Data Retrieval with Symbology#

This section contains 5 examples for Data Retrieval with Symbology using the onetick-py.
Each example is a self-contained script that can be run against the OneTick Cloud sample databases.

# onetick-py WebAPI configuration for OneTick Cloud
import os
os.environ['OTP_WEBAPI'] = '1'
os.environ['OTP_HTTP_ADDRESS'] = 'https://rest.cloud.onetick.com'
os.environ['OTP_ACCESS_TOKEN_URL'] = 'https://cloud-auth.parent.onetick.com/realms/OMD/protocol/openid-connect/token'
os.environ['OTP_CLIENT_ID'] = '__FILL_IN__'
os.environ['OTP_CLIENT_SECRET'] = '__FILL_IN__'

Tick Retrieval with Bloomberg Symbol#

Retrieve Trades specifying the Bloomberg symbol, by prefixing the symbol with BSYM::::.

import onetick.py as otp

data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD')
# Return first 100 Rows
data = data.limit(100)
result = otp.run(data,
                 start=otp.dt(2024, 1, 3, 9, 30),
                 end=otp.dt(2024, 1, 3, 9, 40),
                 timezone='America/New_York',
                 symbols='BSYM::::CSCO US Equity',
                 symbol_date=otp.dt(2024, 1, 3))
result
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 2024-01-03 09:30:00.065443591 Z @ I N 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 0
1 2024-01-03 09:30:00.111130049 Z @ I N 0 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 0
2 2024-01-03 09:30:00.127459523 V @ N 0 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 0
3 2024-01-03 09:30:00.128498068 Z @F I N 1 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 0
4 2024-01-03 09:30:00.135190071 Q @FTI N 1 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 0
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
95 2024-01-03 09:30:00.897416820 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 3
96 2024-01-03 09:30:00.897444128 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 4
97 2024-01-03 09:30:00.897474806 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 5
98 2024-01-03 09:30:00.897476583 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 6
99 2024-01-03 09:30:00.897670983 D @ N Q 0 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 7

100 rows × 18 columns

Tick Retrieval with CUSIP#

Retrieve Trades specifying the CUSIP, by prefixing the symbol with CUS::::.

import onetick.py as otp

data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD')
# Return first 100 Rows
data = data.limit(100)
result = otp.run(data,
                 start=otp.dt(2024, 1, 3, 9, 30),
                 end=otp.dt(2024, 1, 3, 9, 40),
                 timezone='America/New_York',
                 symbols='CUS::::17275R102',
                 symbol_date=otp.dt(2024, 1, 3))
result
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 2024-01-03 09:30:00.065443591 Z @ I N 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 0
1 2024-01-03 09:30:00.111130049 Z @ I N 0 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 0
2 2024-01-03 09:30:00.127459523 V @ N 0 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 0
3 2024-01-03 09:30:00.128498068 Z @F I N 1 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 0
4 2024-01-03 09:30:00.135190071 Q @FTI N 1 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 0
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
95 2024-01-03 09:30:00.897416820 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 3
96 2024-01-03 09:30:00.897444128 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 4
97 2024-01-03 09:30:00.897474806 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 5
98 2024-01-03 09:30:00.897476583 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 6
99 2024-01-03 09:30:00.897670983 D @ N Q 0 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 7

100 rows × 18 columns

Tick Retrieval with FIGI Composite Symbol#

Retrieve Trades specifying the Composite FIGI, by prefixing the symbol with FGC::::.

import onetick.py as otp

data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD')
# Return first 100 Rows
data = data.limit(100)
result = otp.run(data,
                 start=otp.dt(2024, 1, 3, 9, 30),
                 end=otp.dt(2024, 1, 3, 9, 40),
                 timezone='America/New_York',
                 symbols='FGC::::BBG000C3J3C9',
                 symbol_date=otp.dt(2024, 1, 3))
result
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 2024-01-03 09:30:00.065443591 Z @ I N 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 0
1 2024-01-03 09:30:00.111130049 Z @ I N 0 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 0
2 2024-01-03 09:30:00.127459523 V @ N 0 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 0
3 2024-01-03 09:30:00.128498068 Z @F I N 1 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 0
4 2024-01-03 09:30:00.135190071 Q @FTI N 1 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 0
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
95 2024-01-03 09:30:00.897416820 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 3
96 2024-01-03 09:30:00.897444128 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 4
97 2024-01-03 09:30:00.897474806 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 5
98 2024-01-03 09:30:00.897476583 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 6
99 2024-01-03 09:30:00.897670983 D @ N Q 0 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 7

