# Real Time and Intraday

This section contains 6 examples for Real Time and Intraday using the `onetick-py`.<br />
\\\\
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__'
```

## Latest NBBO Market Snapshot - NBBO Retrieval Across All Symbols in Database

The *LATEST* databases provide last value caches, storing the latest prices for each instrument.<br />
\\\\
*LATEST* databases are available for all real time sources.<br />
\\\\
They can only be accessed by those who are entitled to access real time data.<br />
\\\\
The `SNAP_NBBO` table includes latest NBBO quote for every symbol.
It is only available for Composite databases.
Other databases provide `SNAP_QTE`.<br />
\\\\
Querying by `SYMBOL_NAME` returns all symbols.
To filter by symbol, please use the `SYMBOL` field.

```python
import onetick.py as otp

data = otp.DataSource(db='US_COMP_LATEST', tick_type='SNAP_NBBO')
data = data.limit(1000)
result = otp.run(data,
                 # The Start and End Times are set using NOW
                 start=otp.now() - otp.Second(1),
                 end=otp.now(),
                 timezone='America/New_York',
                 symbols='-')
result
```

|     | Time                    | SYMBOL_NAME   | BID_PRICE   | BID_SIZE   | ASK_PRICE   | ASK_SIZE   | QUOTE_CURRENCY   | SYMBOL   | TICK_TIME                  |
|-----|-------------------------|---------------|-------------|------------|-------------|------------|------------------|----------|----------------------------|
| 0   | 2026-08-04 09:40:14.955 | SAP           | 192.21      | 100        | 192.33      | 200        | USD              | SAP      | 2026-08-04 09:40:15.749750 |
| 1   | 2026-08-04 09:40:14.955 | XXI           | 4.42        | 100        | 4.45        | 100        | USD              | XXI      | 2026-08-04 09:40:12.181681 |
| 2   | 2026-08-04 09:40:14.955 | WSTNU         | 10.04       | 5000       | 10.75       | 3000       | USD              | WSTNU    | 2026-08-04 09:30:01.997604 |
| 3   | 2026-08-04 09:40:14.955 | YLDE          | 56.75       | 200        | 56.92       | 2100       | USD              | YLDE     | 2026-08-04 09:40:15.856680 |
| 4   | 2026-08-04 09:40:14.955 | VBNK          | 19.59       | 300        | 19.91       | 100        | USD              | VBNK     | 2026-08-04 09:40:14.922921 |
| ... | ...                     | ...           | ...         | ...        | ...         | ...        | ...              | ...      | ...                        |
| 995 | 2026-08-04 09:40:14.955 | UMDD          | 35.84       | 100        | 36.06       | 100        | USD              | UMDD     | 2026-08-04 09:40:14.794579 |
| 996 | 2026-08-04 09:40:14.955 | ULST          | 40.29       | 500        | 40.30       | 100        | USD              | ULST     | 2026-08-04 09:39:59.998443 |
| 997 | 2026-08-04 09:40:14.955 | UGE           | 18.80       | 200        | 18.91       | 2100       | USD              | UGE      | 2026-08-04 09:40:14.118550 |
| 998 | 2026-08-04 09:40:14.955 | UMC           | 20.02       | 900        | 20.03       | 100        | USD              | UMC      | 2026-08-04 09:40:15.810499 |
| 999 | 2026-08-04 09:40:14.955 | ULS           | 85.92       | 100        | 86.82       | 200        | USD              | ULS      | 2026-08-04 09:40:12.596457 |

[1000 rows x 9 columns]

## Latest Quote Market Snapshot - Quote Retrieval Across All Symbols in Database

The *LATEST* databases provide last value caches, storing the latest prices for each instrument.<br />
\\\\
*LATEST* databases are available for all real time sources.<br />
\\\\
They can only be accessed by those who are entitled to access real time data.<br />
\\\\
The `SNAP_QTE` table includes latest quote for every symbol.
It is not available for Composite databases which use `SNAP_NBBO`.<br />
\\\\
Querying by `SYMBOL_NAME` returns all symbols.
To filter by symbol, please use the `SYMBOL` field.

