onetick read#
onetick read is a CLI tool distributed together with onetick-py.
It can be used to read OneTick databases and print them in the terminal.
Installation#
onetick read should be available right after installing onetick-py:
pip install onetick-py
onetick read ...
Configuration#
onetick read follows the same configuration as onetick-py.
There are several ways of configuration:
Several ways of configuration are possible:
Use ONE_TICK_CONFIG environment variable:
export ONE_TICK_CONFIG=/path/to/one_tick_config.txt
onetick read ...
Use onetick-py environment variables, e.g. using WebAPI mode and OneTick Cloud:
export OTP_WEBAPI='1'
export OTP_HTTP_ADDRESS='https://rest.cloud.onetick.com'
export OTP_ACCESS_TOKEN_URL='https://cloud-auth.parent.onetick.com/realms/OMD/protocol/openid-connect/token'
export OTP_CLIENT_ID='???????????'
export OTP_CLIENT_SECRET='???????'
onetick read ...
Using –remote-ts parameter to connect to remote OneTick server:
onetick read ... --remote-ts path.to.remote.onetick.com:50015
Reading local OneTick database directory:
onetick read ./path/to/local/DB ...
Examples#
Basics#
In onetick read required parameters are database name, tick type, symbol name and date.
Let’s read data from database US_COMP_SAMPLE, tick type QTE and symbol AAPL for 2024-02-01
(the local time zone is used by default):
Warning
US_COMP_SAMPLE is a big database, so it may take some time to return results.
Go to the next example to get results faster.
onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01
Time EXCHANGE CORR DELETED_TIME TICK_STATUS COND NBBO_IND ... ASK_PRICE ASK_SIZE SEQ_NUM PARTICIPANT_TIME FINRA_ADF_TIME SECURITY_STATUS_IND OMDSEQ
0 2024-02-01 03:59:00.048766251 K 1969-12-31 19:00:00 0 L 1 ... 0.00 0 1041 2024-02-01 03:59:00.047225000 1969-12-31 19:00:00 0
1 2024-02-01 03:59:00.076961302 Z 1969-12-31 19:00:00 0 L 1 ... 0.00 0 1879 2024-02-01 03:59:00.076273000 1969-12-31 19:00:00 0
2 2024-02-01 04:00:00.004396668 K 1969-12-31 19:00:00 0 R 4 ... 187.02 2 3828 2024-02-01 04:00:00.000225000 1969-12-31 19:00:00 0
3 2024-02-01 04:00:00.004557945 K 1969-12-31 19:00:00 0 R 0 ... 187.02 2 3836 2024-02-01 04:00:00.000225000 1969-12-31 19:00:00 1
4 2024-02-01 04:00:00.004697438 K 1969-12-31 19:00:00 0 R 0 ... 187.02 2 3851 2024-02-01 04:00:00.000225000 1969-12-31 19:00:00 2
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
8437010 2024-02-01 19:59:58.929486574 K 1969-12-31 19:00:00 0 R 0 ... 181.45 4 106224535 2024-02-01 19:59:58.929305000 1969-12-31 19:00:00 0
8437011 2024-02-01 19:59:58.939526360 Q 1969-12-31 19:00:00 0 R 2 ... 181.60 1 106224536 2024-02-01 19:59:58.939511759 1969-12-31 19:00:00 0
8437012 2024-02-01 19:59:59.169320534 P 1969-12-31 19:00:00 0 R 0 ... 181.45 25 106224546 2024-02-01 19:59:59.168978591 1969-12-31 19:00:00 0
8437013 2024-02-01 19:59:59.284979686 Q 1969-12-31 19:00:00 0 R 2 ... 181.60 1 106224563 2024-02-01 19:59:59.284965371 1969-12-31 19:00:00 0
8437014 2024-02-01 19:59:59.547784467 P 1969-12-31 19:00:00 0 R 2 ... 181.45 24 106224575 2024-02-01 19:59:59.547439434 1969-12-31 19:00:00 0
[8437015 rows x 26 columns]
Limit the data#
It is better to limit the amount of data to get results faster.
use start time and end time parameters to set the smaller time range
use
--limitparameter to set the maximum number of rows to returnuse
--columnsor--columns-regexparameters to return only the specified columnsuse
--tzparameter to set the time zone
onetick read US_COMP_SAMPLE QTE AAPL '2024-02-01 09:30:00' '2024-02-01 09:30:01' --tz America/New_York --limit 100 --columns-regex PRICE
Time BID_PRICE ASK_PRICE
0 2024-02-01 09:30:00.000860953 184.00 184.14
1 2024-02-01 09:30:00.000969529 183.90 184.14
2 2024-02-01 09:30:00.000998923 183.70 184.35
3 2024-02-01 09:30:00.001655957 0.00 0.00
4 2024-02-01 09:30:00.002127369 183.80 184.62
.. ... ... ...
