempty"`
	ProductCode            string  `json:"product_code,omitempty"`
	Sector                 string  `json:"sector,omitempty"`
	SettlementCurrencyCode string  `json:"settlement_currency_code,omitempty"`
	SettlementMethod       string  `json:"settlement_method,omitempty"`
	SettlementType         string  `json:"settlement_type,omitempty"`
	SubSector              string  `json:"sub_sector,omitempty"`
	TradeCurrencyCode      string  `json:"trade_currency_code,omitempty"`
	TradingVenue           string  `json:"trading_venue,omitempty"`
	Type                   string  `json:"type,omitempty"`
	UnitOfMeasure          string  `json:"unit_of_measure,omitempty"`
	UnitOfMeasureQuantity  float64 `json:"unit_of_measure_quantity,omitempty"`
}

type FuturesQuote struct {
	AskPrice       float64 `json:"ask_price,omitempty"`
	AskSize        float64 `json:"ask_size,omitempty"`
	AskTimestamp   Nanos   `json:"ask_timestamp,omitempty"`
	BidPrice       float64 `json:"bid_price,omitempty"`
	BidSize        float64 `json:"bid_size,omitempty"`
	BidTimestamp   Nanos   `json:"bid_timestamp,omitempty"`
	SessionEndDate string  `json:"session_end_date,omitempty"`
	Ticker         string  `json:"ticker,omitempty"`
	Timestamp      Nanos   `json:"timestamp,omitempty"`
}

type FuturesSchedule struct {
	ProductCode    string          `json:"product_code,omitempty"`
	ProductName    string          `json:"product_name,omitempty"`
	Schedule       []ScheduleEvent `json:"schedule,omitempty"`
	SessionEndDate Date            `json:"session_end_date,omitempty"`
	TradingVenue   string          `json:"trading_venue,omitempty"`
}

type FuturesTrade struct {
	Price          float64 `json:"price,omitempty"`
	SessionEndDate string  `json:"session_end_date,omitempty"`
	Size           float64 `json:"size,omitempty"`
	Ticker         string  `json:"ticker,omitempty"`
	Timestamp      Nanos   `json:"timestamp,omitempty"`
}

type GetAggsParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// The size of the timespan multiplier.
	Multiplier int `validate:"required" path:"multiplier"`

	// The size of the time window.
	Timespan Timespan `validate:"required" path:"timespan"`

	// The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.
	From Millis `validate:"required" path:"from"`

	// The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.
	To Millis `validate:"required" path:"to"`

	// Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`

	// Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return
	// results in descending order (newest at the top).
	Order *Order `query:"sort"`

	// Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. Read
	// more about how limit is used to calculate aggregate results in our article on Aggregate Data API Improvements:
	// https://massive.com/blog/aggs-api-updates/.
	Limit *int `query:"limit"`
}

type GetAggsResponse struct {
	BaseResponse
	Ticker       string `json:"ticker,omitempty"`
	QueryCount   int    `json:"queryCount,omitempty"`
	ResultsCount int    `json:"resultsCount,omitempty"`
	Adjusted     bool   `json:"adjusted"`
	Results      []Agg  `json:"results,omitempty"`
}

type GetAllTickersSnapshotParams struct {
	// The locale of the market.
	Locale MarketLocale `validate:"required" path:"locale"`

	// The type of market to query.
	MarketType MarketType `validate:"required" path:"marketType"`

	// A comma separated list of tickers to get snapshots for.
	Tickers *string `query:"tickers"`

	// Include OTC securities in the response. Default is false (don't include OTC securities).
	IncludeOTC *bool `query:"include_otc"`
}

type GetAllTickersSnapshotResponse struct {
	BaseResponse
	Tickers []TickerSnapshot `json:"tickers,omitempty"`
}

type GetCryptoFullBookSnapshotParams struct {
	Ticker string `validate:"required" path:"ticker"`
}

type GetCryptoFullBookSnapshotResponse struct {
	BaseResponse
	Data FullBookSnapshot `json:"data,omitempty"`
}

type GetDailyOpenCloseAggParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// The date of the requested open/close in the format YYYY-MM-DD.
	Date Date `validate:"required" path:"date"`

	// Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`
}

type GetDailyOpenCloseAggResponse struct {
	BaseResponse
	Symbol     string  `json:"symbol,omitempty"`
	From       string  `json:"from,omitempty"`
	Open       float64 `json:"open,omitempty"`
	High       float64 `json:"high,omitempty"`
	Low        float64 `json:"low,omitempty"`
	Close      float64 `json:"close,omitempty"`
	Volume     float64 `json:"volume,omitempty"`
	AfterHours float64 `json:"afterHours,omitempty"`
	PreMarket  float64 `json:"preMarket,omitempty"`
	OTC        bool    `json:"otc,omitempty"`
}

type GetEMAParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// The size of the timespan of the underlying aggregates.
	Timespan *Timespan `query:"timespan"`

	// Query indicators by timestamp.
	TimestampEQ  *Millis `query:"timestamp"`
	TimestampLT  *Millis `query:"timestamp.lt"`
	TimestampLTE *Millis `query:"timestamp.lte"`
	TimestampGT  *Millis `query:"timestamp.gt"`
	TimestampGTE *Millis `query:"timestamp.gte"`

	// The attribute of the underlying aggregate which will be used to calculate the indicator.
	SeriesType *SeriesType `query:"series_type"`

	// Whether to also return the underlying aggregates used to calculate the indicator.
	ExpandUnderlying *bool `query:"expand_underlying"`

	// Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`

	// Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return
	// results in descending order (newest at the top).
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 5000
	Limit *int `query:"limit"`

	// The size of the window over which the indicator will be calculated.
	Window *int `query:"window"`
}

type GetEMAResponse struct {
	BaseResponse
	Results SingleIndicatorResults `json:"results,omitempty"`
}

type GetExchangesParams struct {
	// Filter by asset class.
	AssetClass *AssetClass `query:"asset_class,omitempty"`

	// Filter by locale.
	Locale *MarketLocale `query:"locale,omitempty"`
}

type GetExchangesResponse struct {
	BaseResponse
	Results []Exchange `json:"results,omitempty"`
}

type GetFuturesContractParams struct {
	Ticker string `validate:"required" path:"ticker"`
	AsOf   *Date  `query:"as_of"`
}

type GetFuturesContractResponse struct {
	BaseResponse
	Results FuturesContract `json:"results,omitempty"`
}

type GetFuturesProductParams struct {
	ProductCode string  `validate:"required" path:"product_code"`
	Type        *string `query:"type"`
	AsOf        *Date   `query:"as_of"`
}

type GetFuturesProductResponse struct {
	BaseResponse
	Results FuturesProduct `json:"results,omitempty"`
}

type GetGainersLosersSnapshotParams struct {
	// The locale of the market.
	Locale MarketLocale `validate:"required" path:"locale"`

	// The type of market to query.
	MarketType MarketType `validate:"required" path:"marketType"`

	// The direction of the snapshot results to return.
	Direction Direction `validate:"required" path:"direction"`

	// Include OTC securities in the response. Default is false (don't include OTC securities).
	IncludeOTC *bool `query:"include_otc"`
}

type GetGainersLosersSnapshotResponse struct {
	BaseResponse
	Tickers []TickerSnapshot `json:"tickers,omitempty"`
}

type GetGroupedDailyAggsParams struct {
	// The locale of the market.
	Locale MarketLocale `validate:"required" path:"locale"`

	// The type of market to query.
	MarketType MarketType `validate:"required" path:"marketType"`

	// The beginning date for the aggregate window.
	Date Date `validate:"required" path:"date"`

	// Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`

	// Include OTC securities in the response. Default is false (don't include OTC securities).
	IncludeOTC *bool `query:"include_otc"`
}

type GetGroupedDailyAggsResponse struct {
	BaseResponse
	Ticker       string `json:"ticker,omitempty"`
	QueryCount   int    `json:"queryCount,omitempty"`
	ResultsCount int    `json:"resultsCount,omitempty"`
	Adjusted     bool   `json:"adjusted"`
	Results      []Agg  `json:"results,omitempty"`
}

type GetIndicesSnapshotParams struct {
	// The ticker list to get summaries for
	TickerAnyOf *string `query:"ticker.any_of"`
}

type GetIndicesSnapshotResponse struct {
	BaseResponse
	Results []IndexSnapshot `json:"results,omitempty"`
}

type GetLastCryptoTradeParams struct {
	// The "from" symbol of the pair.
	From string `validate:"required" path:"from"`

	// The "to" symbol of the pair.
	To string `validate:"required" path:"to"`
}

type GetLastCryptoTradeResponse struct {
	BaseResponse
	Symbol string      `json:"symbol,omitempty"`
	Last   CryptoTrade `json:"last,omitempty"`
}

type GetLastForexQuoteParams struct {
	// The "from" symbol of the pair.
	From string `validate:"required" path:"from"`