```python
import onetick.py as otp

data = otp.DataSource(db='CME_GLOBEX_LATEST', tick_type='SNAP_QTE')
data = data.limit(1000)
result = otp.run(data,
                 # The Start and End Times are set using NOW
                 start=otp.now() - otp.Second(1),
                 end=otp.now(),
                 timezone='America/New_York',
                 # The Symbol is set to any non-empty value to return all symbols.
                 symbols='-')
result
```

|     | Time                    | SYMBOL_NAME        | BID_PRICE   | BID_SIZE   | ASK_PRICE   | ASK_SIZE   | QUOTE_CURRENCY   | SYMBOL             | TICK_TIME                  |
|-----|-------------------------|--------------------|-------------|------------|-------------|------------|------------------|--------------------|----------------------------|
| 0   | 2026-08-04 09:50:03.932 | EAD\\M26           | 1.6414      | 4          | 1.642       | 4          | AUD              | EAD\\M26           | 2026-06-15 10:16:00.018016 |
| 1   | 2026-08-04 09:50:03.932 | EMD\\M26\\M27      | 25.0500     | 1          | 199.950     | 1          | USD              | EMD\\M26\\M27      | 2026-06-17 17:57:48.893272 |
| 2   | 2026-08-04 09:50:03.932 | EMD\\M26\\U26      | 32.0000     | 1          | 159.250     | 1          | USD              | EMD\\M26\\U26      | 2026-06-18 09:23:36.429287 |
| 3   | 2026-08-04 09:50:03.932 | EMD\\M26\\H27      | 25.0500     | 1          | 124.950     | 1          | USD              | EMD\\M26\\H27      | 2026-06-17 17:57:48.732984 |
| 4   | 2026-08-04 09:50:03.932 | EMD\\M26\\Z26      | 25.0500     | 1          | 99.900      | 1          | USD              | EMD\\M26\\Z26      | 2026-06-17 17:57:48.773010 |
| ... | ...                     | ...                | ...         | ...        | ...         | ...        | ...              | ...                | ...                        |
| 995 | 2026-08-04 09:50:03.932 | DC\\Z26\\Z27       | -0.3300     | 2          | -0.030      | 1          | USD              | DC\\Z26\\Z27       | 2026-08-04 09:39:02.454668 |
| 996 | 2026-08-04 09:50:03.932 | CSC\\N26\\X26      | -0.1730     | 1          | -0.167      | 1          | USD              | CSC\\N26\\X26      | 2026-07-31 14:54:55.028661 |
| 997 | 2026-08-04 09:50:03.932 | DC\\Z26\\G27       | 0.1200      | 3          | 0.190       | 2          | USD              | DC\\Z26\\G27       | 2026-08-04 09:47:11.891593 |
| 998 | 2026-08-04 09:50:03.932 | CSC\\N26\\F27      | -0.1590     | 1          | -0.153      | 1          | USD              | CSC\\N26\\F27      | 2026-07-31 14:23:51.287183 |
| 999 | 2026-08-04 09:50:03.932 | GNF\\N26\\Q26\\U26 | 10.6000     | 1          | 13.350      | 1          | USX              | GNF\\N26\\Q26\\U26 | 2026-07-31 14:53:20.953447 |

1000 rows x 9 columns

## Latest Market Snapshot -  Trade and Quote / NBBO Retrieval Across All Symbols in Database

The *LATEST* databases provide last value caches, storing the latest prices for each instrument.<br />
\\\\
*LATEST* databases are available for all real time sources.<br />
\\\\
They can only be accessed by those who are entitled to access real time data.<br />
\\\\
The `SNAP` table includes the combined latest trade and quote or NBBO for every symbol.<br />
\\\\
Querying by `SYMBOL_NAME` returns all symbols.
To filter by symbol, please use the `SYMBOL` field.

