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Getting started
API reference
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System Settings
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OneTick
PyPI
GitHub
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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
Configuration
Configuration
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Table Of Contents
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Configuration parameters
Logging
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