'Protobuf files change'

src/systemathics/apis/services/intraday/v1/intraday_bars.proto

@@ -18,16 +18,20 @@
 // OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 // SOFTWARE.
 
-// Intraday bars are widely used to illustrate price movements for an instrument over a look back period. 
-// Commonly used in financial analysis and trading strategies as a technical indicator.
+// This service provides access to an intraday bars market data service,
+// enabling users to retrieve historical bar data for various financial instruments.
+// Intraday bars represent aggregated price and volume information over discrete time intervals,
+// such as minutes or hours. This service facilitates comprehensive intraday trading analysis
+// by offering granularity in market movements, allowing users to derive insights from the
+// open, high, low, and close prices within specified time periods.
 syntax = "proto3";
 
 
 import "google/api/annotations.proto";
 import "google/protobuf/timestamp.proto";
 
 import "systemathics/apis/type/shared/v1/identifier.proto";
-import "systemathics/apis/type/shared/v1/constraints.proto";
+import "systemathics/apis/type/shared/v1/date_interval.proto";
 import "systemathics/apis/type/shared/v1/sampling.proto";
 
 package systemathics.apis.services.intraday.v1;
@@ -55,7 +59,7 @@ message IntradayBarsRequest
 
 	// [Optional] The time constraints used to define the look-back period.
 	// If empty, then all the available data is retrieved.
-	systemathics.apis.type.shared.v1.Constraints constraints = 3;
+	systemathics.apis.type.shared.v1.DateInterval date_interval = 3;
 
 	// [Optional] The corporate action adjustment (dividends and splits).
 	// By default the value is set to false

src/systemathics/apis/services/intraday/v1/intraday_best_limit.proto

@@ -0,0 +1,92 @@
+// Copyright (c) 2021 Systemathics
+// 
+// Permission is hereby granted, free of charge, to any person obtaining a copy
+// of this software and associated documentation files (the "Software"), to deal
+// in the Software without restriction, including without limitation the rights
+// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the Software is
+// furnished to do so, subject to the following conditions:
+// 
+// The above copyright notice and this permission notice shall be included in all
+// copies or substantial portions of the Software.
+// 
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+// SOFTWARE.
+
+// Best limit data represent the highest bid and lowest ask prices in the market at any given time, providing valuable insights into the current state of supply and demand.
+syntax = "proto3";
+
+
+import "google/api/annotations.proto";
+import "google/protobuf/timestamp.proto";
+
+import "systemathics/apis/type/shared/v1/identifier.proto";
+import "systemathics/apis/type/shared/v1/date_interval.proto";
+import "systemathics/apis/type/shared/v1/sampling.proto";
+
+package systemathics.apis.services.intraday.v1;
+
+// This service serves as a gateway to an intraday Best Limit market data service, allowing users to access historical data on the best limit order levels for various financial instruments. 
+service IntradayBestLimitsService
+{
+  // Gets intraday historical data: date, bid and ask
+  rpc IntradayBestLimits(IntradayBestLimitsRequest) returns (IntradayBestLimitsResponse)
+  {
+	  	 option (google.api.http) = {
+			get: "/v1/intraday/bestlimits"
+		 };
+  }
+}
+
+// The required input to request the IntradayBestLimitsService.
+message IntradayBestLimitsRequest
+{
+	// [Mandatory] The instrument identifier: a ticker and exchange
+	systemathics.apis.type.shared.v1.Identifier identifier = 1;
+
+	// [Mandatory] The sampling interval
+	systemathics.apis.type.shared.v1.Sampling sampling = 2;
+
+	// [Optional] The time constraints used to define the look-back period.
+	// If empty, then all the available data is retrieved.
+	systemathics.apis.type.shared.v1.DateInterval date_interval = 3;
+
+	// [Optional] The corporate action adjustment (dividends and splits).
+	// By default the value is set to false
+	bool adjustment = 4;
+}
+
+// The intraday bestlimits response contains an array of intraday bestlimits.
+message IntradayBestLimitsResponse
+{
+	// The intraday bestlimits: an array of IntradayBestLimit objects
+	repeated IntradayBestLimit data = 1;
+}
+
+// Contains the intraday bar's data: date, bid, ask and score.
+message IntradayBestLimit 
+{
+	// Time stamp of the intraday bar : open time of the sampling interval
+	google.protobuf.Timestamp time_stamp = 1;
+
+	// The best bid price of the sampling period
+	double BidPrice = 2;
+
+	// The best bid size of the sampling period
+	double BidSize = 3;
+
+	// The best ask price of the sampling period
+	double AskPrice = 4;
+
+	// The best ask size of the sampling period
+	double AskSize = 5;
+
+	// The data quality scoring : from 0 (bad) to 100 (good)
+	double score = 6;
+}
+

