onetick-py with local OneTick binaries#

For most customers pursuing tick analytics use cases, we recommend using the default installation method (WebAPI) described here.

This installation method is specifically for customers with an on-prem server installation of OneTick who:

  1. Have not yet upgraded to a OneTick version that supports WebAPI, or

  2. Rely on data processing pipelines that require running OneTick “locally” without specifying a CONTEXT for the tick server—for example, executing tickdb_query.exe without a CONTEXT.

If your setup matches these conditions, proceed with the instructions below to ensure optimal configuration.

Prerequisites#

  • You installed OneTick and have an active license or you are using hosted OneTick.

  • You installed python>=3.10 (with dynamic libraries such as libpython3.10.so.1.0).

  • You installed pip.

Installation from PyPI#

The latest version of onetick-py is available on PyPI: https://pypi.org/project/onetick-py/.

pip install onetick-py

Other installation options are also available: Other installation options.

Environment variables#

In “local installation” mode onetick-py depends on the onetick.query python package distributed as a part of OneTick build.

The path to this OneTick directory must be set in the environment variable, so onetick-py can find it.

These environment variables can be used:

  • MAIN_ONE_TICK_DIR (recommended)

  • PYTHONPATH (deprecated)

MAIN_ONE_TICK_DIR is available on all recent onetick-py versions (since 1.69.0 version) and recommended to be used in almost all types of local setups.

Warning

The values below are just an example, you should update them according to your existing OneTick installation path

MAIN_ONE_TICK_DIR variable should be set like this:

  • for Linux add the following to your .bashrc or other initialization file:

export MAIN_ONE_TICK_DIR="/opt/one_market_data/one_tick"

  • for Windows set your MAIN_ONE_TICK_DIR variable to this value:

    C:\omd\one_market_data\one_tick

Using PYTHONPATH is deprecated and is not recommended to be used unless you use a very old onetick-py version. If you have used onetick.query library separately then it’s likely you already have PYTHONPATH variable updated with paths to OneTick python directories. In this case onetick-py will also work, but it’s recommended to switch to using MAIN_ONE_TICK_DIR.

If both MAIN_ONE_TICK_DIR and PYTHONPATH are set and onetick-py is found in both directories, then onetick-py library located in PYTHONPATH will be used, due to how python interpreter works.

Note

In some OneTick builds (from 20230711-0 to 20241018-0) onetick-py was also distributed as a part of OneTick distribution.

Because of the way PYTHONPATH works in python, having two directories of onetick-py, one specified in PYTHONPATH and one installed from pip, will result in the OneTick distributed onetick-py overriding the one installed from pip.

So in this case, if you want to use the latest version of onetick-py installed from pip, you will need to remove OneTick directories from PYTHONPATH and to create MAIN_ONE_TICK_DIR instead. You will still be able to use onetick.query too with this method.

PYTHONPATH variable can be set like this:

  • for Linux add the following to your .bashrc or other initialization file:

export PYTHONPATH="/opt/one_market_data/one_tick/bin:$PYTHONPATH"
export PYTHONPATH="/opt/one_market_data/one_tick/bin/python:$PYTHONPATH"

  • for Windows add the following values to your PYTHONPATH variable:

    C:\omd\one_market_data\one_tick\bin
    C:\omd\one_market_data\one_tick\bin\python

Note that on older OneTick versions you may also need to add numpy directory too. On newer versions this directory doesn’t exist and is not needed. The directory must be for the same python version as will be used by onetick.py (in the example for python 3.10).

/opt/one_market_data/one_tick/bin/numpy/python310 (Linux)
C:\omd\one_market_data\one_tick\bin\numpy\python310 (Windows)