	// The "to" symbol of the pair.
	To string `validate:"required" path:"to"`
}

type GetLastForexQuoteResponse struct {
	BaseResponse
	Symbol string     `json:"symbol,omitempty"`
	Last   ForexQuote `json:"last,omitempty"`
}

type GetLastQuoteParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`
}

type GetLastQuoteResponse struct {
	BaseResponse
	Results LastQuote `json:"results,omitempty"`
}

type GetLastTradeParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`
}

type GetLastTradeResponse struct {
	BaseResponse
	Results LastTrade `json:"results,omitempty"`
}

type GetMACDParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// The size of the timespan of the underlying aggregates.
	Timespan *Timespan `query:"timespan"`

	// Query indicators by timestamp.
	TimestampEQ  *Millis `query:"timestamp"`
	TimestampLT  *Millis `query:"timestamp.lt"`
	TimestampLTE *Millis `query:"timestamp.lte"`
	TimestampGT  *Millis `query:"timestamp.gt"`
	TimestampGTE *Millis `query:"timestamp.gte"`

	// The attribute of the underlying aggregate which will be used to calculate the indicator.
	SeriesType *SeriesType `query:"series_type"`

	// Whether to also return the underlying aggregates used to calculate the indicator.
	ExpandUnderlying *bool `query:"expand_underlying"`

	// Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`

	// Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return
	// results in descending order (newest at the top).
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 5000
	Limit *int `query:"limit"`

	// The size of the window over which the indicator will be calculated.
	ShortWindow *int `query:"short_window"`

	// The size of the window over which the indicator will be calculated.
	LongWindow *int `query:"long_window"`

	// The size of the window over which the indicator will be calculated.
	SignalWindow *int `query:"signal_window"`
}

type GetMACDResponse struct {
	BaseResponse
	Results MACDIndicatorResults `json:"results,omitempty"`
}

type GetMarketHolidaysResponse []MarketHoliday

type GetMarketStatusResponse struct {
	AfterHours    bool              `json:"afterHours"`
	Currencies    map[string]string `json:"currencies,omitempty"`
	EarlyHours    bool              `json:"earlyHours"`
	Exchanges     map[string]string `json:"exchanges,omitempty"`
	IndicesGroups map[string]string `json:"indicesGroups,omitempty"`
	Market        string            `json:"market,omitempty"`
	ServerTime    Time              `json:"serverTime,omitempty"`
}

type GetOptionContractSnapshotParams struct {
	UnderlyingAsset string `validate:"required" path:"underlyingAsset"`
	OptionContract  string `validate:"required" path:"optionContract"`
}

type GetOptionContractSnapshotResponse struct {
	BaseResponse
	Results OptionContractSnapshot `json:"results,omitempty"`
}

type GetOptionsContractParams struct {
	// Return the contract that contains this options ticker.
	Ticker string `validate:"required" path:"ticker"`

	// Specify a point in time for the contract as of this date.
	AsOf *Date `query:"as_of"`
}

type GetOptionsContractResponse struct {
	BaseResponse
	Results OptionsContract `json:"results,omitempty"`
}

type GetPreviousCloseAggParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`
}

type GetPreviousCloseAggResponse struct {
	BaseResponse
	Ticker       string `json:"ticker,omitempty"`
	QueryCount   int    `json:"queryCount,omitempty"`
	ResultsCount int    `json:"resultsCount,omitempty"`
	Adjusted     bool   `json:"adjusted"`
	Results      []Agg  `json:"results,omitempty"`
}

type GetRSIParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// The size of the timespan of the underlying aggregates.
	Timespan *Timespan `query:"timespan"`

	// Query indicators by timestamp.
	TimestampEQ  *Millis `query:"timestamp"`
	TimestampLT  *Millis `query:"timestamp.lt"`
	TimestampLTE *Millis `query:"timestamp.lte"`
	TimestampGT  *Millis `query:"timestamp.gt"`
	TimestampGTE *Millis `query:"timestamp.gte"`

	// The attribute of the underlying aggregate which will be used to calculate the indicator.
	SeriesType *SeriesType `query:"series_type"`

	// Whether to also return the underlying aggregates used to calculate the indicator.
	ExpandUnderlying *bool `query:"expand_underlying"`

	// Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`

	// Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return
	// results in descending order (newest at the top).
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 5000
	Limit *int `query:"limit"`

	// The size of the window over which the indicator will be calculated.
	Window *int `query:"window"`
}

type GetRSIResponse struct {
	BaseResponse
	Results SingleIndicatorResults `json:"results,omitempty"`
}

type GetRealTimeCurrencyConversionParams struct {
	From string `validate:"required" path:"from"`
	To   string `validate:"required" path:"to"`
}

type GetRealTimeCurrencyConversionResponse struct {
	BaseResponse
	InitialAmount float64    `json:"initialAmount,omitempty"`
	Converted     float64    `json:"converted,omitempty"`
	From          string     `json:"from,omitempty"`
	To            string     `json:"to,omitempty"`
	LastQuote     ForexQuote `json:"last,omitempty"`
}

type GetSMAParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// The size of the timespan of the underlying aggregates.
	Timespan *Timespan `query:"timespan"`

	// Query indicators by timestamp.
	TimestampEQ  *Millis `query:"timestamp"`
	TimestampLT  *Millis `query:"timestamp.lt"`
	TimestampLTE *Millis `query:"timestamp.lte"`
	TimestampGT  *Millis `query:"timestamp.gt"`
	TimestampGTE *Millis `query:"timestamp.gte"`

	// The attribute of the underlying aggregate which will be used to calculate the indicator.
	SeriesType *SeriesType `query:"series_type"`

	// Whether to also return the underlying aggregates used to calculate the indicator.
	ExpandUnderlying *bool `query:"expand_underlying"`

	// Whether or not the underlying aggregates used to calculate the indicator are adjusted for splits. By default, the aggregates are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`

	// Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return
	// results in descending order (newest at the top).
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 5000
	Limit *int `query:"limit"`

	// The size of the window over which the indicator will be calculated.
	Window *int `query:"window"`
}

type GetSMAResponse struct {
	BaseResponse
	Results SingleIndicatorResults `json:"results,omitempty"`
}

type GetSummaryParams struct {
	// The ticker list to get summaries for
	TickerAnyOf *string `query:"ticker.any_of"`
}

type GetSummaryResponse struct {
	BaseResponse
	Results []SummaryResult `json:"results,omitempty"`
}

type GetTickerDetailsParams struct {
	// The ticker symbol of the asset.
	Ticker string `validate:"required" path:"ticker"`

	// Specify a point in time to get information about the ticker available on that date. When retrieving information
	// from SEC filings, we compare this date with the period of report date on the SEC filing.
	//
	// For example, consider an SEC filing submitted by AAPL on 2019-07-31, with a period of report date ending on
	// 2019-06-29. That means that the filing was submitted on 2019-07-31, but the filing was created based on
	// information from 2019-06-29. If you were to query for AAPL details on 2019-06-29, the ticker details would
	// include information from the SEC filing.
	//
	// Defaults to the most recent available date.
	Date *Date `query:"date"`
}

type GetTickerDetailsResponse struct {
	BaseResponse

	// Ticker with details.
	Results Ticker `json:"results,omitempty"`
}

type GetTickerEventsParams struct {
	// ID Identifier of an asset. This can currently be a Ticker, CUSIP, or Composite FIGI.
	// When given a ticker, we return events for the entity currently represented by that ticker.
	// To find events for entities previously associated with a ticker, find the relevant identifier
	// using the Ticker Details Endpoint (https://massive.com/docs/stocks/get_v3_reference_tickers__ticker).
	ID string `validate:"required" path:"id"`

	// A comma-separated list of the types of event to include. Currently, ticker_change is the only supported event_type. Leave blank to return all supported event_types.
	Types *string `query:"types"`
}

type GetTickerEventsResponse struct {
	BaseResponse
	Results []TickerEventResult `json:"results,omitempty"`
}

type GetTickerRelatedCompaniesParams struct {
	// The ticker symbol of the asset.
	Ticker string `validate:"required" path:"ticker"`
}

type GetTickerRelatedCompaniesResponse struct {
	BaseResponse

	// List if related tickers.
	Results []RelatedCompany `json:"results,omitempty"`
}

type GetTickerSnapshotParams struct {
	// The locale of the market.
	Locale MarketLocale `validate:"required" path:"locale"`

	// The type of market to query.
	MarketType MarketType `validate:"required" path:"marketType"`

	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`
}

type GetTickerSnapshotResponse struct {
	BaseResponse
	Snapshot TickerSnapshot `json:"ticker,omitempty"`
}

type GetTickerTypesParams struct {
	// Filter by asset class.
	AssetClass *AssetClass `query:"asset_class"`