100 rows × 18 columns

Tick Retrieval with ISIN#

Retrieve Trades specifying the ISIN, by prefixing the symbol with ISN::::.

import onetick.py as otp

data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD')
# Return first 100 Rows
data = data.limit(100)
result = otp.run(data,
                 start=otp.dt(2024, 1, 3, 9, 30),
                 end=otp.dt(2024, 1, 3, 9, 40),
                 timezone='America/New_York',
                 symbols='ISN::::US17275R1023',
                 symbol_date=otp.dt(2024, 1, 3))
result
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 2024-01-03 09:30:00.065443591 Z @ I N 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 0
1 2024-01-03 09:30:00.111130049 Z @ I N 0 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 0
2 2024-01-03 09:30:00.127459523 V @ N 0 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 0
3 2024-01-03 09:30:00.128498068 Z @F I N 1 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 0
4 2024-01-03 09:30:00.135190071 Q @FTI N 1 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 0
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
95 2024-01-03 09:30:00.897416820 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 3
96 2024-01-03 09:30:00.897444128 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 4
97 2024-01-03 09:30:00.897474806 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 5
98 2024-01-03 09:30:00.897476583 Q @F I N 1 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 6
99 2024-01-03 09:30:00.897670983 D @ N Q 0 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 7

100 rows × 18 columns

Tick Retrieval with SEDOL#

Retrieve Trades specifying the SEDOL, by prefixing the symbol with SED::::.

import onetick.py as otp

data = otp.DataSource(db='LSE_SAMPLE', tick_type='TRD')
result = otp.run(data,
                 start=otp.dt(2024, 1, 3, 8, 0),
                 end=otp.dt(2024, 1, 3, 9, 0),
                 timezone='Europe/London',
                 symbols='SED::::BH4HKS3',
                 symbol_date=otp.dt(2024, 1, 3))
result
Time EXCH_TIME TRADE_ID PRICE SIZE TRADE_TYPE TRADE_VENUE PUB_VENUE TRADE_CURRENCY MMT_MKT_MECH ... MMT_DIVIDEND_IND MMT_OFF_BOOK_AUTO_IND MMT_PRICE_FORMING_IND MMT_ALGO_IND MMT_PUB_MODE MMT_DEFERRAL_TYPE MMT_DUP_IND DELETED_TIME TICK_STATUS OMDSEQ
0 2024-01-03 08:00:06.232 2024-01-03 08:00:06.221970 911727684223506 70.0000 184613 UT XLON GBX 1 ... - P - - - - 1970-01-01 01:00:00 0 0
1 2024-01-03 08:00:06.233 2024-01-03 08:00:06.226131 911727684223588 70.0100 140 AT XLON GBX 1 ... - P H - - - 1970-01-01 01:00:00 0 5
2 2024-01-03 08:00:06.287 2024-01-03 08:00:06.286609 911727684223589 70.0100 500 AT XLON GBX 1 ... - P H - - - 1970-01-01 01:00:00 0 2
3 2024-01-03 08:00:08.113 2024-01-03 08:00:07.692000 25706436899852400 70.1040 2800 OB XLON GBX 4 ... - P - - - - 1970-01-01 01:00:00 0 0
4 2024-01-03 08:00:09.380 2024-01-03 08:00:08.287000 892755055723892848 70.1370 49 OB XLON GBX 4 ... - P - - - - 1970-01-01 01:00:00 0 1
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
1169 2024-01-03 08:59:35.664 2024-01-03 08:59:35.662621 911727684234149 70.7200 200 AT XLON GBX 1 ... - P H - - - 1970-01-01 01:00:00 0 5
1170 2024-01-03 08:59:35.665 2024-01-03 08:59:35.663789 911727684234150 70.7300 750 AT XLON GBX 1 ... - P H - - - 1970-01-01 01:00:00 0 0
1171 2024-01-03 08:59:35.900 2024-01-03 08:59:35.828000 461698193480700016 70.7400 11 OB SINT ECHO GBX 4 ... - P - - - - 1970-01-01 01:00:00 0 0
1172 2024-01-03 08:59:38.024 2024-01-03 08:59:37.750267 288661795145207920 70.7110 48379 OB XLON GBX 4 ... - P - - - - 1970-01-01 01:00:00 0 2
1173 2024-01-03 08:59:55.251 2024-01-03 08:59:53.524000 1017965246508912752 70.7205 10000 OB XLON GBX 4 ... - P - - - - 1970-01-01 01:00:00 0 0

1174 rows × 26 columns