src/systemathics/apis/services/intraday/v1/intraday_greecks.proto

@@ -0,0 +1,102 @@
+// Copyright (c) 2021 Systemathics
+// 
+// Permission is hereby granted, free of charge, to any person obtaining a copy
+// of this software and associated documentation files (the "Software"), to deal
+// in the Software without restriction, including without limitation the rights
+// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the Software is
+// furnished to do so, subject to the following conditions:
+// 
+// The above copyright notice and this permission notice shall be included in all
+// copies or substantial portions of the Software.
+// 
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+// SOFTWARE.
+
+// The <i>Greeks</i> are a set of risk measures or sensitivities used in options trading to assess the various factors that can influence the price of an option.
+
+syntax = "proto3";
+
+
+import "google/api/annotations.proto";
+import "google/protobuf/timestamp.proto";
+
+import "systemathics/apis/type/shared/v1/identifier.proto";
+import "systemathics/apis/type/shared/v1/date_interval.proto";
+import "systemathics/apis/type/shared/v1/sampling.proto";
+
+package systemathics.apis.services.intraday.v1;
+
+// Called to request intraday greecks data. 
+service IntradayGreecksService
+{
+  // Gets intraday historical greeks data.
+  rpc IntradayGreecks(IntradayGreecksRequest) returns (IntradayGreecksResponse)
+  {
+	  	 option (google.api.http) = {
+			get: "/v1/intraday/greecks"
+		 };
+  }
+}
+
+// The required input to request the IntradayGreecksService.
+message IntradayGreecksRequest
+{
+	// [Mandatory] The instrument identifier: a ticker and exchange
+	systemathics.apis.type.shared.v1.Identifier identifier = 1;
+
+	// [Mandatory] The sampling interval
+	systemathics.apis.type.shared.v1.Sampling sampling = 2;
+
+	// [Optional] The time constraints used to define the look-back period.
+	// If empty, then all the available data is retrieved.
+	systemathics.apis.type.shared.v1.DateInterval date_interval = 3;
+}
+
+// The intraday greecks response contains an array of intraday greecks.
+message IntradayGreecksResponse
+{
+	// The intraday greecks: an array of IntradayGreecks objects
+	repeated IntradayGreecks data = 1;
+}
+
+// Contains the intraday greeks data.
+message IntradayGreecks 
+{
+	// Time stamp of the intraday greecks
+	google.protobuf.Timestamp time_stamp = 1;
+
+	// Measures the sensitivity of an option's theoretical value to a change in the price of the underlying asset.
+	//<br>It indicates the expected change in the option price for a one-point change in the underlying asset. 
+	//<br>For example, if an option has a delta of 0.7, it suggests that the option's price will increase by $0.70 for every $1 increase in the underlying asset.
+	double delta = 2;
+
+	// Measeure sthe rate of change in the delta for each one-point increase in the underlying asset.
+	//<br>It measures how much the delta of an option will change as the price of the underlying asset changes. 
+	//<br>Gamma is particularly important for assessing how delta might change as the underlying asset's price fluctuates.
+	double gamma = 3;
+
+	// A measure of the time decay on an option, the amount that an option willl lose each day due to the passage of time.
+	//<br>It represents the change in the option price for a one-day decrease in the time to expiration. 
+	//<br>Theta is often referred to as time decay. As the expiration date approaches, the time value of an option tends to decrease, and theta quantifies that decay.
+	double theta = 4;
+
+	// Measures the sensitivity of the price of an option to changes in implied volatility. 
+	//<br>Implied volatility reflects the market's expectations for future price fluctuations. 
+	//<br>Vega indicates how much the option price is expected to change for a one-percentage-point change in implied volatility.
+	double vega = 5;
+
+	// The rate at which the price of a derivative changes relative to a change in the risk-free rate of interest. 
+	//<br>It represents the change in the option price for a one-percentage-point change in interest rates. 
+	//<br>Rho is more relevant for options with longer time to expiration.
+	double rho = 6;
+
+	// The data quality scoring : from 0 (bad) to 100 (good)
+	double score = 7;
+}
+

