gs_quant.markets.securities.Stock¶
- class Stock(id_, name, exchange=None, currency=None, entity=None)[source]¶
Base Security Type
Represents a financial asset which can be held in a portfolio, or has an observable price fixing which can be referenced in a derivative transaction
Methods
__init__(id_, name[, exchange, currency, entity])entity_type()- rtype:
EntityType
get(id_value, id_type[, as_of, ...])- rtype:
Optional[Asset]
get_close_price_for_date(date)- rtype:
Series
get_close_prices([start, end])Get close price series
get_currency()- rtype:
Optional[Currency]
get_data_coordinate(measure[, dimensions, ...])- rtype:
DataCoordinate
get_data_series(measure[, dimensions, ...])Get asset series
get_entitlements()get_entity()- rtype:
Optional[Dict]
get_hloc_prices([start, end, interval_frequency])Get high, low, open, close (hloc) prices
get_identifier(id_type[, as_of])Get asset identifier
get_identifiers([as_of])Get asset identifiers
get_latest_close_price()- rtype:
float
get_marquee_id()get_thematic_beta(basket_identifier[, ...])- rtype:
DataFrame
get_type()Overridden by sub-classes to return security type
get_unique_entity_key()- rtype:
EntityKey
get_url()Retrieve url to asset's product page on Marquee
Attributes
data_dimension