otp.DB#

class DB(name=None, src=None, date=None, symbol=None, tick_type=None, kind='archive', db_properties=None, db_locations=None, db_raw_data=None, db_feed=None, write=True, clean_up=True, destroy_access=False, minimum_start_date=None, maximum_end_date=None)#

A class representing OneTick databases when configuring locators and ACL. A database can point to an existing OneTick archive or can be created on the fly with the data provided (the default is to create a temporary database). This object can then be used in onetick.py.Session. Note that ticks can’t be updated. The data to add could be passed into the constructor or with the add() method.

Parameters

  • name (str) – Database name. Derived databases are specified in “parent//derived” format. A derived database inherits the parent database properties.

  • src (optional) – Data to add to the database

  • clean_up (bool, optional) – Flag that controls temporary database cleanup

  • date (datetime.datetime, optional) – src will be added to this date

  • symbol (str, optional) – symbol name to add data for

  • tick_type (str, optional) – tick type to add data for

  • db_properties (dict, optional) – Properties of the database to add to the locator

  • db_locations (list of dict, optional) – A list of locations for the database to add to the locator. This parameter is a list, because databases in a locator can have several location sections. If not specified, a temporary directory is used as the database location.

  • db_raw_data (list of dict, optional) – Raw database configuration.

  • db_feed (dict, optional) – Feed configuration.

  • write (bool, optional) – Flag that controls access to write to database.

  • destroy_access (bool, optional) – Flag that controls access to destroy the database.

  • minimum_start_date (str or datetime.date or onetick.py.date) – Specifies the minimum date of the tick that can be served to a user. The format for the value is YYYYMMDD. The OneTick server enforces this permission by verifying that the query start time is not less than time of 00:00:00, in GMT timezone, for the specified minimum start date.

  • maximum_end_date (str or datetime.date or onetick.py.date) – Specifies the date of the tick, starting from which ticks are not allowed to be returned to a user. The format for the value is YYYYMMDD. The OneTick server enforces this permission by verifying that the query end time is less than time of 00:00:00, in GMT timezone, for the specified maximum end date.

Examples

A database can be initialized along with data:

>>> data = otp.Ticks(X=['hello', 'world!'])
>>> db = otp.DB('MYDB', data)

You can specify a derived db by using // as a separator:

>>> data = otp.Ticks(X=['parent1', 'parent2'])
>>> db = otp.DB('DB_A', data)
>>> db.add(data)

>>> data_derived = otp.Ticks(X=['derived1', 'derived2'])
>>> db_derived = otp.DB('DB_A//DB_D')
>>> session.use(db_derived)
>>> db_derived.add(data_derived)

You can add an existing OneTick database to the locator:

>>> existing_db = otp.DB('MY_NYSE_TAQ', db_locations=[{'location': '/home/user/data/NYSE_TAQ'}])  
>>> session.use(existing_db)
add(src, date=None, start=None, end=None, symbol=None, tick_type=None, timezone=None, **kwargs)#

Add data to a database. If ticks with the same timestamp are already presented in database old values won’t be updated.

Parameters

  • src (otp.Source) – source that will be written to the database.

  • date (datetime or None) – date of the day in which the data will be saved. The timestamps of the ticks should be between the start and the end of the day. Be default, it is set to otp.config.default_date.

  • start (datetime or None) – start day of period in which the data will be saved. The timestamps of the ticks should be between start and end dates. Cannot be used with date parameter. Be default, None.

  • end (datetime or None) – end day of period in which the data will be saved. The timestamps of the ticks should be between start and end dates. Cannot be used with date parameter. Be default, None.

  • symbol (str or Column) – resulting symbol name string or column to get symbol name from. Be default, it is set to otp.config.default_db_symbol.

  • tick_type (str or Column) – resulting tick type string or column to get tick type from. If tick type is None then an attempt will be taken to get tick type name automatically based on the src source’s schema. (ORDER, QTE, TRD and NBBO tick types are supported).

  • timezone (str) – This timezone will be used for running the query. By default, it is set to otp.config.tz.

  • kwargs – other arguments that will be passed to onetick.py.Source.write() function.

Examples

Data is saved to the specified date, symbol and tick type: (note that session is created before this example)

>>> db = otp.DB('MYDB2')
>>> db.add(otp.Ticks(A=[4, 5, 6]), date=otp.dt(2003, 1, 1), symbol='SMB', tick_type='TT')
>>> session.use(db)

We can get the same data by specifying the same parameters:

>>> data = otp.DataSource(db, date=otp.dt(2003, 1, 1), symbols='SMB', tick_type='TT')
>>> otp.run(data)
                     Time  A
0 2003-01-01 00:00:00.000  4
1 2003-01-01 00:00:00.001  5
2 2003-01-01 00:00:00.002  6
property properties#

Get dict of database properties.

Return type

dict

Examples

>>> otp.DB('X').properties
{'symbology': 'BZX',
 'archive_compression_type': 'NATIVE_PLUS_GZIP',
 'tick_timestamp_type': 'NANOS'}
property locations#

Get list of database locations.

Return type

list of dict

Examples

>>> otp.DB('X').locations 
[{'access_method': 'file',
  'start_time': '20021230000000',
  'end_time': '21000101000000',
  ...}]
property raw_data#

Get dict of database raw configurations.

Return type

dict of dict

Examples

>>> db = otp.DB('RAW_EXAMPLE',
...     db_raw_data=[{
...         'id': 'PRIMARY_A',
...         'prefix': 'DATA.',
...         'locations': [
...             {'mount': 'mount1'}
...         ]
...     }]
... )
>>> db.raw_data 
[{'id': 'PRIMARY_A', 'prefix': 'DATA.', 'locations': [{'mount': 'mount1', 'access_method': 'file', ...}]}]
property feed#

Get dict of database feed configuration.

Return type

dict

Examples

>>> db = otp.DB('RAW_EXAMPLE',
...     db_raw_data=[{
...         'id': 'PRIMARY_A',
...         'prefix': 'DATA.',
...         'locations': [
...             {'mount': 'mount1'}
...         ]
...     }],
...     db_feed={'type': 'rawdb', 'raw_source': 'PRIMARY_A'},
... )
>>> db.feed
{'type': 'rawdb', 'raw_source': 'PRIMARY_A', 'format': 'native'}