Overview#

OneTick is a Market Data Analytics platform that can be deployed or provided as a services. Databases can cover both real time, intra-day and historical access, and can be queried through Python, along with SQL and REST.

Python Directed Graph access is exposed through the small onetick.query_webapi library.

A Pandas style python api is also available, and is documemented at: onetick.py Documentation

The Python directed graph library syntax covers both:

  • Basic Data retrieval

  • Retrieval with Specified Symbology

  • Metadata Retrieval

  • Market Data Specific Features

  • Book Depth Specific Features

  • Aggregation

  • As Of (Prevailing)

  • Windowing

  • Trading Hours & Holidays

This documentation provides a series of examples, based on Cloud Market Data access across Equities, Futures & Options. Although the syntax would equally apply to any deployed implementations.

You can register for a trial at: http://www.onetick.com/cloud-services

And view a series of prededind python examples at the Python Directed Graph Queries Examples service.