otp.RefData#

class RefData(ref_data_type=None, symbol=utils.adaptive, db=utils.adaptive_to_default, start=utils.adaptive, end=utils.adaptive, query_parameters=None, **kwargs)#

Bases: Source

Shows reference data for the specified security and reference data type.

It can be used to view corporation actions, symbol name changes, primary exchange info and symbology mapping for a securities, as well as the list of symbologies, names of custom adjustment types for corporate actions present in a reference database as well as names of continuous contracts in database symbology.

Parameters:

ref_data_type (str) –
Type of reference data to be queried. Possible values are:
- corp_actions
- symbol_name_history
- primary_exchange
- symbol_calendar
- symbol_currency
- symbology_mapping
- symbology_list
- custom_adjustment_type_list
- all_calendars
- all_continuous_contract_names
symbol (str, list of str, Source, query, eval query) – Symbol(s) from which data should be taken.
db (str) – Name of the database.
start (otp.datetime) – Start time for tick generation. By default the start time of the query will be used.
end (otp.datetime) – End time for tick generation. By default the end time of the query will be used.
query_parameters (otp.QueryParameters) – Additional query properties to be set in the resulting .otq file. They will be used if they are not overridden by other parameters or in otp.run.

Examples

Show calendars for a database US_COMP_SAMPLE:

>>> src = otp.RefData('all_calendars')  
>>> otp.run(src, symbols='US_COMP_SAMPLE::AAPL',
...         date=otp.dt(2024, 2, 1), symbol_date=otp.dt(2024, 2, 1), timezone='EST5EDT')  
         Time END_DATETIME       CALENDAR_NAME SESSION_NAME SESSION_FLAGS DAY_PATTERN                     START_HHMMSS  END_HHMMSS          TIMEZONE  PRIORITY                    DESCRIPTION
0  2024-02-01   2024-03-29  BBG_EQUITY_EXCH_US     DAY_TYPE             R   0.0.12345                                0      240000  America/New_York         0                    @US_DEFAULT
1  2024-02-01   2024-03-29  BBG_EQUITY_EXCH_US   PRE_MARKET             b   0.0.12345                            40000       93000  America/New_York         0                    @US_DEFAULT
2  2024-02-01   2024-03-29  BBG_EQUITY_EXCH_US       MARKET             r   0.0.12345                            93000      160000  America/New_York         0                    @US_DEFAULT
3  2024-02-01   2024-03-29  BBG_EQUITY_EXCH_US  POST_MARKET             a   0.0.12345                           160000      200000  America/New_York         0                    @US_DEFAULT
4  2024-02-01   2024-03-29  BBG_EQUITY_EXCH_US      HOLIDAY             H       1.3.1                                0      240000  America/New_York         1  MARTIN_LUTHER_KING@US_DEFAULT
..        ...          ...                 ...          ...           ...         ...                              ...         ...               ...       ...                            ...
85 2024-02-01   2024-03-29     CLOUD_DB_US_OTC      HOLIDAY             H       1.3.1                                0      240000  America/New_York         1  MARTIN_LUTHER_KING@US_DEFAULT
86 2024-02-01   2024-03-29     CLOUD_DB_US_OTC      HOLIDAY             H       2.3.1                                0      240000  America/New_York         1      PRESIDENTS_DAY@US_DEFAULT
87 2024-02-01   2024-03-29     CLOUD_DB_US_OTC      HOLIDAY             H       5.6.1                                0      240000  America/New_York         1        MEMORIAL_DAY@US_DEFAULT
88 2024-02-01   2024-03-29     CLOUD_DB_US_OTC      HOLIDAY             H       9.1.1                                0      240000  America/New_York         1           LABOR_DAY@US_DEFAULT
89 2024-02-01   2024-03-29     CLOUD_DB_US_OTC      HOLIDAY             H      11.4.4                                0      240000  America/New_York         1    THANKSGIVING_DAY@US_DEFAULT