Market Data
============

Get current quote
--------------------

Retrieves current quote for the specified symbol:

.. code-block:: python
   :linenos:

    import pprint

    from lime_trader import LimeClient

    client = LimeClient.from_file(file_path="credentials.json")
    quote = client.market.get_current_quote(symbol="AAPL")
    pprint.pprint(quote)

Get current quotes list
------------------------

Retrieves current quotes for all symbols specified on the request list:

.. code-block:: python
   :linenos:

    import pprint

    from lime_trader import LimeClient

    client = LimeClient.from_file(file_path="credentials.json")
    quotes = client.market.get_current_quotes(symbols=["AAPL", "AMZN"])
    pprint.pprint(quotes)

Get quotes history
--------------------

Returns candle structures aggregated by 5 minutes for the last 7 days:

.. code-block:: python
   :linenos:

    import datetime
    import pprint

    from lime_trader import LimeClient
    from lime_trader.models.market import Period

    client = LimeClient.from_file(file_path="credentials.json")
    quotes = client.market.get_quotes_history(symbol="AAPL", period=Period.MINUTE_5,
                                              from_date=datetime.datetime.now() - datetime.timedelta(days=7),
                                              to_date=datetime.datetime.now())
    pprint.pprint(quotes)

Get trading schedule
--------------------

Returns trading session info depending on current date and time:

.. code-block:: python
   :linenos:

    import pprint

    from lime_trader import LimeClient

    client = LimeClient.from_file(file_path="credentials.json")
    schedule = client.market.get_trading_schedule()
    pprint.pprint(schedule)


Lookup securities
--------------------

Searches the securities reference by the specified criteria.
The criteria can be a symbol, part of a symbol or part of a company name. Gets first 100 items.

.. code-block:: python
   :linenos:

    import pprint

    from lime_trader import LimeClient
    from lime_trader.models.page import PageRequest

    client = LimeClient.from_file(file_path="credentials.json")
    result = client.market.lookup_securities(query="AA",
                                             page=PageRequest(size=100))
    pprint.pprint(result)


Get time and sales history page
-----------------------------------

Retrieves the time and sales history, first page of size 20, ordered by descending timestamp:

.. code-block:: python
   :linenos:

    import datetime
    import pprint

    from lime_trader import LimeClient
    from lime_trader.models.page import PageRequest

    client = LimeClient.from_file(file_path="credentials.json")
    result = client.market.time_and_sales(symbol="AAPL",
                                         from_date=datetime.datetime.now() - datetime.timedelta(days=7),
                                         to_date=datetime.datetime.now(),
                                         page=PageRequest(page=1, size=20)
                                         )
    pprint.pprint(result)


Iterate through all pages of time and sales history
-------------------------------------------------

Iterates pages of the time and sales history for the last 7 days,
starting with page 1, size 20, ordered by descending timestamp:

.. code-block:: python
   :linenos:

    import datetime
    import pprint

    from lime_trader import LimeClient
    from lime_trader.models.page import PageRequest

    client = LimeClient.from_file(file_path="credentials.json")

    for page in client.market.iterate_time_and_sales(symbol="AAPL",
                                                     from_date=datetime.datetime.now() - datetime.timedelta(days=7),
                                                     to_date=datetime.datetime.now(),
                                                     start_page=PageRequest(page=1, size=20)
                                                     ):
        pprint.pprint(page)


Get option series
-----------------------------------

Returns an array of option series by the specified underlying security's symbol.
Contains at least one element which is the default series.
Option Series is a specific set of calls or puts on the same underlying security,
with the same strike price and expiration date.
For the most part there is just one series name that matches the symbol
but in some cases related to corporate actions on the underlying security additional series are issued.

.. code-block:: python
   :linenos:

    import pprint

    from lime_trader import LimeClient

    client = LimeClient.from_file(file_path="credentials.json")
    result = client.market.get_option_series(symbol="AAPL")
    pprint.pprint(result)


Get option chain
-----------------------------------

Returns option contracts for specified symbol, expiration date and series.

.. code-block:: python
   :linenos:

    import pprint

    from lime_trader import LimeClient

    client = LimeClient.from_file(file_path="credentials.json")
    result = client.market.get_option_chain(symbol="AAPL", expiration=datetime.date(2026, 12, 18), series="AAPL")
    pprint.pprint(result)