Symbologies#
This is part of the OQD offering. Available in OneTick Cloud. Can be configured on prem.
We can query data using different symbologies.
import onetick.py as otp
s = otp.dt(2023, 5, 15, 9, 30)
e = otp.dt(2023, 5, 15, 9, 30, 1)
trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')
trd = trd[['PRICE', 'SIZE', 'EXCHANGE', 'COND']]
otp.run(trd, start=s, end=e, symbol_date=otp.dt(2022, 12, 1), symbols=['AAPL'])
| Time | PRICE | SIZE | EXCHANGE | COND | |
|---|---|---|---|---|---|
| 0 | 2023-05-15 09:30:00.001052006 | 173.15 | 50 | Z | @ I |
| 1 | 2023-05-15 09:30:00.001863979 | 173.16 | 100 | Q | @ T |
| 2 | 2023-05-15 09:30:00.094994153 | 173.16 | 100 | P | @ |
| 3 | 2023-05-15 09:30:00.094994228 | 173.16 | 100 | P | @ Q |
| 4 | 2023-05-15 09:30:00.095015912 | 173.15 | 20 | Q | @FTI |
| ... | ... | ... | ... | ... | ... |
| 460 | 2023-05-15 09:30:00.964093735 | 173.16 | 99 | D | @ I |
| 461 | 2023-05-15 09:30:00.969458151 | 173.16 | 14 | P | @ I |
| 462 | 2023-05-15 09:30:00.969563908 | 173.16 | 87 | V | @ I |
| 463 | 2023-05-15 09:30:00.992469239 | 173.17 | 87 | P | @ I |
| 464 | 2023-05-15 09:30:00.993902497 | 173.17 | 100 | D | @ |
465 rows × 5 columns
otp.run(trd, start=s, end=e, symbol_date=otp.dt(2022, 12, 1), symbols=['BTKR::::AAPL US'])
| Time | PRICE | SIZE | EXCHANGE | COND | |
|---|---|---|---|---|---|
| 0 | 2023-05-15 09:30:00.001052006 | 173.15 | 50 | Z | @ I |
| 1 | 2023-05-15 09:30:00.001863979 | 173.16 | 100 | Q | @ T |
| 2 | 2023-05-15 09:30:00.094994153 | 173.16 | 100 | P | @ |
| 3 | 2023-05-15 09:30:00.094994228 | 173.16 | 100 | P | @ Q |
| 4 | 2023-05-15 09:30:00.095015912 | 173.15 | 20 | Q | @FTI |
| ... | ... | ... | ... | ... | ... |
| 460 | 2023-05-15 09:30:00.964093735 | 173.16 | 99 | D | @ I |
| 461 | 2023-05-15 09:30:00.969458151 | 173.16 | 14 | P | @ I |
| 462 | 2023-05-15 09:30:00.969563908 | 173.16 | 87 | V | @ I |
| 463 | 2023-05-15 09:30:00.992469239 | 173.17 | 87 | P | @ I |
| 464 | 2023-05-15 09:30:00.993902497 | 173.17 | 100 | D | @ |
465 rows × 5 columns
Examples of other supported symbologies include:
TDEQ::::AAPL
SED::::2046251
FGV::::BBG000B9XRY4
ISN::::US0378331005
TKR::::ALSPW.FRXPAR
We can create a mapping between symbologies.
figi = otp.Symbols('NYSE_TAQ', symbology='FGV', show_original_symbols=True, for_tick_type='TRD')
figi, _ = figi[figi['SYMBOL_NAME'] != '']
otp.run(figi, start=s, end=e)
| Time | SYMBOL_NAME | ORIGINAL_SYMBOL_NAME | |
|---|---|---|---|
| 0 | 2023-05-15 09:30:00 | BBG000C2V3D6 | NYSE_TAQ::A |
| 1 | 2023-05-15 09:30:00 | BBG00B3T3HD3 | NYSE_TAQ::AA |
| 2 | 2023-05-15 09:30:00 | BBG01B0JRCS6 | NYSE_TAQ::AAA |
| 3 | 2023-05-15 09:30:00 | BBG00LPXX872 | NYSE_TAQ::AAAU |
| 4 | 2023-05-15 09:30:00 | BBG00YZC2Z91 | NYSE_TAQ::AAC |
| ... | ... | ... | ... |
| 10202 | 2023-05-15 09:30:00 | BBG01137LPK6 | NYSE_TAQ::ZVSA |
| 10203 | 2023-05-15 09:30:00 | BBG000H8R0N8 | NYSE_TAQ::ZWS |
| 10204 | 2023-05-15 09:30:00 | BBG019XSYC89 | NYSE_TAQ::ZYME |
| 10205 | 2023-05-15 09:30:00 | BBG007BBS8B7 | NYSE_TAQ::ZYNE |
| 10206 | 2023-05-15 09:30:00 | BBG000BJBXZ2 | NYSE_TAQ::ZYXI |
10207 rows × 3 columns
btkr = otp.Symbols('NYSE_TAQ', symbology='BTKR', show_original_symbols=True, for_tick_type='TRD')
btkr, _ = btkr[btkr['SYMBOL_NAME'] != '']
otp.run(btkr, start=s, end=e)
| Time | SYMBOL_NAME | ORIGINAL_SYMBOL_NAME | |
|---|---|---|---|
| 0 | 2023-05-15 09:30:00 | A US | NYSE_TAQ::A |
| 1 | 2023-05-15 09:30:00 | AA US | NYSE_TAQ::AA |
| 2 | 2023-05-15 09:30:00 | AAA US | NYSE_TAQ::AAA |
| 3 | 2023-05-15 09:30:00 | AAAU US | NYSE_TAQ::AAAU |
| 4 | 2023-05-15 09:30:00 | AAC US | NYSE_TAQ::AAC |
