OneQuantData™ (OQD)

OneQuantData™ is a continuously updated repository of historical reference and pricing data designed specifically for the global equities market. OneQuantData™ data sets cover decades of history for exchange-traded equity products, featuring daily prices, security information, corporate actions, and cross-reference information.

Note

This is a separate offer.

It requires an additional setup of client-side configuration and/or receiving access to the OQD cloud databases.

Contact OneTick support for additional info.

OQD consists of two parts:

• client configuration:

  • get the code of custom event processors (EPs) that provide an API to read the data from OQD databases (it is done automatically by onetick.py.oqd module)

  • setting up locators and access list files to access these databases and/or receiving credentials to access already set-up cloud OQD servers

• server configuration:

  • support these custom OQD EPs

  • maintain OQD databases that contain reference and pricing data

onetick-py supports several source classes that use OQD EPs and access OQD databases:

• onetick.py.oqd.sources.OHLCV

• onetick.py.oqd.sources.CorporateActions

• onetick.py.oqd.sources.DescriptiveFields

• onetick.py.oqd.sources.SharesOutstanding