Add is_test to TickerDetails model

[jimwhite]

Is your feature request related to a problem? Please describe.
I'm using the flatfiles to process data for the entire market. I need to be able to distinguish between actual stocks and test stocks.

Describe the solution you'd like
The TickerDetailsV3 API includes is_test in the response and I'd like that bool field to be added to and copied to the TickerDetails model class.

Describe alternatives you've considered
Currently I filter based on whether there is a CIK assigned. Also I could use the raw API call to get the is_test value and then make the deserialization call to get a TickerDetails. Neither of those are ideal and while I'm now fully educated about test tickers many folks coming are going to be surprised because this information isn't in the Python API.

[justinpolygon]

Hey @jimwhite, I'm looking at this now. What asset class are you seeing test symbols in flat files? I'm guessing stocks but wanted to know the file types (aggs, trades, quotes, etc). My suspicion is we probably need to filter them out, from flat files, and that'll solve your problem. I'm just checking with the product team.

I'm also checking about the is_test flag for the tickers details api. It looks like this isn't officially supported and that's why it wasn't added to the client. So, just getting clarification there if this is production ready.

Thanks for such a detailed report it really help tracking things down and understanding what you're seeing.

[jimwhite]

Yes, us_stocks trades and quotes. I'm making my own aggs from them (WIP: https://github.com/fovi-llc/zipline-polygon-bundle/blob/trades/zipline_polygon_bundle/trades.py) and I agree that test tickers should be filtered from those (aggs).

I doubt removing test tickers from trades and quotes files is a real help because I assume we still have to deal with test tickers in the WebSocket streams (where they do their intended job) and I plan to also use the flat files for testing and running sims for my (eventual) real-time system.

The change I'd like to see for flat files is to have splits, dividends, and details for all tickers each day. Currently I rely on caching those API calls (https://github.com/fovi-llc/zipline-polygon-bundle/blob/main/zipline_polygon_bundle/adjustments.py). I'm using the Python API which is why I want is_test included in the TickerDetails model but if you published per day flat files for those I'd use that instead. JSONL would be better I think than CSV because then we could use the Python model classes.

[justinpolygon]

Great, thanks. I'll pass this along.