otp.Source.write_parquet#

Source.write_parquet(output_path, compression_type='snappy', num_tick_per_row_group=1000, partitioning_keys='', propagate_input_ticks=False, inplace=False)#

Writes the input tick series to parquet data file.

Input must not have field ‘time’ as that field will also be added by the EP in the resulting file(s)

Parameters

output_path (str) – Path for saving ticks to Parquet file. Partitioned: Path to the root directory of the parquet files. Non-partitioned: Path to the parquet file.
compression_type (str) – Compression type for parquet files. Should be one of these: gzip, lz4, none, snappy (default), zstd.
num_tick_per_row_group (int) – Number of rows per row group.
partitioning_keys (list, str) –
List of fields (list or comma-separated string) to be used as keys for partitioning.

Setting this parameter will switch this EP to partitioned mode.

In non-partitioned mode, if the path points to a file that already exists, it will be overridden. When partitioning is active:
- The target directory must be empty
- Key fields and their string values will be automatically URL-encoded to avoid conflicts with
  filesystem naming rules.
Pseudo-fields ‘_SYMBOL_NAME’ and ‘_TICK_TYPE’ may be used as partitioning_keys and will be added to the schema automatically.
propagate_input_ticks (bool) – Switches propagation of the ticks. If set to True, ticks will be propagated.
inplace (bool) – A flag controls whether operation should be applied inplace. If inplace=True, then it returns nothing. Otherwise method returns a new modified object.

Examples

Simple usage

>>> data = otp.Ticks(A=[1, 2, 3])
>>> data = data.write_parquet("/path/to/parquet/file")  
>>> df = otp.run(data)  