# 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. ```default # 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::::`. ```ipython3 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 ``` ```myst-ansi Time EXCHANGE COND STOP_STOCK SOURCE TRF TTE \ 0 2024-01-03 09:30:00.065443591 Z @ I N 0 1 2024-01-03 09:30:00.111130049 Z @ I N 0 2 2024-01-03 09:30:00.127459523 V @ N 0 3 2024-01-03 09:30:00.128498068 Z @F I N 1 4 2024-01-03 09:30:00.135190071 Q @FTI N 1 .. ... ... ... ... ... .. .. 95 2024-01-03 09:30:00.897416820 Q @F I N 1 96 2024-01-03 09:30:00.897444128 Q @F I N 1 97 2024-01-03 09:30:00.897474806 Q @F I N 1 98 2024-01-03 09:30:00.897476583 Q @F I N 1 99 2024-01-03 09:30:00.897670983 D @ N Q 0 TICKER PRICE DELETED_TIME TICK_STATUS SIZE CORR SEQ_NUM \ 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 1 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 2 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 3 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 4 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 .. ... ... ... ... ... ... ... 95 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 96 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 97 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 98 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 99 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 TRADE_ID PARTICIPANT_TIME TRF_TIME \ 0 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 1 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 2 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 3 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 4 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 .. ... ... ... 95 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 96 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 97 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 98 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 99 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 OMDSEQ 0 0 1 0 2 0 3 0 4 0 .. ... 95 3 96 4 97 5 98 6 99 7 [100 rows x 18 columns] ``` ## Tick Retrieval with CUSIP Retrieve Trades specifying the CUSIP, by prefixing the symbol with `CUS::::`. ```ipython3 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 ``` ```myst-ansi Time EXCHANGE COND STOP_STOCK SOURCE TRF TTE \ 0 2024-01-03 09:30:00.065443591 Z @ I N 0 1 2024-01-03 09:30:00.111130049 Z @ I N 0 2 2024-01-03 09:30:00.127459523 V @ N 0 3 2024-01-03 09:30:00.128498068 Z @F I N 1 4 2024-01-03 09:30:00.135190071 Q @FTI N 1 .. ... ... ... ... ... .. .. 95 2024-01-03 09:30:00.897416820 Q @F I N 1 96 2024-01-03 09:30:00.897444128 Q @F I N 1 97 2024-01-03 09:30:00.897474806 Q @F I N 1 98 2024-01-03 09:30:00.897476583 Q @F I N 1 99 2024-01-03 09:30:00.897670983 D @ N Q 0 TICKER PRICE DELETED_TIME TICK_STATUS SIZE CORR SEQ_NUM \ 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 1 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 2 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 3 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 4 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 .. ... ... ... ... ... ... ... 95 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 96 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 97 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 98 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 99 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 TRADE_ID PARTICIPANT_TIME TRF_TIME \ 0 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 1 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 2 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 3 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 4 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 .. ... ... ... 95 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 96 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 97 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 98 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 99 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 OMDSEQ 0 0 1 0 2 0 3 0 4 0 .. ... 95 3 96 4 97 5 98 6 99 7 [100 rows x 18 columns] ``` ## Tick Retrieval with FIGI Composite Symbol Retrieve Trades specifying the Composite FIGI, by prefixing the symbol with `FGC::::`. ```ipython3 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 ``` ```myst-ansi Time EXCHANGE COND STOP_STOCK SOURCE TRF TTE \ 0 2024-01-03 09:30:00.065443591 Z @ I N 0 1 2024-01-03 09:30:00.111130049 Z @ I N 0 2 2024-01-03 09:30:00.127459523 V @ N 0 3 2024-01-03 09:30:00.128498068 Z @F I N 1 4 2024-01-03 09:30:00.135190071 Q @FTI N 1 .. ... ... ... ... ... .. .. 95 2024-01-03 09:30:00.897416820 Q @F I N 1 96 2024-01-03 09:30:00.897444128 Q @F I N 1 97 2024-01-03 09:30:00.897474806 Q @F I N 1 98 2024-01-03 09:30:00.897476583 Q @F I N 1 99 2024-01-03 09:30:00.897670983 D @ N Q 0 TICKER PRICE DELETED_TIME TICK_STATUS SIZE CORR SEQ_NUM \ 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 1 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 2 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 3 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 4 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 .. ... ... ... ... ... ... ... 