# Filtering This section contains 8 examples for Filtering 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__' ``` ## Adding Multiple Filters Applying multiple filters to the dataset as two separate operations. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD') data = data[['PRICE', 'SIZE', 'EXCHANGE']] data['TRADED_VALUE'] = data['PRICE'] * data['SIZE'] data = data.where(data['EXCHANGE'] == 'N') data = data.where(data['SIZE'] > 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='CSCO') result ``` ```myst-ansi Time PRICE SIZE EXCHANGE TRADED_VALUE 0 2024-01-03 09:30:02.371760827 50.13 127 N 6366.51 1 2024-01-03 09:30:19.325065423 50.13 337 N 16893.81 2 2024-01-03 09:30:19.701084742 50.15 400 N 20060.00 3 2024-01-03 09:30:20.787037891 50.14 107 N 5364.98 4 2024-01-03 09:30:23.436860708 50.14 600 N 30084.00 .. ... ... ... ... ... 54 2024-01-03 09:38:28.029695573 50.08 200 N 10016.00 55 2024-01-03 09:39:01.147191601 50.09 312 N 15628.08 56 2024-01-03 09:39:04.654739241 50.08 200 N 10016.00 57 2024-01-03 09:39:17.427491120 50.08 211 N 10566.88 58 2024-01-03 09:39:22.549900523 50.10 200 N 10020.00 [59 rows x 5 columns] ``` ## Filtering on a Single Trade Condition Filtering that a trade condition is present in the `COND` field of the `US_COMP_SAMPLE` database. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD') data, _= data[data['COND'].str.contains('I')] data = data[:100] result = otp.run(data, start=otp.dt(2024, 1, 3), end=otp.dt(2024, 1, 4), timezone='America/New_York', symbols='CSCO') result ``` ```myst-ansi Time COND CORR DELETED_TIME EXCHANGE \ 0 2024-01-03 04:00:00.019128245 @ TI 0 1969-12-31 19:00:00 K 1 2024-01-03 04:00:00.905488831 @ TI 0 1969-12-31 19:00:00 P 2 2024-01-03 04:00:01.278537460 @FTI 0 1969-12-31 19:00:00 Q 3 2024-01-03 04:00:01.278746794 @FTI 0 1969-12-31 19:00:00 P 4 2024-01-03 04:00:03.090763650 @FTI 0 1969-12-31 19:00:00 Q .. ... ... ... ... ... 95 2024-01-03 06:42:37.790073044 @FTI 0 1969-12-31 19:00:00 P 96 2024-01-03 06:42:37.804968776 @FTI 0 1969-12-31 19:00:00 Q 97 2024-01-03 06:42:37.805831496 @FTI 0 1969-12-31 19:00:00 Q 98 2024-01-03 06:42:37.816687662 @FTI 0 1969-12-31 19:00:00 Q 99 2024-01-03 06:42:38.014732702 @FTI 0 1969-12-31 19:00:00 Q OMDSEQ PARTICIPANT_TIME PRICE SEQ_NUM SIZE SOURCE \ 0 0 2024-01-03 04:00:00.000052000 50.46 1496 1 N 1 0 2024-01-03 04:00:00.905146127 50.05 1531 5 N 2 0 2024-01-03 04:00:01.278518875 50.29 1540 13 N 3 1 2024-01-03 04:00:01.278404559 50.29 1541 13 N 4 0 2024-01-03 04:00:03.090746743 50.29 1565 1 N .. ... ... ... ... ... ... 95 0 2024-01-03 06:42:37.789729308 50.12 43556 1 N 96 0 2024-01-03 06:42:37.804953171 50.17 43557 10 N 97 0 2024-01-03 06:42:37.805816609 50.17 43558 5 N 98 0 2024-01-03 06:42:37.816672176 50.17 43559 5 N 99 0 2024-01-03 06:42:38.014717674 50.19 43562 5 N STOP_STOCK TICKER TICK_STATUS TRADE_ID TRF TRF_TIME TTE 0 CSCO 0 1 1969-12-31 19:00:00 0 1 CSCO 0 1 1969-12-31 19:00:00 0 2 CSCO 0 1 1969-12-31 19:00:00 1 3 CSCO 0 2 1969-12-31 19:00:00 1 4 CSCO 0 2 1969-12-31 19:00:00 1 .. ... ... ... ... .. ... .. 