SmartInsiderIntention

QuantConnect.DataSource.SmartInsiderIntention

SmartInsiderIntention()

SmartInsiderIntention(line: str)

Bases: SmartInsiderEvent

Smart Insider Intentions - Intention to execute a stock buyback and details about the future event

Signature descriptions:

• Empty constructor required for Slice.Get{T}()

• Constructs instance of this via a formatted TSV line (tab delimited)

Parameters:

Name	Type	Description	Default
line	Optional[str]	Line of formatted TSV data	None

DATA_SOURCE_ID

DATA_SOURCE_ID: int

Data source ID

execution

execution: Optional[SmartInsiderExecution]

Describes how the transaction was executed

execution_entity

execution_entity: Optional[SmartInsiderExecutionEntity]

Describes which entity intends to execute the transaction

execution_holding

execution_holding: Optional[SmartInsiderExecutionHolding]

Describes what will be done with those shares following repurchase

amount

amount: Optional[int]

Number of shares to be or authorised to be traded

value_currency

value_currency: str

Currency of the value of shares to be/Authorised to be traded (ISO Code)

amount_value

amount_value: Optional[int]

Value of shares to be authorised to be traded

percentage

percentage: Optional[float]

Percentage of oustanding shares to be authorised to be traded

authorization_start_date

authorization_start_date: Optional[datetime]

start of the period the intention/authorisation applies to

authorization_end_date

authorization_end_date: Optional[datetime]

End of the period the intention/authorisation applies to

price_currency

price_currency: str

Currency of min/max prices (ISO Code)

minimum_price

minimum_price: Optional[float]

Minimum price shares will or may be purchased at

maximum_price

maximum_price: Optional[float]

Maximum price shares will or may be purchased at

note_text

note_text: str

Free text which explains further details about the trade

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.

end_time

end_time: datetime

The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered

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

transaction_id

transaction_id: str

Proprietary unique field. Not nullable

event_type

event_type: Optional[SmartInsiderEventType]

Description of what has or will take place in an execution

last_update

last_update: datetime

The date when a transaction is updated after it has been reported. Not nullable

last_i_ds_update

last_i_ds_update: Optional[datetime]

Date that company identifiers were changed. Can be a name, Ticker Symbol or ISIN change

isin

isin: str

Industry classification number

usd_market_cap

usd_market_cap: Optional[float]

The market capitalization at the time of the transaction stated in US Dollars

company_id

company_id: Optional[int]

Smart Insider proprietary identifier for the company

icb_industry

icb_industry: str

FTSE Russell Sector Classification

icb_super_sector

icb_super_sector: str

FTSE Russell Sector Classification

icb_sector

icb_sector: str

FTSE Russell Sector Classification

icb_sub_sector

icb_sub_sector: str

FTSE Russell Sector Classification

icb_code

icb_code: Optional[int]

Numeric code that is the most granular level in ICB classification

company_name

company_name: str

Company name. PLC is always excluded

previous_results_announcement_date

previous_results_announcement_date: Optional[datetime]

Announcement date of last results, this will be the end date of the last "Close Period"

next_results_announcements_date

next_results_announcements_date: Optional[datetime]

Announcement date of next results, this will be the end date of the next "Close Period"

next_close_begin

next_close_begin: Optional[datetime]

Start date of next trading embargo ahead of scheduled results announcment

last_close_ended

last_close_ended: Optional[datetime]

Date trading embargo (Close Period) is lifted as results are made public

security_description

security_description: str

Type of security. Does not contain nominal value

ticker_country

ticker_country: str

Country of local identifier, denoting where the trade took place

ticker_symbol

ticker_symbol: str

Local market identifier

announcement_date

announcement_date: Optional[datetime]

Date Transaction was entered onto our system. Where a transaction is after the London market close (usually 4.30pm) this will be stated as the next day

time_released

time_released: Optional[datetime]

Time the announcement first appeared on a Regulatory News Service or other disclosure system and became available to the market, time stated is local market time

time_processed

time_processed: Optional[datetime]

Time the transaction was entered into Smart Insider systems and appeared on their website, time stated is local to London, UK

time_released_utc

time_released_utc: Optional[datetime]

Time the announcement first appeared on a Regulatory News Service or other disclosure system and became available to the market. Time stated is GMT standard

time_processed_utc

time_processed_utc: Optional[datetime]

Time the transaction was entered onto our systems and appeared on our website. Time stated is GMT standard

announced_in

announced_in: str

Market in which the transaction was announced, this can reference more than one country

clone

clone() -> BaseData

Clones the object to a new instance. This method is required for custom data sources that make use of properties with more complex types since otherwise the values will default to null using the default clone method

Returns:

Type	Description
BaseData	A new cloned instance of this object.

from_raw_data

from_raw_data(
    line: str, indexes: Dictionary[str, int]
) -> bool

Constructs a new instance from unformatted TSV data

Parameters:

Name	Type	Description	Default
line	str	Line of raw TSV (raw with fields 46, 36, 14, 7 removed in descending order)	required
indexes	Dictionary[str, int]	Index per header column	required

Returns:

Type	Description
bool	success of the parsing task.

get_source

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

Specifies the location of the data and directs LEAN where to load the data from

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription configuration	required
date	datetime	Algorithm date	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
SubscriptionDataSource	Subscription data source object pointing LEAN to the data location.

reader

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

Loads and reads the data to be used in LEAN

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription configuration	required
line	str	TSV line	required
date	datetime	Algorithm date	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
BaseData	Instance of the object.

to_line

to_line() -> str

Converts the data to TSV

Returns:

Type	Description
str	String of TSV.

requires_mapping

requires_mapping() -> bool

Indicates if there is support for mapping

Returns:

Type	Description
bool	True indicates mapping should be used.

data_time_zone

data_time_zone() -> Any

Specifies the timezone of this data source

Returns:

Type	Description
Any	Timezone.

default_resolution

default_resolution() -> Resolution

Gets the default resolution for this data and security type

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.

is_sparse_data

is_sparse_data() -> bool

Indicates that the data set is expected to be sparse

Returns:

Type	Description
bool	True if the data set represented by this type is expected to be sparse.

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.

supported_resolutions

supported_resolutions() -> List[Resolution]

Gets the supported resolution for this data and security type

to_string

to_string() -> str

Formats a string with the symbol and value.

Returns:

Type	Description
str	string - a string formatted as SPY: 167.753.

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

parse_date

parse_date(date: str) -> datetime

Attempts to normalize and parse SmartInsider dates that include a time component.

Parameters:

Name	Type	Description	Default
date	str	Date string to parse	required

Returns:

Type	Description
datetime	DateTime object.