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Getting started
API reference
1.103.0
Site Navigation
Getting started
API reference
1.103.0
Section Navigation
Overview
Installation
Getting Started Guides
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
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
Concepts
Data structures and functions
Calculation graph
Schema
Query start / end flow
Databases, symbols, and tick types
Python callable parsing
Testing and debugging
Prerequisites
Your first test
Plugin features
Debugging
Configuration
Configuration parameters
Logging
Remote OTP with Ray
Ray client installation
Ray server installation
Ray usage examples
Troubleshooting
Changelog
Compatibility tests
Use cases
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