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OneQuantData™ is a continuously updated repository of historical reference and pricing data designed specifically for the global equities market.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:

Also some OQD databases (with OQD_ prefix) are available for querying directly:

>>> [db for db in otp.databases() if db.startswith('OQD_')]  
['OQD_BBGBSYM',
 'OQD_BBGBTKR',
 'OQD_BBGFGC',
 'OQD_BBGFGS',
 'OQD_BBGFGV',
 'OQD_BBGOID',
 'OQD_CACT',
 'OQD_CACT_SAMPLE',
 'OQD_DPRC',
 'OQD_DPRC_SAMPLE',
 'OQD_ETF',
 'OQD_EVENT',
 'OQD_FUT',
 'OQD_INDUSTRY_CLASS',
 'OQD_MKTCAL',
 'OQD_RKEY',
 'OQD_SEC',
 'OQD_SHARE',
 'OQD_XOID',
 'OQD_XOID_SOURCE',
 'OQD_XSYM']

For example, let’s get some events from OQD_EVENT database, like earnings announcement dates:

>>> data = otp.DataSource('OQD_EVENT', tick_type='EVENT_D', schema_policy='manual')
>>> data = otp.merge([data], symbols=otp.Symbols('OQD_EVENT', for_tick_type='EVENT_D'))
>>> otp.run(data, date=otp.dt(2026, 6, 23), timezone='GMT')
         Time     OID               EVENT_TYPE EVENT_CONDITION      EVENT_DATETIME DELETED_TIME  TICK_STATUS  OMDSEQ
0  2026-06-23  207482             EARNING_DATE                 2026-06-23 20:05:00   1970-01-01            0       1
1  2026-06-23   22857  COMPANY_CONFERENCE_CALL                 2026-06-23 14:00:00   1970-01-01            0       1
2  2026-06-23   22857             EARNING_DATE                 2026-06-23 13:15:00   1970-01-01            0       1
3  2026-06-23   60963  COMPANY_CONFERENCE_CALL                 2026-06-23 21:00:00   1970-01-01            0       1
4  2026-06-23   60963             EARNING_DATE                 2026-06-23 20:02:00   1970-01-01            0       1
5  2026-06-23  681733  COMPANY_CONFERENCE_CALL                 2026-06-23 12:00:00   1970-01-01            0       1
6  2026-06-23  681733             EARNING_DATE                 2026-06-23 10:00:00   1970-01-01            0       0
7  2026-06-23  747325  COMPANY_CONFERENCE_CALL                 2026-06-23 21:00:00   1970-01-01            0       1
8  2026-06-23  747325             EARNING_DATE                 2026-06-23 20:43:00   1970-01-01            0       1
9  2026-06-23   81848             EARNING_DATE                 2026-06-23 20:15:00   1970-01-01            0       1
10 2026-06-23   91603  COMPANY_CONFERENCE_CALL                 2026-06-23 21:00:00   1970-01-01            0       1
11 2026-06-23   91603             EARNING_DATE                 2026-06-23 20:10:00   1970-01-01            0       1
12 2026-06-23   94601  COMPANY_CONFERENCE_CALL                 2026-06-23 16:00:00   1970-01-01            0       1
13 2026-06-23   94601             EARNING_DATE                 2026-06-23 10:45:00   1970-01-01            0       1