	// Filter by locale.
	Locale *MarketLocale `query:"locale"`
}

type GetTickerTypesResponse struct {
	BaseResponse

	// Ticker type results.
	Results []TickerType `json:"results,omitempty"`
}

type Greeks struct {
	Delta float64 `json:"delta,omitempty"`
	Gamma float64 `json:"gamma,omitempty"`
	Theta float64 `json:"theta,omitempty"`
	Vega  float64 `json:"vega,omitempty"`
}

type IPOResult struct {
	AnnouncedDate       *string  `json:"announced_date,omitempty"`
	CurrencyCode        *string  `json:"currency_code,omitempty"`
	FinalIssuePrice     *float64 `json:"final_issue_price,omitempty"`
	HighestOfferPrice   *float64 `json:"highest_offer_price,omitempty"`
	IPOStatus           string   `json:"ipo_status"`
	ISIN                *string  `json:"isin,omitempty"`
	IssueEndDate        *string  `json:"issue_end_date,omitempty"`
	IssueStartDate      *string  `json:"issue_start_date,omitempty"`
	IssuerName          string   `json:"issuer_name"`
	LastUpdated         string   `json:"last_updated"`
	ListingDate         *string  `json:"listing_date,omitempty"`
	LotSize             *float64 `json:"lot_size,omitempty"`
	LowestOfferPrice    *float64 `json:"lowest_offer_price,omitempty"`
	MaxSharesOffered    *float64 `json:"max_shares_offered,omitempty"`
	MinSharesOffered    *float64 `json:"min_shares_offered,omitempty"`
	PrimaryExchange     *string  `json:"primary_exchange,omitempty"`
	SecurityDescription *string  `json:"security_description,omitempty"`
	SecurityType        string   `json:"security_type"`
	SharesOutstanding   *float64 `json:"shares_outstanding,omitempty"`
	Ticker              string   `json:"ticker"`
	TotalOfferSize      *float64 `json:"total_offer_size,omitempty"`
	USCode              *string  `json:"us_code,omitempty"`
}

type IndexSession struct {
	Change        float64 `json:"change,omitempty"`
	ChangePercent float64 `json:"change_percent,omitempty"`
	Close         float64 `json:"close,omitempty"`
	High          float64 `json:"high,omitempty"`
	Low           float64 `json:"low,omitempty"`
	Open          float64 `json:"open,omitempty"`
	PreviousClose float64 `json:"previous_close,omitempty"`
}

type IndexSnapshot struct {
	Value        float64      `json:"value,omitempty"`
	Ticker       string       `json:"ticker,omitempty"`
	Name         string       `json:"name,omitempty"`
	Type         string       `json:"type,omitempty"`
	MarketStatus string       `json:"market_status,omitempty"`
	Session      IndexSession `json:"session,omitempty"`
}

type Insights struct {
	Ticker             string `json:"ticker"`
	Sentiment          string `json:"sentiment"`
	SentimentReasoning string `json:"sentiment_reasoning"`
}

type LastQuote struct {
	Ticker               string  `json:"T,omitempty"`
	TrfTimestamp         Nanos   `json:"f,omitempty"`
	SequenceNumber       int64   `json:"q,omitempty"`
	SipTimestamp         Nanos   `json:"t,omitempty"`
	ParticipantTimestamp Nanos   `json:"y,omitempty"`
	AskPrice             float64 `json:"P,omitempty"`
	AskSize              float64 `json:"S,omitempty"`
	AskExchange          int     `json:"X,omitempty"`
	Conditions           []int32 `json:"c,omitempty"`
	Indicators           []int32 `json:"i,omitempty"`
	BidPrice             float64 `json:"p,omitempty"`
	BidSize              float64 `json:"s,omitempty"`
	BidExchange          int     `json:"x,omitempty"`
	Tape                 int32   `json:"z,omitempty"`
}

type LastQuoteOptionContractSnapshot struct {
	Ask         float64 `json:"ask,omitempty"`
	AskSize     float64 `json:"ask_size,omitempty"`
	Bid         float64 `json:"bid,omitempty"`
	BidSize     float64 `json:"bid_size,omitempty"`
	LastUpdated Nanos   `json:"last_updated,omitempty"`
	Midpoint    float64 `json:"midpoint,omitempty"`
	Timeframe   string  `json:"timeframe,omitempty"`
}

type LastQuoteSnapshot struct {
	AskPrice  float64 `json:"P,omitempty"`
	BidPrice  float64 `json:"p,omitempty"`
	AskSize   float64 `json:"S,omitempty"`
	BidSize   float64 `json:"s,omitempty"`
	Timestamp Nanos   `json:"t,omitempty"`
}

type LastTrade struct {
	Ticker               string  `json:"T,omitempty"`
	TRFTimestamp         Nanos   `json:"f,omitempty"`
	SequenceNumber       int64   `json:"q,omitempty"`
	Timestamp            Nanos   `json:"t,omitempty"`
	ParticipantTimestamp Nanos   `json:"y,omitempty"`
	Conditions           []int32 `json:"c,omitempty"`
	Correction           uint32  `json:"e,omitempty"`
	ID                   string  `json:"i,omitempty"`
	Price                float64 `json:"p,omitempty"`
	TRF                  int32   `json:"r,omitempty"`
	Size                 float64 `json:"s,omitempty"`
	Exchange             int32   `json:"x,omitempty"`
	Tape                 int32   `json:"z,omitempty"`
}

type LastTradeOptionContractSnapshot struct {
	Timestamp  Nanos   `json:"sip_timestamp,omitempty"`
	Conditions []int32 `json:"conditions,omitempty"`
	Price      float64 `json:"price,omitempty"`
	Size       float64 `json:"size,omitempty"`
	Exchange   int32   `json:"exchange,omitempty"`
	Timeframe  string  `json:"timeframe,omitempty"`
}

type LastTradeSnapshot struct {
	Conditions []int   `json:"c,omitempty"`
	TradeID    string  `json:"i,omitempty"`
	Price      float64 `json:"p,omitempty"`
	Size       float64 `json:"s,omitempty"`
	Timestamp  Nanos   `json:"t,omitempty"`
	ExchangeID int     `json:"x,omitempty"`
}

type ListAggsParams struct {
	// The ticker symbol of the stock/equity.
	Ticker string `validate:"required" path:"ticker"`

	// The size of the timespan multiplier.
	Multiplier int `validate:"required" path:"multiplier"`

	// The size of the time window.
	Timespan Timespan `validate:"required" path:"timespan"`

	// The start of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.
	From Millis `validate:"required" path:"from"`

	// The end of the aggregate time window. Either a date with the format YYYY-MM-DD or a millisecond timestamp.
	To Millis `validate:"required" path:"to"`

	// Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get
	// results that are NOT adjusted for splits.
	Adjusted *bool `query:"adjusted"`

	// Order the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return
	// results in descending order (newest at the top).
	Order *Order `query:"sort"`

	// Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. Read
	// more about how limit is used to calculate aggregate results in our article on Aggregate Data API Improvements:
	// https://massive.com/blog/aggs-api-updates/.
	Limit *int `query:"limit"`
}

type ListAggsResponse struct {
	BaseResponse
	Ticker       string `json:"ticker,omitempty"`
	QueryCount   int    `json:"queryCount,omitempty"`
	ResultsCount int    `json:"resultsCount,omitempty"`
	Adjusted     bool   `json:"adjusted"`
	Results      []Agg  `json:"results,omitempty"`
}

type ListConditionsParams struct {
	// Filter for conditions within a given asset class.
	AssetClass *AssetClass `query:"asset_class,omitempty"`

	// Filter by data type.
	DataType *DataType `query:"data_type,omitempty"`

	// Filter for conditions with a given ID.
	ID *int64 `query:"id,omitempty"`

	// Filter by SIP. If the condition contains a mapping for that SIP, the condition will be returned.
	SIP *SIP `query:"sip,omitempty"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 1000.
	Limit *int `query:"limit"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`
}

type ListConditionsResponse struct {
	BaseResponse
	Results []Condition `json:"results,omitempty"`
}

type ListDividendsParams struct {
	// Return the dividends that contain this ticker.
	TickerEQ  *string `query:"ticker"`
	TickerLT  *string `query:"ticker.lt"`
	TickerLTE *string `query:"ticker.lte"`
	TickerGT  *string `query:"ticker.gt"`
	TickerGTE *string `query:"ticker.gte"`

	// Query by ex-dividend date with the format YYYY-MM-DD.
	ExDividendDateEQ  *Date `query:"ex_dividend_date"`
	ExDividendDateLT  *Date `query:"ex_dividend_date.lt"`
	ExDividendDateLTE *Date `query:"ex_dividend_date.lte"`
	ExDividendDateGT  *Date `query:"ex_dividend_date.gt"`
	ExDividendDateGTE *Date `query:"ex_dividend_date.gte"`

