{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "a2468e6e-b872-4c22-9d7c-bbd9e63b3960",
   "metadata": {},
   "source": [
    "# Symbologies"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "26263b8e-6573-4c93-82e4-bb1db1297aa8",
   "metadata": {},
   "source": [
    "<div class=\"alert alert-block alert-info\">\n",
    "This is part of the OQD offering. Available in OneTick Cloud. Can be configured on prem.\n",
    "</div>"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "63dbbd13-4431-4e9f-afaf-a5f0f491cfab",
   "metadata": {},
   "source": [
    "We can query data using different symbologies."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "6eed0384-49d5-42f3-b00d-defb751c051c",
   "metadata": {},
   "outputs": [],
   "source": [
    "import onetick.py as otp\n",
    "\n",
    "trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')\n",
    "trd = trd[['PRICE', 'SIZE', 'EXCHANGE', 'COND']]\n",
    "trd = trd.first(1)\n",
    "merged = otp.merge([trd], symbols=['BTKR::::AAPL US', 'FGV::::btkr000BPH459'], identify_input_ts=True)\n",
    "otp.run(merged, start=otp.dt(2022, 3, 1, 10), end=otp.dt(2022, 3, 1, 10, 15), symbol_date=otp.dt(2022, 10, 1))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2b8306e5-bc9c-41ac-824a-ef6da2f6f6a2",
   "metadata": {},
   "source": [
    "We can create a mapping between symbologies."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "id": "bd8a4dc1-0a5b-4fd9-b21c-6c62346e82d5",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Time</th>\n",
       "      <th>SYMBOL_NAME</th>\n",
       "      <th>ORIGINAL_SYMBOL_NAME</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG000C2V3D6</td>\n",
       "      <td>NYSE_TAQ::A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00B3T3HD3</td>\n",
       "      <td>NYSE_TAQ::AA</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG01B0JRCS6</td>\n",
       "      <td>NYSE_TAQ::AAA</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00LPXX872</td>\n",
       "      <td>NYSE_TAQ::AAAU</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00YZC2Z91</td>\n",
       "      <td>NYSE_TAQ::AAC</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11007</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00YZ7S2J6</td>\n",
       "      <td>NYSE_TAQ::ZWRKW</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11008</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG000H8R0N8</td>\n",
       "      <td>NYSE_TAQ::ZWS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11009</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG019XSYC89</td>\n",
       "      <td>NYSE_TAQ::ZYME</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11010</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG007BBS8B7</td>\n",
       "      <td>NYSE_TAQ::ZYNE</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11011</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG000BJBXZ2</td>\n",
       "      <td>NYSE_TAQ::ZYXI</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>11012 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            Time   SYMBOL_NAME ORIGINAL_SYMBOL_NAME\n",
       "0     2022-12-01  BBG000C2V3D6          NYSE_TAQ::A\n",
       "1     2022-12-01  BBG00B3T3HD3         NYSE_TAQ::AA\n",
       "2     2022-12-01  BBG01B0JRCS6        NYSE_TAQ::AAA\n",
       "3     2022-12-01  BBG00LPXX872       NYSE_TAQ::AAAU\n",
       "4     2022-12-01  BBG00YZC2Z91        NYSE_TAQ::AAC\n",
       "...          ...           ...                  ...\n",
       "11007 2022-12-01  BBG00YZ7S2J6      NYSE_TAQ::ZWRKW\n",
       "11008 2022-12-01  BBG000H8R0N8        NYSE_TAQ::ZWS\n",
       "11009 2022-12-01  BBG019XSYC89       NYSE_TAQ::ZYME\n",
       "11010 2022-12-01  BBG007BBS8B7       NYSE_TAQ::ZYNE\n",
       "11011 2022-12-01  BBG000BJBXZ2       NYSE_TAQ::ZYXI\n",
       "\n",
       "[11012 rows x 3 columns]"
      ]
     },
