otp.oqd.OHLCV#
- class OHLCV(start='all', end=utils.adaptive, symbol=utils.adaptive)#
Bases:
onetick.py.core.source.Source
OneQuantData™ source to retrieve a time series of unadjusted prices for a symbol for one particular pricing exchange of daily OHLCV data. Output ticks have fields: OPEN, HIGH, LOW, CLOSE, VOLUME, CURRENCY, EXCH.
- Parameters
exch (str, ‘all’, ‘main’) –
The OneQuantData exchange code for the desired price series. Possible values:
’all’ return data for all exchanges;
’main’ return data main pricing exchange;
any other string value will treated as exchange name to filter data.
Default: ‘all’.
Examples
>>> src = otp.oqd.sources.OHLCV(exch="USPRIM") >>> otp.run(src, ... symbols='BTKR::::GOOGL US', ... start=otp.dt(2018, 8, 1), ... end=otp.dt(2018, 8, 2), ... symbol_date=otp.dt(2018, 8, 1)) Time OID EXCH CURRENCY OPEN HIGH LOW CLOSE VOLUME 0 2018-08-01 00:00:00 74143 USPRIM USD 1242.73 1245.72 1225.00 1232.99 605680.0 1 2018-08-01 20:00:00 74143 USPRIM USD 1219.69 1244.25 1218.06 1241.13 596960.0
- Parameters
start (
datetime.datetime
,otp.datetime
,onetick.py.adaptive
, default=onetick.py.adaptive
) – Start of the interval from which the data should be taken. Default isonetick.py.adaptive
, making the final query deduce the time limits from the rest of the graph.end (
datetime.datetime
,otp.datetime
,onetick.py.adaptive
, default=onetick.py.adaptive
) – End of the interval from which the data should be taken. Default isonetick.py.adaptive
, making the final query deduce the time limits from the rest of the graph.symbol (str, list of str,
Source
,query
,eval query
, default=onetick.py.adaptive
) – Symbol(s) from which data should be taken.