{ "cells": [ { "attachments": {}, "cell_type": "markdown", "id": "a2468e6e-b872-4c22-9d7c-bbd9e63b3960", "metadata": {}, "source": [ "# Symbologies" ] }, { "attachments": {}, "cell_type": "markdown", "id": "26263b8e-6573-4c93-82e4-bb1db1297aa8", "metadata": {}, "source": [ "
\n", "This is part of the OQD offering. Available in OneTick Cloud. Can be configured on prem.\n", "
" ] }, { "attachments": {}, "cell_type": "markdown", "id": "63dbbd13-4431-4e9f-afaf-a5f0f491cfab", "metadata": {}, "source": [ "We can query data using different symbologies." ] }, { "cell_type": "code", "execution_count": 3, "id": "6eed0384-49d5-42f3-b00d-defb751c051c", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
TimePRICESIZEEXCHANGECOND
02023-05-15 09:30:00.001052006173.1550Z@ I
12023-05-15 09:30:00.001863979173.16100Q@ T
22023-05-15 09:30:00.094994153173.16100P@
32023-05-15 09:30:00.094994228173.16100P@ Q
42023-05-15 09:30:00.095015912173.1520Q@FTI
..................
4602023-05-15 09:30:00.964093735173.1699D@ I
4612023-05-15 09:30:00.969458151173.1614P@ I
4622023-05-15 09:30:00.969563908173.1687V@ I
4632023-05-15 09:30:00.992469239173.1787P@ I
4642023-05-15 09:30:00.993902497173.17100D@
\n", "

465 rows × 5 columns

\n", "
" ], "text/plain": [ " Time PRICE SIZE EXCHANGE COND\n", "0 2023-05-15 09:30:00.001052006 173.15 50 Z @ I\n", "1 2023-05-15 09:30:00.001863979 173.16 100 Q @ T \n", "2 2023-05-15 09:30:00.094994153 173.16 100 P @ \n", "3 2023-05-15 09:30:00.094994228 173.16 100 P @ Q\n", "4 2023-05-15 09:30:00.095015912 173.15 20 Q @FTI\n", ".. ... ... ... ... ...\n", "460 2023-05-15 09:30:00.964093735 173.16 99 D @ I\n", "461 2023-05-15 09:30:00.969458151 173.16 14 P @ I\n", "462 2023-05-15 09:30:00.969563908 173.16 87 V @ I\n", "463 2023-05-15 09:30:00.992469239 173.17 87 P @ I\n", "464 2023-05-15 09:30:00.993902497 173.17 100 D @ \n", "\n", "[465 rows x 5 columns]" ] }, "execution_count": 3, "metadata": {}, "output_type": "execute_result" } ], "source": [ "import onetick.py as otp\n", "\n", "s = otp.dt(2023, 5, 15, 9, 30)\n", "e = otp.dt(2023, 5, 15, 9, 30, 1)\n", "\n", "trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')\n", "trd = trd[['PRICE', 'SIZE', 'EXCHANGE', 'COND']]\n", "\n", "otp.run(trd, start=s, end=e, symbol_date=otp.dt(2022, 12, 1), symbols=['AAPL'])" ] }, { "cell_type": "code", "execution_count": 4, "id": "3fabae2c", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
TimePRICESIZEEXCHANGECOND
02023-05-15 09:30:00.001052006173.1550Z@ I
12023-05-15 09:30:00.001863979173.16100Q@ T
22023-05-15 09:30:00.094994153173.16100P@
32023-05-15 09:30:00.094994228173.16100P@ Q
42023-05-15 09:30:00.095015912173.1520Q@FTI
..................
4602023-05-15 09:30:00.964093735173.1699D@ I
4612023-05-15 09:30:00.969458151173.1614P@ I
4622023-05-15 09:30:00.969563908173.1687V@ I
4632023-05-15 09:30:00.992469239173.1787P@ I
4642023-05-15 09:30:00.993902497173.17100D@
\n", "

465 rows × 5 columns

\n", "
" ], "text/plain": [ " Time PRICE SIZE EXCHANGE COND\n", "0 2023-05-15 09:30:00.001052006 173.15 50 Z @ I\n", "1 2023-05-15 09:30:00.001863979 173.16 100 Q @ T \n", "2 2023-05-15 09:30:00.094994153 173.16 100 P @ \n", "3 2023-05-15 09:30:00.094994228 173.16 100 P @ Q\n", "4 2023-05-15 09:30:00.095015912 173.15 20 Q @FTI\n", ".. ... ... ... ... ...\n", "460 2023-05-15 09:30:00.964093735 173.16 99 D @ I\n", "461 2023-05-15 09:30:00.969458151 173.16 14 P @ I\n", "462 2023-05-15 09:30:00.969563908 173.16 87 V @ I\n", "463 2023-05-15 09:30:00.992469239 173.17 87 P @ I\n", "464 2023-05-15 09:30:00.993902497 173.17 100 D @ \n", "\n", "[465 rows x 5 columns]" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "otp.run(trd, start=s, end=e, symbol_date=otp.dt(2022, 12, 1), symbols=['BTKR::::AAPL US'])" ] }, { "attachments": {}, "cell_type": "markdown", "id": "123044a4", "metadata": {}, "source": [ "Examples of other supported symbologies include:\n", "\n", "`TDEQ::::AAPL`\n", "\n", "`SED::::2046251`\n", "\n", "`FGV::::BBG000B9XRY4`\n", "\n", "`ISN::::US0378331005`\n", "\n", "`TKR::::ALSPW.FRXPAR`" ] }, { "attachments": {}, "cell_type": "markdown", "id": "2b8306e5-bc9c-41ac-824a-ef6da2f6f6a2", "metadata": {}, "source": [ "We can create a mapping between symbologies." ] }, { "cell_type": "code", "execution_count": 13, "id": "bd8a4dc1-0a5b-4fd9-b21c-6c62346e82d5", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
TimeSYMBOL_NAMEORIGINAL_SYMBOL_NAME
02023-05-15 09:30:00BBG000C2V3D6NYSE_TAQ::A
12023-05-15 09:30:00BBG00B3T3HD3NYSE_TAQ::AA
22023-05-15 09:30:00BBG01B0JRCS6NYSE_TAQ::AAA
32023-05-15 09:30:00BBG00LPXX872NYSE_TAQ::AAAU
42023-05-15 09:30:00BBG00YZC2Z91NYSE_TAQ::AAC
............