	// Query by record date with the format YYYY-MM-DD.
	RecordDateEQ  *Date `query:"record_date"`
	RecordDateLT  *Date `query:"record_date.lt"`
	RecordDateLTE *Date `query:"record_date.lte"`
	RecordDateGT  *Date `query:"record_date.gt"`
	RecordDateGTE *Date `query:"record_date.gte"`

	// Query by declaration date with the format YYYY-MM-DD.
	DeclarationDateEQ  *Date `query:"declaration_date"`
	DeclarationDateLT  *Date `query:"declaration_date.lt"`
	DeclarationDateLTE *Date `query:"declaration_date.lte"`
	DeclarationDateGT  *Date `query:"declaration_date.gt"`
	DeclarationDateGTE *Date `query:"declaration_date.gte"`

	// Query by pay date with the format YYYY-MM-DD.
	PayDateEQ  *Date `query:"pay_date"`
	PayDateLT  *Date `query:"pay_date.lt"`
	PayDateLTE *Date `query:"pay_date.lte"`
	PayDateGT  *Date `query:"pay_date.gt"`
	PayDateGTE *Date `query:"pay_date.gte"`

	// Query by the number of times per year the dividend is paid out. Possible values are 0 (one-time), 1 (annually), 2
	// (bi-annually), 4 (quarterly), and 12 (monthly).
	Frequency *Frequency `query:"frequency"`

	// Query by the cash amount of the dividend.
	CashAmountEQ  *float64 `query:"cash_amount"`
	CashAmountLT  *float64 `query:"cash_amount.lt"`
	CashAmountLTE *float64 `query:"cash_amount.lte"`
	CashAmountGT  *float64 `query:"cash_amount.gt"`
	CashAmountGTE *float64 `query:"cash_amount.gte"`

	// Query by the type of dividend. Dividends that have been paid and/or are expected to be paid on consistent
	// schedules are denoted as CD. Special Cash dividends that have been paid that are infrequent or unusual, and/or
	// can not be expected to occur in the future are denoted as SC.
	DividendType *DividendType `query:"dividend_type"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 1000.
	Limit *int `query:"limit"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`
}

type ListDividendsResponse struct {
	BaseResponse
	Results []Dividend `json:"results,omitempty"`
}

type ListFuturesAggsParams struct {
	Ticker         string  `validate:"required" path:"ticker"`
	Resolution     string  `query:"resolution"`
	WindowStart    *Nanos  `query:"window_start"`
	WindowStartLT  *Nanos  `query:"window_start.lt"`
	WindowStartLTE *Nanos  `query:"window_start.lte"`
	WindowStartGT  *Nanos  `query:"window_start.gt"`
	WindowStartGTE *Nanos  `query:"window_start.gte"`
	Limit          *int    `query:"limit"`
	Sort           *string `query:"sort"`
}

type ListFuturesAggsResponse struct {
	BaseResponse
	Results []FuturesAggregate `json:"results,omitempty"`
}

type ListFuturesContractsParams struct {
	ProductCode    *string `query:"product_code"`
	FirstTradeDate *Date   `query:"first_trade_date"`
	LastTradeDate  *Date   `query:"last_trade_date"`
	AsOf           *Date   `query:"as_of"`
	Active         *string `query:"active"`
	Type           *string `query:"type"`
	Limit          *int    `query:"limit"`
	Sort           *string `query:"sort"`
}

type ListFuturesContractsResponse struct {
	BaseResponse
	Results []FuturesContract `json:"results,omitempty"`
}

type ListFuturesMarketStatusesParams struct {
	ProductCodeAnyOf *string `query:"product_code.any_of"`
	ProductCode      *string `query:"product_code"`
	Limit            *int    `query:"limit"`
	Sort             *string `query:"sort"`
}

type ListFuturesMarketStatusesResponse struct {
	BaseResponse
	Results   []FuturesMarketStatus `json:"results,omitempty"`
	Timestamp string                `json:"timestamp,omitempty"`
}

type ListFuturesProductSchedulesParams struct {
	ProductCode       string  `validate:"required" path:"product_code"`
	SessionEndDate    *Date   `query:"session_end_date"`
	SessionEndDateLT  *Date   `query:"session_end_date.lt"`
	SessionEndDateLTE *Date   `query:"session_end_date.lte"`
	SessionEndDateGT  *Date   `query:"session_end_date.gt"`
	SessionEndDateGTE *Date   `query:"session_end_date.gte"`
	Limit             *int    `query:"limit"`
	Sort              *string `query:"sort"`
}

type ListFuturesProductSchedulesResponse struct {
	BaseResponse
	Results []FuturesSchedule `json:"results,omitempty"`
}

type ListFuturesProductsParams struct {
	Name          *string `query:"name"`
	AsOf          *Date   `query:"as_of"`
	TradingVenue  *string `query:"trading_venue"`
	Sector        *string `query:"sector"`
	SubSector     *string `query:"sub_sector"`
	AssetClass    *string `query:"asset_class"`
	AssetSubClass *string `query:"asset_sub_class"`
	Type          *string `query:"type"`
	Limit         *int    `query:"limit"`
	NameSearch    *string `query:"name.search"`
	Sort          *string `query:"sort"`
}

type ListFuturesProductsResponse struct {
	BaseResponse
	Results []FuturesProduct `json:"results,omitempty"`
}

type ListFuturesQuotesParams struct {
	Ticker            string  `validate:"required" path:"ticker"`
	Timestamp         *Nanos  `query:"timestamp"`
	TimestampLT       *Nanos  `query:"timestamp.lt"`
	TimestampLTE      *Nanos  `query:"timestamp.lte"`
	TimestampGT       *Nanos  `query:"timestamp.gt"`
	TimestampGTE      *Nanos  `query:"timestamp.gte"`
	SessionEndDate    *string `query:"session_end_date"`
	SessionEndDateLT  *string `query:"session_end_date.lt"`
	SessionEndDateLTE *string `query:"session_end_date.lte"`
	SessionEndDateGT  *string `query:"session_end_date.gt"`
	SessionEndDateGTE *string `query:"session_end_date.gte"`
	Limit             *int    `query:"limit"`
	Sort              *string `query:"sort"`
}

type ListFuturesQuotesResponse struct {
	BaseResponse
	Results []FuturesQuote `json:"results,omitempty"`
}

type ListFuturesSchedulesParams struct {
	SessionEndDate *Date   `query:"session_end_date"`
	TradingVenue   *string `query:"trading_venue"`
	Limit          *int    `query:"limit"`
	Sort           *string `query:"sort"`
}

type ListFuturesSchedulesResponse struct {
	BaseResponse
	Results []FuturesSchedule `json:"results,omitempty"`
}

type ListFuturesTradesParams struct {
	Ticker            string  `validate:"required" path:"ticker"`
	Timestamp         *Nanos  `query:"timestamp"`
	TimestampLT       *Nanos  `query:"timestamp.lt"`
	TimestampLTE      *Nanos  `query:"timestamp.lte"`
	TimestampGT       *Nanos  `query:"timestamp.gt"`
	TimestampGTE      *Nanos  `query:"timestamp.gte"`
	SessionEndDate    *string `query:"session_end_date"`
	SessionEndDateLT  *string `query:"session_end_date.lt"`
	SessionEndDateLTE *string `query:"session_end_date.lte"`
	SessionEndDateGT  *string `query:"session_end_date.gt"`
	SessionEndDateGTE *string `query:"session_end_date.gte"`
	Limit             *int    `query:"limit"`
	Sort              *string `query:"sort"`
}

type ListFuturesTradesResponse struct {
	BaseResponse
	Results []FuturesTrade `json:"results,omitempty"`
}

type ListIPOsParams struct {
	// Specify a case-sensitive ticker symbol.
	Ticker *string `query:"ticker"`

	// Specify a us_code (CUSIP).
	USCode *string `query:"us_code"`

	// Specify an International Securities Identification Number (ISIN).
	ISIN *string `query:"isin"`

	// Specify a listing date (YYYY-MM-DD).
	ListingDateEQ  *string `query:"listing_date"`
	ListingDateLT  *string `query:"listing_date.lt"`
	ListingDateLTE *string `query:"listing_date.lte"`
	ListingDateGT  *string `query:"listing_date.gt"`
	ListingDateGTE *string `query:"listing_date.gte"`

	// Specify an IPO status.
	IPOStatus *string `query:"ipo_status"`

	// Sort field used for ordering. Default is listing_date.
	Sort *Sort `query:"sort"`

