tastytrade.market_sessions¶

enum tastytrade.market_sessions.ExchangeType(value)¶

Bases: str, Enum

Contains the valid exchanges to get futures market sessions for.

Member Type:¶

str

Valid values are as follows:

CME = <ExchangeType.CME: 'CME'>¶

CFE = <ExchangeType.CFE: 'CFE'>¶

NYSE = <ExchangeType.NYSE: 'Equity'>¶

SMALL = <ExchangeType.SMALL: 'Smalls'>¶

pydantic model tastytrade.market_sessions.MarketCalendar(*, half_days: list[date], holidays: list[date])¶

Bases: TastytradeData

Dataclass containing information about market holidays and shortened days.

Show JSON schema

{
   "title": "MarketCalendar",
   "description": "Dataclass containing information about market holidays and shortened days.",
   "type": "object",
   "properties": {
      "market-half-days": {
         "items": {
            "format": "date",
            "type": "string"
         },
         "title": "Market-Half-Days",
         "type": "array"
      },
      "market-holidays": {
         "items": {
            "format": "date",
            "type": "string"
         },
         "title": "Market-Holidays",
         "type": "array"
      }
   },
   "required": [
      "market-half-days",
      "market-holidays"
   ]
}

Fields:¶

• half_days (list[datetime.date])

• holidays (list[datetime.date])

pydantic model tastytrade.market_sessions.MarketSession(*, close_at: datetime | None = None, close_at_ext: datetime | None = None, instrument_collection: str, open_at: datetime | None = None, start_at: datetime | None = None, next_session: MarketSessionSnapshot | None = None, previous_session: MarketSessionSnapshot | None = None, state: MarketStatus)¶

Bases: TastytradeData

Dataclass representing the current, next, and previous sessions.

Show JSON schema

{
   "title": "MarketSession",
   "description": "Dataclass representing the current, next, and previous sessions.",
   "type": "object",
   "properties": {
      "close-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Close-At"
      },
      "close-at-ext": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Close-At-Ext"
      },
      "instrument-collection": {
         "title": "Instrument-Collection",
         "type": "string"
      },
      "open-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Open-At"
      },
      "start-at": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Start-At"
      },
      "next-session": {
         "anyOf": [
            {
               "$ref": "#/$defs/MarketSessionSnapshot"
            },
            {
               "type": "null"
            }
         ],
         "default": null
      },
      "previous-session": {
         "anyOf": [
            {
               "$ref": "#/$defs/MarketSessionSnapshot"
            },
            {
               "type": "null"
            }
         ],
         "default": null
      },
      "state": {
         "$ref": "#/$defs/MarketStatus"
      }
   },
   "$defs": {
      "MarketSessionSnapshot": {
         "description": "Dataclass containing information about the upcoming or previous market session.",
         "properties": {
            "close-at": {
               "format": "date-time",
               "title": "Close-At",
               "type": "string"
            },
            "close-at-ext": {
               "anyOf": [
                  {
                     "format": "date-time",
                     "type": "string"
                  },
                  {
                     "type": "null"
                  }
               ],
               "default": null,
               "title": "Close-At-Ext"
            },
            "instrument-collection": {
               "title": "Instrument-Collection",
               "type": "string"
            },
            "open-at": {
               "format": "date-time",
               "title": "Open-At",
               "type": "string"
            },
            "session-date": {
               "format": "date",
               "title": "Session-Date",
               "type": "string"
            },
            "start-at": {
               "format": "date-time",
               "title": "Start-At",
               "type": "string"
            }
         },
         "required": [
            "close-at",
            "instrument-collection",
            "open-at",
            "session-date",
            "start-at"
         ],
         "title": "MarketSessionSnapshot",
         "type": "object"
      },
      "MarketStatus": {
         "description": "Contains the valid market status values.",
         "enum": [
            "Open",
            "Closed",
            "Pre-market",
            "Extended"
         ],
         "title": "MarketStatus",
         "type": "string"
      }
   },
   "required": [
      "instrument-collection",
      "state"
   ]
}

Fields:¶

• close_at (datetime.datetime | None)

• close_at_ext (datetime.datetime | None)

• instrument_collection (str)

• next_session (tastytrade.market_sessions.MarketSessionSnapshot | None)

• open_at (datetime.datetime | None)

• previous_session (tastytrade.market_sessions.MarketSessionSnapshot | None)

• start_at (datetime.datetime | None)

• status (tastytrade.market_sessions.MarketStatus)

pydantic model tastytrade.market_sessions.MarketSessionSnapshot(*, close_at: datetime, close_at_ext: datetime | None = None, instrument_collection: str, open_at: datetime, session_date: date, start_at: datetime)¶

Bases: TastytradeData

Dataclass containing information about the upcoming or previous market session.

Show JSON schema

{
   "title": "MarketSessionSnapshot",
   "description": "Dataclass containing information about the upcoming or previous market session.",
   "type": "object",
   "properties": {
      "close-at": {
         "format": "date-time",
         "title": "Close-At",
         "type": "string"
      },
      "close-at-ext": {
         "anyOf": [
            {
               "format": "date-time",
               "type": "string"
            },
            {
               "type": "null"
            }
         ],
         "default": null,
         "title": "Close-At-Ext"
      },
      "instrument-collection": {
         "title": "Instrument-Collection",
         "type": "string"
      },
      "open-at": {
         "format": "date-time",
         "title": "Open-At",
         "type": "string"
      },
      "session-date": {
         "format": "date",
         "title": "Session-Date",
         "type": "string"
      },
      "start-at": {
         "format": "date-time",
         "title": "Start-At",
         "type": "string"
      }
   },
   "required": [
      "close-at",
      "instrument-collection",
      "open-at",
      "session-date",
      "start-at"
   ]
}

Fields:¶

• close_at (datetime.datetime)

• close_at_ext (datetime.datetime | None)

• instrument_collection (str)

• open_at (datetime.datetime)

• session_date (datetime.date)

• start_at (datetime.datetime)

enum tastytrade.market_sessions.MarketStatus(value)¶

Bases: str, Enum

Contains the valid market status values.

Member Type:¶

str

Valid values are as follows:

OPEN = <MarketStatus.OPEN: 'Open'>¶

CLOSED = <MarketStatus.CLOSED: 'Closed'>¶

PRE_MARKET = <MarketStatus.PRE_MARKET: 'Pre-market'>¶

EXTENDED = <MarketStatus.EXTENDED: 'Extended'>¶

async tastytrade.market_sessions.a_get_market_holidays(session: Session) → MarketCalendar¶

Retrieves market calendar for half days and holidays.

Parameters:¶

session: Session¶

active user session to use

async tastytrade.market_sessions.a_get_market_sessions(session: Session, exchanges: list[ExchangeType]) → list[MarketSession]¶

Retrieves a list of session timings for the given exchanges.

Parameters:¶

session: Session¶

active user session to use

exchanges: list[ExchangeType]¶

the list of exchanges to get market sessions for

tastytrade.market_sessions.get_market_holidays(session: Session) → MarketCalendar¶

Retrieves market calendar for half days and holidays.

Parameters:¶

session: Session¶

active user session to use

tastytrade.market_sessions.get_market_sessions(session: Session, exchanges: list[ExchangeType]) → list[MarketSession]¶

Retrieves a list of session timings for the given exchanges.

Parameters:¶

session: Session¶

active user session to use

exchanges: list[ExchangeType]¶

the list of exchanges to get market sessions for