diff options
Diffstat (limited to 'python/api_quotes/quotes.py')
| -rw-r--r-- | python/api_quotes/quotes.py | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py index 586320a8..0c33faed 100644 --- a/python/api_quotes/quotes.py +++ b/python/api_quotes/quotes.py @@ -16,7 +16,7 @@ class QuoteDetails(Deal, table="markit_quote_details", deal_type=None): @dataclass -class Quote(Deal, table="markit_api_quotes", deal_type=None): +class Quote(Deal, table="markit_quotes", deal_type=None): quote_id: int asset_class: asset_class redcode: str @@ -32,14 +32,14 @@ class Quote(Deal, table="markit_api_quotes", deal_type=None): ask_size: float quote_firness: firmness msg_id: str - source: str - quotetime: datetime + quotedate: datetime quote_source: str @classmethod def from_markit_line(cls, line): return cls( quote_id=line["quoteId"], + asset_class=line["assetClass"], redcode=line["redCode"], ticker=line["ticker"], maturity=datetime.date( @@ -53,9 +53,10 @@ class Quote(Deal, table="markit_api_quotes", deal_type=None): ask_spread=line["askConventionalSpread"], ask_upfront=line["askUpfront"], ask_size=line["askSize"], + quote_firmness=line["firmness"], msg_id=line["message"]["id"], - source=line["sourceShortName"], - received_date=line["receivedDateTime"], + quotedate=line["receivedDateTime"], + quote_source=line["sourceShortName"], ) @property |