	// Order results based on the sort field. Default is desc.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 1000.
	Limit *int `query:"limit"`
}

type ListIPOsResponse struct {
	BaseResponse

	// An array of IPO events that match your query.
	Results []IPOResult `json:"results,omitempty"`
}

type ListOptionsChainParams struct {
	// The underlying ticker symbol of the option contract.
	UnderlyingAsset string `validate:"required" path:"underlyingAsset"`

	// The strike price of the option contract.
	StrikePrice    *float64 `query:"strike_price"`
	StrikePriceLT  *float64 `query:"strike_price.lt"`
	StrikePriceLTE *float64 `query:"strike_price.lte"`
	StrikePriceGT  *float64 `query:"strike_price.gt"`
	StrikePriceGTE *float64 `query:"strike_price.gte"`

	// The type of contract. Can be ContractCall, ContractPut, or in some rare cases, ContractOther.
	ContractType *ContractType `query:"contract_type"`

	// The contract's expiration date in YYYY-MM-DD format.
	ExpirationDateEQ  *Date `query:"expiration_date"`
	ExpirationDateLT  *Date `query:"expiration_date.lt"`
	ExpirationDateLTE *Date `query:"expiration_date.lte"`
	ExpirationDateGT  *Date `query:"expiration_date.gt"`
	ExpirationDateGTE *Date `query:"expiration_date.gte"`

	// Limit the number of results returned, default is 10 and max is 1000.
	Limit *int `query:"limit"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`

	// Order results based on the sort field.
	Order *Order `query:"order"`
}

type ListOptionsChainSnapshotResponse struct {
	BaseResponse
	Results []OptionContractSnapshot `json:"results,omitempty"`
}

type ListOptionsContractsParams struct {
	// Return contracts relating to this underlying stock ticker.
	UnderlyingTickerEQ  *string `query:"underlying_ticker"`
	UnderlyingTickerLT  *string `query:"underlying_ticker.lt"`
	UnderlyingTickerLTE *string `query:"underlying_ticker.lte"`
	UnderlyingTickerGT  *string `query:"underlying_ticker.gt"`
	UnderlyingTickerGTE *string `query:"underlying_ticker.gte"`

	// Specify the type of contract.
	ContractType *string `query:"contract_type"`

	// Specify the expiration date.
	ExpirationDateEQ  *Date `query:"expiration_date"`
	ExpirationDateLT  *Date `query:"expiration_date.lt"`
	ExpirationDateLTE *Date `query:"expiration_date.lte"`
	ExpirationDateGT  *Date `query:"expiration_date.gt"`
	ExpirationDateGTE *Date `query:"expiration_date.gte"`

	// Specify a point in time for contracts as of this date with format YYYY-MM-DD.
	AsOf *Date `query:"as_of"`

	// Specify the strike price.
	StrikePriceEQ  *float64 `query:"strike_price"`
	StrikePriceLT  *float64 `query:"strike_price.lt"`
	StrikePriceLTE *float64 `query:"strike_price.lte"`
	StrikePriceGT  *float64 `query:"strike_price.gt"`
	StrikePriceGTE *float64 `query:"strike_price.gte"`

	// Specify whether to query for expired contracts.
	Expired *bool `query:"expired"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 1000.
	Limit *int `query:"limit"`
}

type ListOptionsContractsResponse struct {
	BaseResponse
	Results []OptionsContract `json:"results,omitempty"`
}

type ListQuotesParams struct {
	// The ticker symbol to get quotes for.
	Ticker string `validate:"required" path:"ticker"`

	// Query by timestamp. To query for a specific day instead of a nanosecond timestamp,
	// set it via this pattern: params.WithDay(2006, 1, 2) // January 2, 2006.
	TimestampEQ  *Nanos `query:"timestamp"`
	TimestampLT  *Nanos `query:"timestamp.lt"`
	TimestampLTE *Nanos `query:"timestamp.lte"`
	TimestampGT  *Nanos `query:"timestamp.gt"`
	TimestampGTE *Nanos `query:"timestamp.gte"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 50000.
	Limit *int `query:"limit"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`
}

type ListQuotesResponse struct {
	BaseResponse
	Results []Quote `json:"results,omitempty"`
}

type ListShortInterestParams struct {
	// The primary ticker symbol for the stock.
	TickerEQ  *string `query:"ticker"`
	TickerLT  *string `query:"ticker.lt"`
	TickerLTE *string `query:"ticker.lte"`
	TickerGT  *string `query:"ticker.gt"`
	TickerGTE *string `query:"ticker.gte"`

	// Days to cover (short_interest / avg_daily_volume).
	DaysToCoverEQ  *string `query:"days_to_cover"`
	DaysToCoverLT  *string `query:"days_to_cover.lt"`
	DaysToCoverLTE *string `query:"days_to_cover.lte"`
	DaysToCoverGT  *string `query:"days_to_cover.gt"`
	DaysToCoverGTE *string `query:"days_to_cover.gte"`

	// Settlement date (YYYY-MM-DD).
	SettlementDateEQ  *string `query:"settlement_date"`
	SettlementDateLT  *string `query:"settlement_date.lt"`
	SettlementDateLTE *string `query:"settlement_date.lte"`
	SettlementDateGT  *string `query:"settlement_date.gt"`
	SettlementDateGTE *string `query:"settlement_date.gte"`

	// Average daily trading volume.
	AvgDailyVolumeEQ  *string `query:"avg_daily_volume"`
	AvgDailyVolumeLT  *string `query:"avg_daily_volume.lt"`
	AvgDailyVolumeLTE *string `query:"avg_daily_volume.lte"`
	AvgDailyVolumeGT  *string `query:"avg_daily_volume.gt"`
	AvgDailyVolumeGTE *string `query:"avg_daily_volume.gte"`

	// Sort field used for ordering. Default is ticker.
	Sort *Sort `query:"sort"`

	// Order results based on the sort field. Default is asc.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 50000.
	Limit *int `query:"limit"`
}

type ListShortInterestResponse struct {
	BaseResponse

	// An array of short interest data that match your query.
	Results []ShortInterest `json:"results,omitempty"`
}

type ListShortVolumeParams struct {
	// The primary ticker symbol for the stock.
	TickerEQ  *string `query:"ticker"`
	TickerLT  *string `query:"ticker.lt"`
	TickerLTE *string `query:"ticker.lte"`
	TickerGT  *string `query:"ticker.gt"`
	TickerGTE *string `query:"ticker.gte"`

	// Date of trade activity (YYYY-MM-DD).
	DateEQ  *string `query:"date"`
	DateLT  *string `query:"date.lt"`
	DateLTE *string `query:"date.lte"`
	DateGT  *string `query:"date.gt"`
	DateGTE *string `query:"date.gte"`

	// Short volume ratio ((short_volume / total_volume) * 100).
	ShortVolumeRatioEQ  *string `query:"short_volume_ratio"`
	ShortVolumeRatioLT  *string `query:"short_volume_ratio.lt"`
	ShortVolumeRatioLTE *string `query:"short_volume_ratio.lte"`
	ShortVolumeRatioGT  *string `query:"short_volume_ratio.gt"`
	ShortVolumeRatioGTE *string `query:"short_volume_ratio.gte"`

	// Total reported volume.
	TotalVolumeEQ  *string `query:"total_volume"`
	TotalVolumeLT  *string `query:"total_volume.lt"`
	TotalVolumeLTE *string `query:"total_volume.lte"`
	TotalVolumeGT  *string `query:"total_volume.gt"`
	TotalVolumeGTE *string `query:"total_volume.gte"`

	// Sort field used for ordering. Default is ticker.
	Sort *Sort `query:"sort"`

	// Order results based on the sort field. Default is asc.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 50000.
	Limit *int `query:"limit"`
}

type ListShortVolumeResponse struct {
	BaseResponse

	// An array of short volume data that match your query.
	Results []ShortVolume `json:"results,omitempty"`
}

type ListSplitsParams struct {
	// Return the stock splits that contain this ticker.
	TickerEQ  *string `query:"ticker"`
	TickerLT  *string `query:"ticker.lt"`
	TickerLTE *string `query:"ticker.lte"`
	TickerGT  *string `query:"ticker.gt"`
	TickerGTE *string `query:"ticker.gte"`

	// Query by execution date with the format YYYY-MM-DD.
	ExecutionDateEQ  *Date `query:"execution_date"`
	ExecutionDateLT  *Date `query:"execution_date.lt"`
	ExecutionDateLTE *Date `query:"execution_date.lte"`
	ExecutionDateGT  *Date `query:"execution_date.gt"`
	ExecutionDateGTE *Date `query:"execution_date.gte"`

	// Query for reverse stock splits. A split ratio where split_from is greater than split_to represents a reverse
	// split. By default this filter is not used.
	ReverseSplit *bool `query:"reverse_split"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 1000.
	Limit *int `query:"limit"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`
}

type ListSplitsResponse struct {
	BaseResponse
	Results []Split `json:"results,omitempty"`
}

type ListStockFinancialsParams struct {
	// Query by company ticker.
	Ticker *string `query:"ticker"`

