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OneTick
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Getting started
API reference
Choose version
OneTick
PyPI
GitHub
Section Navigation
Overview
Installation
onetick-py with local OneTick binaries
WebAPI with on-prem OneTick server
Other installation options
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
Session: configuring OneTick databases and ACL
Rendering query graphs
Use cases
Retrieving Tick Data
Creating Bars
Prevailing quote at the time of a trade
Point-in-time benchmarks: BBO at different markouts
Interval Metrics (e.g., VWAP)
Real-time processing: Signal Generation
Upticks / Downticks
Realized P&L on the FIFO basis
BestEx & TCA
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
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)
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
Configuration
Configuration parameters
Logging
Remote OTP with Ray
Ray client installation
Ray server installation
Ray usage examples
Troubleshooting
Changelog
Compatibility tests
Getting started
Configuration
Configuration
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