| ... | ... | ... | ... |
| 10205 | 2023-05-15 09:30:00 | ZVSA US | NYSE_TAQ::ZVSA |
| 10206 | 2023-05-15 09:30:00 | ZWS US | NYSE_TAQ::ZWS |
| 10207 | 2023-05-15 09:30:00 | ZYME US | NYSE_TAQ::ZYME |
| 10208 | 2023-05-15 09:30:00 | ZYNE US | NYSE_TAQ::ZYNE |
| 10209 | 2023-05-15 09:30:00 | ZYXI US | NYSE_TAQ::ZYXI |
10210 rows × 3 columns
figi = otp.Symbols('NYSE_TAQ', symbology='FGV', show_original_symbols=True, for_tick_type='TRD')
btkr = otp.Symbols('NYSE_TAQ', symbology='BTKR', show_original_symbols=True, for_tick_type='TRD')
btkr, _ = btkr[btkr['SYMBOL_NAME'] != '']
figi, _ = figi[figi['SYMBOL_NAME'] != '']
mapping = otp.functions.join(figi, btkr, on=btkr['ORIGINAL_SYMBOL_NAME']==figi['ORIGINAL_SYMBOL_NAME'], how="inner")
mapping = mapping.rename({'RIGHT_SYMBOL_NAME' : 'BTKR',
'SYMBOL_NAME' : 'FIGI',
'ORIGINAL_SYMBOL_NAME': 'DB_SYMBOL'})
mapping = mapping[['FIGI', 'BTKR', 'DB_SYMBOL']]
otp.run(mapping, start=s, end=e)
| Time | FIGI | BTKR | DB_SYMBOL | |
|---|---|---|---|---|
| 0 | 2023-05-15 09:30:00 | BBG000C2V3D6 | A US | NYSE_TAQ::A |
| 1 | 2023-05-15 09:30:00 | BBG00B3T3HD3 | AA US | NYSE_TAQ::AA |
| 2 | 2023-05-15 09:30:00 | BBG01B0JRCS6 | AAA US | NYSE_TAQ::AAA |
| 3 | 2023-05-15 09:30:00 | BBG00LPXX872 | AAAU US | NYSE_TAQ::AAAU |
| 4 | 2023-05-15 09:30:00 | BBG00YZC2Z91 | AAC US | NYSE_TAQ::AAC |
| ... | ... | ... | ... | ... |
| 10200 | 2023-05-15 09:30:00 | BBG01137LPK6 | ZVSA US | NYSE_TAQ::ZVSA |
| 10201 | 2023-05-15 09:30:00 | BBG000H8R0N8 | ZWS US | NYSE_TAQ::ZWS |
| 10202 | 2023-05-15 09:30:00 | BBG019XSYC89 | ZYME US | NYSE_TAQ::ZYME |
| 10203 | 2023-05-15 09:30:00 | BBG007BBS8B7 | ZYNE US | NYSE_TAQ::ZYNE |
| 10204 | 2023-05-15 09:30:00 | BBG000BJBXZ2 | ZYXI US | NYSE_TAQ::ZYXI |
10205 rows × 4 columns
Symbol name changes#
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.
trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')
otp.run(trd, start=s, end=e, symbols='META', symbol_date=otp.dt(2023, 2, 2))
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | ||
| 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 | |
| 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 | |
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | |
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | |
| 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 | |
| 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 | |
| 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 | ||
| 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 | |
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | |
| 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 | ||
| 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 | ||
| 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 |
trd = otp.DataSource('NYSE_TAQ', tick_type='TRD')
otp.run(trd, start=s, end=e, symbols='FB', symbol_date=otp.dt(2021, 2, 2))
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | ||
| 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 | |
| 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 | |
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | |
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | |
| 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 | |
| 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 | |
| 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 | ||
| 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 | |
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | |
| 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 | ||
| 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 | ||
| 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 |