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Add report_sequence and sequence_number to FuturesQuote and FuturesTrade #996

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Merged
justinpolygon merged 1 commit into from
Feb 5, 2026
Merged

Add report_sequence and sequence_number to FuturesQuote and FuturesTrade #996

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8 changes: 8 additions & 0 deletions massive/rest/models/futures.py
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Original file line number Diff line number Diff line change
Expand Up @@ -150,6 +150,8 @@ class FuturesQuote:
bid_price: Optional[float] = None
bid_size: Optional[float] = None
bid_timestamp: Optional[int] = None
report_sequence: Optional[int] = None
sequence_number: Optional[int] = None

@staticmethod
def from_dict(d):
Expand All @@ -163,6 +165,8 @@ def from_dict(d):
bid_price=d.get("bid_price"),
bid_size=d.get("bid_size"),
bid_timestamp=d.get("bid_timestamp"),
report_sequence=d.get("report_sequence"),
sequence_number=d.get("sequence_number"),
)


Expand All @@ -178,6 +182,8 @@ class FuturesTrade:
session_end_date: Optional[str] = None
price: Optional[float] = None
size: Optional[float] = None
report_sequence: Optional[int] = None
sequence_number: Optional[int] = None

@staticmethod
def from_dict(d):
Expand All @@ -187,6 +193,8 @@ def from_dict(d):
session_end_date=d.get("session_end_date"),
price=d.get("price"),
size=d.get("size"),
report_sequence=d.get("report_sequence"),
sequence_number=d.get("sequence_number"),
)


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