Symbol Universe#
This section contains 1 example for Symbol_Universe 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__'
Symbol Universe with Mask#
Query trades for all symbols matching a pattern for today.
Retrieves trade data for symbols starting with AAA from the US equities composite database.
import onetick.py as otp
# Define the masked symbol list (e.g., all symbols starting with 'AAA')
symbols = otp.Symbols(db='US_COMP', pattern='AAA%', for_tick_type='TRD')
# Define the trades data source (do not specify symbols here)
trades = otp.DataSource(db='US_COMP', tick_type='TRD')
# merge all symbols
trades = otp.merge([trades], symbols=symbols, identify_input_ts=True)
# Run the query for the masked symbol list for today
result = otp.run(
trades,
date=otp.dt.now().date(),
timezone='America/New_York',
)
result
Time |
AGGRESSOR_SIDE |
BOOK_TYPE |
COND |
CORR |
EXCHANGE |
… |
TRADE_PERIOD |
TRADE_TYPE |
TRF |
TRF_TIME |
TTE |
SYMBOL_NAME |
TICK_TYPE |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 |
2026-08-06 04:00:00.031017295 |
0 |
FT |
0 |
P |
… |
E |
FT |
1969-12-31 19:00:00.000000000 |
1 |
AAAU |
TRD |
||
1 |
2026-08-06 04:00:02.621367162 |
9 |
T |
0 |
D |
… |
E |
T |
N |
2026-08-06 04:00:02.621345555 |
0 |
AAAU |
TRD |
|
2 |
2026-08-06 04:00:06.891092937 |
9 |
TI |
0 |
D |
… |
E |
TI |
T |
2026-08-06 04:00:06.890724538 |
0 |
AAAU |
TRD |
|
3 |
2026-08-06 04:00:07.001389565 |
9 |
TI |
0 |
D |
… |
E |
TI |
T |
2026-08-06 04:00:07.001029603 |
0 |
AAAU |
TRD |
|
4 |
2026-08-06 04:00:07.331599873 |
9 |
TI |
0 |
D |
… |
E |
TI |
T |
2026-08-06 04:00:07.331239278 |
0 |
AAAU |
TRD |
|
… |
… |
… |
… |
… |
… |
… |
… |
… |
… |
… |
… |
… |
… |
… |
431 |
2026-08-06 09:33:24.818020093 |
0 |
F |
0 |
K |
… |
- |
F |
1969-12-31 19:00:00.000000000 |
1 |
AAAU |
TRD |
||
432 |
2026-08-06 09:33:24.818022049 |
0 |
F |
0 |
Z |
… |
- |
F |
1969-12-31 19:00:00.000000000 |
0 |
AAAU |
TRD |
||
433 |
2026-08-06 09:33:24.818025613 |
0 |
F |
0 |
Z |
… |
- |
F |
1969-12-31 19:00:00.000000000 |
0 |
AAAU |
TRD |
||
434 |
2026-08-06 09:33:24.818259569 |
0 |
I |
0 |
T |
… |
- |
I |
1969-12-31 19:00:00.000000000 |
0 |
AAAU |
TRD |
||
435 |
2026-08-06 09:33:24.818265881 |
0 |
I |
0 |
T |
… |
- |
I |
1969-12-31 19:00:00.000000000 |
0 |
AAAU |
TRD |
436 rows x 26 columns