otp.oqd.OHLCV

class OHLCV(exch='all', start=utils.adaptive, end=utils.adaptive, symbol=utils.adaptive)

Bases: onetick.py.core.source.Source

OneQuantData™ source to retrieve a time series of unadjusted prices for a symbol for one particular pricing exchange of daily OHLCV data. Output ticks have fields: OPEN, HIGH, LOW, CLOSE, VOLUME, CURRENCY, EXCH.

Parameters

• exch (str, 'all', 'main', default=all) –

  The OneQuantData exchange code for the desired price series. Possible values:

  • ’all’

    return data for all exchanges;

  • ’main’

    return data main pricing exchange;

  • any other string value will treated as exchange name to filter data.

  Default: ‘all’.

• start (datetime.datetime, otp.datetime, onetick.py.adaptive, default= onetick.py.adaptive) – Start of the interval from which the data should be taken. Default is onetick.py.adaptive, making the final query deduce the time limits from the rest of the graph.

• end (datetime.datetime, otp.datetime, onetick.py.adaptive, default= onetick.py.adaptive) – End of the interval from which the data should be taken. Default is onetick.py.adaptive, making the final query deduce the time limits from the rest of the graph.

• symbol (str, list of str, Source, query, eval query, default= onetick.py.adaptive) – Symbol(s) from which data should be taken.

Examples

>>> src = otp.oqd.sources.OHLCV(exch="USPRIM")  
>>> otp.run(src,  
...         symbols='BTKR::::GOOGL US',
...         start=otp.dt(2018, 8, 1),
...         end=otp.dt(2018, 8, 2),
...         symbol_date=otp.dt(2018, 8, 1))
                 Time    OID    EXCH CURRENCY     OPEN     HIGH      LOW    CLOSE    VOLUME
0 2018-08-01 00:00:00  74143  USPRIM      USD  1242.73  1245.72  1225.00  1232.99  605680.0
1 2018-08-01 20:00:00  74143  USPRIM      USD  1219.69  1244.25  1218.06  1241.13  596960.0