Meta Data#
This section contains 5 examples for Meta Data 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__'
DB List#
Use otp.databases to retrieve the list of available databases, and filter on the first 5.
import onetick.py as otp
data = otp.databases()
list(data)[:5]
['ABAXX', 'ABAXX_DAILY', 'ABU_DHABI', 'ABU_DHABI_BARS', 'ABU_DHABI_DAILY']
DB Symbol List#
Use otp.Symbols to retrieve the list of available symbols for a given database.
import onetick.py as otp
data = otp.Symbols(db='US_COMP_SAMPLE')
result = otp.run(data,
start=otp.dt(2024, 1, 2),
end=otp.dt(2024, 1, 3),
timezone='America/New_York')
result
| Time | SYMBOL_NAME | |
|---|---|---|
| 0 | 2024-01-02 | A |
| 1 | 2024-01-02 | AAL |
| 2 | 2024-01-02 | AAPL |
| 3 | 2024-01-02 | ABBV |
| 4 | 2024-01-02 | ABNB |
| ... | ... | ... |
| 495 | 2024-01-02 | XYL |
| 496 | 2024-01-02 | YUM |
| 497 | 2024-01-02 | ZBH |
| 498 | 2024-01-02 | ZBRA |
| 499 | 2024-01-02 | ZTS |
500 rows × 2 columns
Field Schema#
Retrieve the schema from a specified data source where the database and tick type are selected.
import onetick.py as otp
data = otp.DataSource(db='US_COMP_SAMPLE', tick_type='TRD', symbols='CSCO',
start=otp.dt(2024, 1, 3), end=otp.dt(2024, 1, 4))
data.schema
{'COND': string[4], 'CORR': <class 'onetick.py.types._int'>, 'DELETED_TIME': <class 'onetick.py.types.msectime'>, 'EXCHANGE': string[1], 'OMDSEQ': <class 'onetick.py.types.uint'>, 'PARTICIPANT_TIME': <class 'onetick.py.types.nsectime'>, 'PRICE': <class 'float'>, 'SEQ_NUM': <class 'int'>, 'SIZE': <class 'int'>, 'SOURCE': string[1], 'STOP_STOCK': string[1], 'TICKER': string[16], 'TICK_STATUS': <class 'onetick.py.types._int'>, 'TRADE_ID': string[20], 'TRF': string[1], 'TRF_TIME': <class 'onetick.py.types.nsectime'>, 'TTE': string[1]}
Masked DB Symbol List#
Apply a pattern using the wildcard % to retrieve all symbols starting with C
with otp.Symbols.
import onetick.py as otp
data = otp.Symbols(db='US_COMP_SAMPLE', pattern='C%')
result = otp.run(data,
start=otp.dt(2024, 1, 2),
end=otp.dt(2024, 1, 3),
timezone='America/New_York')
result
| Time | SYMBOL_NAME | |
|---|---|---|
| 0 | 2024-01-02 | C |
| 1 | 2024-01-02 | CAG |
| 2 | 2024-01-02 | CAH |
| 3 | 2024-01-02 | CARR |
| 4 | 2024-01-02 | CAT |
| ... | ... | ... |
| 47 | 2024-01-02 | CTSH |
| 48 | 2024-01-02 | CTVA |
| 49 | 2024-01-02 | CVS |
| 50 | 2024-01-02 | CVX |
| 51 | 2024-01-02 | CZR |
52 rows × 2 columns
Tick Type - Table List#
Retrieve the list of databases, and then for a specified database, retrieve the available tick types / tables.
import onetick.py as otp
dbs = otp.databases()
result = dbs['US_COMP_SAMPLE'].tick_types()
result
['DAY', 'IND', 'LULD', 'MKT', 'NBBO', 'QTE', 'STAT', 'TRD']