src/systemathics/apis/services/intraday/v1/intraday_implied_volatility.proto

@@ -0,0 +1,80 @@
+// Copyright (c) 2021 Systemathics
+// 
+// Permission is hereby granted, free of charge, to any person obtaining a copy
+// of this software and associated documentation files (the "Software"), to deal
+// in the Software without restriction, including without limitation the rights
+// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the Software is
+// furnished to do so, subject to the following conditions:
+// 
+// The above copyright notice and this permission notice shall be included in all
+// copies or substantial portions of the Software.
+// 
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+// SOFTWARE.
+
+// <i>The Implied Volatility</i> is the estimated volatility of the option strike over the period of the option.
+
+syntax = "proto3";
+
+
+import "google/api/annotations.proto";
+import "google/protobuf/timestamp.proto";
+
+import "systemathics/apis/type/shared/v1/identifier.proto";
+import "systemathics/apis/type/shared/v1/date_interval.proto";
+import "systemathics/apis/type/shared/v1/sampling.proto";
+
+package systemathics.apis.services.intraday.v1;
+
+// Called to request intraday ImpliedVolatility data. 
+service IntradayImpliedVolatilitiesService
+{
+  // Gets intraday historical ImpliedVolatilities
+  rpc IntradayImpliedVolatilities(IntradayImpliedVolatilitiesRequest) returns (IntradayImpliedVolatilitiesResponse)
+  {
+	     option (google.api.http) = {
+			get: "/v1/intraday/impliedvolatilities"
+		 };
+  }
+}
+
+// The required input to request the IntradayImpliedVolatilitiesService
+message IntradayImpliedVolatilitiesRequest
+{
+	// [Mandatory] The instrument identifier: a ticker and exchange 
+	systemathics.apis.type.shared.v1.Identifier identifier = 1;
+
+	// [Mandatory] The sampling interval
+	systemathics.apis.type.shared.v1.Sampling sampling = 2;
+
+	// [Optional] The time constraints used to define the look-back period.
+	// If empty, then all the available data is retrieved.
+	systemathics.apis.type.shared.v1.DateInterval date_interval = 3;
+}
+
+// Represents a intraday ImpliedVolatilities response.
+message IntradayImpliedVolatilitiesResponse
+{
+	// The intraday impliedvolatilities: an array of IntradayImpliedVolatility objects
+	repeated IntradayImpliedVolatility data = 1;
+}
+
+// Contains the intraday impliedvolatilities data: date, implied volatility value.
+message IntradayImpliedVolatility 
+{
+	// Time stamp of the intraday settlement : open time of the sampling interval
+	google.protobuf.Timestamp time_stamp = 1;
+
+	// ImpliedVolatility value of the sampling period
+	double value = 2;
+
+	// The data quality scoring : from 0 (bad) to 100 (good)
+	double score = 3;
+}
+

src/systemathics/apis/services/intraday/v1/intraday_open_interest.proto

@@ -0,0 +1,79 @@
+// Copyright (c) 2021 Systemathics
+// 
+// Permission is hereby granted, free of charge, to any person obtaining a copy
+// of this software and associated documentation files (the "Software"), to deal
+// in the Software without restriction, including without limitation the rights
+// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the Software is
+// furnished to do so, subject to the following conditions:
+// 
+// The above copyright notice and this permission notice shall be included in all
+// copies or substantial portions of the Software.
+// 
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+// SOFTWARE.
+
+// <i>The Open interest</i> is the total number of contracts (futures or options) that are currently held by market participants and have not been offset by an opposite transaction (i.e., by closing the position).
+syntax = "proto3";
+
+
+import "google/api/annotations.proto";
+import "google/protobuf/timestamp.proto";
+
+import "systemathics/apis/type/shared/v1/identifier.proto";
+import "systemathics/apis/type/shared/v1/date_interval.proto";
+import "systemathics/apis/type/shared/v1/sampling.proto";
+
+package systemathics.apis.services.intraday.v1;
+
+// Called to request intraday OpenInterest data. 
+service IntradayOpenInterestsService
+{
+  // Gets intraday historical OpenInterests
+  rpc IntradayOpenInterests(IntradayOpenInterestsRequest) returns (IntradayOpenInterestsResponse)
+  {
+	     option (google.api.http) = {
+			get: "/v1/intraday/openinterests"
+		 };
+  }
+}
+
+// The required input to request the IntradayOpenInterestsService
+message IntradayOpenInterestsRequest
+{
+	// [Mandatory] The instrument identifier: a ticker and exchange 
+	systemathics.apis.type.shared.v1.Identifier identifier = 1;
+
+	// [Mandatory] The sampling interval
+	systemathics.apis.type.shared.v1.Sampling sampling = 2;
+
+	// [Optional] The time constraints used to define the look-back period.
+	// If empty, then all the available data is retrieved.
+	systemathics.apis.type.shared.v1.DateInterval date_interval = 3;
+}
+
+// Represents a intraday OpenInterests response.
+message IntradayOpenInterestsResponse
+{
+	// The intraday openinterests: an array of IntradayOpenInterest objects
+	repeated IntradayOpenInterest data = 1;
+}
+
+// Contains the intraday openinterests data: date, openinterest value.
+message IntradayOpenInterest 
+{
+	// Time stamp of the intraday openinterest : open time of the sampling interval
+	google.protobuf.Timestamp time_stamp = 1;
+
+	// OpenInterest value of the sampling period
+	double value = 2;
+
+	// The data quality scoring : from 0 (bad) to 100 (good)
+	double score = 3;
+}
+