quantlab.acquisition.massive.rest

The Massive REST endpoints MassiveClient.pull keeps in the raw tier.

An endpoint is one RestEndpoint: its name (the raw tier’s directory, quantlab.dataset.massive.raw.rest_dir), its URL, the date field the pull pages on and the earliest day it asks for. MassiveClient.pull asks for <date_field>.gte the day after the endpoint’s watermark (less overlap_days), sorted by the date field ascending, follows every next_url, writes each page as the vendor returned it and moves the watermark after each page; the endpoint’s own filters go in params. A new endpoint is one more entry of ENDPOINTS (docs/user-guide/massive.md, “REST pulls”).

Examples

>>> ENDPOINTS["splits"].url
'https://api.massive.com/stocks/v1/splits'
>>> ENDPOINTS["dividends"].date_field
'ex_dividend_date'

Classes

RestEndpoint

One REST endpoint pulled into the raw tier.