```python
import onetick.py as otp

data = otp.DataSource(db='US_COMP_LATEST', tick_type='SNAP')
data = data.limit(1000)
result = otp.run(data,
                 # The Start and End Times are set using NOW
                 start=otp.now() - otp.Second(1),
                 end=otp.now(),
                 timezone='America/New_York',
                 # The Symbol is set to any non-empty value to return all symbols.
                 symbols='-')
result
```

|     | Time                    | SYMBOL_NAME   | PRICE   | SIZE   | TRADE_CURRENCY   | OPEN   | CLOSE   | ...   | HIGH    | LOW    | SYMBOL   | LAST_TRADE_TIME            | BID_PRICE   | ASK_PRICE   | LAST_QUOTE_TIME            |
|-----|-------------------------|---------------|---------|--------|------------------|--------|---------|-------|---------|--------|----------|----------------------------|-------------|-------------|----------------------------|
| 0   | 2026-08-04 09:41:33.048 | XXRP          | 21.3400 | 240    | USD              | 21.20  | 21.34   | ...   | 21.3400 | 21.176 | XXRP     | 2026-08-04 09:40:06.871326 | 21.29       | 21.34       | 2026-08-04 09:41:32.757718 |
| 1   | 2026-08-04 09:41:33.048 | SMUP          | 5.3036  | 500    | USD              | 5.03   | 4.87    | ...   | 5.3900  | 5.030  | SMUP     | 2026-08-04 09:38:59.441185 | 5.32        | 5.34        | 2026-08-04 09:41:33.976781 |
| 2   | 2026-08-04 09:41:33.048 | SMX           | 17.4000 | 284    | USD              | 15.01  | 16.53   | ...   | NaN     | NaN    | SMX      | 2026-08-04 09:28:41.845362 | 16.26       | 17.40       | 2026-08-04 09:35:02.753155 |
| 3   | 2026-08-04 09:41:33.048 | SMU           | 6.7600  | 100    | USD              | 6.41   | 6.18    | ...   | 6.8795  | 6.370  | SMU      | 2026-08-04 09:41:25.569900 | 6.75        | 6.77        | 2026-08-04 09:41:33.977176 |
| 4   | 2026-08-04 09:41:33.048 | SMR           | 9.4500  | 200    | USD              | 9.19   | 9.01    | ...   | 9.5400  | 9.190  | SMR      | 2026-08-04 09:41:33.523574 | 9.44        | 9.45        | 2026-08-04 09:41:34.003923 |
| ... | ...                     | ...           | ...     | ...    | ...              | ...    | ...     | ...   | ...     | ...    | ...      | ...                        | ...         | ...         | ...                        |
| 995 | 2026-08-04 09:41:33.048 | ACDC          | 4.0450  | 436    | USD              | 4.05   | 4.11    | ...   | 4.0600  | 4.000  | ACDC     | 2026-08-04 09:40:39.174113 | 4.03        | 4.05        | 2026-08-04 09:41:32.571879 |
| 996 | 2026-08-04 09:41:33.048 | ACCS          | 6.6500  | 100    | USD              | 6.74   | 6.64    | ...   | 6.7400  | 6.650  | ACCS     | 2026-08-04 09:32:46.931936 | 6.60        | 7.00        | 2026-08-04 09:41:30.002186 |
| 997 | 2026-08-04 09:41:33.048 | SPHL          | 2.6171  | 189    | USD              | 2.64   | 2.60    | ...   | NaN     | NaN    | SPHL     | 2026-08-04 09:01:57.854878 | 2.61        | 2.70        | 2026-08-04 09:30:17.000319 |
| 998 | 2026-08-04 09:41:33.048 | ATPC          | 2.3400  | 132    | USD              | 2.30   | 2.32    | ...   | 2.4000  | 2.190  | ATPC     | 2026-08-04 09:41:05.238407 | 2.33        | 2.36        | 2026-08-04 09:40:46.479959 |
| 999 | 2026-08-04 09:41:33.048 | ATOS          | 2.2216  | 250    | USD              | 2.18   | 2.17    | ...   | 2.2800  | 2.180  | ATOS     | 2026-08-04 09:36:02.981678 | 2.23        | 2.34        | 2026-08-04 09:41:18.537418 |

1000 rows x 20 columns

## Latest Trade Market Snapshot - Trade Retrieval Across All Symbols in Database

The *LATEST* databases provide last value caches, storing the latest prices for each instrument.<br />
\\\\
*LATEST* databases are available for all real time sources.<br />
\\\\
They can only be accessed by those who are entitled to access real time data.<br />
\\\\
The `SNAP_TRD` table includes latest trade for every symbol.<br />
\\\\
Querying by `SYMBOL_NAME` returns all symbols.
To filter by symbol, please use the `SYMBOL` field.