102932023-05-15 09:30:00BBG01137LPK6NYSE_TAQ::ZVSA
102942023-05-15 09:30:00BBG000H8R0N8NYSE_TAQ::ZWS
102952023-05-15 09:30:00BBG019XSYC89NYSE_TAQ::ZYME
102962023-05-15 09:30:00BBG007BBS8B7NYSE_TAQ::ZYNE
102972023-05-15 09:30:00BBG000BJBXZ2NYSE_TAQ::ZYXI
\n", "

10298 rows × 3 columns

\n", "
" ], "text/plain": [ " Time SYMBOL_NAME ORIGINAL_SYMBOL_NAME\n", "0 2023-05-15 09:30:00 BBG000C2V3D6 NYSE_TAQ::A\n", "1 2023-05-15 09:30:00 BBG00B3T3HD3 NYSE_TAQ::AA\n", "2 2023-05-15 09:30:00 BBG01B0JRCS6 NYSE_TAQ::AAA\n", "3 2023-05-15 09:30:00 BBG00LPXX872 NYSE_TAQ::AAAU\n", "4 2023-05-15 09:30:00 BBG00YZC2Z91 NYSE_TAQ::AAC\n", "... ... ... ...\n", "10293 2023-05-15 09:30:00 BBG01137LPK6 NYSE_TAQ::ZVSA\n", "10294 2023-05-15 09:30:00 BBG000H8R0N8 NYSE_TAQ::ZWS\n", "10295 2023-05-15 09:30:00 BBG019XSYC89 NYSE_TAQ::ZYME\n", "10296 2023-05-15 09:30:00 BBG007BBS8B7 NYSE_TAQ::ZYNE\n", "10297 2023-05-15 09:30:00 BBG000BJBXZ2 NYSE_TAQ::ZYXI\n", "\n", "[10298 rows x 3 columns]" ] }, "execution_count": 13, "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=s, end=e)" ] }, { "cell_type": "code", "execution_count": 14, "id": "d9510ca4-9f14-4ddf-907d-0e74ec45ee70", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
TimeSYMBOL_NAMEORIGINAL_SYMBOL_NAME
02023-05-15 09:30:00A USNYSE_TAQ::A
12023-05-15 09:30:00AA USNYSE_TAQ::AA
22023-05-15 09:30:00AAA USNYSE_TAQ::AAA
32023-05-15 09:30:00AAAU USNYSE_TAQ::AAAU
42023-05-15 09:30:00AAC USNYSE_TAQ::AAC
............
102052023-05-15 09:30:00ZVSA USNYSE_TAQ::ZVSA
102062023-05-15 09:30:00ZWS USNYSE_TAQ::ZWS
102072023-05-15 09:30:00ZYME USNYSE_TAQ::ZYME
102082023-05-15 09:30:00ZYNE USNYSE_TAQ::ZYNE
102092023-05-15 09:30:00ZYXI USNYSE_TAQ::ZYXI
\n", "

10210 rows × 3 columns

\n", "
" ], "text/plain": [ " Time SYMBOL_NAME ORIGINAL_SYMBOL_NAME\n", "0 2023-05-15 09:30:00 A US NYSE_TAQ::A\n", "1 2023-05-15 09:30:00 AA US NYSE_TAQ::AA\n", "2 2023-05-15 09:30:00 AAA US NYSE_TAQ::AAA\n", "3 2023-05-15 09:30:00 AAAU US NYSE_TAQ::AAAU\n", "4 2023-05-15 09:30:00 AAC US NYSE_TAQ::AAC\n", "... ... ... ...\n", "10205 2023-05-15 09:30:00 ZVSA US NYSE_TAQ::ZVSA\n", "10206 2023-05-15 09:30:00 ZWS US NYSE_TAQ::ZWS\n", "10207 2023-05-15 09:30:00 ZYME US NYSE_TAQ::ZYME\n", "10208 2023-05-15 09:30:00 ZYNE US NYSE_TAQ::ZYNE\n", "10209 2023-05-15 09:30:00 ZYXI US NYSE_TAQ::ZYXI\n", "\n", "[10210 rows x 3 columns]" ] }, "execution_count": 14, "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=s, end=e)" ] }, { "cell_type": "code", "execution_count": 15, "id": "58c2d540-438e-4086-87fc-043c443cc1ec", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
TimeFIGIBTKRDB_SYMBOL
02023-05-15 09:30:00BBG000C2V3D6A USNYSE_TAQ::A
12023-05-15 09:30:00BBG00B3T3HD3AA USNYSE_TAQ::AA
22023-05-15 09:30:00BBG01B0JRCS6AAA USNYSE_TAQ::AAA
32023-05-15 09:30:00BBG00LPXX872AAAU USNYSE_TAQ::AAAU
42023-05-15 09:30:00BBG00YZC2Z91AAC USNYSE_TAQ::AAC
...............
102912023-05-15 09:30:00BBG01137LPK6ZVSA USNYSE_TAQ::ZVSA
102922023-05-15 09:30:00BBG000H8R0N8ZWS USNYSE_TAQ::ZWS
102932023-05-15 09:30:00BBG019XSYC89ZYME USNYSE_TAQ::ZYME
102942023-05-15 09:30:00BBG007BBS8B7ZYNE USNYSE_TAQ::ZYNE
102952023-05-15 09:30:00BBG000BJBXZ2ZYXI USNYSE_TAQ::ZYXI
\n", "

10296 rows × 4 columns

\n", "
" ], "text/plain": [ " Time FIGI BTKR DB_SYMBOL\n", "0 2023-05-15 09:30:00 BBG000C2V3D6 A US NYSE_TAQ::A\n", "1 2023-05-15 09:30:00 BBG00B3T3HD3 AA US NYSE_TAQ::AA\n", "2 2023-05-15 09:30:00 BBG01B0JRCS6 AAA US NYSE_TAQ::AAA\n", "3 2023-05-15 09:30:00 BBG00LPXX872 AAAU US NYSE_TAQ::AAAU\n", "4 2023-05-15 09:30:00 BBG00YZC2Z91 AAC US NYSE_TAQ::AAC\n", "... ... ... ... ...\n", "10291 2023-05-15 09:30:00 BBG01137LPK6 ZVSA US NYSE_TAQ::ZVSA\n", "10292 2023-05-15 09:30:00 BBG000H8R0N8 ZWS US NYSE_TAQ::ZWS\n", "10293 2023-05-15 09:30:00 BBG019XSYC89 ZYME US NYSE_TAQ::ZYME\n", "10294 2023-05-15 09:30:00 BBG007BBS8B7 ZYNE US NYSE_TAQ::ZYNE\n", "10295 2023-05-15 09:30:00 BBG000BJBXZ2 ZYXI US NYSE_TAQ::ZYXI\n", "\n", "[10296 rows x 4 columns]" ] }, "execution_count": 15, "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=s, end=e)" ] }, { "attachments": {}, "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\n", "of {func}`otp.run ` which provides the \"as of\" date for the symbols.\n", "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": 19, "id": "5dd68a3d-4f69-47d4-ba08-ccd3a3f33377", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
TimeEXCHANGECONDSTOP_STOCKSOURCETRFTTETICKERPRICEDELETED_TIMETICK_STATUSSIZECORRSEQ_NUMTRADE_IDPARTICIPANT_TIMETRF_TIMEOMDSEQ
02023-05-15 09:30:00.243930701Q@ TIN0META236.901969-12-31 19:00:0001020793417612023-05-15 09:30:00.2439135591969-12-31 19:00:00.0000000000
12023-05-15 09:30:00.306310548D@ INQ0META236.701969-12-31 19:00:000102081006022023-05-15 09:30:00.0090560002023-05-15 09:30:00.3062790120
22023-05-15 09:30:00.390940599D@ INQ0META236.601969-12-31 19:00:000102083966032023-05-15 09:30:00.2620000002023-05-15 09:30:00.3909150950
32023-05-15 09:30:00.395024967Q@FTIN1META236.901969-12-31 19:00:00023020841217622023-05-15 09:30:00.3950050701969-12-31 19:00:00.0000000000
42023-05-15 09:30:00.395633541Q@FTIN1META236.901969-12-31 19:00:0002020841717632023-05-15 09:30:00.3956125791969-12-31 19:00:00.0000000001