95 2024-02-01 09:30:00.095290946 183.71 184.07
96 2024-02-01 09:30:00.096162392 183.00 186.73
97 2024-02-01 09:30:00.096761702 176.79 191.67
98 2024-02-01 09:30:00.096787483 183.71 184.22
99 2024-02-01 09:30:00.096955152 183.81 184.22
[100 rows x 3 columns]
Output#
Use -o or --output parameter to return result in other formats.
Default format is compact, it returns results in pandas text format,
but truncates the results to fit the screen, like in the previous examples.
pandas format returns result in the same format, but without truncation:
onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 10 --columns-regex 'PRICE|SIZE' -o pandas
Time BID_PRICE BID_SIZE ASK_PRICE ASK_SIZE
2024-02-01 03:59:00.048766251 0.00 0 0.00 0
2024-02-01 03:59:00.076961302 0.00 0 0.00 0
2024-02-01 04:00:00.004396668 184.87 2 187.02 2
2024-02-01 04:00:00.004557945 184.87 2 187.02 2
2024-02-01 04:00:00.004697438 184.87 2 187.02 2
2024-02-01 04:00:00.004780307 184.87 2 187.02 2
2024-02-01 04:00:00.005816302 184.87 2 187.02 2
2024-02-01 04:00:00.006738266 185.45 1 187.02 2
2024-02-01 04:00:00.007607483 185.49 2 187.02 2
2024-02-01 04:00:00.008367759 185.49 2 187.02 2
2024-02-01 04:00:00.008377555 185.45 1 187.02 2
csv format returns result in CSV format:
onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 10 --columns-regex 'PRICE|SIZE' -o csv
Time,BID_PRICE,BID_SIZE,ASK_PRICE,ASK_SIZE
2024-02-01 03:59:00.048766251,0.0,0,0.0,0
2024-02-01 03:59:00.076961302,0.0,0,0.0,0
2024-02-01 04:00:00.004396668,184.87,2,187.02,2
2024-02-01 04:00:00.004557945,184.87,2,187.02,2
2024-02-01 04:00:00.004697438,184.87,2,187.02,2
2024-02-01 04:00:00.004780307,184.87,2,187.02,2
2024-02-01 04:00:00.005816302,184.87,2,187.02,2
2024-02-01 04:00:00.006738266,185.45,1,187.02,2
2024-02-01 04:00:00.007607483,185.49,2,187.02,2
2024-02-01 04:00:00.008367759,185.49,2,187.02,2
markdown format returns result as Markdown table:
onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 10 --columns-regex 'PRICE|SIZE' -o markdown
| Time | BID_PRICE | BID_SIZE | ASK_PRICE | ASK_SIZE |
|-------------------------------|-------------|------------|-------------|------------|
| 2024-02-01 03:59:00.048766251 | 0 | 0 | 0 | 0 |
| 2024-02-01 03:59:00.076961302 | 0 | 0 | 0 | 0 |
| 2024-02-01 04:00:00.004396668 | 184.87 | 2 | 187.02 | 2 |
| 2024-02-01 04:00:00.004557945 | 184.87 | 2 | 187.02 | 2 |
| 2024-02-01 04:00:00.004697438 | 184.87 | 2 | 187.02 | 2 |
| 2024-02-01 04:00:00.004780307 | 184.87 | 2 | 187.02 | 2 |
| 2024-02-01 04:00:00.005816302 | 184.87 | 2 | 187.02 | 2 |
| 2024-02-01 04:00:00.006738266 | 185.45 | 1 | 187.02 | 2 |
| 2024-02-01 04:00:00.007607483 | 185.49 | 2 | 187.02 | 2 |
| 2024-02-01 04:00:00.008367759 | 185.49 | 2 | 187.02 | 2 |
json format returns result as Json object:
onetick read US_COMP_SAMPLE QTE AAPL 2024-02-01 --tz America/New_York --limit 5 --columns-regex 'PRICE|SIZE' -o json
{"columns":["Time","BID_PRICE","BID_SIZE","ASK_PRICE","ASK_SIZE"],
"data":[[1706759940048,0.0,0,0.0,0],[1706759940076,0.0,0,0.0,0],[1706760000004,184.87,2,187.02,2],[1706760000004,184.87,2,187.02,2],[1706760000004,184.87,2,187.02,2]]}