	// Query by central index key Number (CIK: https://www.sec.gov/edgar/searchedgar/cik.htm).
	CIK *string `query:"cik"`

	// Query by company name.
	CompanyNameFull   *string `query:"company_name"`
	CompanyNameSearch *string `query:"company_name.search"`

	// Query by standard industrial classification (SIC:
	// https://www.sec.gov/corpfin/division-of-corporation-finance-standard-industrial-classification-sic-code-list).
	SIC *string `query:"sic"`

	// Query by the date when the filing with financials data was filed in YYYY-MM-DD format.
	//
	// Best used when querying over date ranges to find financials based on filings that happen in a time period.
	//
	// Examples:
	//
	// To get financials based on filings that have happened after January 1, 2009 use the query param
	// filing_date.gte=2009-01-01.
	//
	// To get financials based on filings that happened in the year 2009 use the query params
	// filing_date.gte=2009-01-01&filing_date.lt=2010-01-01.
	FilingDateEQ  *Date `query:"filing_dividend_date"`
	FilingDateLT  *Date `query:"filing_dividend_date.lt"`
	FilingDateLTE *Date `query:"filing_dividend_date.lte"`
	FilingDateGT  *Date `query:"filing_dividend_date.gt"`
	FilingDateGTE *Date `query:"filing_dividend_date.gte"`

	// The period of report for the filing with financials data in YYYY-MM-DD format.
	PeriodOfReportDateEQ  *Date `query:"period_of_report_date"`
	PeriodOfReportDateLT  *Date `query:"period_of_report_date.lt"`
	PeriodOfReportDateLTE *Date `query:"period_of_report_date.lte"`
	PeriodOfReportDateGT  *Date `query:"period_of_report_date.gt"`
	PeriodOfReportDateGTE *Date `query:"period_of_report_date.gte"`

	// Query by timeframe. Annual financials originate from 10-K filings, and quarterly financials originate from 10-Q
	// filings. Note: Most companies do not file quarterly reports for Q4 and instead include those financials in their
	// annual report, so some companies my not return quarterly financials for Q4.
	Timeframe *Timeframe `query:"timeframe"`

	// Whether or not to include the xpath and formula attributes for each financial data point. See the xpath and
	// formula response attributes for more info. False by default.
	IncludeSources *bool `query:"include_sources"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 100.
	Limit *int `query:"limit"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`
}

type ListStockFinancialsResponse struct {
	BaseResponse
	Results []StockFinancial `json:"results,omitempty"`
}

type ListTickerNewsParams struct {
	// Return results that contain this ticker.
	TickerEQ  *string `query:"ticker"`
	TickerLT  *string `query:"ticker.lt"`
	TickerLTE *string `query:"ticker.lte"`
	TickerGT  *string `query:"ticker.gt"`
	TickerGTE *string `query:"ticker.gte"`

	// Return results published on, before, or after this date.
	PublishedUtcEQ  *Millis `query:"published_utc"`
	PublishedUtcLT  *Millis `query:"published_utc.lt"`
	PublishedUtcLTE *Millis `query:"published_utc.lte"`
	PublishedUtcGT  *Millis `query:"published_utc.gt"`
	PublishedUtcGTE *Millis `query:"published_utc.gte"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 1000.
	Limit *int `query:"limit"`
}

type ListTickerNewsResponse struct {
	BaseResponse

	// Ticker news results.
	Results []TickerNews `json:"results,omitempty"`
}

type ListTickersParams struct {
	// Specify a ticker symbol. Defaults to empty string which queries all tickers.
	TickerEQ  *string `query:"ticker"`
	TickerLT  *string `query:"ticker.lt"`
	TickerLTE *string `query:"ticker.lte"`
	TickerGT  *string `query:"ticker.gt"`
	TickerGTE *string `query:"ticker.gte"`

	// Specify the type of the tickers. Find the types that we support via our Ticker Types API. Defaults to empty
	// string which queries all types.
	Type *string `query:"type"`

	// Filter by market type. By default all markets are included.
	Market *AssetClass `query:"market"`

	// Specify the asset's primary exchange Market Identifier Code (MIC) according to ISO 10383. Defaults to empty
	// string which queries all exchanges.
	Exchange *string `query:"exchange"`

	// Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes at their
	// website. Defaults to empty string which queries all CUSIPs.
	//
	// Note: Although you can query by CUSIP, due to legal reasons we do not return the CUSIP in the response.
	CUSIP *int `query:"cusip"`

	// Specify the CIK of the asset you want to search for. Find more information about CIK codes at their website.
	// Defaults to empty string which queries all CIKs.
	CIK *int `query:"cik"`

	// Specify a point in time to retrieve tickers available on that date. Defaults to the most recent available date.
	Date *Date `query:"date"`

	// Specify if the tickers returned should be actively traded on the queried date. Default is true.
	Active *bool `query:"active"`

	// Search for terms within the ticker and/or company name.
	Search *string `query:"search"`

	// The field to sort the results on. Default is ticker. If the search query parameter is present, sort is ignored
	// and results are ordered by relevance.
	Sort *Sort `query:"sort"`

	// The order to sort the results on. Default is asc (ascending).
	Order *Order `query:"order"`

	// Limit the size of the response, default is 100 and max is 1000.
	Limit *int `query:"limit"`
}

type ListTickersResponse struct {
	BaseResponse

	// An array of tickers that match your query. Note: Although you can query by CUSIP, due to legal reasons we do not
	// return the CUSIP in the response.
	Results []Ticker `json:"results,omitempty"`
}

type ListTradesParams struct {
	// The ticker symbol to get trades for.
	Ticker string `validate:"required" path:"ticker"`

	// Query by timestamp. To query for a specific day instead of a nanosecond timestamp,
	// set it via this pattern: params.WithDay(2006, 1, 2) // January 2, 2006.
	TimestampEQ  *Nanos `query:"timestamp"`
	TimestampLT  *Nanos `query:"timestamp.lt"`
	TimestampLTE *Nanos `query:"timestamp.lte"`
	TimestampGT  *Nanos `query:"timestamp.gt"`
	TimestampGTE *Nanos `query:"timestamp.gte"`

	// Order results based on the sort field.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 10 and max is 50000.
	Limit *int `query:"limit"`

	// Sort field used for ordering.
	Sort *Sort `query:"sort"`
}

type ListTradesResponse struct {
	BaseResponse
	Results []Trade `json:"results,omitempty"`
}

type ListTreasuryYieldsParams struct {
	// Calendar date of the yield observation (YYYY-MM-DD).
	DateEQ  *string `query:"date"`
	DateLT  *string `query:"date.lt"`
	DateLTE *string `query:"date.lte"`
	DateGT  *string `query:"date.gt"`
	DateGTE *string `query:"date.gte"`

	// Sort field used for ordering. Default is date.
	Sort *Sort `query:"sort"`

	// Order results based on the sort field. Default is asc.
	Order *Order `query:"order"`

	// Limit the number of results returned, default is 100 and max is 50000.
	Limit *int `query:"limit"`
}

type ListTreasuryYieldsResponse struct {
	BaseResponse

	// An array of treasury yields that match your query.
	Results []TreasuryYield `json:"results,omitempty"`
}

type ListUniversalSnapshotsParams struct {
	TickerAnyOf *string `query:"ticker.any_of"`
	Ticker      *string `query:"ticker"`

	TickerLT  *string `query:"ticker.lt"`
	TickerLTE *string `query:"ticker.lte"`
	TickerGT  *string `query:"ticker.gt"`
	TickerGTE *string `query:"ticker.gte"`