95 CSCO 0 39 1969-12-31 19:00:00 1 96 CSCO 0 54 1969-12-31 19:00:00 1 97 CSCO 0 55 1969-12-31 19:00:00 1 98 CSCO 0 56 1969-12-31 19:00:00 1 99 CSCO 0 57 1969-12-31 19:00:00 1 [100 rows x 18 columns] ``` ## Filtering on Multiple Trade Conditions Filtering that any of the specified trade conditions are present in the `COND` field of the `US_COMP` database, by using [`character_present()`](https://docs.pip.distribution.sol.onetick.com/api/source/character_present.html.md#onetick.py.Source.character_present). ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD') data = data.character_present(data['COND'], 'O6TUHILNRWZ47QMBCGPV') data = data[:100] result = otp.run(data, start=otp.dt(2024, 1, 3), end=otp.dt(2024, 1, 4), timezone='America/New_York', symbols='CSCO') result ``` ```myst-ansi Time COND CORR DELETED_TIME EXCHANGE \ 0 2024-01-03 04:00:00.019128245 @ TI 0 1969-12-31 19:00:00 K 1 2024-01-03 04:00:00.905488831 @ TI 0 1969-12-31 19:00:00 P 2 2024-01-03 04:00:01.278537460 @FTI 0 1969-12-31 19:00:00 Q 3 2024-01-03 04:00:01.278746794 @FTI 0 1969-12-31 19:00:00 P 4 2024-01-03 04:00:03.090763650 @FTI 0 1969-12-31 19:00:00 Q .. ... ... ... ... ... 95 2024-01-03 06:10:45.228483994 @ T 0 1969-12-31 19:00:00 P 96 2024-01-03 06:10:52.079452806 @ T 0 1969-12-31 19:00:00 P 97 2024-01-03 06:10:52.079454393 @ T 0 1969-12-31 19:00:00 P 98 2024-01-03 06:31:08.521306739 @FTI 0 1969-12-31 19:00:00 P 99 2024-01-03 06:42:03.828154778 @ TI 0 1969-12-31 19:00:00 K OMDSEQ PARTICIPANT_TIME PRICE SEQ_NUM SIZE SOURCE \ 0 0 2024-01-03 04:00:00.000052000 50.46 1496 1 N 1 0 2024-01-03 04:00:00.905146127 50.05 1531 5 N 2 0 2024-01-03 04:00:01.278518875 50.29 1540 13 N 3 1 2024-01-03 04:00:01.278404559 50.29 1541 13 N 4 0 2024-01-03 04:00:03.090746743 50.29 1565 1 N .. ... ... ... ... ... ... 95 3 2024-01-03 06:10:45.228132116 50.20 36285 788 N 96 0 2024-01-03 06:10:52.079105701 50.20 36303 100 N 97 1 2024-01-03 06:10:52.079105701 50.20 36304 900 N 98 0 2024-01-03 06:31:08.520961545 50.15 39749 1 N 99 0 2024-01-03 06:42:03.827956000 50.17 43183 1 N STOP_STOCK TICKER TICK_STATUS TRADE_ID TRF TRF_TIME TTE 0 CSCO 0 1 1969-12-31 19:00:00 0 1 CSCO 0 1 1969-12-31 19:00:00 0 2 CSCO 0 1 1969-12-31 19:00:00 1 3 CSCO 0 2 1969-12-31 19:00:00 1 4 CSCO 0 2 1969-12-31 19:00:00 1 .. ... ... ... ... .. ... .. 95 CSCO 0 35 1969-12-31 19:00:00 0 96 CSCO 0 36 1969-12-31 19:00:00 0 97 CSCO 0 37 1969-12-31 19:00:00 0 98 CSCO 0 38 1969-12-31 19:00:00 1 99 CSCO 0 10 1969-12-31 19:00:00 0 [100 rows x 18 columns] ``` ## Filtering on Excluding Multiple Trade Conditions Filtering that any of the specified trade conditions are not present in the `COND` field of the `US_COMP_SAMPLE` database.
\\\\ Using [`character_present()`](https://docs.pip.distribution.sol.onetick.com/api/source/character_present.html.md#onetick.py.Source.character_present) with parameter `discard_on_match=True`. