Installation
Requires Python 3.11+. The SDK depends on httpx and pydantic.
Initialize the Client
from rulebook import Rulebook
client = Rulebook(api_key="your-api-key")
RULEBOOK_API_KEY environment variable and omit the parameter:
export RULEBOOK_API_KEY="your-api-key"
from rulebook import Rulebook
client = Rulebook() # reads from RULEBOOK_API_KEY
RULEBOOK_BASE_URL environment variable:
export RULEBOOK_BASE_URL="https://your-custom-endpoint/api/v1"
List Exchanges
exchanges = client.exchanges.list()
for ex in exchanges:
print(f"{ex.name} ({ex.display_name})")
print(f" Fee types: {ex.fee_types}")
print(f" Records: {ex.record_count}")
list[Exchange]
| Field | Type | Description |
|---|
name | str | Exchange identifier (e.g., “NYSE”) |
display_name | str | Human-readable name |
fee_types | list[str] | Available fee types |
record_count | int | Total fee schedule records |
Get Exchange Details
detail = client.exchanges.retrieve("NYSE")
print(f"Date range: {detail.date_range.earliest} to {detail.date_range.latest}")
print(f"Actions: {detail.actions}")
print(f"Participants: {detail.participants}")
print(f"Fee categories: {detail.fee_categories}")
ExchangeDetail
Show ExchangeDetail fields
| Field | Type | Description |
|---|
name | str | Exchange identifier |
display_name | str | Human-readable name |
date_range | DateRange | .earliest and .latest (YYYY-MM-DD) |
fee_types | list[str] | Available fee types |
fee_categories | list[str] | Available fee categories |
actions | list[str] | Available trading actions |
participants | list[str] | Available participant types |
symbol_classifications | list[str] | Available symbol classifications |
symbol_types | list[str] | Available symbol types |
trade_types | list[str] | Available trade types |
record_count | int | Total records for this exchange |
List Fee Schedule Results
page = client.fee_schedule_results.list(
supplier_name=["CBOE"],
fee_type=["Option"],
fee_participant=["Market Maker"],
latest_only=True,
page_size=10,
)
print(f"Total results: {page.total_records}")
for result in page.data:
print(f" {result.fee_action}: {result.fee_amount} ({result.fee_symbol_type})")
PaginatedResponse[FeeScheduleResult]
| Field | Type | Description | |
|---|
data | list[FeeScheduleResult] | Array of result objects | |
total_records | int | Total records matching the query | |
page_size | int | Records per page | |
total_pages | int | Total number of pages | |
current_page | int | Current page number (0-indexed) | |
query_time | `float | None` | Query execution time in seconds |
| Parameter | Type | Description |
|---|
supplier_name | list[str] | Filter by exchange name(s) |
fee_type | list[str] | Filter by fee type(s) |
fee_category | list[str] | Filter by fee category(s) |
fee_action | list[str] | Filter by trading action(s) |
fee_participant | list[str] | Filter by participant type(s) |
fee_symbol_classification | list[str] | Filter by symbol classification(s) |
fee_symbol_type | list[str] | Filter by symbol type(s) |
fee_trade_type | list[str] | Filter by trade type(s) |
start_date | str | Filter by scraped date (YYYY-MM-DD) |
end_date | str | Filter by scraped date (YYYY-MM-DD) |
latest_only | bool | Only latest version per exchange |
order_by | str | Sort field (default: created_on) |
order_dir | str | Sort direction: asc or desc |
page_size | int | Records per page (1–100) |
page_number | int | Page number (0-indexed) |
Get a Single Fee Schedule Result
result = client.fee_schedule_results.retrieve("a1b2c3d4-e5f6-7890-abcd-ef1234567890")
print(f"{result.supplier_name} — {result.fee_type} — {result.fee_category}")
print(f" Action: {result.fee_action}")
print(f" Amount: {result.fee_amount}")
print(f" Participant: {result.fee_participant}")
FeeScheduleResult
Show FeeScheduleResult fields
| Field | Type | Description |
|---|
id | str | Unique identifier (UUID) |
supplier_name | str | Exchange name |
fee_type | str | Fee type (Option, Equity) |
fee_category | str | Fee category |
fee_charge_type | str | None | Fee or Rebate |
fee_amount | str | None | Fee/rebate amount |
fee_action | str | None | Trading action (Make, Take, etc.) |
fee_action_details | str | None | Additional action details |
fee_basis | str | None | Basis for fee calculation |
fee_notes | str | None | Additional notes |
fee_reference | str | None | Source document reference |
fee_participant | str | None | Market participant type |
fee_participant_details | str | None | Participant classification details |
fee_monthly_volume | str | None | Volume threshold for tiered pricing |
fee_monthly_volume_criteria | str | None | Volume tier criteria |
fee_symbol_classification | str | None | Symbol classification |
fee_symbol_type | str | None | Penny/Non-Penny classification |
fee_trade_type | str | None | Trade type |
fee_symbol | str | None | Specific symbol(s) |
fee_excluded_symbols | str | None | Excluded symbols |
fee_conditions | str | None | Conditions for this fee |
fee_exclusions | str | None | Exclusion scenarios |
fee_extra_info | str | None | Additional information |
version_id | str | None | Extraction version UUID |
scraped_time | str | None | When the fee schedule was scraped |
created_on | str | None | When this record was created |
Get Available Filters
Discover valid filter values before querying results:
filters = client.fee_schedule_results.get_filters()
print(f"Exchanges: {filters.supplier_names}")
print(f"Fee types: {filters.fee_types}")
print(f"Categories: {filters.fee_categories}")
print(f"Actions: {filters.fee_actions}")
print(f"Participants: {filters.fee_participants}")
FeeScheduleResultFilters
| Field | Type | Description |
|---|
supplier_names | list[str] | Available exchange names |
fee_types | list[str] | Available fee types |
fee_categories | list[str] | Available fee categories |
fee_actions | list[str] | Available trading actions |
fee_participants | list[str] | Available participant types |
fee_symbol_classifications | list[str] | Available symbol classifications |
fee_symbol_types | list[str] | Available symbol types |
fee_trade_types | list[str] | Available trade types |
Get Results by Version
Retrieve all fee schedule results from a specific extraction version:
page = client.fee_schedule_results.get_results_by_version(
"f7e8d9c0-b1a2-3456-7890-abcdef123456",
page_size=50,
)
print(f"Version has {page.total_records} results ({page.total_pages} pages)")
for result in page.data:
print(f" {result.fee_action}: {result.fee_amount}")
page_number and page_size to iterate:
page_number = 0
total_fetched = 0
while True:
page = client.fee_schedule_results.list(
latest_only=True,
page_size=50,
page_number=page_number,
)
total_fetched += len(page.data)
print(f"Page {page_number + 1}/{page.total_pages}: {len(page.data)} results")
if page_number >= page.total_pages - 1:
break
page_number += 1
print(f"Fetched {total_fetched} of {page.total_records} total results")
Async Client
import asyncio
from rulebook import AsyncRulebook
async def main():
async with AsyncRulebook(api_key="your-key") as client:
exchanges = await client.exchanges.list()
detail = await client.exchanges.retrieve("NYSE")
page = await client.fee_schedule_results.list(
supplier_name=["CBOE"],
latest_only=True,
)
filters = await client.fee_schedule_results.get_filters()
asyncio.run(main())
await-able.
Context Manager
Both clients support context managers for automatic cleanup:
with Rulebook(api_key="your-key") as client:
exchanges = client.exchanges.list()
# Connection pool is cleaned up here
Next Steps
