Retrieving Tick Data#

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')
otp.run(trd, start=s, end=e, symbols=['SPY'], 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 2023-05-15 09:30:00.000178688 P T N C 0 SPY 412.22 1969-12-31 19:00:00 0 100 0 39195 52983525167153 2023-05-15 09:30:00.000150016 1969-12-31 19:00:00.000000000 0
1 2023-05-15 09:30:00.000776704 Z N C 0 SPY 412.22 1969-12-31 19:00:00 0 247 0 39196 52983525035355 2023-05-15 09:30:00.000450000 1969-12-31 19:00:00.000000000 1
2 2023-05-15 09:30:00.003603456 T T N C 0 SPY 412.22 1969-12-31 19:00:00 0 100 0 39212 62879133157950 2023-05-15 09:30:00.003165122 1969-12-31 19:00:00.000000000 0
3 2023-05-15 09:30:00.006352128 K I N C 0 SPY 412.24 1969-12-31 19:00:00 0 1 0 39227 52983525098301 2023-05-15 09:30:00.006091000 1969-12-31 19:00:00.000000000 0
4 2023-05-15 09:30:00.007128064 K I N C 0 SPY 412.24 1969-12-31 19:00:00 0 3 0 39231 52983525098302 2023-05-15 09:30:00.006873000 1969-12-31 19:00:00.000000000 0
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
310 2023-05-15 09:30:00.934032640 T T N C 0 SPY 412.27 1969-12-31 19:00:00 0 160 0 40517 62879133545538 2023-05-15 09:30:00.933678033 1969-12-31 19:00:00.000000000 1
311 2023-05-15 09:30:00.975609344 D I N C T 0 SPY 412.24 1969-12-31 19:00:00 0 2 0 40543 71675240595789 2023-05-15 09:30:00.661000000 2023-05-15 09:30:00.975241514 0
312 2023-05-15 09:30:00.980264448 D I N C T 0 SPY 412.27 1969-12-31 19:00:00 0 1 0 40545 71675240596294 2023-05-15 09:30:00.553501000 2023-05-15 09:30:00.979895700 0
313 2023-05-15 09:30:00.985391616 T N C 0 SPY 412.28 1969-12-31 19:00:00 0 100 0 40547 62879133552717 2023-05-15 09:30:00.984946104 1969-12-31 19:00:00.000000000 0
314 2023-05-15 09:30:00.985394944 T Q N C 0 SPY 412.28 1969-12-31 19:00:00 0 100 0 40549 62879133552719 2023-05-15 09:30:00.984958312 1969-12-31 19:00:00.000000000 1

315 rows × 18 columns