Aggregations

Methods to aggregate data. Most of these are basically wrappers around otp.agg objects.

Table Of Contents

• otp.Source.agg
• otp.Source.distinct
• otp.Source.exp_tw_average
• otp.Source.exp_w_average
• otp.Source.find_value_for_percentile
• otp.Source.first
• otp.Source.high
• otp.Source.high_time
• otp.Source.implied_vol
• otp.Source.last
• otp.Source.linear_regression
• otp.Source.low
• otp.Source.low_time
• otp.Source.multi_portfolio_price
• otp.Source.ob_num_levels
• otp.Source.ob_size
• otp.Source.ob_snapshot
• otp.Source.ob_snapshot_flat
• otp.Source.ob_snapshot_wide
• otp.Source.ob_summary
• otp.Source.ob_vwap
• otp.Source.option_price
• otp.Source.partition_evenly_into_groups
• otp.Source.percentile
• otp.Source.portfolio_price
• otp.Source.process_by_group
• otp.Source.ranking
• otp.Source.return_ep
• otp.Source.standardized_moment