     "execution_count": 45,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "figi = otp.Symbols('NYSE_TAQ', symbology='FGV', show_original_symbols=True, for_tick_type='TRD')\n",
    "figi, _ = figi[figi['SYMBOL_NAME'] != '']\n",
    "otp.run(figi, start=otp.dt(2022, 12, 1), end=otp.dt(2022, 12, 2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "id": "d9510ca4-9f14-4ddf-907d-0e74ec45ee70",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Time</th>\n",
       "      <th>SYMBOL_NAME</th>\n",
       "      <th>ORIGINAL_SYMBOL_NAME</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>A US</td>\n",
       "      <td>NYSE_TAQ::A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>AA US</td>\n",
       "      <td>NYSE_TAQ::AA</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>AAA US</td>\n",
       "      <td>NYSE_TAQ::AAA</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>AAAU US</td>\n",
       "      <td>NYSE_TAQ::AAAU</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>AAC US</td>\n",
       "      <td>NYSE_TAQ::AAC</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10926</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZWRKW US</td>\n",
       "      <td>NYSE_TAQ::ZWRKW</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10927</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZWS US</td>\n",
       "      <td>NYSE_TAQ::ZWS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10928</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZYME US</td>\n",
       "      <td>NYSE_TAQ::ZYME</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10929</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZYNE US</td>\n",
       "      <td>NYSE_TAQ::ZYNE</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10930</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZYXI US</td>\n",
       "      <td>NYSE_TAQ::ZYXI</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>10931 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            Time SYMBOL_NAME ORIGINAL_SYMBOL_NAME\n",
       "0     2022-12-01        A US          NYSE_TAQ::A\n",
       "1     2022-12-01       AA US         NYSE_TAQ::AA\n",
       "2     2022-12-01      AAA US        NYSE_TAQ::AAA\n",
       "3     2022-12-01     AAAU US       NYSE_TAQ::AAAU\n",
       "4     2022-12-01      AAC US        NYSE_TAQ::AAC\n",
       "...          ...         ...                  ...\n",
       "10926 2022-12-01    ZWRKW US      NYSE_TAQ::ZWRKW\n",
       "10927 2022-12-01      ZWS US        NYSE_TAQ::ZWS\n",
       "10928 2022-12-01     ZYME US       NYSE_TAQ::ZYME\n",
       "10929 2022-12-01     ZYNE US       NYSE_TAQ::ZYNE\n",
       "10930 2022-12-01     ZYXI US       NYSE_TAQ::ZYXI\n",
       "\n",
       "[10931 rows x 3 columns]"
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "btkr = otp.Symbols('NYSE_TAQ', symbology='BTKR', show_original_symbols=True, for_tick_type='TRD')\n",
    "btkr, _ = btkr[btkr['SYMBOL_NAME'] != '']\n",
    "otp.run(btkr, start=otp.dt(2022, 12, 1), end=otp.dt(2022, 12, 2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "id": "58c2d540-438e-4086-87fc-043c443cc1ec",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Time</th>\n",
       "      <th>FIGI</th>\n",
       "      <th>BTKR</th>\n",
       "      <th>DB_SYMBOL</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG000C2V3D6</td>\n",
       "      <td>A US</td>\n",
       "      <td>NYSE_TAQ::A</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00B3T3HD3</td>\n",
       "      <td>AA US</td>\n",
       "      <td>NYSE_TAQ::AA</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG01B0JRCS6</td>\n",
       "      <td>AAA US</td>\n",
       "      <td>NYSE_TAQ::AAA</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00LPXX872</td>\n",
       "      <td>AAAU US</td>\n",
       "      <td>NYSE_TAQ::AAAU</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00YZC2Z91</td>\n",
