.. _onetick read: onetick read ============ ``onetick read`` is a CLI tool distributed together with ``onetick-py``. It can be used to read OneTick databases and print them in the terminal. Installation ------------ ``onetick read`` should be available right after installing ``onetick-py``: .. code-block:: bash pip install onetick-py onetick read ... Configuration ------------- ``onetick read`` follows the same configuration as ``onetick-py``. There are several ways of configuration: Several ways of configuration are possible: 1. Use ONE_TICK_CONFIG environment variable: .. code-block:: bash export ONE_TICK_CONFIG=/path/to/one_tick_config.txt onetick read ... 2. Use onetick-py environment variables, e.g. using WebAPI mode and OneTick Cloud: .. code-block:: bash export OTP_WEBAPI='1' export OTP_HTTP_ADDRESS='https://rest.cloud.onetick.com' export OTP_ACCESS_TOKEN_URL='https://cloud-auth.parent.onetick.com/realms/OMD/protocol/openid-connect/token' export OTP_CLIENT_ID='???????????' export OTP_CLIENT_SECRET='???????' onetick read ... 3. Using --remote-ts parameter to connect to remote OneTick server: .. code-block:: bash onetick read ... --remote-ts path.to.remote.onetick.com:50015 4. Reading local OneTick database directory: .. code-block:: bash onetick read ./path/to/local/DB ... Examples -------- Basics ^^^^^^ In ``onetick read`` required parameters are database name, tick type, symbol name and date. Let's read data from database ``US_COMP_SAMPLE``, tick type ``QTE`` and symbol ``AAPL`` for 2024-02-01 (the local time zone is used by default): .. warning:: ``US_COMP_SAMPLE`` is a big database, so it may take some time to return results. Go to the next example to get results faster. .. code-block:: bash onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 :: Time EXCHANGE CORR DELETED_TIME TICK_STATUS COND NBBO_IND ... ASK_PRICE ASK_SIZE SEQ_NUM PARTICIPANT_TIME FINRA_ADF_TIME SECURITY_STATUS_IND OMDSEQ 0 2024-02-01 03:59:00.048766251 K 1969-12-31 19:00:00 0 L 1 ... 0.00 0 1041 2024-02-01 03:59:00.047225000 1969-12-31 19:00:00 0 1 2024-02-01 03:59:00.076961302 Z 1969-12-31 19:00:00 0 L 1 ... 0.00 0 1879 2024-02-01 03:59:00.076273000 1969-12-31 19:00:00 0 2 2024-02-01 04:00:00.004396668 K 1969-12-31 19:00:00 0 R 4 ... 187.02 2 3828 2024-02-01 04:00:00.000225000 1969-12-31 19:00:00 0 3 2024-02-01 04:00:00.004557945 K 1969-12-31 19:00:00 0 R 0 ... 187.02 2 3836 2024-02-01 04:00:00.000225000 1969-12-31 19:00:00 1 4 2024-02-01 04:00:00.004697438 K 1969-12-31 19:00:00 0 R 0 ... 187.02 2 3851 2024-02-01 04:00:00.000225000 1969-12-31 19:00:00 2 ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 8437010 2024-02-01 19:59:58.929486574 K 1969-12-31 19:00:00 0 R 0 ... 181.45 4 106224535 2024-02-01 19:59:58.929305000 1969-12-31 19:00:00 0 8437011 2024-02-01 19:59:58.939526360 Q 1969-12-31 19:00:00 0 R 2 ... 181.60 1 106224536 2024-02-01 19:59:58.939511759 1969-12-31 19:00:00 0 8437012 2024-02-01 19:59:59.169320534 P 1969-12-31 19:00:00 0 R 0 ... 181.45 25 106224546 2024-02-01 19:59:59.168978591 1969-12-31 19:00:00 0 8437013 2024-02-01 19:59:59.284979686 Q 1969-12-31 19:00:00 0 R 2 ... 181.60 1 106224563 2024-02-01 19:59:59.284965371 1969-12-31 19:00:00 0 8437014 2024-02-01 19:59:59.547784467 P 1969-12-31 19:00:00 0 R 2 ... 