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD') data = data.character_present(data['COND'], 'O6TUHILNRWZ47QMBCGPV', discard_on_match=True) data = data[:100] result = otp.run(data, start=otp.dt(2024, 1, 3), end=otp.dt(2024, 1, 4), timezone='America/New_York', symbols='CSCO') result ``` ```myst-ansi Time COND CORR DELETED_TIME EXCHANGE \ 0 2024-01-03 09:30:00.127459523 @ 0 1969-12-31 19:00:00 V 1 2024-01-03 09:30:00.280877749 @ 0 1969-12-31 19:00:00 D 2 2024-01-03 09:30:00.607073913 @F 0 1969-12-31 19:00:00 Z 3 2024-01-03 09:30:00.888302226 @ 0 1969-12-31 19:00:00 Q 4 2024-01-03 09:30:00.889018624 @F 0 1969-12-31 19:00:00 U .. ... ... ... ... ... 95 2024-01-03 09:30:04.203519590 @F 0 1969-12-31 19:00:00 Q 96 2024-01-03 09:30:04.203522132 @F 0 1969-12-31 19:00:00 Q 97 2024-01-03 09:30:04.203653496 @ 0 1969-12-31 19:00:00 Q 98 2024-01-03 09:30:04.203816597 @F 0 1969-12-31 19:00:00 Z 99 2024-01-03 09:30:04.203826441 @ 0 1969-12-31 19:00:00 Q OMDSEQ PARTICIPANT_TIME PRICE SEQ_NUM SIZE SOURCE \ 0 0 2024-01-03 09:30:00.065044730 50.170 169181 100 N 1 0 2024-01-03 09:30:00.280542269 50.002 169295 200 N 2 4 2024-01-03 09:30:00.606878000 50.090 170006 124 N 3 4 2024-01-03 09:30:00.888283518 50.090 171782 109 N 4 0 2024-01-03 09:30:00.888812693 50.090 171787 100 N .. ... ... ... ... ... ... 95 0 2024-01-03 09:30:04.203504691 50.220 185111 100 N 96 1 2024-01-03 09:30:04.203504691 50.220 185112 138 N 97 2 2024-01-03 09:30:04.203638794 50.220 185114 100 N 98 4 2024-01-03 09:30:04.203620000 50.220 185121 296 N 99 5 2024-01-03 09:30:04.203810447 50.220 185122 100 N STOP_STOCK TICKER TICK_STATUS TRADE_ID TRF TRF_TIME \ 0 CSCO 0 13 1969-12-31 19:00:00.000000000 1 CSCO 0 94 Q 2024-01-03 09:30:00.280841375 2 CSCO 0 63 1969-12-31 19:00:00.000000000 3 CSCO 0 360 1969-12-31 19:00:00.000000000 4 CSCO 0 17 1969-12-31 19:00:00.000000000 .. ... ... ... ... .. ... 95 CSCO 0 537 1969-12-31 19:00:00.000000000 96 CSCO 0 538 1969-12-31 19:00:00.000000000 97 CSCO 0 539 1969-12-31 19:00:00.000000000 98 CSCO 0 109 1969-12-31 19:00:00.000000000 99 CSCO 0 540 1969-12-31 19:00:00.000000000 TTE 0 0 1 0 2 1 3 0 4 1 .. .. 95 1 96 1 97 0 98 1 99 0 [100 rows x 18 columns] ``` ## Filtering on Specific Time Ranges Applying a filter on the Data Source based on specific time periods per day, using [`time_filter()`](https://docs.pip.distribution.sol.onetick.com/api/source/time_filter.html.md#onetick.py.Source.time_filter). ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD') data = data.time_filter(start_time='09:33:00', end_time='09:35:00') data = data[:1000] 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='CSCO') result ``` ```myst-ansi Time COND CORR DELETED_TIME EXCHANGE \ 0 2024-01-03 09:33:00.084705868 @ I 0 1969-12-31 19:00:00 Z 1 2024-01-03 09:33:00.230210508 @ I 0 1969-12-31 19:00:00 Z 2 2024-01-03 09:33:00.320146067 @ I 0 1969-12-31 19:00:00 Z 3 2024-01-03 09:33:00.441710628 @ I 0 1969-12-31 19:00:00 Z 4 2024-01-03 09:33:00.444156451 @F I 0 1969-12-31 19:00:00 Q .. ... ... ... ... ... 