       "      <td>AAC US</td>\n",
       "      <td>NYSE_TAQ::AAC</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11005</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG00YZ7S2J6</td>\n",
       "      <td>ZWRKW US</td>\n",
       "      <td>NYSE_TAQ::ZWRKW</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11006</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG000H8R0N8</td>\n",
       "      <td>ZWS US</td>\n",
       "      <td>NYSE_TAQ::ZWS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11007</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG019XSYC89</td>\n",
       "      <td>ZYME US</td>\n",
       "      <td>NYSE_TAQ::ZYME</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11008</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG007BBS8B7</td>\n",
       "      <td>ZYNE US</td>\n",
       "      <td>NYSE_TAQ::ZYNE</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11009</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>BBG000BJBXZ2</td>\n",
       "      <td>ZYXI US</td>\n",
       "      <td>NYSE_TAQ::ZYXI</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>11010 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            Time          FIGI      BTKR        DB_SYMBOL\n",
       "0     2022-12-01  BBG000C2V3D6      A US      NYSE_TAQ::A\n",
       "1     2022-12-01  BBG00B3T3HD3     AA US     NYSE_TAQ::AA\n",
       "2     2022-12-01  BBG01B0JRCS6    AAA US    NYSE_TAQ::AAA\n",
       "3     2022-12-01  BBG00LPXX872   AAAU US   NYSE_TAQ::AAAU\n",
       "4     2022-12-01  BBG00YZC2Z91    AAC US    NYSE_TAQ::AAC\n",
       "...          ...           ...       ...              ...\n",
       "11005 2022-12-01  BBG00YZ7S2J6  ZWRKW US  NYSE_TAQ::ZWRKW\n",
       "11006 2022-12-01  BBG000H8R0N8    ZWS US    NYSE_TAQ::ZWS\n",
       "11007 2022-12-01  BBG019XSYC89   ZYME US   NYSE_TAQ::ZYME\n",
       "11008 2022-12-01  BBG007BBS8B7   ZYNE US   NYSE_TAQ::ZYNE\n",
       "11009 2022-12-01  BBG000BJBXZ2   ZYXI US   NYSE_TAQ::ZYXI\n",
       "\n",
       "[11010 rows x 4 columns]"
      ]
     },
     "execution_count": 51,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "figi = otp.Symbols('NYSE_TAQ', symbology='FGV', show_original_symbols=True, for_tick_type='TRD')\n",
    "btkr = otp.Symbols('NYSE_TAQ', symbology='BTKR', show_original_symbols=True, for_tick_type='TRD')\n",
    "btkr, _ = btkr[btkr['SYMBOL_NAME'] != '']\n",
    "figi, _ = figi[figi['SYMBOL_NAME'] != '']\n",
    "\n",
    "mapping = otp.functions.join(figi, btkr, on=btkr['ORIGINAL_SYMBOL_NAME']==figi['ORIGINAL_SYMBOL_NAME'], how=\"inner\")\n",
    "\n",
    "mapping  = mapping.rename({'RIGHT_SYMBOL_NAME'   : 'BTKR',\n",
    "                           'SYMBOL_NAME'         : 'FIGI',\n",
    "                           'ORIGINAL_SYMBOL_NAME': 'DB_SYMBOL'})\n",
    "\n",
    "mapping = mapping[['FIGI', 'BTKR', 'DB_SYMBOL']]\n",
    "\n",
    "otp.run(mapping, start=otp.dt(2022, 12, 1), end=otp.dt(2022, 12, 2))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "61ae358f-6d6b-4054-a2c2-b743c97be56d",
   "metadata": {},
   "source": [
    "And here is an example for a non-US market"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "id": "e58c23de-05b3-47eb-8a86-469ef1b88c26",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Time</th>\n",
       "      <th>TICKER</th>\n",
       "      <th>FIGI</th>\n",
       "      <th>DB_SYMBOL</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>020Y</td>\n",
       "      <td>BBG007XBDG85</td>\n",
       "      <td>LSE::020Y</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>0A05</td>\n",
       "      <td>BBG00SYG7Q00</td>\n",
       "      <td>LSE::0A05</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>0A07</td>\n",
       "      <td>BBG00NWMW214</td>\n",
       "      <td>LSE::0A07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>0A08</td>\n",
       "      <td>BBG00NWMVL13</td>\n",