52023-05-15 09:30:00.395635363Q@FTIN1META236.901969-12-31 19:00:00012020841817642023-05-15 09:30:00.3956125791969-12-31 19:00:00.0000000002
62023-05-15 09:30:00.396283617Q@FTIN1META236.901969-12-31 19:00:00014020842117652023-05-15 09:30:00.3962661851969-12-31 19:00:00.0000000000
72023-05-15 09:30:00.396837893Q@FTIN1META236.901969-12-31 19:00:0009020842517662023-05-15 09:30:00.3968201401969-12-31 19:00:00.0000000001
82023-05-15 09:30:00.396943800Q@FTIN1META236.901969-12-31 19:00:00014020842617672023-05-15 09:30:00.3969261561969-12-31 19:00:00.0000000002
92023-05-15 09:30:00.397733035Q@FTIN1META236.901969-12-31 19:00:00028020843717682023-05-15 09:30:00.3977143731969-12-31 19:00:00.0000000000
102023-05-15 09:30:00.398772942Q@ TIN0META236.901969-12-31 19:00:00023020844117692023-05-15 09:30:00.3987573951969-12-31 19:00:00.0000000000
112023-05-15 09:30:00.409402675Q@FTIN1META236.901969-12-31 19:00:0005020846117702023-05-15 09:30:00.4089842321969-12-31 19:00:00.0000000000
122023-05-15 09:30:00.424003512Q@FTIN1META236.901969-12-31 19:00:00020020850917712023-05-15 09:30:00.4239864871969-12-31 19:00:00.0000000000
132023-05-15 09:30:00.453430646Z@F IN1META236.891969-12-31 19:00:0001602085692202023-05-15 09:30:00.4532270001969-12-31 19:00:00.0000000000
142023-05-15 09:30:00.456414831Z@F IN1META236.901969-12-31 19:00:0001802085762212023-05-15 09:30:00.4562200001969-12-31 19:00:00.0000000000
152023-05-15 09:30:00.458904835X@F IN1META236.911969-12-31 19:00:00057020858962023-05-15 09:30:00.4588846231969-12-31 19:00:00.0000000000
162023-05-15 09:30:00.459247713Z@F IN1META236.901969-12-31 19:00:000702085952222023-05-15 09:30:00.4590420001969-12-31 19:00:00.0000000000
172023-05-15 09:30:00.488485968Q@FTIN1META236.901969-12-31 19:00:00041020864917722023-05-15 09:30:00.4884673041969-12-31 19:00:00.0000000000
182023-05-15 09:30:00.497064501Q@FTIN1META236.901969-12-31 19:00:0005020867117732023-05-15 09:30:00.4970497241969-12-31 19:00:00.0000000000
192023-05-15 09:30:00.497878207Q@FTIN1META236.901969-12-31 19:00:00015020867317742023-05-15 09:30:00.4978612231969-12-31 19:00:00.0000000001
202023-05-15 09:30:00.497880428Q@FTIN1META236.911969-12-31 19:00:00010020867417752023-05-15 09:30:00.4978612231969-12-31 19:00:00.0000000002
212023-05-15 09:30:00.537963289Q@ TIN0META236.911969-12-31 19:00:0001020884717762023-05-15 09:30:00.5379469691969-12-31 19:00:00.0000000000
222023-05-15 09:30:00.542754042Q@FTIN1META236.911969-12-31 19:00:0008020886317772023-05-15 09:30:00.5427372441969-12-31 19:00:00.0000000000
232023-05-15 09:30:00.552343268Q@FTIN1META236.911969-12-31 19:00:00035020889917782023-05-15 09:30:00.5523203721969-12-31 19:00:00.0000000000
242023-05-15 09:30:00.572023781Q@FTIN1META236.911969-12-31 19:00:00046020897217792023-05-15 09:30:00.5720054461969-12-31 19:00:00.0000000000
252023-05-15 09:30:00.572024295Q@FTIN1META236.921969-12-31 19:00:00013020897317802023-05-15 09:30:00.5720054461969-12-31 19:00:00.0000000001
262023-05-15 09:30:00.575534145Q@FTIN1META236.921969-12-31 19:00:00017020899217812023-05-15 09:30:00.5755173321969-12-31 19:00:00.0000000000
272023-05-15 09:30:00.595934268Q@FTIN1META236.921969-12-31 19:00:00015020910617822023-05-15 09:30:00.5959187341969-12-31 19:00:00.0000000000
282023-05-15 09:30:00.596145131Q@FTIN1META236.921969-12-31 19:00:0007020911317832023-05-15 09:30:00.5961264931969-12-31 19:00:00.0000000000
292023-05-15 09:30:00.597893365Q@FTIN1META236.921969-12-31 19:00:0008020912617842023-05-15 09:30:00.5978729901969-12-31 19:00:00.0000000000
302023-05-15 09:30:00.604803428Q@FTIN1META236.921969-12-31 19:00:00039020916217852023-05-15 09:30:00.6047857921969-12-31 19:00:00.0000000000
312023-05-15 09:30:00.622320932Q@ TIN0META236.921969-12-31 19:00:0002020926517862023-05-15 09:30:00.6223021811969-12-31 19:00:00.0000000000
322023-05-15 09:30:00.791599393P@ IN0META236.911969-12-31 19:00:0006021010518382023-05-15 09:30:00.7912550401969-12-31 19:00:00.0000000000
332023-05-15 09:30:00.791599468P@ QN0META236.911969-12-31 19:00:0006021010618392023-05-15 09:30:00.7912550401969-12-31 19:00:00.0000000001
342023-05-15 09:30:00.817600468D@ INQ0META236.761969-12-31 19:00:000102101876042023-05-15 09:30:00.0338890002023-05-15 09:30:00.8175682280
352023-05-15 09:30:00.836969175Q@ TIN0META236.871969-12-31 19:00:00010021022417872023-05-15 09:30:00.8369522681969-12-31 19:00:00.0000000000
362023-05-15 09:30:00.837003393Q@ TIN0META236.871969-12-31 19:00:00095021022517882023-05-15 09:30:00.8369864431969-12-31 19:00:00.0000000000
372023-05-15 09:30:00.837006973Q@ TN0META236.871969-12-31 19:00:000317021022617892023-05-15 09:30:00.8369864431969-12-31 19:00:00.0000000001
382023-05-15 09:30:00.838955223D@ INQ0META236.761969-12-31 19:00:000102102356052023-05-15 09:30:00.0338890002023-05-15 09:30:00.8389281270
392023-05-15 09:30:00.850629944D@ INQ0META236.761969-12-31 19:00:000102102776062023-05-15 09:30:00.0338890002023-05-15 09:30:00.8505984980
402023-05-15 09:30:00.880106268D@ INQ0META236.761969-12-31 19:00:000102103726072023-05-15 09:30:00.0338890002023-05-15 09:30:00.8800729400