780 2024-01-03 09:34:59.152722398 @F 0 1969-12-31 19:00:00 P 781 2024-01-03 09:34:59.263442478 @ I 0 1969-12-31 19:00:00 D 782 2024-01-03 09:34:59.263934938 @F I 0 1969-12-31 19:00:00 K 783 2024-01-03 09:34:59.263938903 @F I 0 1969-12-31 19:00:00 K 784 2024-01-03 09:34:59.547741776 @ I 0 1969-12-31 19:00:00 D OMDSEQ PARTICIPANT_TIME PRICE SEQ_NUM SIZE SOURCE \ 0 0 2024-01-03 09:33:00.084511000 50.05 262862 1 N 1 0 2024-01-03 09:33:00.230021000 50.05 262931 2 N 2 0 2024-01-03 09:33:00.319957000 50.05 262947 1 N 3 0 2024-01-03 09:33:00.441521000 50.05 262984 1 N 4 0 2024-01-03 09:33:00.444135893 50.05 262986 2 N .. ... ... ... ... ... ... 780 4 2024-01-03 09:34:59.152378746 50.02 300893 100 N 781 0 2024-01-03 09:34:59.263054575 50.01 300948 21 N 782 1 2024-01-03 09:34:59.263744000 50.01 300949 1 N 783 2 2024-01-03 09:34:59.263744000 50.01 300950 99 N 784 0 2024-01-03 09:34:59.524000000 50.02 300986 1 N STOP_STOCK TICKER TICK_STATUS TRADE_ID TRF TRF_TIME \ 0 CSCO 0 305 1969-12-31 19:00:00.000000000 1 CSCO 0 306 1969-12-31 19:00:00.000000000 2 CSCO 0 307 1969-12-31 19:00:00.000000000 3 CSCO 0 308 1969-12-31 19:00:00.000000000 4 CSCO 0 1142 1969-12-31 19:00:00.000000000 .. ... ... ... ... .. ... 780 CSCO 0 512 1969-12-31 19:00:00.000000000 781 CSCO 0 1372 Q 2024-01-03 09:34:59.263418818 782 CSCO 0 367 1969-12-31 19:00:00.000000000 783 CSCO 0 368 1969-12-31 19:00:00.000000000 784 CSCO 0 1373 Q 2024-01-03 09:34:59.547719733 TTE 0 0 1 0 2 0 3 0 4 1 .. .. 780 1 781 0 782 1 783 1 784 0 [785 rows x 18 columns] ``` ## Filtering on Excluding Specific Time Ranges Applying a filter on the Data Source based on excluding specific time periods per day.
\\\\ Using [`time_filter()`](https://docs.pip.distribution.sol.onetick.com/api/source/time_filter.html.md#onetick.py.Source.time_filter) with parameter `discard_on_match=True`. ```ipython3 import onetick.py as otp data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD') data = data.time_filter(start_time='09:30:00', end_time='09:33:00', discard_on_match=True) data = data[:1000] 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='CSCO') result ``` ```myst-ansi Time COND CORR DELETED_TIME EXCHANGE \ 0 2024-01-03 09:33:00.084705868 @ I 0 1969-12-31 19:00:00 Z 1 2024-01-03 09:33:00.230210508 @ I 0 1969-12-31 19:00:00 Z 2 2024-01-03 09:33:00.320146067 @ I 0 1969-12-31 19:00:00 Z 3 2024-01-03 09:33:00.441710628 @ I 0 1969-12-31 19:00:00 Z 4 2024-01-03 09:33:00.444156451 @F I 0 1969-12-31 19:00:00 Q .. ... ... ... ... ... 995 2024-01-03 09:35:19.333430053 @F I 0 1969-12-31 19:00:00 K 996 2024-01-03 09:35:19.333435686 @F I 0 1969-12-31 19:00:00 K 997 2024-01-03 09:35:19.333440538 @ I 0 1969-12-31 19:00:00 Z 998 2024-01-03 09:35:19.333444799 @ I 0 1969-12-31 19:00:00 Z 999 2024-01-03 09:35:19.333448520 @ 0 1969-12-31 19:00:00 U OMDSEQ PARTICIPANT_TIME PRICE SEQ_NUM SIZE SOURCE \ 0 0 2024-01-03 09:33:00.084511000 50.05 262862 1 N 1 0 2024-01-03 09:33:00.230021000 50.05 262931 2 N 2 0 2024-01-03 09:33:00.319957000 50.05 262947 1 N 3 0 2024-01-03 09:33:00.441521000 50.05 262984 1 N 4 0 2024-01-03 09:33:00.444135893 50.05 262986 2 N .. ... ... ... ... ... ... 