95 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 96 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 97 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 98 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 99 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 TRADE_ID PARTICIPANT_TIME TRF_TIME \ 0 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 1 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 2 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 3 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 4 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 .. ... ... ... 95 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 96 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 97 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 98 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 99 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 OMDSEQ 0 0 1 0 2 0 3 0 4 0 .. ... 95 3 96 4 97 5 98 6 99 7 [100 rows x 18 columns] ``` ## Tick Retrieval with ISIN Retrieve Trades specifying the ISIN, by prefixing the symbol with `ISN::::`. ```ipython3 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 ``` ```myst-ansi Time EXCHANGE COND STOP_STOCK SOURCE TRF TTE \ 0 2024-01-03 09:30:00.065443591 Z @ I N 0 1 2024-01-03 09:30:00.111130049 Z @ I N 0 2 2024-01-03 09:30:00.127459523 V @ N 0 3 2024-01-03 09:30:00.128498068 Z @F I N 1 4 2024-01-03 09:30:00.135190071 Q @FTI N 1 .. ... ... ... ... ... .. .. 95 2024-01-03 09:30:00.897416820 Q @F I N 1 96 2024-01-03 09:30:00.897444128 Q @F I N 1 97 2024-01-03 09:30:00.897474806 Q @F I N 1 98 2024-01-03 09:30:00.897476583 Q @F I N 1 99 2024-01-03 09:30:00.897670983 D @ N Q 0 TICKER PRICE DELETED_TIME TICK_STATUS SIZE CORR SEQ_NUM \ 0 CSCO 50.0200 1969-12-31 19:00:00 0 2 0 169103 1 CSCO 50.1600 1969-12-31 19:00:00 0 3 0 169148 2 CSCO 50.1700 1969-12-31 19:00:00 0 100 0 169181 3 CSCO 50.1700 1969-12-31 19:00:00 0 5 0 169182 4 CSCO 50.1300 1969-12-31 19:00:00 0 46 0 169193 .. ... ... ... ... ... ... ... 95 CSCO 50.0800 1969-12-31 19:00:00 0 51 0 171857 96 CSCO 50.0800 1969-12-31 19:00:00 0 29 0 171858 97 CSCO 50.0800 1969-12-31 19:00:00 0 12 0 171859 98 CSCO 50.0800 1969-12-31 19:00:00 0 2 0 171860 99 CSCO 50.0797 1969-12-31 19:00:00 0 100 0 171862 TRADE_ID PARTICIPANT_TIME TRF_TIME \ 0 42 2024-01-03 09:30:00.065250000 1969-12-31 19:00:00.000000000 1 43 2024-01-03 09:30:00.110938000 1969-12-31 19:00:00.000000000 2 13 2024-01-03 09:30:00.065044730 1969-12-31 19:00:00.000000000 3 44 2024-01-03 09:30:00.128306000 1969-12-31 19:00:00.000000000 4 349 2024-01-03 09:30:00.135173836 1969-12-31 19:00:00.000000000 .. ... ... ... 95 365 2024-01-03 09:30:00.897398456 1969-12-31 19:00:00.000000000 96 366 2024-01-03 09:30:00.897428791 1969-12-31 19:00:00.000000000 97 367 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 98 368 2024-01-03 09:30:00.897456284 1969-12-31 19:00:00.000000000 99 100 2024-01-03 09:30:00.896374950 2024-01-03 09:30:00.897637536 OMDSEQ 0 0 1 0 2 0 3 0 4 0 .. ... 95 3 96 4 97 5 98 6 99 7 [100 rows x 18 columns] ``` ## Tick Retrieval with SEDOL Retrieve Trades specifying the SEDOL, by prefixing the symbol with `SED::::`. ```ipython3 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 ``` ```myst-ansi Time EXCH_TIME TRADE_ID \ 0 2024-01-03 08:00:06.232 2024-01-03 08:00:06.221970 911727684223506 1 2024-01-03 08:00:06.233 2024-01-03 08:00:06.226131 911727684223588 2 2024-01-03 08:00:06.287 2024-01-03 08:00:06.286609 911727684223589 3 2024-01-03 08:00:08.113 2024-01-03 08:00:07.692000 25706436899852400 4 2024-01-03 08:00:09.380 2024-01-03 08:00:08.287000 892755055723892848 ... ... ... ... 1169 2024-01-03 08:59:35.664 2024-01-03 08:59:35.662621 911727684234149 1170 2024-01-03 08:59:35.665 2024-01-03 08:59:35.663789 911727684234150 1171 2024-01-03 08:59:35.900 2024-01-03 08:59:35.828000 461698193480700016 1172 2024-01-03 08:59:38.024 2024-01-03 08:59:37.750267 288661795145207920 1173 2024-01-03 08:59:55.251 2024-01-03 08:59:53.524000 1017965246508912752 PRICE SIZE TRADE_TYPE TRADE_VENUE PUB_VENUE TRADE_CURRENCY \ 0 70.0000 184613 UT XLON GBX 1 70.0100 140 AT XLON GBX 2 70.0100 500 AT XLON GBX 3 70.1040 2800 OB XLON GBX 4 70.1370 49 OB XLON GBX ... ... ... ... ... ... ... 1169 70.7200 200 AT XLON GBX 1170 70.7300 750 AT XLON GBX 1171 70.7400 11 OB SINT ECHO GBX 1172 70.7110 48379 OB XLON GBX 1173 70.7205 10000 OB XLON GBX MMT_MKT_MECH ... MMT_DIVIDEND_IND MMT_OFF_BOOK_AUTO_IND \ 0 1 ... - 1 1 ... - 2 1 ... - 3 4 ... - 4 4 ... - ... ... ... ... ... 1169 1 ... - 1170 1 ... - 1171 4 ... - 1172 4 ... - 1173 4 ... - MMT_PRICE_FORMING_IND MMT_ALGO_IND MMT_PUB_MODE MMT_DEFERRAL_TYPE \ 0 P - - - 1 P H - - 2 P H - - 3 P - - - 4 P - - - ... ... ... ... ... 1169 P H - - 1170 P H - - 1171 P - - - 1172 P - - - 1173 P - - - MMT_DUP_IND DELETED_TIME TICK_STATUS OMDSEQ 0 - 1970-01-01 01:00:00 0 0 1 - 1970-01-01 01:00:00 0 5 2 - 1970-01-01 01:00:00 0 2 3 - 1970-01-01 01:00:00 0 0 4 - 1970-01-01 01:00:00 0 1 ... ... ... ... ... 1169 - 1970-01-01 01:00:00 0 5 1170 - 1970-01-01 01:00:00 0 0 1171 - 1970-01-01 01:00:00 0 0 1172 - 1970-01-01 01:00:00 0 2 1173 - 1970-01-01 01:00:00 0 0 [1174 rows x 26 columns] ```