412023-05-15 09:30:00.886030991P@F IN1META236.911969-12-31 19:00:00014021038118402023-05-15 09:30:00.8856878081969-12-31 19:00:00.0000000000
422023-05-15 09:30:00.887749625D@ INQ0META236.761969-12-31 19:00:000102103846082023-05-15 09:30:00.5787140002023-05-15 09:30:00.8877152920
432023-05-15 09:30:00.891798164X@F IN1META236.921969-12-31 19:00:00017021039172023-05-15 09:30:00.8917770401969-12-31 19:00:00.0000000000
442023-05-15 09:30:00.892727305X@F IN1META236.921969-12-31 19:00:0009021045282023-05-15 09:30:00.8927082751969-12-31 19:00:00.0000000000
452023-05-15 09:30:00.892912938X@F IN1META236.921969-12-31 19:00:00020021045692023-05-15 09:30:00.8928943491969-12-31 19:00:00.0000000001
462023-05-15 09:30:00.912037219D@ INQ0META236.761969-12-31 19:00:000102105406092023-05-15 09:30:00.5783340002023-05-15 09:30:00.9120040300
472023-05-15 09:30:00.922971435X@F IN1META236.921969-12-31 19:00:000230210592102023-05-15 09:30:00.9229234031969-12-31 19:00:00.0000000000
482023-05-15 09:30:00.927083908Q@FTIN1META236.921969-12-31 19:00:00040021061517902023-05-15 09:30:00.9270663051969-12-31 19:00:00.0000000000
492023-05-15 09:30:00.927088673X@F IN1META236.921969-12-31 19:00:000310210616112023-05-15 09:30:00.9270625541969-12-31 19:00:00.0000000001
\n", "
" ], "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 2023-05-15 09:30:00.243930701 Q @ TI N 0 META 236.90 1969-12-31 19:00:00 0 1 0 207934 1761 2023-05-15 09:30:00.243913559 1969-12-31 19:00:00.000000000 0\n", "1 2023-05-15 09:30:00.306310548 D @ I N Q 0 META 236.70 1969-12-31 19:00:00 0 1 0 208100 602 2023-05-15 09:30:00.009056000 2023-05-15 09:30:00.306279012 0\n", "2 2023-05-15 09:30:00.390940599 D @ I N Q 0 META 236.60 1969-12-31 19:00:00 0 1 0 208396 603 2023-05-15 09:30:00.262000000 2023-05-15 09:30:00.390915095 0\n", "3 2023-05-15 09:30:00.395024967 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 23 0 208412 1762 2023-05-15 09:30:00.395005070 1969-12-31 19:00:00.000000000 0\n", "4 2023-05-15 09:30:00.395633541 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 2 0 208417 1763 2023-05-15 09:30:00.395612579 1969-12-31 19:00:00.000000000 1\n", "5 2023-05-15 09:30:00.395635363 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 12 0 208418 1764 2023-05-15 09:30:00.395612579 1969-12-31 19:00:00.000000000 2\n", "6 2023-05-15 09:30:00.396283617 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 14 0 208421 1765 2023-05-15 09:30:00.396266185 1969-12-31 19:00:00.000000000 0\n", "7 2023-05-15 09:30:00.396837893 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 9 0 208425 1766 2023-05-15 09:30:00.396820140 1969-12-31 19:00:00.000000000 1\n", "8 2023-05-15 09:30:00.396943800 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 14 0 208426 1767 2023-05-15 09:30:00.396926156 1969-12-31 19:00:00.000000000 2\n", "9 2023-05-15 09:30:00.397733035 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 28 0 208437 1768 2023-05-15 09:30:00.397714373 1969-12-31 19:00:00.000000000 0\n", "10 2023-05-15 09:30:00.398772942 Q @ TI N 0 META 236.90 1969-12-31 19:00:00 0 23 0 208441 1769 2023-05-15 09:30:00.398757395 1969-12-31 19:00:00.000000000 0\n", "11 2023-05-15 09:30:00.409402675 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 5 0 208461 1770 2023-05-15 09:30:00.408984232 1969-12-31 19:00:00.000000000 0\n", "12 2023-05-15 09:30:00.424003512 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 20 0 208509 1771 2023-05-15 09:30:00.423986487 1969-12-31 19:00:00.000000000 0\n", "13 2023-05-15 09:30:00.453430646 Z @F I N 1 META 236.89 1969-12-31 19:00:00 0 16 0 208569 220 2023-05-15 09:30:00.453227000 1969-12-31 19:00:00.000000000 0\n", "14 2023-05-15 09:30:00.456414831 Z @F I N 1 META 236.90 1969-12-31 19:00:00 0 18 0 208576 221 2023-05-15 09:30:00.456220000 1969-12-31 19:00:00.000000000 0\n", "15 2023-05-15 09:30:00.458904835 X @F I N 1 META 236.91 1969-12-31 19:00:00 0 57 0 208589 6 2023-05-15 09:30:00.458884623 1969-12-31 19:00:00.000000000 0\n", "16 2023-05-15 09:30:00.459247713 Z @F I N 1 META 236.90 1969-12-31 19:00:00 0 7 0 208595 222 2023-05-15 09:30:00.459042000 1969-12-31 19:00:00.000000000 0\n", "17 2023-05-15 09:30:00.488485968 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 41 0 208649 1772 2023-05-15 09:30:00.488467304 1969-12-31 19:00:00.000000000 0\n", "18 2023-05-15 09:30:00.497064501 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 5 0 208671 1773 2023-05-15 09:30:00.497049724 1969-12-31 19:00:00.000000000 0\n", "19 2023-05-15 09:30:00.497878207 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 15 0 208673 1774 2023-05-15 09:30:00.497861223 1969-12-31 19:00:00.000000000 1\n", "20 2023-05-15 09:30:00.497880428 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 10 0 208674 1775 2023-05-15 09:30:00.497861223 1969-12-31 19:00:00.000000000 2\n", "21 2023-05-15 09:30:00.537963289 Q @ TI N 0 META 236.91 1969-12-31 19:00:00 0 1 0 208847 1776 2023-05-15 09:30:00.537946969 1969-12-31 19:00:00.000000000 0\n", "22 2023-05-15 09:30:00.542754042 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 8 0 208863 1777 2023-05-15 09:30:00.542737244 1969-12-31 19:00:00.000000000 0\n", "23 2023-05-15 09:30:00.552343268 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 