       "      <td>LSE::0A08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>0A0B</td>\n",
       "      <td>BBG00NWMW143</td>\n",
       "      <td>LSE::0A0B</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5332</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZNWD</td>\n",
       "      <td>BBG00JG082G0</td>\n",
       "      <td>LSE::ZNWD</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5333</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZOO</td>\n",
       "      <td>BBG000DBR279</td>\n",
       "      <td>LSE::ZOO</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5334</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZPHR</td>\n",
       "      <td>BBG000DB8YK5</td>\n",
       "      <td>LSE::ZPHR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5335</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZTF</td>\n",
       "      <td>BBG000BGXLF2</td>\n",
       "      <td>LSE::ZTF</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5336</th>\n",
       "      <td>2022-12-01</td>\n",
       "      <td>ZYT</td>\n",
       "      <td>BBG000BZPV76</td>\n",
       "      <td>LSE::ZYT</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5337 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           Time TICKER          FIGI  DB_SYMBOL\n",
       "0    2022-12-01   020Y  BBG007XBDG85  LSE::020Y\n",
       "1    2022-12-01   0A05  BBG00SYG7Q00  LSE::0A05\n",
       "2    2022-12-01   0A07  BBG00NWMW214  LSE::0A07\n",
       "3    2022-12-01   0A08  BBG00NWMVL13  LSE::0A08\n",
       "4    2022-12-01   0A0B  BBG00NWMW143  LSE::0A0B\n",
       "...         ...    ...           ...        ...\n",
       "5332 2022-12-01   ZNWD  BBG00JG082G0  LSE::ZNWD\n",
       "5333 2022-12-01    ZOO  BBG000DBR279   LSE::ZOO\n",
       "5334 2022-12-01   ZPHR  BBG000DB8YK5  LSE::ZPHR\n",
       "5335 2022-12-01    ZTF  BBG000BGXLF2   LSE::ZTF\n",
       "5336 2022-12-01    ZYT  BBG000BZPV76   LSE::ZYT\n",
       "\n",
       "[5337 rows x 4 columns]"
      ]
     },
     "execution_count": 52,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 'FGV' is venue FIGI\n",
    "# 'FGC' is composite FIGI\n",
    "fgv = otp.Symbols('LSE', symbology='FGV', show_original_symbols=True, for_tick_type='TRD')\n",
    "tkr = otp.Symbols('LSE', symbology='TKR', show_original_symbols=True, for_tick_type='TRD')\n",
    "\n",
    "mapping = otp.functions.join(fgv, tkr, on=fgv['ORIGINAL_SYMBOL_NAME']==tkr['ORIGINAL_SYMBOL_NAME'], how=\"inner\")\n",
    "\n",
    "mapping, _ = mapping[mapping['SYMBOL_NAME'] != '']\n",
    "mapping  = mapping.rename({'RIGHT_SYMBOL_NAME'   : 'TICKER',\n",
    "                           'SYMBOL_NAME'         : 'FIGI',\n",
    "                           'ORIGINAL_SYMBOL_NAME': 'DB_SYMBOL'})\n",
    "\n",
    "mapping = mapping[['TICKER', 'FIGI', 'DB_SYMBOL']]\n",
    "start = otp.dt(2022, 5, 20)\n",
    "end = otp.dt(2022, 5, 25)\n",
    "\n",
    "otp.run(mapping, start=otp.dt(2022, 12, 1), end=otp.dt(2022, 12, 2))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "4a5f2236-e7a9-4b20-859b-2fa3e3e0d7da",
   "metadata": {},
   "source": [
    "# Symbol name changes\n",
    "Symbol name changes are easy to handle with the `symbol_date` parameter of `otp.run()` which provides the \"as of\" date for the symbols. For example, we can pass `META` while setting `symbol_date` to any date after 2022-06-09 or `FB` and `symbol_date` before 2022-06-09."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "id": "5dd68a3d-4f69-47d4-ba08-ccd3a3f33377",
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>Time</th>\n",
       "      <th>EXCHANGE</th>\n",
       "      <th>COND</th>\n",
       "      <th>STOP_STOCK</th>\n",
       "      <th>SOURCE</th>\n",
       "      <th>TRF</th>\n",
       "      <th>TTE</th>\n",
       "      <th>TICKER</th>\n",
       "      <th>PRICE</th>\n",
       "      <th>DELETED_TIME</th>\n",
