otp.inspection.DB#

class DB(name, context=utils.default)#

Bases: object

An object of available databases that the otp.databases() function returns. It helps to make initial analysis on the database level: available tick types, dates with data, symbols, tick schema, etc.

property access_info: dict#

Get access info for this database and current user.

All dates are returned in GMT timezone.

This function result is cached, cache will be cleared after each otp.databases call.

Examples

>>> some_db = otp.databases()['SOME_DB']
>>> some_db.access_info
{'DB_NAME': 'SOME_DB',
 'READ_ACCESS': 1,
 'WRITE_ACCESS': 1,
 'MIN_AGE_SET': 0,
 'MIN_AGE_MSEC': 0,
 'MAX_AGE_SET': 0,
 'MAX_AGE_MSEC': 0,
 'MIN_START_DATE_SET': 0,
 'MIN_START_DATE_MSEC': Timestamp('1970-01-01 00:00:00'),
 'MAX_END_DATE_SET': 0,
 'MAX_END_DATE_MSEC': Timestamp('1970-01-01 00:00:00'),
 'MIN_AGE_DB_DAYS': 0,
 'MIN_AGE_DB_DAYS_SET': 0,
 'MAX_AGE_DB_DAYS': 0,
 'MAX_AGE_DB_DAYS_SET': 0,
 'CEP_ACCESS': 0,
 'DESTROY_ACCESS': 0}

See also

ACCESS_INFO OneTick event processor

property min_acl_start_date: Optional[datetime.date]#

Minimum start date set in ACL for current user. Returns None if not set.

property max_acl_end_date: Optional[datetime.date]#

Maximum end date set in ACL for current user. Returns None if not set.

dates(respect_acl=False)#

Returns list of dates in GMT timezone for which data is available.

Returns

Returns None when there is no data in the database

Return type

datetime.date or None

Examples

>>> some_db = otp.databases()['SOME_DB']
>>> some_db.dates()
[datetime.date(2003, 12, 1)]
property last_date#

The latest date on which db has data and the current user has access to.

Returns

Returns None when there is no data in the database

Return type

datetime.date or None

Examples

>>> some_db = otp.databases()['SOME_DB']
>>> some_db.last_date
datetime.date(2003, 12, 1)
tick_types(date=None, timezone=None)#

Returns list of tick types for the date.

Parameters

  • date (otp.dt, datetime.datetime, optional) – Date for the tick types look up. None means the last_date

  • timezone (str, optional) – Timezone for the look up. None means the default timezone.

Returns

List with string values of available tick types.

Return type

list

Examples

>>> nyse_taq_db = otp.databases()['NYSE_TAQ']
>>> nyse_taq_db.tick_types(date=otp.dt(2022, 3, 1))
['QTE', 'TRD']
schema(date=None, tick_type=None, timezone=None)#

Gets the schema of the database.

Parameters

  • date (otp.dt, datetime.datetime, optional) – Date for the schema. None means the last_date

  • tick_type (str, optional) – Specifies a tick type for schema. None means use the one available tick type, if there are multiple tick types then it raises the Exception. It uses the tick_types() method.

  • timezone (str, optional) – Allows to specify a timezone for searching tick types.

Returns

Dict where keys are field names and values are onetick.py types. It’s compatible with the onetick.py.Source.schema methods.

Return type

dict

Examples

>>> nyse_taq_db = otp.databases()['NYSE_TAQ']
>>> nyse_taq_db.schema(tick_type='TRD', date=otp.dt(2022, 3, 1))
{'PRICE': <class 'float'>, 'SIZE': <class 'int'>}
symbols(date=None, timezone=None, tick_type=None, pattern='.*')#

Finds a list of available symbols in the database

Parameters

  • date (otp.dt, datetime.datetime, optional) – Date for the symbols look up. None means the last_date

  • tick_type (str, optional) – Tick type for symbols. None means union across all tick types.

  • timezone (str, optional) – Timezone for the lookup. None means the default timezone.

  • pattern (str) – Regular expression to select symbols.

Return type

List[str]

Examples

>>> nyse_taq_db = otp.databases()['NYSE_TAQ']
>>> nyse_taq_db.symbols(date=otp.dt(2022, 3, 1), tick_type='TRD', pattern='^AAP.*')
['AAP', 'AAPL']