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 3.8 - 3.11 (with dynamic libraries such as libpython3.9.so.1.0).

  • You installed pip.

Environment variables#

Please extend your environment variables to include the OneTick installation path. onetick-py depends on the onetick.query python package distributed as a part of OneTick build.

If you already use onetick.query or older version of onetick-py then you probably have PYTHONPATH variable updated with paths to OneTick python directories.

Starting from OneTick build 20230711-0 onetick-py is also distributed as a part of OneTick build, but its version is probably older than the one you want to install from pip.

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.

Warning

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

If you are using OneTick build more or equal to 20230711-0 and you want to use the version of onetick-py installed with pip, then please create MAIN_ONE_TICK_DIR variable:

  • 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

In all other cases, if you are okay with using onetick-py version distributed with OneTick or if you have older OneTick build version, please modify the PYTHONPATH variable 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"
export PYTHONPATH="/opt/one_market_data/one_tick/bin/numpy/python39:$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
    C:\omd\one_market_data\one_tick\bin\numpy\python39

Installation with pip#

Ask your OneMarketData rep for a username and password and run the command below

pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ onetick-py

Requirements#

The onetick.py package has the following requirements

# distributes with the `onetick.py` package
locator_parser==1.0.7
onetick-lib==1.0.10

# open source packages
pandas==1.1.5; python_version == '3.6'
pandas==1.3.4; python_version == '3.7'
pandas >= 1.3.4, < 2.1.0; python_version == '3.8'
pandas >= 1.3.4, < 2.3.0; python_version == '3.9'
pandas >= 1.5.1, < 2.3.0; python_version >= '3.10'

numpy==1.19.5; python_version <= '3.7'
numpy==1.21.6; python_version == '3.8'
numpy >= 1.20.3, < 2.0.0; python_version >= '3.9'

coolname
python-dateutil
python-dotenv
tzlocal
tzdata

# backports
backports.zoneinfo==0.2.1; python_version < '3.9'
typing_extensions==4.7.1; python_version < '3.8'
singledispatchmethod==1.0; python_version < '3.8'
backports.cached-property==1.0.2; python_version <= '3.8'
backports.functools-lru-cache==1.6.6; python_version <= '3.8'
astunparse==1.6.3; python_version <= '3.8'

graphviz==0.20.1; python_version > '3.6'
packaging >= 21.0

These requirements are taken from the requirements.txt file and could be used as is for pip.

pip install -r requirements.txt

If you need to install strictly defined versions of the packages numpy and pandas, which is the most tested combination, then you can use the following command to install onetick-py:

pip install -U --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/ onetick-py[strict]

If your machine is not connected to the internet, you can download the wheel files from our pip repository, and distribute them to your machines:

pip download -d /path/to/wheel/files onetick-py --index-url https://USERNAME:PASSWORD@pip.distribution.sol.onetick.com/simple/

Then you can install onetick-py with the following command:

pip install -U --no-index --find-links=/path/to/wheel/files onetick-py