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API reference
1.133.0
Site Navigation
Getting started
API reference
1.133.0
Section Navigation
otp.run
Sources
otp.CSV
otp.DataFile
otp.DataSource
otp.Empty
otp.ODBC
otp.PointInTime
otp.Query
otp.ReadCache
otp.ReadParquet
otp.SplitQueryOutputBySymbol
otp.SymbologyMapping
otp.Symbols
otp.Tick
otp.Ticks
Order book sources
otp.ObSnapshot
otp.ObSnapshotFlat
otp.ObSnapshotWide
otp.ObSummary
otp.Source
otp.Source.Symbol
otp.Source.__call__
otp.Source.__getitem__
otp.Source.__setitem__
otp.Source.add_prefix
otp.Source.add_suffix
otp.Source.agg
otp.Source.apply
otp.Source.cache
otp.Source.character_present
otp.Source.copy
otp.Source.count (jupyter)
otp.Source.deepcopy
otp.Source.diff
otp.Source.distinct
otp.Source.drop
otp.Source.dropna
otp.Source.dump
otp.Source.estimate_ts_delay
otp.Source.execute
otp.Source.exp_tw_average
otp.Source.exp_w_average
otp.Source.fillna
otp.Source.find_value_for_percentile
otp.Source.first
otp.Source.get_name
otp.Source.head (jupyter)
otp.Source.high
otp.Source.high_time
otp.Source.if_else
otp.Source.insert_data_quality_event
otp.Source.insert_tick
otp.Source.intercept_data_quality
otp.Source.intercept_symbol_errors
otp.Source.join_with_collection
otp.Source.join_with_query
otp.Source.last
otp.Source.lee_and_ready
otp.Source.logf
otp.Source.low
otp.Source.low_time
otp.Source.meta_fields
otp.Source.mkt_activity
otp.Source.modify_query_times
otp.Source.modify_symbol_name
otp.Source.ob_snapshot
otp.Source.ob_snapshot_flat
otp.Source.ob_snapshot_wide
otp.Source.ob_summary
otp.Source.percentile
otp.Source.plot (jupyter)
otp.Source.pnl_realized
otp.Source.point_in_time
otp.Source.portfolio_price
otp.Source.process_by_group
otp.Source.ranking
otp.Source.rename
otp.Source.render
otp.Source.schema
otp.Source.script
otp.Source.set_name
otp.Source.show_data_quality
otp.Source.show_symbol_errors
otp.Source.show_symbol_name_in_db
otp.Source.sink
otp.Source.skip_bad_tick
otp.Source.sort
otp.Source.split
otp.Source.standardized_moment
otp.Source.state_vars
otp.Source.switch
otp.Source.table
otp.Source.tail (jupyter)
otp.Source.throw
otp.Source.time_filter
otp.Source.time_interval_change
otp.Source.time_interval_shift
otp.Source.to_df
otp.Source.to_graph
otp.Source.to_otq
otp.Source.to_symbol_param
otp.Source.transpose
otp.Source.update
otp.Source.update_timestamp
otp.Source.where
otp.Source.where_clause
otp.Source.write
otp.Source.write_parquet
otp.Operation
otp.Column.__getitem__
otp.Operation.apply
otp.Operaion.astype
otp.Column.cumsum
otp.Operation.dtype
otp.Operation.expr
otp.Operation.fillna
otp.Operation.isin
otp.Operation.map
otp.Operation.round
Math operations
onetick.py.Operation.__abs__
onetick.py.Operation.__add__
onetick.py.Operation.__and__
onetick.py.Operation.__eq__
onetick.py.Operation.__ge__
onetick.py.Operation.__gt__
onetick.py.Operation.__invert__
onetick.py.Operation.__le__
onetick.py.Operation.__lt__
onetick.py.Operation.__mod__
onetick.py.Operation.__mul__
onetick.py.Operation.__ne__
onetick.py.Operation.__neg__
onetick.py.Operation.__or__
onetick.py.Operation.__radd__
onetick.py.Operation.__rmul__
onetick.py.Operation.__round__
onetick.py.Operation.__rsub__
onetick.py.Operation.__rtruediv__
onetick.py.Operation.__sub__
onetick.py.Operation.__truediv__
Datetime accessor
otp.Operation.dt.date
otp.Operation.dt.date_trunc
otp.Operation.dt.day_name
otp.Operation.dt.day_of_month
otp.Operation.dt.day_of_week
otp.Operation.dt.day_of_year
otp.Operation.dt.hour
otp.Operation.dt.minute