```python
import onetick.py as otp

data = otp.DataSource(db='US_COMP_LATEST', tick_type='SNAP_TRD')
data = data.limit(1000)
result = otp.run(data,
                 # The Start and End Times are set using NOW
                 start=otp.now() - otp.Second(1),
                 end=otp.now(),
                 timezone='America/New_York',
                 symbols='-')
result
```

|     | Time                    | SYMBOL_NAME   | PRICE   | SIZE   | TRADE_CURRENCY   | OPEN   | CLOSE   | ...   | VOLUME   | VOLUME_MAIN_SESSION   | VOLUME_EXTENDED   | HIGH    | LOW    | SYMBOL   | TICK_TIME                  |
|-----|-------------------------|---------------|---------|--------|------------------|--------|---------|-------|----------|-----------------------|-------------------|---------|--------|----------|----------------------------|
| 0   | 2026-08-04 09:49:14.298 | XXRP          | 21.1600 | 200    | USD              | 21.20  | 21.34   | ...   | 51628    | 42505                 | 9123              | 21.3400 | 21.145 | XXRP     | 2026-08-04 09:48:54.555459 |
| 1   | 2026-08-04 09:49:14.298 | SMUP          | 5.2500  | 100    | USD              | 5.03   | 4.87    | ...   | 29120    | 17116                 | 12004             | 5.3900  | 5.030  | SMUP     | 2026-08-04 09:44:20.531986 |
| 2   | 2026-08-04 09:49:14.298 | SMX           | 17.4000 | 284    | USD              | 15.01  | 16.53   | ...   | 384      | 0                     | 384               | NaN     | NaN    | SMX      | 2026-08-04 09:28:41.845362 |
| 3   | 2026-08-04 09:49:14.298 | SMU           | 6.5700  | 100    | USD              | 6.41   | 6.18    | ...   | 174156   | 120947                | 53209             | 6.8795  | 6.370  | SMU      | 2026-08-04 09:49:12.550636 |
| 4   | 2026-08-04 09:49:14.298 | SMR           | 9.2950  | 400    | USD              | 9.19   | 9.01    | ...   | 3241770  | 2754069               | 487701            | 9.5400  | 9.190  | SMR      | 2026-08-04 09:49:14.166112 |
| ... | ...                     | ...           | ...     | ...    | ...              | ...    | ...     | ...   | ...      | ...                   | ...               | ...     | ...    | ...      | ...                        |
| 995 | 2026-08-04 09:49:14.298 | ACDC          | 4.0600  | 100    | USD              | 4.05   | 4.11    | ...   | 29697    | 26503                 | 3194              | 4.0600  | 4.000  | ACDC     | 2026-08-04 09:49:15.084007 |
| 996 | 2026-08-04 09:49:14.298 | ACCS          | 6.8000  | 100    | USD              | 6.74   | 6.64    | ...   | 436      | 436                   | 0                 | 6.8000  | 6.640  | ACCS     | 2026-08-04 09:44:14.519060 |
| 997 | 2026-08-04 09:49:14.298 | SPHL          | 2.6171  | 189    | USD              | 2.64   | 2.60    | ...   | 189      | 0                     | 189               | NaN     | NaN    | SPHL     | 2026-08-04 09:01:57.854878 |
| 998 | 2026-08-04 09:49:14.298 | ATPC          | 2.3700  | 100    | USD              | 2.30   | 2.32    | ...   | 4472663  | 136504                | 4336159           | 2.4200  | 2.190  | ATPC     | 2026-08-04 09:48:58.605412 |
| 999 | 2026-08-04 09:49:14.298 | ATOS          | 2.2800  | 700    | USD              | 2.18   | 2.17    | ...   | 13582    | 13165                 | 417               | 2.3321  | 2.180  | ATOS     | 2026-08-04 09:44:28.298270 |

1000 rows x 17 columns

## Returns Todays Trades

Data will only be returned for those who are entitled to access real time data.

