otp.SymbologyMapping#

class SymbologyMapping(dest_symbology=None, tick_type=utils.adaptive, start=utils.adaptive, end=utils.adaptive, symbols=utils.adaptive, schema=None, query_parameters=None, **kwargs)#

Bases: Source

Shows symbology mapping information for specified securities stored in the reference database.

Input (source) symbology is taken from the input symbol, if it has a symbology part in it (e.g., RIC::REUTERS::MSFT), or defaults to that of the input database, which is specified in the locator file.

Parameter symbol_date must be set in otp.run for this source to work.

Parameters:

  • dest_symbology (str, otp.param) – Specifying the destination symbology for symbol translation.

  • tick_type (str) –

    Tick type to set on the OneTick’s graph node. Can be used to specify database name with tick type or tick type only.

    By default setting this parameter is not required, database is usually set with parameter symbols or in otp.run.

  • start – Custom start time of the source. If set, will override the value specified in otp.run.

  • end – Custom end time of the source. If set, will override the value specified in otp.run.

  • symbols – Symbol(s) from which data should be taken. If set, will override the value specified in otp.run.

  • 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

Getting mapping for OID symbology for one symbol:

>>> data = otp.SymbologyMapping(dest_symbology='OID')
>>> otp.run(data, symbols='US_COMP_SAMPLE::AAPL',  
...         symbol_date=otp.dt(2024, 2, 1),
...         date=otp.dt(2024, 2, 1))
        Time END_DATETIME MAPPED_SYMBOL_NAME
0 2024-02-01   2024-02-02               9706

Getting mapping for all symbols in US_COMP_SAMPLE database in single source:

>>> data = otp.SymbologyMapping(dest_symbology='OID')
>>> data = otp.merge([data],
...                  symbols=otp.Symbols('US_COMP_SAMPLE', keep_db=True),
...                  identify_input_ts=True)
>>> data = data[['SYMBOL_NAME', 'MAPPED_SYMBOL_NAME']]
>>> otp.run(data, symbol_date=otp.dt(2024, 2, 1), date=otp.dt(2024, 2, 1))  
                   Time           SYMBOL_NAME MAPPED_SYMBOL_NAME
0   2024-02-01 00:00:00     US_COMP_SAMPLE::A               3751
1   2024-02-01 00:00:00   US_COMP_SAMPLE::AAL             322707
2   2024-02-01 00:00:00  US_COMP_SAMPLE::AAPL               9706
3   2024-02-01 00:00:00  US_COMP_SAMPLE::ABBV             289689
4   2024-02-01 00:00:00  US_COMP_SAMPLE::ABNB             698663
..                  ...                   ...                ...
496 2024-02-01 00:00:00   US_COMP_SAMPLE::YUM             208045
497 2024-02-01 00:00:00   US_COMP_SAMPLE::ZBH             208268
498 2024-02-01 00:00:00  US_COMP_SAMPLE::ZBRA             208166
499 2024-02-01 00:00:00   US_COMP_SAMPLE::ZTS             291586
500 2024-02-01 06:00:00   US_COMP_SAMPLE::DAY             668642