otp.Operation.dt.month
otp.Operation.dt.month_name
otp.Operation.dt.quarter
otp.Operation.dt.second
otp.Operation.dt.strftime
otp.Operation.dt.week
otp.Operation.dt.year
Float accessor
otp.Operation.float.cmp
otp.Operation.float.eq
otp.Operation.float.str
Decimal accessor
otp.Operation.decimal.cmp
otp.Operation.decimal.str
String accessor
otp.Operation.str.concat
otp.Operation.str.contains
otp.Operation.str.endswith
otp.Operation.str.extract
otp.Operation.str.find
otp.Operation.str.first
otp.Operation.str.get
otp.Operation.str.insert
otp.Operation.str.last
otp.Operation.str.len
otp.Operation.str.like
otp.Operation.str.lower
otp.Operation.str.ltrim
otp.Operation.str.match
otp.Operation.str.regex_replace
otp.Operation.str.repeat
otp.Operation.str.replace
otp.Operation.str.rtrim
otp.Operation.str.slice
otp.Operation.str.startswith
otp.Operation.str.strptime
otp.Operation.str.substr
otp.Operation.str.to_datetime
otp.Operation.str.token
otp.Operation.str.trim
otp.Operation.str.upper
Types
otp.byte
otp.decimal
otp.inf
otp.int
otp.long
otp.msectime
otp.nan
otp.nsectime
otp.short
otp.string
otp.uint
otp.ulong
otp.varstring
Datetime
otp.dt (otp.datetime)
otp.date
otp.now
Datetime offsets
otp.Nano
otp.Milli
otp.Second
otp.Minute
otp.Hour
otp.Day
otp.Week
otp.Month
otp.Quarter
otp.Year
State Variables
otp.state.dynamic_tick
otp.state.tick_deque
otp.state.tick_deque_tick
otp.state.tick_list
otp.state.tick_list_tick
otp.state.tick_sequence_tick
otp.state.tick_set
otp.state.tick_set_tick
otp.state.tick_set_unordered
otp.state.var
Functions
otp.coalesce
otp.cut
otp.format
otp.join
otp.join_by_time
otp.join_with_aggregated_window
otp.merge
otp.corp_actions
otp.qcut
Math functions
otp.math.cos
otp.math.exp
otp.math.floor
otp.math.ln
otp.math.log10
otp.math.max
otp.math.min
otp.math.mod
otp.math.pi
otp.math.pow
otp.math.rand
otp.math.sign
otp.math.sin
otp.math.sqrt
otp.math.tan
Miscellaneous functions
otp.misc.bit_and
otp.misc.bit_at
otp.misc.bit_not
otp.misc.bit_or
otp.misc.bit_xor
otp.misc.hash_code
Cache related functions
otp.create_cache
otp.delete_cache
otp.modify_cache_config
Aggregations
otp.agg.average
otp.agg.correlation
otp.agg.count
otp.agg.distinct
otp.agg.exp_tw_average
otp.agg.exp_w_average
otp.agg.find_value_for_percentile
otp.agg.first
otp.agg.first_tick
otp.agg.first_time
otp.agg.generic
otp.agg.high_tick
otp.agg.high_time
otp.agg.last
otp.agg.last_tick
otp.agg.last_time
otp.agg.low_tick
otp.agg.low_time
otp.agg.max
otp.agg.mean (alias for otp.agg.average)
otp.agg.median
otp.agg.min
otp.agg.num_distinct
otp.agg.ob_snapshot
otp.agg.ob_snapshot_flat
otp.agg.ob_snapshot_wide
otp.agg.ob_summary
otp.agg.option_price
otp.agg.percentile
otp.agg.portfolio_price
otp.agg.ranking
otp.agg.standardized_moment
otp.agg.stddev
otp.agg.sum
otp.agg.tw_average
otp.agg.variance
otp.agg.vwap
Misc
otp.__build__
otp.__main_one_tick_dir__
otp.__version__
otp.adaptive
otp.by_symbol
otp.CallbackBase
otp.default_by_type
otp.eval
otp.expr
otp.meta_fields
otp.MultiOutputSource
otp.OneTickLib
otp.param
otp.query
otp.range
otp.raw
otp.remote
otp.utils.render_otq
otp.SqlQuery
Symbol Parameters Objects
otp.TmpDir
otp.TmpFile
Session
otp.Session
otp.TestSession
otp.session.Config
otp.session.Locator
otp.session.ACL
otp.DB
otp.RefDB
otp.RemoteTS
otp.LoadBalancing
otp.FaultTolerance
Data Inspection
otp.databases
otp.derived_databases
otp.inspection.DB
OneQuantData™ (OQD)
otp.oqd.sources
otp.config
otp.perf
otp.Operation.expr
#
property
Operation.
expr
#
Get expression to use in EP parameters.
See also
Expr