35 0 208899 1778 2023-05-15 09:30:00.552320372 1969-12-31 19:00:00.000000000 0\n", "24 2023-05-15 09:30:00.572023781 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 46 0 208972 1779 2023-05-15 09:30:00.572005446 1969-12-31 19:00:00.000000000 0\n", "25 2023-05-15 09:30:00.572024295 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 13 0 208973 1780 2023-05-15 09:30:00.572005446 1969-12-31 19:00:00.000000000 1\n", "26 2023-05-15 09:30:00.575534145 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 17 0 208992 1781 2023-05-15 09:30:00.575517332 1969-12-31 19:00:00.000000000 0\n", "27 2023-05-15 09:30:00.595934268 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 15 0 209106 1782 2023-05-15 09:30:00.595918734 1969-12-31 19:00:00.000000000 0\n", "28 2023-05-15 09:30:00.596145131 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 7 0 209113 1783 2023-05-15 09:30:00.596126493 1969-12-31 19:00:00.000000000 0\n", "29 2023-05-15 09:30:00.597893365 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 8 0 209126 1784 2023-05-15 09:30:00.597872990 1969-12-31 19:00:00.000000000 0\n", "30 2023-05-15 09:30:00.604803428 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 39 0 209162 1785 2023-05-15 09:30:00.604785792 1969-12-31 19:00:00.000000000 0\n", "31 2023-05-15 09:30:00.622320932 Q @ TI N 0 META 236.92 1969-12-31 19:00:00 0 2 0 209265 1786 2023-05-15 09:30:00.622302181 1969-12-31 19:00:00.000000000 0\n", "32 2023-05-15 09:30:00.791599393 P @ I N 0 META 236.91 1969-12-31 19:00:00 0 6 0 210105 1838 2023-05-15 09:30:00.791255040 1969-12-31 19:00:00.000000000 0\n", "33 2023-05-15 09:30:00.791599468 P @ Q N 0 META 236.91 1969-12-31 19:00:00 0 6 0 210106 1839 2023-05-15 09:30:00.791255040 1969-12-31 19:00:00.000000000 1\n", "34 2023-05-15 09:30:00.817600468 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210187 604 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.817568228 0\n", "35 2023-05-15 09:30:00.836969175 Q @ TI N 0 META 236.87 1969-12-31 19:00:00 0 10 0 210224 1787 2023-05-15 09:30:00.836952268 1969-12-31 19:00:00.000000000 0\n", "36 2023-05-15 09:30:00.837003393 Q @ TI N 0 META 236.87 1969-12-31 19:00:00 0 95 0 210225 1788 2023-05-15 09:30:00.836986443 1969-12-31 19:00:00.000000000 0\n", "37 2023-05-15 09:30:00.837006973 Q @ T N 0 META 236.87 1969-12-31 19:00:00 0 317 0 210226 1789 2023-05-15 09:30:00.836986443 1969-12-31 19:00:00.000000000 1\n", "38 2023-05-15 09:30:00.838955223 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210235 605 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.838928127 0\n", "39 2023-05-15 09:30:00.850629944 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210277 606 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.850598498 0\n", "40 2023-05-15 09:30:00.880106268 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210372 607 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.880072940 0\n", "41 2023-05-15 09:30:00.886030991 P @F I N 1 META 236.91 1969-12-31 19:00:00 0 14 0 210381 1840 2023-05-15 09:30:00.885687808 1969-12-31 19:00:00.000000000 0\n", "42 2023-05-15 09:30:00.887749625 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210384 608 2023-05-15 09:30:00.578714000 2023-05-15 09:30:00.887715292 0\n", "43 2023-05-15 09:30:00.891798164 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 17 0 210391 7 2023-05-15 09:30:00.891777040 1969-12-31 19:00:00.000000000 0\n", "44 2023-05-15 09:30:00.892727305 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 9 0 210452 8 2023-05-15 09:30:00.892708275 1969-12-31 19:00:00.000000000 0\n", "45 2023-05-15 09:30:00.892912938 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 20 0 210456 9 2023-05-15 09:30:00.892894349 1969-12-31 19:00:00.000000000 1\n", "46 2023-05-15 09:30:00.912037219 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210540 609 2023-05-15 09:30:00.578334000 2023-05-15 09:30:00.912004030 0\n", "47 2023-05-15 09:30:00.922971435 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 23 0 210592 10 2023-05-15 09:30:00.922923403 1969-12-31 19:00:00.000000000 0\n", "48 2023-05-15 09:30:00.927083908 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 40 0 210615 1790 2023-05-15 09:30:00.927066305 1969-12-31 19:00:00.000000000 0\n", "49 2023-05-15 09:30:00.927088673 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 31 0 210616 11 2023-05-15 09:30:00.927062554 1969-12-31 19:00:00.000000000 1" ] }, "execution_count": 19, "metadata": {}, "output_type": "execute_result" } ], "source": [ "trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')\n", "otp.run(trd, start=s, end=e, symbols='META', symbol_date=otp.dt(2023, 2, 2))" ] }, { "cell_type": "code", "execution_count": 20, "id": "4ca8dd4e-9212-4d8c-b063-3de40286e034", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
TimeEXCHANGECONDSTOP_STOCKSOURCETRFTTETICKERPRICEDELETED_TIMETICK_STATUSSIZECORRSEQ_NUMTRADE_IDPARTICIPANT_TIMETRF_TIMEOMDSEQ
02023-05-15 09:30:00.243930701Q@ TIN0META236.901969-12-31 19:00:0001020793417612023-05-15 09:30:00.2439135591969-12-31 19:00:00.0000000000
12023-05-15 09:30:00.306310548D@ INQ0META236.701969-12-31 19:00:000102081006022023-05-15 09:30:00.0090560002023-05-15 09:30:00.3062790120
