massive-com · aitzkovitz · Mar 13, 2023 · Mar 13, 2023 · Mar 13, 2023 · Mar 13, 2023
@@ -156,6 +156,21 @@ def from_dict(d):
        return LastQuoteOptionContractSnapshot(**d)


+@modelclass
+class LastTradeOptionContractSnapshot:
+    "Contains data for the most recent trade for an options contract."
+    price: Optional[float] = None
+    sip_timestamp: Optional[int] = None
+    size: Optional[int] = None
+    conditions: Optional[List[int]] = None
+    exchange: Optional[int] = None
+    timeframe: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return LastTradeOptionContractSnapshot(**d)
+
+
 @modelclass
 class Greeks:
    "Contains data for the greeks in an options contract."
@@ -193,6 +208,7 @@ class OptionContractSnapshot:
    greeks: Optional[Greeks] = None
    implied_volatility: Optional[float] = None
    last_quote: Optional[LastQuoteOptionContractSnapshot] = None
+    last_trade: Optional[LastTradeOptionContractSnapshot] = None
    open_interest: Optional[float] = None
    underlying_asset: Optional[UnderlyingAsset] = None

@@ -211,6 +227,9 @@ def from_dict(d):
            last_quote=None
            if "last_quote" not in d
            else LastQuoteOptionContractSnapshot.from_dict(d["last_quote"]),
+            last_trade=None
+            if "last_trade" not in d
+            else LastTradeOptionContractSnapshot.from_dict(d["last_trade"]),
            open_interest=d.get("open_interest", None),
            underlying_asset=None
            if "underlying_asset" not in d

@@ -39,6 +39,14 @@
      "midpoint": 29.075,
      "timeframe": "REAL-TIME"
    },
+    "last_trade":{
+      "price": 29.25,
+      "sip_timestamp": 1678718527714665700,
+      "size": 1,
+      "conditions": [209],
+      "exchange": 309,
+      "timeframe": "REAL-TIME"
+    },
    "open_interest": 8133,
    "underlying_asset": {
      "change_to_break_even": 19.11439999999999,
@@ -49,4 +57,4 @@
    }
  }],
  "status": "OK"
-}
+}
@@ -38,6 +38,14 @@
            "midpoint": 29.075,
            "timeframe": "REAL-TIME"
        },
+        "last_trade":{
+            "price": 29.25,
+            "sip_timestamp": 1678718527714665700,
+            "size": 1,
+            "conditions": [209],
+            "exchange": 309,
+            "timeframe": "REAL-TIME"
+        },
        "open_interest": 8133,
        "underlying_asset": {
            "change_to_break_even": 19.11439999999999,
@@ -48,4 +56,4 @@
        }
    },
    "status": "OK"
-}
+}
@@ -9,6 +9,7 @@
    OrderBookQuote,
    UnderlyingAsset,
    LastQuoteOptionContractSnapshot,
+    LastTradeOptionContractSnapshot,
    Greeks,
    OptionDetails,
    DayOptionContractSnapshot,
@@ -201,6 +202,14 @@ def test_get_snapshot_option(self):
                midpoint=29.075,
                timeframe="REAL-TIME",
            ),
+            last_trade=LastTradeOptionContractSnapshot(
+                price=29.25,
+                sip_timestamp=1678718527714665700,
+                size=1,
+                conditions=[209],
+                exchange=309,
+                timeframe="REAL-TIME",
+            ),
            open_interest=8133,
            underlying_asset=UnderlyingAsset(
                change_to_break_even=19.11439999999999,
@@ -253,6 +262,14 @@ def test_list_snapshot_options_chain(self):
                    midpoint=29.075,
                    timeframe="REAL-TIME",
                ),
+                last_trade=LastTradeOptionContractSnapshot(
+                    price=29.25,
+                    sip_timestamp=1678718527714665700,
+                    size=1,
+                    conditions=[209],
+                    exchange=309,
+                    timeframe="REAL-TIME",
+                ),
                open_interest=8133,
                underlying_asset=UnderlyingAsset(
                    change_to_break_even=19.11439999999999,