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Add support for futures snapshot endpoint #939

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Merged
merged 2 commits into from
Oct 16, 2025
Merged

Add support for futures snapshot endpoint #939

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91fab5a
Add support for futures snapshot endpoint
justinpolygon Oct 15, 2025
27d72c5
Merge branch 'master' into sync/add-futures-snapshot-endpoint
justinpolygon Oct 16, 2025
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51 changes: 51 additions & 0 deletions polygon/rest/models/futures.py
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Original file line number Diff line number Diff line change
Expand Up @@ -265,8 +265,21 @@ class FuturesSnapshotMinute:
last_updated: Optional[int] = None
low: Optional[float] = None
open: Optional[float] = None
timeframe: Optional[str] = None
volume: Optional[float] = None

@staticmethod
def from_dict(d):
return FuturesSnapshotMinute(
close=d.get("close"),
high=d.get("high"),
last_updated=d.get("last_updated"),
low=d.get("low"),
open=d.get("open"),
timeframe=d.get("timeframe"),
volume=d.get("volume"),
)


@modelclass
class FuturesSnapshotQuote:
Expand All @@ -277,13 +290,37 @@ class FuturesSnapshotQuote:
bid_size: Optional[int] = None
bid_timestamp: Optional[int] = None
last_updated: Optional[int] = None
timeframe: Optional[str] = None

@staticmethod
def from_dict(d):
return FuturesSnapshotQuote(
ask=d.get("ask"),
ask_size=d.get("ask_size"),
ask_timestamp=d.get("ask_timestamp"),
bid=d.get("bid"),
bid_size=d.get("bid_size"),
bid_timestamp=d.get("bid_timestamp"),
last_updated=d.get("last_updated"),
timeframe=d.get("timeframe"),
)


@modelclass
class FuturesSnapshotTrade:
last_updated: Optional[int] = None
price: Optional[float] = None
size: Optional[int] = None
timeframe: Optional[str] = None

@staticmethod
def from_dict(d):
return FuturesSnapshotTrade(
last_updated=d.get("last_updated"),
price=d.get("price"),
size=d.get("size"),
timeframe=d.get("timeframe"),
)


@modelclass
Expand All @@ -298,6 +335,20 @@ class FuturesSnapshotSession:
settlement_price: Optional[float] = None
volume: Optional[float] = None

@staticmethod
def from_dict(d):
return FuturesSnapshotSession(
change=d.get("change"),
change_percent=d.get("change_percent"),
close=d.get("close"),
high=d.get("high"),
low=d.get("low"),
open=d.get("open"),
previous_settlement=d.get("previous_settlement"),
settlement_price=d.get("settlement_price"),
volume=d.get("volume"),
)


@modelclass
class FuturesSnapshot:
Expand Down