22023-05-15 09:30:00.390940599D@ INQ0META236.601969-12-31 19:00:000102083966032023-05-15 09:30:00.2620000002023-05-15 09:30:00.3909150950
32023-05-15 09:30:00.395024967Q@FTIN1META236.901969-12-31 19:00:00023020841217622023-05-15 09:30:00.3950050701969-12-31 19:00:00.0000000000
42023-05-15 09:30:00.395633541Q@FTIN1META236.901969-12-31 19:00:0002020841717632023-05-15 09:30:00.3956125791969-12-31 19:00:00.0000000001
52023-05-15 09:30:00.395635363Q@FTIN1META236.901969-12-31 19:00:00012020841817642023-05-15 09:30:00.3956125791969-12-31 19:00:00.0000000002
62023-05-15 09:30:00.396283617Q@FTIN1META236.901969-12-31 19:00:00014020842117652023-05-15 09:30:00.3962661851969-12-31 19:00:00.0000000000
72023-05-15 09:30:00.396837893Q@FTIN1META236.901969-12-31 19:00:0009020842517662023-05-15 09:30:00.3968201401969-12-31 19:00:00.0000000001
82023-05-15 09:30:00.396943800Q@FTIN1META236.901969-12-31 19:00:00014020842617672023-05-15 09:30:00.3969261561969-12-31 19:00:00.0000000002
92023-05-15 09:30:00.397733035Q@FTIN1META236.901969-12-31 19:00:00028020843717682023-05-15 09:30:00.3977143731969-12-31 19:00:00.0000000000
102023-05-15 09:30:00.398772942Q@ TIN0META236.901969-12-31 19:00:00023020844117692023-05-15 09:30:00.3987573951969-12-31 19:00:00.0000000000
112023-05-15 09:30:00.409402675Q@FTIN1META236.901969-12-31 19:00:0005020846117702023-05-15 09:30:00.4089842321969-12-31 19:00:00.0000000000
122023-05-15 09:30:00.424003512Q@FTIN1META236.901969-12-31 19:00:00020020850917712023-05-15 09:30:00.4239864871969-12-31 19:00:00.0000000000
132023-05-15 09:30:00.453430646Z@F IN1META236.891969-12-31 19:00:0001602085692202023-05-15 09:30:00.4532270001969-12-31 19:00:00.0000000000
142023-05-15 09:30:00.456414831Z@F IN1META236.901969-12-31 19:00:0001802085762212023-05-15 09:30:00.4562200001969-12-31 19:00:00.0000000000
152023-05-15 09:30:00.458904835X@F IN1META236.911969-12-31 19:00:00057020858962023-05-15 09:30:00.4588846231969-12-31 19:00:00.0000000000
162023-05-15 09:30:00.459247713Z@F IN1META236.901969-12-31 19:00:000702085952222023-05-15 09:30:00.4590420001969-12-31 19:00:00.0000000000
172023-05-15 09:30:00.488485968Q@FTIN1META236.901969-12-31 19:00:00041020864917722023-05-15 09:30:00.4884673041969-12-31 19:00:00.0000000000
182023-05-15 09:30:00.497064501Q@FTIN1META236.901969-12-31 19:00:0005020867117732023-05-15 09:30:00.4970497241969-12-31 19:00:00.0000000000
192023-05-15 09:30:00.497878207Q@FTIN1META236.901969-12-31 19:00:00015020867317742023-05-15 09:30:00.4978612231969-12-31 19:00:00.0000000001
202023-05-15 09:30:00.497880428Q@FTIN1META236.911969-12-31 19:00:00010020867417752023-05-15 09:30:00.4978612231969-12-31 19:00:00.0000000002
212023-05-15 09:30:00.537963289Q@ TIN0META236.911969-12-31 19:00:0001020884717762023-05-15 09:30:00.5379469691969-12-31 19:00:00.0000000000
222023-05-15 09:30:00.542754042Q@FTIN1META236.911969-12-31 19:00:0008020886317772023-05-15 09:30:00.5427372441969-12-31 19:00:00.0000000000
232023-05-15 09:30:00.552343268Q@FTIN1META236.911969-12-31 19:00:00035020889917782023-05-15 09:30:00.5523203721969-12-31 19:00:00.0000000000
242023-05-15 09:30:00.572023781Q@FTIN1META236.911969-12-31 19:00:00046020897217792023-05-15 09:30:00.5720054461969-12-31 19:00:00.0000000000
252023-05-15 09:30:00.572024295Q@FTIN1META236.921969-12-31 19:00:00013020897317802023-05-15 09:30:00.5720054461969-12-31 19:00:00.0000000001
262023-05-15 09:30:00.575534145Q@FTIN1META236.921969-12-31 19:00:00017020899217812023-05-15 09:30:00.5755173321969-12-31 19:00:00.0000000000
272023-05-15 09:30:00.595934268Q@FTIN1META236.921969-12-31 19:00:00015020910617822023-05-15 09:30:00.5959187341969-12-31 19:00:00.0000000000
282023-05-15 09:30:00.596145131Q@FTIN1META236.921969-12-31 19:00:0007020911317832023-05-15 09:30:00.5961264931969-12-31 19:00:00.0000000000
292023-05-15 09:30:00.597893365Q@FTIN1META236.921969-12-31 19:00:0008020912617842023-05-15 09:30:00.5978729901969-12-31 19:00:00.0000000000
302023-05-15 09:30:00.604803428Q@FTIN1META236.921969-12-31 19:00:00039020916217852023-05-15 09:30:00.6047857921969-12-31 19:00:00.0000000000
312023-05-15 09:30:00.622320932Q@ TIN0META236.921969-12-31 19:00:0002020926517862023-05-15 09:30:00.6223021811969-12-31 19:00:00.0000000000
322023-05-15 09:30:00.791599393P@ IN0META236.911969-12-31 19:00:0006021010518382023-05-15 09:30:00.7912550401969-12-31 19:00:00.0000000000
332023-05-15 09:30:00.791599468P@ QN0META236.911969-12-31 19:00:0006021010618392023-05-15 09:30:00.7912550401969-12-31 19:00:00.0000000001
342023-05-15 09:30:00.817600468D@ INQ0META236.761969-12-31 19:00:000102101876042023-05-15 09:30:00.0338890002023-05-15 09:30:00.8175682280
352023-05-15 09:30:00.836969175Q@ TIN0META236.871969-12-31 19:00:00010021022417872023-05-15 09:30:00.8369522681969-12-31 19:00:00.0000000000
362023-05-15 09:30:00.837003393Q@ TIN0META236.871969-12-31 19:00:00095021022517882023-05-15 09:30:00.8369864431969-12-31 19:00:00.0000000000
372023-05-15 09:30:00.837006973Q@ TN0META236.871969-12-31 19:00:000317021022617892023-05-15 09:30:00.8369864431969-12-31 19:00:00.0000000001
