diff options
Diffstat (limited to 'python/api_quotes/quotes.py')
| -rw-r--r-- | python/api_quotes/quotes.py | 32 |
1 files changed, 16 insertions, 16 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py index 0c33faed..43585814 100644 --- a/python/api_quotes/quotes.py +++ b/python/api_quotes/quotes.py @@ -17,30 +17,30 @@ class QuoteDetails(Deal, table="markit_quote_details", deal_type=None): @dataclass class Quote(Deal, table="markit_quotes", deal_type=None): - quote_id: int - asset_class: asset_class + quoteid: int + assetclass: asset_class redcode: str ticker: str maturity: datetime.date tenor: int - running_coupon: int - bid_spread: float - bid_upfront: float - bid_size: float - ask_spread: float - ask_upfront: float - ask_size: float - quote_firness: firmness - msg_id: str + runningcoupon: int + bidspread: float + bidupfront: float + bidsize: float + askspread: float + askupfront: float + asksize: float + quotefirness: firmness + msgid: str quotedate: datetime - quote_source: str + quotesource: str @classmethod - def from_markit_line(cls, line): + def from_markit_line(cls, d): return cls( - quote_id=line["quoteId"], - asset_class=line["assetClass"], - redcode=line["redCode"], + quote_id=line["quoteid"], + asset_class=line["assetclass"], + redcode=line["redcode"], ticker=line["ticker"], maturity=datetime.date( line["maturityYear"], line["maturityMonth"], line["maturityDay"] |