	Type *string `query:"type"`
}

type ListUniversalSnapshotsResponse struct {
	BaseResponse
	Results []SnapshotResponseModel `json:"results,omitempty"`
}

type MACDIndicatorResults struct {
	Underlying UnderlyingResults   `json:"underlying,omitempty"`
	Values     MACDIndicatorValues `json:"values,omitempty"`
}

type MACDIndicatorValue struct {
	Timestamp Millis  `json:"timestamp,omitempty"`
	Value     float64 `json:"value,omitempty"`
	Signal    float64 `json:"signal,omitempty"`
	Histogram float64 `json:"histogram,omitempty"`
}

type MACDIndicatorValues []MACDIndicatorValue

type MarketHoliday struct {
	Exchange string `json:"exchange,omitempty"`
	Name     string `json:"name,omitempty"`
	Date     Date   `json:"date,omitempty"`
	Status   string `json:"status,omitempty"`
	Open     Time   `json:"open,omitempty"`
	Close    Time   `json:"close,omitempty"`
}

type MarketLocale string

type MarketType string

type Millis time.Time

type MinuteSnapshot struct {
	AccumulatedVolume     float64 `json:"av,omitempty"`
	Close                 float64 `json:"c,omitempty"`
	High                  float64 `json:"h,omitempty"`
	Low                   float64 `json:"l,omitempty"`
	Open                  float64 `json:"o,omitempty"`
	Volume                float64 `json:"v,omitempty"`
	VolumeWeightedAverage float64 `json:"vw,omitempty"`
	NumberOfTransactions  float64 `json:"n,omitempty"`
	Timestamp             Millis  `json:"t,omitempty"`
	OTC                   bool    `json:"otc,omitempty"`
}

type NameComparator string

type Nanos time.Time

type OptionContractSnapshot struct {
	BreakEvenPrice    float64                         `json:"break_even_price,omitempty"`
	Day               DayOptionContractSnapshot       `json:"day,omitempty"`
	Details           OptionDetails                   `json:"details,omitempty"`
	Greeks            Greeks                          `json:"greeks,omitempty"`
	ImpliedVolatility float64                         `json:"implied_volatility,omitempty"`
	LastQuote         LastQuoteOptionContractSnapshot `json:"last_quote,omitempty"`
	LastTrade         LastTradeOptionContractSnapshot `json:"last_trade,omitempty"`
	OpenInterest      float64                         `json:"open_interest,omitempty"`
	UnderlyingAsset   UnderlyingAsset                 `json:"underlying_asset,omitempty"`
	FairMarketValue   float64                         `json:"fmv,omitempty"`
	FMVLastUpdated    Nanos                           `json:"fmv_last_updated,omitempty"`
}

type OptionDetails struct {
	ContractType      string  `json:"contract_type,omitempty"`
	ExerciseStyle     string  `json:"exercise_style,omitempty"`
	ExpirationDate    Date    `json:"expiration_date,omitempty"`
	SharesPerContract float64 `json:"shares_per_contract,omitempty"`
	StrikePrice       float64 `json:"strike_price,omitempty"`
	Ticker            string  `json:"ticker,omitempty"`
}

type Options struct {
	ContractType      string  `json:"contract_type,omitempty"`
	ExerciseStyle     string  `json:"exercise_style,omitempty"`
	ExpirationDate    Date    `json:"expiration_date,omitempty"`
	SharesPerContract float64 `json:"shares_per_contract,omitempty"`
	StrikePrice       float64 `json:"strike_price,omitempty"`
	UnderlyingTicker  string  `json:"underlying_ticker,omitempty"`
}

type OptionsContract struct {
	AdditionalUnderlyings []Underlying `json:"additional_underlyings,omitempty"`
	CFI                   string       `json:"cfi,omitempty"`
	ContractType          string       `json:"contract_type,omitempty"`
	Correction            int32        `json:"correction,omitempty"`
	ExerciseStyle         string       `json:"exercise_style,omitempty"`
	ExpirationDate        Date         `json:"expiration_date,omitempty"`
	PrimaryExchange       string       `json:"primary_exchange,omitempty"`
	SharesPerContract     float64      `json:"shares_per_contract,omitempty"`
	StrikePrice           float64      `json:"strike_price,omitempty"`
	Ticker                string       `json:"ticker,omitempty"`
	UnderlyingTicker      string       `json:"underlying_ticker,omitempty"`
}

type Order string

type OrderBookQuote struct {
	Price            float64            `json:"p,omitempty"`
	ExchangeToShares map[string]float64 `json:"x,omitempty"`
}

type PaginationHooks struct {
	// If present, this value can be used to fetch the next page of data.
	NextURL string `json:"next_url,omitempty"`
}

type Publisher struct {
	FaviconURL  string `json:"favicon_url,omitempty"`
	HomepageURL string `json:"homepage_url,omitempty"`
	LogoURL     string `json:"logo_url,omitempty"`
	Name        string `json:"name,omitempty"`
}

type Quote struct {
	AskExchange          int     `json:"ask_exchange,omitempty"`
	AskPrice             float64 `json:"ask_price,omitempty"`
	AskSize              float64 `json:"ask_size,omitempty"`
	BidExchange          int     `json:"bid_exchange,omitempty"`
	BidPrice             float64 `json:"bid_price,omitempty"`
	BidSize              float64 `json:"bid_size,omitempty"`
	Conditions           []int32 `json:"conditions,omitempty"`
	Indicators           []int32 `json:"indicators,omitempty"`
	ParticipantTimestamp Nanos   `json:"participant_timestamp,omitempty"`
	SequenceNumber       int64   `json:"sequence_number,omitempty"`
	SipTimestamp         Nanos   `json:"sip_timestamp,omitempty"`
	Tape                 int32   `json:"tape,omitempty"`
	TrfTimestamp         Nanos   `json:"trf_timestamp,omitempty"`
}

type RelatedCompany struct {
	Ticker string `json:"ticker,omitempty"`
}

type RequestOption func(o *RequestOptions)

type RequestOptions struct {
	// APIKey to pass with the request
	APIKey *string

	// Headers to apply to the request
	Headers http.Header

	// Query params to apply to the request
	QueryParams url.Values

	// Trace enables request tracing
	Trace bool
}

type SIP string

type SIPMapping struct {
	CTA  string `json:"CTA,omitempty"`
	OPRA string `json:"OPRA,omitempty"`
	UTP  string `json:"UTP,omitempty"`
}

type ScheduleEvent struct {
	Event     string `json:"event,omitempty"`
	Timestamp string `json:"timestamp,omitempty"`
}

type SeriesType string

type Session struct {
	Change                      float64 `json:"change,omitempty"`
	ChangePercent               float64 `json:"change_percent,omitempty"`
	EarlyTradingChange          float64 `json:"early_trading_change,omitempty"`
	EarlyTradingChangePercent   float64 `json:"early_trading_change_percent,omitempty"`
	RegularTradingChange        float64 `json:"regular_trading_change,omitempty"`
	RegularTradingChangePercent float64 `json:"regular_trading_change_percent,omitempty"`
	LateTradingChange           float64 `json:"late_trading_change,omitempty"`
	LateTradingChangePercent    float64 `json:"late_trading_change_percent,omitempty"`
	Close                       float64 `json:"close,omitempty"`
	High                        float64 `json:"high,omitempty"`
	Low                         float64 `json:"low,omitempty"`
	Open                        float64 `json:"open,omitempty"`
	PreviousClose               float64 `json:"previous_close,omitempty"`
	Volume                      float64 `json:"volume,omitempty"`
	Price                       float64 `json:"price,omitempty"`
	LastUpdated                 int64   `json:"last_updated,omitempty"`
	VWAP                        float64 `json:"vwap,omitempty"`
}

type ShortInterest struct {
	AvgDailyVolume *int64   `json:"avg_daily_volume,omitempty"`
	DaysToCover    *float64 `json:"days_to_cover,omitempty"`
	SettlementDate *string  `json:"settlement_date,omitempty"`
	ShortInterest  *int64   `json:"short_interest,omitempty"`
	Ticker         *string  `json:"ticker,omitempty"`
}

type ShortVolume struct {
	ADFShortVolume                  *int64   `json:"adf_short_volume,omitempty"`
	ADFShortVolumeExempt            *int64   `json:"adf_short_volume_exempt,omitempty"`
	Date                            *string  `json:"date,omitempty"`
	ExemptVolume                    *int64   `json:"exempt_volume,omitempty"`
	NasdaqCarteretShortVolume       *int64   `json:"nasdaq_carteret_short_volume,omitempty"`
	NasdaqCarteretShortVolumeExempt *int64   `json:"nasdaq_carteret_short_volume_exempt,omitempty"`
	NasdaqChicagoShortVolume        *int64   `json:"nasdaq_chicago_short_volume,omitempty"`
	NasdaqChicagoShortVolumeExempt  *int64   `json:"nasdaq_chicago_short_volume_exempt,omitempty"`
	NonExemptVolume                 *int64   `json:"non_exempt_volume,omitempty"`
	NYSEShortVolume                 *int64   `json:"nyse_short_volume,omitempty"`
	NYSEShortVolumeExempt           *int64   `json:"nyse_short_volume_exempt,omitempty"`
	ShortVolume                     *int64   `json:"short_volume,omitempty"`
	ShortVolumeRatio                *float64 `json:"short_volume_ratio,omitempty"`
	Ticker                          *string  `json:"ticker,omitempty"`
	TotalVolume                     *int64   `json:"total_volume,omitempty"`
}

type SingleIndicatorResults struct {
	Underlying UnderlyingResults     `json:"underlying,omitempty"`
	Values     SingleIndicatorValues `json:"values,omitempty"`
}

type SingleIndicatorValue struct {
	Timestamp Millis  `json:"timestamp,omitempty"`
	Value     float64 `json:"value,omitempty"`
}