```python
import onetick.py as otp

# The US_COMP_REPLAY database replays older data, and is available to all.
data = otp.DataSource(db='US_COMP_REPLAY', tick_type='TRD')

# Limit to First 1000 Trades
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                       | EXCH_TIME                     | TRF_TIME                      | EXCHANGE   | ...   | COND   | TICK_STATUS   | DELETED_TIME        | OMDSEQ   |
|-----|----------------------------|-------------------------------|-------------------------------|------------|-------|--------|---------------|---------------------|----------|
| 0   | 2026-08-03 04:01:04.954767 | 2026-08-03 04:00:00.504781214 | 1969-12-31 19:00:00.000000000 | P          | ...   | @FTI   | 0             | 1969-12-31 19:00:00 | 19       |
| 1   | 2026-08-03 04:01:04.995332 | 2026-08-03 04:00:00.545682770 | 1969-12-31 19:00:00.000000000 | P          | ...   | @ TI   | 0             | 1969-12-31 19:00:00 | 10       |
| 2   | 2026-08-03 04:01:04.995334 | 2026-08-03 04:00:00.545682770 | 1969-12-31 19:00:00.000000000 | P          | ...   | @ TI   | 0             | 1969-12-31 19:00:00 | 11       |
| 3   | 2026-08-03 04:01:05.059417 | 2026-08-03 04:00:00.609225364 | 1969-12-31 19:00:00.000000000 | K          | ...   | @FTI   | 0             | 1969-12-31 19:00:00 | 0        |
| 4   | 2026-08-03 04:01:05.083970 | 2026-08-03 04:00:00.546032382 | 2026-08-03 04:00:00.634145519 | D          | ...   | @ TI   | 0             | 1969-12-31 19:00:00 | 8        |
| ... | ...                        | ...                           | ...                           | ...        | ...   | ...    | ...           | ...                 | ...      |
| 995 | 2026-08-03 07:35:04.553968 | 2026-08-03 07:34:00.095450601 | 2026-08-03 07:34:00.103777380 | D          | ...   | @ TI   | 0             | 1969-12-31 19:00:00 | 0        |
| 996 | 2026-08-03 07:35:35.714718 | 2026-08-03 07:34:31.264478680 | 2026-08-03 07:34:31.264696817 | D          | ...   | @ TI   | 0             | 1969-12-31 19:00:00 | 0        |
| 997 | 2026-08-03 07:36:14.709390 | 2026-08-03 07:35:09.695728000 | 2026-08-03 07:35:10.259392851 | D          | ...   | C TI   | 0             | 1969-12-31 19:00:00 | 0        |
| 998 | 2026-08-03 07:36:15.090211 | 2026-08-03 07:35:10.509138000 | 2026-08-03 07:35:10.640662687 | D          | ...   | C TI   | 0             | 1969-12-31 19:00:00 | 0        |
| 999 | 2026-08-03 07:36:16.067989 | 2026-08-03 07:35:10.597008000 | 2026-08-03 07:35:11.617630548 | D          | ...   | C TI   | 0             | 1969-12-31 19:00:00 | 0        |