       "      <th>TICK_STATUS</th>\n",
       "      <th>SIZE</th>\n",
       "      <th>CORR</th>\n",
       "      <th>SEQ_NUM</th>\n",
       "      <th>TRADE_ID</th>\n",
       "      <th>PARTICIPANT_TIME</th>\n",
       "      <th>TRF_TIME</th>\n",
       "      <th>OMDSEQ</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
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       "      <th>0</th>\n",
       "      <td>2023-02-02 00:00:00.100474511</td>\n",
       "      <td>Q</td>\n",
       "      <td>@ TI</td>\n",
       "      <td></td>\n",
       "      <td>N</td>\n",
       "      <td></td>\n",
       "      <td>0</td>\n",
       "      <td>META</td>\n",
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       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2023-02-02 00:00:00.825173183</td>\n",
       "      <td>Q</td>\n",
       "      <td>@FT</td>\n",
       "      <td></td>\n",
       "      <td>N</td>\n",
       "      <td></td>\n",
       "      <td>1</td>\n",
       "      <td>META</td>\n",
       "      <td>183.13</td>\n",
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       "      <td>2023-02-02 00:00:00.825157012</td>\n",
       "      <td>1970-01-01 00:00:00.000000000</td>\n",
       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2023-02-02 00:00:00.835111354</td>\n",
       "      <td>K</td>\n",
       "      <td>@ TI</td>\n",
       "      <td></td>\n",
       "      <td>N</td>\n",
       "      <td></td>\n",
       "      <td>1</td>\n",
       "      <td>META</td>\n",
       "      <td>183.18</td>\n",
       "      <td>1970-01-01</td>\n",
       "      <td>0</td>\n",
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       "      <td>2023-02-02 00:00:00.834865000</td>\n",
       "      <td>1970-01-01 00:00:00.000000000</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2023-02-02 00:00:00.837461982</td>\n",
       "      <td>Q</td>\n",
       "      <td>@ TI</td>\n",
       "      <td></td>\n",
       "      <td>N</td>\n",
       "      <td></td>\n",
       "      <td>0</td>\n",
       "      <td>META</td>\n",
       "      <td>183.18</td>\n",
       "      <td>1970-01-01</td>\n",
       "      <td>0</td>\n",
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       "      <td>2023-02-02 00:00:00.837446438</td>\n",
       "      <td>1970-01-01 00:00:00.000000000</td>\n",
       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2023-02-02 00:00:00.877120054</td>\n",
       "      <td>D</td>\n",
       "      <td>@ TI</td>\n",
       "      <td></td>\n",
       "      <td>N</td>\n",
       "      <td>Q</td>\n",
       "      <td>0</td>\n",
       "      <td>META</td>\n",
       "      <td>183.13</td>\n",
       "      <td>1970-01-01</td>\n",
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       "      <td>0</td>\n",
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      ],
      "text/plain": [
       "                           Time EXCHANGE  COND STOP_STOCK SOURCE TRF TTE TICKER   PRICE DELETED_TIME  TICK_STATUS  SIZE  CORR  SEQ_NUM TRADE_ID              PARTICIPANT_TIME                      TRF_TIME  OMDSEQ\n",
       "0 2023-02-02 00:00:00.100474511        Q  @ TI                 N       0   META  183.13   1970-01-01            0    10     0  7286117   160978 2023-02-02 00:00:00.100458331 1970-01-01 00:00:00.000000000       0\n",
       "1 2023-02-02 00:00:00.825173183        Q  @FT                  N       1   META  183.13   1970-01-01            0   100     0  7286118   160979 2023-02-02 00:00:00.825157012 1970-01-01 00:00:00.000000000       0\n",
       "2 2023-02-02 00:00:00.835111354        K  @ TI                 N       1   META  183.18   1970-01-01            0     2     0  7286119    54129 2023-02-02 00:00:00.834865000 1970-01-01 00:00:00.000000000       0\n",