995 57 2024-01-03 09:35:19.333225000 50.00 309118 50 N 996 58 2024-01-03 09:35:19.333225000 50.00 309119 25 N 997 59 2024-01-03 09:35:19.333213000 50.00 309120 16 N 998 60 2024-01-03 09:35:19.333250000 50.00 309121 9 N 999 61 2024-01-03 09:35:19.333227544 50.00 309122 398 N STOP_STOCK TICKER TICK_STATUS TRADE_ID TRF TRF_TIME TTE 0 CSCO 0 305 1969-12-31 19:00:00 0 1 CSCO 0 306 1969-12-31 19:00:00 0 2 CSCO 0 307 1969-12-31 19:00:00 0 3 CSCO 0 308 1969-12-31 19:00:00 0 4 CSCO 0 1142 1969-12-31 19:00:00 1 .. ... ... ... ... .. ... .. 995 CSCO 0 378 1969-12-31 19:00:00 1 996 CSCO 0 379 1969-12-31 19:00:00 1 997 CSCO 0 427 1969-12-31 19:00:00 0 998 CSCO 0 428 1969-12-31 19:00:00 0 999 CSCO 0 319 1969-12-31 19:00:00 0 [1000 rows x 18 columns] ``` ## Relative Time Filtering on the last 5 minutes Trades Retrieving Trades for the last 5 minutes, using relative syntax for start and end in [`otp.run`](https://docs.pip.distribution.sol.onetick.com/api/run.html.md#onetick.py.run). ```python import onetick.py as otp data = otp.DataSource(db='US_COMP', tick_type='TRD') data = data[['PRICE', 'SIZE', 'COND']] data = data.limit(1000) result = otp.run(data, start=otp.now() - otp.Minute(5), end=otp.now(), timezone='America/New_York', symbols='CSCO') result ``` | | Time | PRICE | SIZE | COND | |-----|-------------------------------|----------|--------|--------| | 0 | 2026-08-04 09:38:09.337531279 | 120.1068 | 1 | @ I | | 1 | 2026-08-04 09:38:09.509870550 | 120.1200 | 14 | @ I | | 2 | 2026-08-04 09:38:09.572110788 | 120.1500 | 10 | @ I | | 3 | 2026-08-04 09:38:09.572151798 | 120.1500 | 398 | @F | | 4 | 2026-08-04 09:38:09.572172621 | 120.1500 | 1 | @ I | | ... | ... | ... | ... | ... | | 995 | 2026-08-04 09:39:06.025000447 | 120.3100 | 20 | @F I | | 996 | 2026-08-04 09:39:06.281626529 | 120.2871 | 1 | @ I | | 997 | 2026-08-04 09:39:06.311070704 | 120.3138 | 1 | @ I | | 998 | 2026-08-04 09:39:06.475337961 | 120.3050 | 100 | @ | | 999 | 2026-08-04 09:39:06.475912328 | 120.3050 | 17 | @ I | 1000 rows x 4 columns ## Relative Time Filtering on Trades from Today Retrieving Trades from Today until Now, using relative syntax for start and end in [`otp.run`](https://docs.pip.distribution.sol.onetick.com/api/run.html.md#onetick.py.run). ```python import onetick.py as otp data = otp.DataSource(db='US_COMP', tick_type='TRD') data = data[['PRICE', 'SIZE', 'COND']] data = data.limit(1000) result = otp.run(data, # get the current date == start of day start=otp.now().dt.date(), end=otp.now(), timezone='America/New_York', symbols='CSCO') result ``` | | Time | PRICE | SIZE | COND | |-----|-------------------------------|----------|--------|--------| | 0 | 2026-08-04 04:00:00.062628594 | 115.8700 | 10 | @ TI | | 1 | 2026-08-04 04:00:00.517801239 | 115.8700 | 28 | @ TI | | 2 | 2026-08-04 04:00:01.572798398 | 116.2988 | 1 | @ TI | | 3 | 2026-08-04 04:00:01.961360151 | 115.4412 | 1 | @ TI | | 4 | 2026-08-04 04:00:02.804289238 | 115.8300 | 5 | @ TI | | ... | ... | ... | ... | ... | | 995 | 2026-08-04 07:34:13.936435065 | 117.7400 | 18 | @FTI | | 996 | 2026-08-04 07:34:13.936615045 | 117.7400 | 2 | @FTI | | 997 | 2026-08-04 07:34:13.941759948 | 117.8000 | 37 | @FTI | | 998 | 2026-08-04 07:34:13.941765195 | 117.8000 | 31 | @FTI | | 999 | 2026-08-04 07:34:13.952417322 | 117.7800 | 34 | @ TI | 1000 rows x 4 columns