1000 rows x 21 columns

## Returns Recent Trades

Data will only be returned for those who are entitled to access real time data.

```python
import onetick.py as otp

# The US_COMP_REPLAY database replays older data, and is available to all.
data = otp.DataSource(db='US_COMP_REPLAY', tick_type='TRD')

# Limit to First 1000 Trades
data = data.limit(1000)

result = otp.run(data,
                 # The Start and End Times are set using NOW, and TIMEDELTA and apply the timezone
                 start=otp.now() - otp.Minute(5),
                 end=otp.now(),
                 timezone='America/New_York',
                 symbols='CSCO')
result
```

|     | Time                       | EXCH_TIME                     | TRF_TIME                      | EXCHANGE   | ...   | COND   | TICK_STATUS   | DELETED_TIME        | OMDSEQ   |
|-----|----------------------------|-------------------------------|-------------------------------|------------|-------|--------|---------------|---------------------|----------|
| 0   | 2026-08-03 10:16:13.252999 | 2026-08-03 10:15:08.797520000 | 2026-08-03 10:15:08.802919026 | D          | ...   | @  I   | 0             | 1969-12-31 19:00:00 | 5        |
| 1   | 2026-08-03 10:16:13.253007 | 2026-08-03 10:15:08.799097000 | 2026-08-03 10:15:08.804125110 | D          | ...   | @  I   | 0             | 1969-12-31 19:00:00 | 13       |
| 2   | 2026-08-03 10:16:13.552707 | 2026-08-03 10:15:09.103285249 | 1969-12-31 19:00:00.000000000 | Q          | ...   | @F I   | 0             | 1969-12-31 19:00:00 | 43       |
| 3   | 2026-08-03 10:16:13.555496 | 2026-08-03 10:15:09.104806783 | 2026-08-03 10:15:09.105502853 | D          | ...   | @      | 0             | 1969-12-31 19:00:00 | 837      |
| 4   | 2026-08-03 10:16:13.556629 | 2026-08-03 10:15:09.104876699 | 2026-08-03 10:15:09.105857660 | D          | ...   | @      | 0             | 1969-12-31 19:00:00 | 103      |
| ... | ...                        | ...                           | ...                           | ...        | ...   | ...    | ...           | ...                 | ...      |
| 995 | 2026-08-03 10:18:13.720910 | 2026-08-03 10:17:09.270806368 | 2026-08-03 10:17:09.271032293 | D          | ...   | @  I   | 0             | 1969-12-31 19:00:00 | 45       |
| 996 | 2026-08-03 10:18:14.218489 | 2026-08-03 10:17:09.768635898 | 2026-08-03 10:17:09.769076138 | D          | ...   | @4 I   | 0             | 1969-12-31 19:00:00 | 20       |
| 997 | 2026-08-03 10:18:14.404376 | 2026-08-03 10:17:09.954062918 | 1969-12-31 19:00:00.000000000 | V          | ...   | @      | 0             | 1969-12-31 19:00:00 | 2        |
| 998 | 2026-08-03 10:18:14.407793 | 2026-08-03 10:17:09.957284178 | 2026-08-03 10:17:09.957672243 | D          | ...   | @4 I   | 0             | 1969-12-31 19:00:00 | 60       |
| 999 | 2026-08-03 10:18:14.483209 | 2026-08-03 10:17:10.033782135 | 2026-08-03 10:17:10.034163060 | D          | ...   | @4 W   | 0             | 1969-12-31 19:00:00 | 63       |

1000 rows x 21 columns