diff --git a/polygon/websocket/models/__init__.py b/polygon/websocket/models/__init__.py index 20c02ce1..629aca87 100644 --- a/polygon/websocket/models/__init__.py +++ b/polygon/websocket/models/__init__.py @@ -42,6 +42,30 @@ def from_dict(cls, data: Dict[str, Any]) -> "FromDictProtocol": "T": FuturesTrade, "Q": FuturesQuote, }, + Market.FuturesCME: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, + Market.FuturesCBOT: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, + Market.FuturesNYMEX: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, + Market.FuturesCOMEX: { + "A": FuturesAgg, + "AM": FuturesAgg, + "T": FuturesTrade, + "Q": FuturesQuote, + }, Market.Crypto: { "XA": CurrencyAgg, "XAS": CurrencyAgg, diff --git a/polygon/websocket/models/common.py b/polygon/websocket/models/common.py index 261f664b..bf8d18d6 100644 --- a/polygon/websocket/models/common.py +++ b/polygon/websocket/models/common.py @@ -28,7 +28,11 @@ class Market(Enum): Forex = "forex" Crypto = "crypto" Indices = "indices" - Futures = "futures" + Futures = "futures" # CME, CBOT, NYMEX, and COMEX + FuturesCME = "futures/cme" + FuturesCBOT = "futures/cbot" + FuturesNYMEX = "futures/nymex" + FuturesCOMEX = "futures/comex" class EventType(Enum):