382023-05-15 09:30:00.838955223D@ INQ0META236.761969-12-31 19:00:000102102356052023-05-15 09:30:00.0338890002023-05-15 09:30:00.8389281270
392023-05-15 09:30:00.850629944D@ INQ0META236.761969-12-31 19:00:000102102776062023-05-15 09:30:00.0338890002023-05-15 09:30:00.8505984980
402023-05-15 09:30:00.880106268D@ INQ0META236.761969-12-31 19:00:000102103726072023-05-15 09:30:00.0338890002023-05-15 09:30:00.8800729400
412023-05-15 09:30:00.886030991P@F IN1META236.911969-12-31 19:00:00014021038118402023-05-15 09:30:00.8856878081969-12-31 19:00:00.0000000000
422023-05-15 09:30:00.887749625D@ INQ0META236.761969-12-31 19:00:000102103846082023-05-15 09:30:00.5787140002023-05-15 09:30:00.8877152920
432023-05-15 09:30:00.891798164X@F IN1META236.921969-12-31 19:00:00017021039172023-05-15 09:30:00.8917770401969-12-31 19:00:00.0000000000
442023-05-15 09:30:00.892727305X@F IN1META236.921969-12-31 19:00:0009021045282023-05-15 09:30:00.8927082751969-12-31 19:00:00.0000000000
452023-05-15 09:30:00.892912938X@F IN1META236.921969-12-31 19:00:00020021045692023-05-15 09:30:00.8928943491969-12-31 19:00:00.0000000001
462023-05-15 09:30:00.912037219D@ INQ0META236.761969-12-31 19:00:000102105406092023-05-15 09:30:00.5783340002023-05-15 09:30:00.9120040300
472023-05-15 09:30:00.922971435X@F IN1META236.921969-12-31 19:00:000230210592102023-05-15 09:30:00.9229234031969-12-31 19:00:00.0000000000
482023-05-15 09:30:00.927083908Q@FTIN1META236.921969-12-31 19:00:00040021061517902023-05-15 09:30:00.9270663051969-12-31 19:00:00.0000000000
492023-05-15 09:30:00.927088673X@F IN1META236.921969-12-31 19:00:000310210616112023-05-15 09:30:00.9270625541969-12-31 19:00:00.0000000001
\n", "
" ], "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 2023-05-15 09:30:00.243930701 Q @ TI N 0 META 236.90 1969-12-31 19:00:00 0 1 0 207934 1761 2023-05-15 09:30:00.243913559 1969-12-31 19:00:00.000000000 0\n", "1 2023-05-15 09:30:00.306310548 D @ I N Q 0 META 236.70 1969-12-31 19:00:00 0 1 0 208100 602 2023-05-15 09:30:00.009056000 2023-05-15 09:30:00.306279012 0\n", "2 2023-05-15 09:30:00.390940599 D @ I N Q 0 META 236.60 1969-12-31 19:00:00 0 1 0 208396 603 2023-05-15 09:30:00.262000000 2023-05-15 09:30:00.390915095 0\n", "3 2023-05-15 09:30:00.395024967 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 23 0 208412 1762 2023-05-15 09:30:00.395005070 1969-12-31 19:00:00.000000000 0\n", "4 2023-05-15 09:30:00.395633541 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 2 0 208417 1763 2023-05-15 09:30:00.395612579 1969-12-31 19:00:00.000000000 1\n", "5 2023-05-15 09:30:00.395635363 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 12 0 208418 1764 2023-05-15 09:30:00.395612579 1969-12-31 19:00:00.000000000 2\n", "6 2023-05-15 09:30:00.396283617 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 14 0 208421 1765 2023-05-15 09:30:00.396266185 1969-12-31 19:00:00.000000000 0\n", "7 2023-05-15 09:30:00.396837893 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 9 0 208425 1766 2023-05-15 09:30:00.396820140 1969-12-31 19:00:00.000000000 1\n", "8 2023-05-15 09:30:00.396943800 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 14 0 208426 1767 2023-05-15 09:30:00.396926156 1969-12-31 19:00:00.000000000 2\n", "9 2023-05-15 09:30:00.397733035 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 28 0 208437 1768 2023-05-15 09:30:00.397714373 1969-12-31 19:00:00.000000000 0\n", "10 2023-05-15 09:30:00.398772942 Q @ TI N 0 META 236.90 1969-12-31 19:00:00 0 23 0 208441 1769 2023-05-15 09:30:00.398757395 1969-12-31 19:00:00.000000000 0\n", "11 2023-05-15 09:30:00.409402675 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 5 0 208461 1770 2023-05-15 09:30:00.408984232 1969-12-31 19:00:00.000000000 0\n", "12 2023-05-15 09:30:00.424003512 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 20 0 208509 1771 2023-05-15 09:30:00.423986487 1969-12-31 19:00:00.000000000 0\n", "13 2023-05-15 09:30:00.453430646 Z @F I N 1 META 236.89 1969-12-31 19:00:00 0 16 0 208569 220 2023-05-15 09:30:00.453227000 1969-12-31 19:00:00.000000000 0\n", "14 2023-05-15 09:30:00.456414831 Z @F I N 1 META 236.90 1969-12-31 19:00:00 0 18 0 208576 221 2023-05-15 09:30:00.456220000 1969-12-31 19:00:00.000000000 0\n", "15 2023-05-15 09:30:00.458904835 X @F I N 1 META 236.91 1969-12-31 19:00:00 0 57 0 208589 6 2023-05-15 09:30:00.458884623 1969-12-31 19:00:00.000000000 0\n", "16 2023-05-15 09:30:00.459247713 Z @F I N 1 META 236.90 1969-12-31 19:00:00 0 7 0 208595 222 2023-05-15 09:30:00.459042000 1969-12-31 19:00:00.000000000 0\n", "17 2023-05-15 09:30:00.488485968 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 41 0 208649 1772 2023-05-15 09:30:00.488467304 1969-12-31 19:00:00.000000000 0\n", "18 2023-05-15 09:30:00.497064501 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 5 0 208671 1773 2023-05-15 09:30:00.497049724 1969-12-31 19:00:00.000000000 0\n", "19 2023-05-15 09:30:00.497878207 Q @FTI N 1 META 236.90 1969-12-31 19:00:00 0 15 0 208673 1774 2023-05-15 09:30:00.497861223 1969-12-31 19:00:00.000000000 1\n", "20 2023-05-15 09:30:00.497880428 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 10 0 208674 1775 2023-05-15 09:30:00.497861223 1969-12-31 