BenzingaNews

QuantConnect.DataSource.BenzingaNews

BenzingaNews()

Bases: IndexedBaseData

News data powered by Benzinga - https://docs.benzinga.io/benzinga/newsfeed-v2.html

Constructor for initialising the dase data class

DATA_SOURCE_ID

DATA_SOURCE_ID: int

Data source ID

id

id: int

Unique ID assigned to the article by Benzinga

author

author: str

Author of the article

created_at

created_at: datetime

Date the article was published

updated_at

updated_at: datetime

Date that the article was revised on

title

title: str

Title of the article published

teaser

teaser: str

Summary of the article's contents

contents

contents: str

Contents of the article

categories

categories: List[str]

Categories that relate to the article

symbols

symbols: List[Symbol]

Symbols that this news article mentions

tags

tags: List[str]

Additional tags that are not channels/categories, but are reoccuring themes including, but not limited to; analyst names, bills being talked about in Congress (Dodd-Frank), specific products (iPhone), politicians, celebrities, stock movements (i.e. 'Mid-day Losers' & 'Mid-day Gainers').

end_time

end_time: datetime

Date that the article was revised on

symbol

symbol: Symbol

Symbol representation for underlying Security

data_type

data_type: MarketDataType

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

time

time: datetime

Current time marker of this data packet.

value

value: float

Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.

price

price: float

As this is a backtesting platform we'll provide an alias of value as price.

ALL_RESOLUTIONS

ALL_RESOLUTIONS: List[Resolution] = ...

A list of all Resolution

This codeEntityType is protected.

DAILY_RESOLUTION

DAILY_RESOLUTION: List[Resolution] = ...

A list of Resolution.DAILY

This codeEntityType is protected.

MINUTE_RESOLUTION

MINUTE_RESOLUTION: List[Resolution] = ...

A list of Resolution.MINUTE

This codeEntityType is protected.

HIGH_RESOLUTION

HIGH_RESOLUTION: List[Resolution] = ...

A list of high Resolution, including minute, second, and tick.

This codeEntityType is protected.

OPTION_RESOLUTIONS

OPTION_RESOLUTIONS: List[Resolution] = ...

A list of resolutions support by Options

This codeEntityType is protected.

is_fill_forward

is_fill_forward: bool

True if this is a fill forward piece of data

clone

clone() -> BaseData

Creates a clone of the instance

Returns:

Type	Description
BaseData	A clone of the instance.

data_time_zone

data_time_zone() -> Any

Set the data time zone to UTC

Returns:

Type	Description
Any	Time zone as UTC.

default_resolution

default_resolution() -> Resolution

Sets the default resolution to Second

Returns:

Type	Description
Resolution	Resolution.Second.

get_source

get_source(
    config: SubscriptionDataConfig,
    date: datetime,
    is_live_mode: bool,
) -> SubscriptionDataSource

Gets the source of the index file

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Configuration object	required
date	datetime	Date of this source file	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
SubscriptionDataSource	SubscriptionDataSource indicating where data is located and how it's stored.

get_source_for_an_index

get_source_for_an_index(
    config: SubscriptionDataConfig,
    date: datetime,
    index: str,
    is_live_mode: bool,
) -> SubscriptionDataSource

Determines the actual source from an index contained within a ticker folder

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription configuration	required
date	datetime	Date	required
index	str	File to load data from	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
SubscriptionDataSource	SubscriptionDataSource pointing to the article.

is_sparse_data

is_sparse_data() -> bool

Indicates whether the data source is sparse. If false, it will disable missing file logging.

Returns:

Type	Description
bool	true.

reader

reader(
    config: SubscriptionDataConfig,
    line: str,
    date: datetime,
    is_live_mode: bool,
) -> BaseData

Creates an instance from a line of JSON containing article information read from the content directory

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription configuration	required
line	str	Line of data	required
date	datetime	Date	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
BaseData	New instance of BenzingaNews.

requires_mapping

requires_mapping() -> bool

Indicates whether the data source can undergo rename events/is tied to equities.

Returns:

Type	Description
bool	true.

supported_resolutions

supported_resolutions() -> List[Resolution]

Gets a list of all the supported Resolutions

Returns:

Type	Description
List[Resolution]	All resolutions.

to_string

to_string() -> str

Converts the instance to string

Returns:

Type	Description
str	Article title and contents.

deserialize_message

deserialize_message(serialized: str) -> Iterable[BaseData]

Deserialize the message from the data server

Parameters:

Name	Type	Description	Default
serialized	str	The data server's message	required

Returns:

Type	Description
Iterable[BaseData]	An enumerable of base data, if unsuccessful, returns an empty enumerable.

should_cache_to_security

should_cache_to_security() -> bool

Indicates whether this contains data that should be stored in the security cache

Returns:

Type	Description
bool	Whether this contains data that should be stored in the security cache.

update

update(
    last_trade: float,
    bid_price: float,
    ask_price: float,
    volume: float,
    bid_size: float,
    ask_size: float,
) -> None

Update routine to build a bar/tick from a data update.

Parameters:

Name	Type	Description	Default
last_trade	float	The last trade price	required
bid_price	float	Current bid price	required
ask_price	float	Current asking price	required
volume	float	Volume of this trade	required
bid_size	float	The size of the current bid, if available	required
ask_size	float	The size of the current ask, if available	required

update_ask

update_ask(ask_price: float, ask_size: float) -> None

Updates this base data with the new quote ask information

Parameters:

Name	Type	Description	Default
ask_price	float	The current ask price	required
ask_size	float	The current ask size	required

update_bid

update_bid(bid_price: float, bid_size: float) -> None

Updates this base data with the new quote bid information

Parameters:

Name	Type	Description	Default
bid_price	float	The current bid price	required
bid_size	float	The current bid size	required

update_quote

update_quote(
    bid_price: float,
    bid_size: float,
    ask_price: float,
    ask_size: float,
) -> None

Updates this base data with new quote information

Parameters:

Name	Type	Description	Default
bid_price	float	The current bid price	required
bid_size	float	The current bid size	required
ask_price	float	The current ask price	required
ask_size	float	The current ask size	required

update_trade

update_trade(last_trade: float, trade_size: float) -> None

Updates this base data with a new trade

Parameters:

Name	Type	Description	Default
last_trade	float	The price of the last trade	required
trade_size	float	The quantity traded	required