181.45 24 106224575 2024-02-01 19:59:59.547439434 1969-12-31 19:00:00 0 [8437015 rows x 26 columns] Limit the data ^^^^^^^^^^^^^^ It is better to limit the amount of data to get results faster. * use start time and end time parameters to set the smaller time range * use ``--limit`` parameter to set the maximum number of rows to return * use ``--columns`` or ``--columns-regex`` parameters to return only the specified columns * use ``--tz`` parameter to set the time zone .. code-block:: bash onetick read US_COMP_SAMPLE QTE AAPL '2024-02-01 09:30:00' '2024-02-01 09:30:01' --tz America/New_York --limit 100 --columns-regex PRICE :: Time BID_PRICE ASK_PRICE 0 2024-02-01 09:30:00.000860953 184.00 184.14 1 2024-02-01 09:30:00.000969529 183.90 184.14 2 2024-02-01 09:30:00.000998923 183.70 184.35 3 2024-02-01 09:30:00.001655957 0.00 0.00 4 2024-02-01 09:30:00.002127369 183.80 184.62 .. ... ... ... 95 2024-02-01 09:30:00.095290946 183.71 184.07 96 2024-02-01 09:30:00.096162392 183.00 186.73 97 2024-02-01 09:30:00.096761702 176.79 191.67 98 2024-02-01 09:30:00.096787483 183.71 184.22 99 2024-02-01 09:30:00.096955152 183.81 184.22 [100 rows x 3 columns] Output ^^^^^^ Use ``-o`` or ``--output`` parameter to return result in other formats. Default format is ``compact``, it returns results in *pandas* text format, but truncates the results to fit the screen, like in the previous examples. ``pandas`` format returns result in the same format, but without truncation: .. code-block:: bash onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 10 --columns-regex 'PRICE|SIZE' -o pandas :: Time BID_PRICE BID_SIZE ASK_PRICE ASK_SIZE 2024-02-01 03:59:00.048766251 0.00 0 0.00 0 2024-02-01 03:59:00.076961302 0.00 0 0.00 0 2024-02-01 04:00:00.004396668 184.87 2 187.02 2 2024-02-01 04:00:00.004557945 184.87 2 187.02 2 2024-02-01 04:00:00.004697438 184.87 2 187.02 2 2024-02-01 04:00:00.004780307 184.87 2 187.02 2 2024-02-01 04:00:00.005816302 184.87 2 187.02 2 2024-02-01 04:00:00.006738266 185.45 1 187.02 2 2024-02-01 04:00:00.007607483 185.49 2 187.02 2 2024-02-01 04:00:00.008367759 185.49 2 187.02 2 2024-02-01 04:00:00.008377555 185.45 1 187.02 2 ``csv`` format returns result in CSV format: .. code-block:: bash onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 10 --columns-regex 'PRICE|SIZE' -o csv :: Time,BID_PRICE,BID_SIZE,ASK_PRICE,ASK_SIZE 2024-02-01 03:59:00.048766251,0.0,0,0.0,0 2024-02-01 03:59:00.076961302,0.0,0,0.0,0 2024-02-01 04:00:00.004396668,184.87,2,187.02,2 2024-02-01 04:00:00.004557945,184.87,2,187.02,2 2024-02-01 04:00:00.004697438,184.87,2,187.02,2 2024-02-01 04:00:00.004780307,184.87,2,187.02,2 2024-02-01 04:00:00.005816302,184.87,2,187.02,2 2024-02-01 04:00:00.006738266,185.45,1,187.02,2 2024-02-01 04:00:00.007607483,185.49,2,187.02,2 2024-02-01 04:00:00.008367759,185.49,2,187.02,2 ``markdown`` format returns result as Markdown table: .. code-block:: bash onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 10 --columns-regex 'PRICE|SIZE' -o markdown :: | Time | BID_PRICE | BID_SIZE | ASK_PRICE | ASK_SIZE | |-------------------------------|-------------|------------|-------------|------------| | 2024-02-01 03:59:00.048766251 | 0 | 0 | 0 | 0 | | 2024-02-01 03:59:00.076961302 | 0 | 0 | 0 | 0 | | 2024-02-01 04:00:00.004396668 | 184.87 | 2 | 187.02 | 2 | | 2024-02-01 04:00:00.004557945 | 184.87 | 2 | 187.02 | 2 | | 2024-02-01 04:00:00.004697438 | 184.87 | 2 | 187.02 | 2 | | 2024-02-01 04:00:00.004780307 | 184.87 | 2 | 187.02 | 2 | | 2024-02-01 04:00:00.005816302 | 184.87 | 2 | 187.02 | 2 | | 2024-02-01 04:00:00.006738266 | 185.45 | 1 | 187.02 | 2 | | 2024-02-01 04:00:00.007607483 | 185.49 | 2 | 187.02 | 2 | | 2024-02-01 04:00:00.008367759 | 185.49 | 2 | 187.02 | 2 | ``json`` format returns result as Json object: .. code-block:: bash onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 5 --columns-regex 'PRICE|SIZE' -o json :: {"columns":["Time","BID_PRICE","BID_SIZE","ASK_PRICE","ASK_SIZE"], "data":[[1706759940048,0.0,0,0.0,0],[1706759940076,0.0,0,0.0,0],[1706760000004,184.87,2,187.02,2],[1706760000004,184.87,2,187.02,2],[1706760000004,184.87,2,187.02,2]]}