otp.oqd.SharesOutstanding#

class SharesOutstanding(start=otp.utils.adaptive, end=otp.utils.adaptive, symbol=otp.utils.adaptive)#

Bases: onetick.py.core.source.Source

Logic is implemented in OQD_SOURCE_SHO EP to retrieve a time series of shares outstanding for a stock.

The source retrieves a time series of shares outstanding for a stock. This source only applies to stocks or securities that have published shares outstanding data.

The series represents total shares outstanding and is not free float adjusted.

Note: currently actual fields have 9999 year in END_DATE, but it could not fit the nanosecond timestamp, so it is replaced with 2035-01-01 date.

Examples

>>> src = otp.oqd.sources.SharesOutstanding()  
>>> otp.run(src,  
...         symbols='TDEQ::::AAPL',
...         start=otp.dt(2021, 1, 1),
...         end=otp.dt(2021, 8, 6),
...         symbol_date=otp.dt(2021, 2, 18),
...         timezone='GMT')
        Time   OID   END_DATE REPORT_MONTH        SHARES
0 2021-01-01  9706 2021-01-06       202009  1.700180e+10
1 2021-01-06  9706 2021-01-29       202009  1.682326e+10
2 2021-01-29  9706 2021-05-03       202012  1.678810e+10
3 2021-05-03  9706 2021-07-30       202103  1.668763e+10
4 2021-07-30  9706 2021-10-29       202106  1.653017e+10
Parameters