       "3 2023-02-02 00:00:00.837461982        Q  @ TI                 N       0   META  183.18   1970-01-01            0     5     0  7286123   160980 2023-02-02 00:00:00.837446438 1970-01-01 00:00:00.000000000       0\n",
       "4 2023-02-02 00:00:00.877120054        D  @ TI                 N   Q   0   META  183.13   1970-01-01            0    13     0  7286124   117854 2023-02-02 00:00:00.875000000 2023-02-02 00:00:00.877093881       0"
      ]
     },
     "execution_count": 53,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')\n",
    "trd = trd.first(5)\n",
    "otp.run(trd, start=otp.dt(2023, 2, 2), end=otp.dt(2023, 2, 3), symbols='META', symbol_date=otp.dt(2023, 2, 2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "id": "4ca8dd4e-9212-4d8c-b063-3de40286e034",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <td>1970-01-01 00:00:00.000000000</td>\n",
       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2023-02-02 00:00:00.837461982</td>\n",
       "      <td>Q</td>\n",
       "      <td>@ TI</td>\n",
       "      <td></td>\n",
       "      <td>N</td>\n",
       "      <td></td>\n",
       "      <td>0</td>\n",
       "      <td>META</td>\n",
       "      <td>183.18</td>\n",
       "      <td>1970-01-01</td>\n",
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       "      <td>0</td>\n",
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       "      <th>4</th>\n",
       "      <td>2023-02-02 00:00:00.877120054</td>\n",
       "      <td>D</td>\n",
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       "      <td>N</td>\n",
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       "      <td>META</td>\n",
       "      <td>183.13</td>\n",
       "      <td>1970-01-01</td>\n",
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       "      <td>0</td>\n",
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      ],
      "text/plain": [
       "                           Time EXCHANGE  COND STOP_STOCK SOURCE TRF TTE TICKER   PRICE DELETED_TIME  TICK_STATUS  SIZE  CORR  SEQ_NUM TRADE_ID              PARTICIPANT_TIME                      TRF_TIME  OMDSEQ\n",
       "0 2023-02-02 00:00:00.100474511        Q  @ TI                 N       0   META  183.13   1970-01-01            0    10     0  7286117   160978 2023-02-02 00:00:00.100458331 1970-01-01 00:00:00.000000000       0\n",
       "1 2023-02-02 00:00:00.825173183        Q  @FT                  N       1   META  183.13   1970-01-01            0   100     0  7286118   160979 2023-02-02 00:00:00.825157012 1970-01-01 00:00:00.000000000       0\n",
       "2 2023-02-02 00:00:00.835111354        K  @ TI                 N       1   META  183.18   1970-01-01            0     2     0  7286119    54129 2023-02-02 00:00:00.834865000 1970-01-01 00:00:00.000000000       0\n",
       "3 2023-02-02 00:00:00.837461982        Q  @ TI                 N       0   META  183.18   1970-01-01            0     5     0  7286123   160980 2023-02-02 00:00:00.837446438 1970-01-01 00:00:00.000000000       0\n",
       "4 2023-02-02 00:00:00.877120054        D  @ TI                 N   Q   0   META  183.13   1970-01-01            0    13     0  7286124   117854 2023-02-02 00:00:00.875000000 2023-02-02 00:00:00.877093881       0"
      ]
     },
     "execution_count": 54,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')\n",
    "trd = trd.first(5)\n",
    "otp.run(trd, start=otp.dt(2023, 2, 2), end=otp.dt(2023, 2, 3), symbols='FB', symbol_date=otp.dt(2021, 2, 2))"
   ]
  },
  {
   "cell_type": "code",
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   "id": "05e3ce48-53bc-40ef-a260-ff948622c2c6",
   "metadata": {},
   "outputs": [],
   "source": []
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  {
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   "execution_count": null,
   "id": "276a6e9d-3831-469c-aaec-f923bb0b600d",
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   "outputs": [],
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