type SingleIndicatorValues []SingleIndicatorValue

type SnapshotLastMinute struct {
	Close        float64 `json:"close,omitempty"`
	High         float64 `json:"high,omitempty"`
	Low          float64 `json:"low,omitempty"`
	Transactions int64   `json:"transactions,omitempty"`
	Open         float64 `json:"open,omitempty"`
	Volume       float64 `json:"volume,omitempty"`
	VWAP         float64 `json:"vwap,omitempty"`
	LastUpdated  int64   `json:"last_updated,omitempty"`
}

type SnapshotLastQuote struct {
	Ask         float64 `json:"ask,omitempty"`
	AskSize     float64 `json:"ask_size,omitempty"`
	Bid         float64 `json:"bid,omitempty"`
	BidSize     float64 `json:"bid_size,omitempty"`
	LastUpdated int64   `json:"last_updated,omitempty"`
	Midpoint    float64 `json:"midpoint,omitempty"`
	Timeframe   string  `json:"timeframe,omitempty"`
	Exchange    int64   `json:"exchange,omitempty"`
}

type SnapshotLastTrade struct {
	Timestamp            int64   `json:"sip_timestamp,omitempty"`
	ParticipantTimestamp int64   `json:"participant_timestamp,omitempty"`
	Conditions           []int32 `json:"conditions,omitempty"`
	Price                float64 `json:"price,omitempty"`
	Size                 uint32  `json:"size,omitempty"`
	Exchange             int32   `json:"exchange,omitempty"`
	Timeframe            string  `json:"timeframe,omitempty"`
	ID                   string  `json:"id,omitempty"`
	LastUpdated          int64   `json:"last_updated,omitempty"`
}

type SnapshotResponseModel struct {
	Name              string             `json:"name,omitempty"`
	MarketStatus      string             `json:"market_status,omitempty"`
	Ticker            string             `json:"ticker,omitempty"`
	Type              string             `json:"type,omitempty"`
	LastMinute        SnapshotLastMinute `json:"last_minute,omitempty"`
	LastQuote         SnapshotLastQuote  `json:"last_quote,omitempty"`
	LastTrade         SnapshotLastTrade  `json:"last_trade,omitempty"`
	Session           Session            `json:"session,omitempty"`
	BreakEvenPrice    float64            `json:"break_even_price,omitempty"`
	Details           Details            `json:"details,omitempty"`
	Greeks            Greeks             `json:"greeks,omitempty"`
	ImpliedVolatility float64            `json:"implied_volatility,omitempty"`
	OpenInterest      float64            `json:"open_interest,omitempty"`
	UnderlyingAsset   UnderlyingAsset    `json:"underlying_asset,omitempty"`
	Value             float64            `json:"value,omitempty"`
	LastUpdated       int64              `json:"last_updated,omitempty"`
	Timeframe         string             `json:"timeframe,omitempty"`
	FairMarketValue   float64            `json:"fmv,omitempty"`
	FMVLastUpdated    Nanos              `json:"fmv_last_updated,omitempty"`
	Error             string             `json:"error"`
	Message           string             `json:"message"`
}

type Sort string

type Split struct {
	ExecutionDate Date    `json:"execution_date,omitempty"`
	SplitFrom     float64 `json:"split_from,omitempty"`
	SplitTo       float64 `json:"split_to,omitempty"`
	Ticker        string  `json:"ticker,omitempty"`
}

type StockFinancial struct {
	CIK                 string               `json:"cik,omitempty"`
	CompanyName         string               `json:"company_name,omitempty"`
	EndDate             string               `json:"end_date,omitempty"`
	FilingDate          string               `json:"filing_date,omitempty"`
	Financials          map[string]Financial `json:"financials,omitempty"`
	FiscalPeriod        string               `json:"fiscal_period,omitempty"`
	FiscalYear          string               `json:"fiscal_year,omitempty"`
	SourceFilingFileUrl string               `json:"source_filing_file_url,omitempty"`
	SourceFilingUrl     string               `json:"source_filing_url,omitempty"`
	StartDate           string               `json:"start_date,omitempty"`
}

type SummaryResult struct {
	Price        float64  `json:"price,omitempty"`
	Name         string   `json:"name,omitempty"`
	Ticker       string   `json:"ticker,omitempty"`
	Branding     Branding `json:"branding,omitempty"`
	MarketStatus string   `json:"market_status,omitempty"`
	Type         string   `json:"type,omitempty"`
	Session      Session  `json:"session,omitempty"`
	Options      Options  `json:"options,omitempty"`
	Message      string   `json:"message,omitempty"`
	Error        string   `json:"error,omitempty"`
}

type Ticker struct {
	Active                      bool           `json:"active"`
	Address                     CompanyAddress `json:"address,omitempty"`
	Branding                    Branding       `json:"branding,omitempty"`
	CIK                         string         `json:"cik,omitempty"`
	CompositeFIGI               string         `json:"composite_figi,omitempty"`
	CurrencyName                string         `json:"currency_name,omitempty"`
	CurrencySymbol              string         `json:"currency_symbol,omitempty"`
	BaseCurrencyName            string         `json:"base_currency_name,omitempty"`
	BaseCurrencySymbol          string         `json:"base_currency_symbol,omitempty"`
	DelistedUTC                 Time           `json:"delisted_utc,omitempty"`
	Description                 string         `json:"description,omitempty"`
	HomepageURL                 string         `json:"homepage_url,omitempty"`
	LastUpdatedUTC              Time           `json:"last_updated_utc,omitempty"`
	ListDate                    Date           `json:"list_date,omitempty"`
	Locale                      string         `json:"locale,omitempty"`
	Market                      string         `json:"market,omitempty"`
	MarketCap                   float64        `json:"market_cap,omitempty"`
	Name                        string         `json:"name,omitempty"`
	PhoneNumber                 string         `json:"phone_number,omitempty"`
	PrimaryExchange             string         `json:"primary_exchange,omitempty"`
	ShareClassFIGI              string         `json:"share_class_figi,omitempty"`
	ShareClassSharesOutstanding int64          `json:"share_class_shares_outstanding,omitempty"`
	SICCode                     string         `json:"sic_code,omitempty"`
	SICDescription              string         `json:"sic_description,omitempty"`
	Ticker                      string         `json:"ticker,omitempty"`
	TickerRoot                  string         `json:"ticker_root,omitempty"`
	TickerSuffix                string         `json:"ticker_suffix,omitempty"`
	TotalEmployees              int32          `json:"total_employees,omitempty"`
	Type                        string         `json:"type,omitempty"`
	WeightedSharesOutstanding   int64          `json:"weighted_shares_outstanding,omitempty"`
	SourceFeed                  string         `json:"source_feed,omitempty"`
}

type TickerChangeEvent struct {
	Ticker string `json:"ticker"`
}

type TickerEvent struct {
	Date         Date               `json:"date"`
	Type         string             `json:"type"`
	TickerChange *TickerChangeEvent `json:"ticker_change,omitempty"`
}

type TickerEventResult struct {
	// Name is the company name.
	Name   string        `json:"name"`
	Events []TickerEvent `json:"events"`
}

type TickerNews struct {
	AMPURL       string     `json:"amp_url,omitempty"`
	ArticleURL   string     `json:"article_url,omitempty"`
	Author       string     `json:"author,omitempty"`
	Description  string     `json:"description,omitempty"`
	ID           string     `json:"id,omitempty"`
	ImageURL     string     `json:"image_url,omitempty"`
	Insights     []Insights `json:"insights"`
	Keywords     []string   `json:"keywords,omitempty"`
	PublishedUTC Time       `json:"published_utc,omitempty"`
	Publisher    Publisher  `json:"publisher,omitempty"`
	Tickers      []string   `json:"tickers,omitempty"`
	Title        string     `json:"title,omitempty"`
}

type TickerSnapshot struct {
	Day              DaySnapshot       `json:"day,omitempty"`
	LastQuote        LastQuoteSnapshot `json:"lastQuote,omitempty"`
	LastTrade        LastTradeSnapshot `json:"lastTrade,omitempty"`
	Minute           MinuteSnapshot    `json:"min,omitempty"`
	PrevDay          DaySnapshot       `json:"prevDay,omitempty"`
	Ticker           string            `json:"ticker,omitempty"`
	TodaysChange     float64           `json:"todaysChange,omitempty"`
	TodaysChangePerc float64           `json:"todaysChangePerc,omitempty"`
	Updated          Nanos             `json:"updated,omitempty"`
	FairMarketValue  float64           `json:"fmv,omitempty"`
}

type TickerType struct {
	AssetClass  string `json:"asset_class,omitempty"`
	Code        string `json:"code,omitempty"`
	Description string `json:"description,omitempty"`
	Locale      string `json:"locale,omitempty"`
}

type Time time.Time