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Section Navigation

  • Overview
  • Installation
    • onetick-py with local OneTick binaries
    • WebAPI with on-prem OneTick server
    • Other installation options
    • Remote OTP with Ray
      • Ray client installation
      • Ray server installation
      • Ray usage examples
      • Troubleshooting
  • OneTick AI integration
  • Getting Started
    • Data Retrieval
    • Filtering
    • Aggregating
    • Time-Based Joins
    • Order Book Analytics
    • Real-time processing
    • Variables and Data Structures
    • Symbologies
    • Corporate Actions
    • Daily OHLCV (with closing prices)
    • Accessing a Lower Level API
    • Data inspection
    • otp.Session: set up OneTick configuration files
    • Rendering query graphs
  • Use Cases
    • Basics
    • Filtering
    • Corporate Actions
    • Creating Bars
    • Data Retrieval - Bars
    • Data Retrieval - Book Depth
    • Data Retrieval - Tick
    • Data Retrieval with Continuous Contracts
    • Data Retrieval with Symbology
    • Composites
    • ETF
    • Futures
    • Options
    • Rates
    • Markouts and Time Shifts
    • Meta Data
    • Real-time processing: Signal Generation
    • Real Time and Intraday
    • Real Time Streaming
    • Reference Retrieval
    • Symbol Selection
    • Symbol Universe
    • Technical Analysis
    • Time Series
    • TCA (Trade Cost Analysis)
    • TCA & BestEx
      • Arrival ask / bid / mid prices for an order
      • Effective spread
      • Effective to quoted spread (ETQ)
      • Exit ask/bid prices for an order
      • FT (far touch) and NT (near touch)
      • Implementation shortfall (slippage)
      • Market impact
      • Interval Metrics (e.g., VWAP)
      • Notional spread (quoted spread)
      • Number spreads
      • Offside value
      • Opportunity cost
      • Price improvement
      • Participation weighted price (PWP)
      • Relative Performance Measure (RPM)
      • Reversion
      • Right way
      • Takeout success
      • Volatility
      • Window ask and window bid
      • Windowed FT (far touch) and Windowed NT (far touch)
    • Realized P&L on the FIFO basis
    • Upticks / Downticks
  • Concepts
    • Data structures and functions
    • Calculation graph
    • Schema
    • Query start / end flow
    • Databases, symbols, and tick types
    • Python callable parsing
    • How to use onetick.query with onetick.py
    • How Onetick analytical engine works
    • How Onetick parallelizes query execution
    • Remote access with WebAPI
  • Testing and debugging
    • Prerequisites
    • Your first test
    • onetick-py-test plugin features
    • Debugging
    • Performance measurement
  • CLI tools
    • onetick read
  • Configuration
    • Configuration parameters
    • Logging
  • Changelog
  • Compatibility tests
  • Getting started
  • Concepts

Concepts#

Table Of Contents#

  • Data structures and functions
  • Calculation graph
  • Schema
  • Query start / end flow
  • Databases, symbols, and tick types
  • Python callable parsing
  • How to use onetick.query with onetick.py
  • How Onetick analytical engine works
  • How Onetick parallelizes query execution
  • Remote access with WebAPI
  • Difference of WebAPI mode

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Data structures and functions
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