Retrieving Tick Data#
import onetick.py as otp
s = otp.dt(2024, 2, 1, 9, 30)
e = otp.dt(2024, 2, 1, 9, 30, 1)
trd = otp.DataSource('US_COMP_SAMPLE', tick_type='TRD')
otp.run(trd, start=s, end=e, symbols=['AAPL'], timezone='EST5EDT')
| 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 | 2024-02-01 09:30:00.000961260 | P | @FT | N | 1 | AAPL | 184.010 | 1969-12-31 19:00:00 | 0 | 302 | 0 | 140448 | 5239 | 2024-02-01 09:30:00.000585731 | 1969-12-31 19:00:00.000000000 | 0 | ||
| 1 | 2024-02-01 09:30:00.000961491 | P | @FT | N | 1 | AAPL | 184.000 | 1969-12-31 19:00:00 | 0 | 100 | 0 | 140449 | 5240 | 2024-02-01 09:30:00.000585731 | 1969-12-31 19:00:00.000000000 | 1 | ||
| 2 | 2024-02-01 09:30:00.000961701 | P | @FTI | N | 1 | AAPL | 184.000 | 1969-12-31 19:00:00 | 0 | 1 | 0 | 140450 | 5241 | 2024-02-01 09:30:00.000585731 | 1969-12-31 19:00:00.000000000 | 2 | ||
| 3 | 2024-02-01 09:30:00.000973163 | P | @FTI | N | 1 | AAPL | 184.000 | 1969-12-31 19:00:00 | 0 | 1 | 0 | 140451 | 5242 | 2024-02-01 09:30:00.000585731 | 1969-12-31 19:00:00.000000000 | 3 | ||
| 4 | 2024-02-01 09:30:00.000973355 | P | @FTI | N | 1 | AAPL | 184.000 | 1969-12-31 19:00:00 | 0 | 5 | 0 | 140452 | 5243 | 2024-02-01 09:30:00.000585731 | 1969-12-31 19:00:00.000000000 | 4 | ||
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 574 | 2024-02-01 09:30:00.987184691 | K | @F I | N | 1 | AAPL | 183.900 | 1969-12-31 19:00:00 | 0 | 9 | 0 | 146846 | 3099 | 2024-02-01 09:30:00.987000000 | 1969-12-31 19:00:00.000000000 | 0 | ||
| 575 | 2024-02-01 09:30:00.990378350 | D | @ I | N | N | 0 | AAPL | 183.920 | 1969-12-31 19:00:00 | 0 | 1 | 0 | 146905 | 1106 | 2024-02-01 09:30:00.975000000 | 2024-02-01 09:30:00.990038585 | 0 | |
| 576 | 2024-02-01 09:30:00.991941892 | D | @ I | N | Q | 0 | AAPL | 183.935 | 1969-12-31 19:00:00 | 0 | 1 | 0 | 146927 | 2606 | 2024-02-01 09:30:00.520147000 | 2024-02-01 09:30:00.991906728 | 0 | |
| 577 | 2024-02-01 09:30:00.993785116 | D | @ | N | Q | 0 | AAPL | 183.905 | 1969-12-31 19:00:00 | 0 | 300 | 0 | 146944 | 2607 | 2024-02-01 09:30:00.970910000 | 2024-02-01 09:30:00.993753186 | 0 | |
| 578 | 2024-02-01 09:30:00.996512511 | D | @ I | N | Q | 0 | AAPL | 183.934 | 1969-12-31 19:00:00 | 0 | 5 | 0 | 146970 | 2608 | 2024-02-01 09:30:00.686000000 | 2024-02-01 09:30:00.996478568 | 0 |
579 rows × 18 columns