aboutsummaryrefslogtreecommitdiffstats
path: root/python/api_quotes/quotes.py
diff options
context:
space:
mode:
Diffstat (limited to 'python/api_quotes/quotes.py')
-rw-r--r--python/api_quotes/quotes.py40
1 files changed, 18 insertions, 22 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py
index c1d36817..6b747093 100644
--- a/python/api_quotes/quotes.py
+++ b/python/api_quotes/quotes.py
@@ -15,37 +15,33 @@ def maturity_dt(d):
return datetime.date(
int(d["maturityyear"]), int(d["maturitymonth"]), int(d["maturityday"])
)
- except ValueError: # Sometimes maturity isn't included but we still have tenor
+ except (
+ ValueError,
+ KeyError,
+ ): # Sometimes maturity isn't included but we still have tenor
return
@dataclass
-class QuoteDetails(Deal, table_name="markit_quote_details", deal_type=None):
- quotetime: datetime
- quote_source: str
- id: int
- sender: str = None
-
-
-@dataclass
class Quote(Deal, table_name="markit_quotes", deal_type=None):
quoteid: int
assetclass: asset_class
- redcode: str
- ticker: str
- maturity: datetime.date
- tenor: int
- runningcoupon: int
- bidconventionalspread: float
- bidupfront: float
- bidsize: float
- askconventionalspread: float
- askupfront: float
- asksize: float
- firmness: firmness
msg_id: str
- quotedate: datetime.datetime
quotesource: str
+ confidence: int
+ redcode: str = None
+ ticker: str = None
+ maturity: datetime.date = None
+ tenor: int = None
+ runningcoupon: int = None
+ bidconventionalspread: float = None
+ bidupfront: float = None
+ bidsize: float = None
+ askconventionalspread: float = None
+ askupfront: float = None
+ asksize: float = None
+ firmness: firmness = None
+ quotedate: datetime.datetime = None
@classmethod
def from_markit_line(cls, d):