19:00:00.000000000 2\n", "21 2023-05-15 09:30:00.537963289 Q @ TI N 0 META 236.91 1969-12-31 19:00:00 0 1 0 208847 1776 2023-05-15 09:30:00.537946969 1969-12-31 19:00:00.000000000 0\n", "22 2023-05-15 09:30:00.542754042 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 8 0 208863 1777 2023-05-15 09:30:00.542737244 1969-12-31 19:00:00.000000000 0\n", "23 2023-05-15 09:30:00.552343268 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 35 0 208899 1778 2023-05-15 09:30:00.552320372 1969-12-31 19:00:00.000000000 0\n", "24 2023-05-15 09:30:00.572023781 Q @FTI N 1 META 236.91 1969-12-31 19:00:00 0 46 0 208972 1779 2023-05-15 09:30:00.572005446 1969-12-31 19:00:00.000000000 0\n", "25 2023-05-15 09:30:00.572024295 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 13 0 208973 1780 2023-05-15 09:30:00.572005446 1969-12-31 19:00:00.000000000 1\n", "26 2023-05-15 09:30:00.575534145 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 17 0 208992 1781 2023-05-15 09:30:00.575517332 1969-12-31 19:00:00.000000000 0\n", "27 2023-05-15 09:30:00.595934268 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 15 0 209106 1782 2023-05-15 09:30:00.595918734 1969-12-31 19:00:00.000000000 0\n", "28 2023-05-15 09:30:00.596145131 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 7 0 209113 1783 2023-05-15 09:30:00.596126493 1969-12-31 19:00:00.000000000 0\n", "29 2023-05-15 09:30:00.597893365 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 8 0 209126 1784 2023-05-15 09:30:00.597872990 1969-12-31 19:00:00.000000000 0\n", "30 2023-05-15 09:30:00.604803428 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 39 0 209162 1785 2023-05-15 09:30:00.604785792 1969-12-31 19:00:00.000000000 0\n", "31 2023-05-15 09:30:00.622320932 Q @ TI N 0 META 236.92 1969-12-31 19:00:00 0 2 0 209265 1786 2023-05-15 09:30:00.622302181 1969-12-31 19:00:00.000000000 0\n", "32 2023-05-15 09:30:00.791599393 P @ I N 0 META 236.91 1969-12-31 19:00:00 0 6 0 210105 1838 2023-05-15 09:30:00.791255040 1969-12-31 19:00:00.000000000 0\n", "33 2023-05-15 09:30:00.791599468 P @ Q N 0 META 236.91 1969-12-31 19:00:00 0 6 0 210106 1839 2023-05-15 09:30:00.791255040 1969-12-31 19:00:00.000000000 1\n", "34 2023-05-15 09:30:00.817600468 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210187 604 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.817568228 0\n", "35 2023-05-15 09:30:00.836969175 Q @ TI N 0 META 236.87 1969-12-31 19:00:00 0 10 0 210224 1787 2023-05-15 09:30:00.836952268 1969-12-31 19:00:00.000000000 0\n", "36 2023-05-15 09:30:00.837003393 Q @ TI N 0 META 236.87 1969-12-31 19:00:00 0 95 0 210225 1788 2023-05-15 09:30:00.836986443 1969-12-31 19:00:00.000000000 0\n", "37 2023-05-15 09:30:00.837006973 Q @ T N 0 META 236.87 1969-12-31 19:00:00 0 317 0 210226 1789 2023-05-15 09:30:00.836986443 1969-12-31 19:00:00.000000000 1\n", "38 2023-05-15 09:30:00.838955223 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210235 605 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.838928127 0\n", "39 2023-05-15 09:30:00.850629944 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210277 606 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.850598498 0\n", "40 2023-05-15 09:30:00.880106268 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210372 607 2023-05-15 09:30:00.033889000 2023-05-15 09:30:00.880072940 0\n", "41 2023-05-15 09:30:00.886030991 P @F I N 1 META 236.91 1969-12-31 19:00:00 0 14 0 210381 1840 2023-05-15 09:30:00.885687808 1969-12-31 19:00:00.000000000 0\n", "42 2023-05-15 09:30:00.887749625 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210384 608 2023-05-15 09:30:00.578714000 2023-05-15 09:30:00.887715292 0\n", "43 2023-05-15 09:30:00.891798164 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 17 0 210391 7 2023-05-15 09:30:00.891777040 1969-12-31 19:00:00.000000000 0\n", "44 2023-05-15 09:30:00.892727305 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 9 0 210452 8 2023-05-15 09:30:00.892708275 1969-12-31 19:00:00.000000000 0\n", "45 2023-05-15 09:30:00.892912938 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 20 0 210456 9 2023-05-15 09:30:00.892894349 1969-12-31 19:00:00.000000000 1\n", "46 2023-05-15 09:30:00.912037219 D @ I N Q 0 META 236.76 1969-12-31 19:00:00 0 1 0 210540 609 2023-05-15 09:30:00.578334000 2023-05-15 09:30:00.912004030 0\n", "47 2023-05-15 09:30:00.922971435 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 23 0 210592 10 2023-05-15 09:30:00.922923403 1969-12-31 19:00:00.000000000 0\n", "48 2023-05-15 09:30:00.927083908 Q @FTI N 1 META 236.92 1969-12-31 19:00:00 0 40 0 210615 1790 2023-05-15 09:30:00.927066305 1969-12-31 19:00:00.000000000 0\n", "49 2023-05-15 09:30:00.927088673 X @F I N 1 META 236.92 1969-12-31 19:00:00 0 31 0 210616 11 2023-05-15 09:30:00.927062554 1969-12-31 19:00:00.000000000 1" ] }, "execution_count": 20, "metadata": {}, "output_type": "execute_result" } ], "source": [ "trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')\n", "otp.run(trd, start=s, end=e, symbols='FB', symbol_date=otp.dt(2021, 2, 2))" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.9.6" } }, "nbformat": 4, "nbformat_minor": 5 }