Retrieval with Symbology#

A series of simple examples are provided showing how to retrieve data with a specified symbology.

Standard Retrieval#

Data is generally retrieved by specifying

  • Table (e.g. TRD).

  • Symbol(s) using the field SYMBOL_NAME (including the Database in form [database]::[symbol]

Or:

  • Database & Table (Separated by :: e.g. US_COMP_SAMPLE::TRD).

  • Symbol or Symbols using the field SYMBOL_NAME

Where the Symbol typically represents the exchange ticker symbol for the instrument. e.g. AAPL for Apple Inc.

Retrieve with Symbol including Database#
def trades():
    pt = otq.Passthrough().tick_type('TRD')
    graph = otq.Graph(pt)
    return graph

 result = otq.run(trades,
     http_address=rest_url,access_token=access_token,
     output_mode="pandas",
     start=datetime(2024,1,3,9,30,0),
     end = datetime(2024,1,3,9,31,0),
     timezone='America/New_York',
     symbols='US_COMP_SAMPLE::CSCO'  # Specifies the [Database]::[Symbol]
     )
Retrieve with Tick Type including Database#
def trades():
    pt = otq.Passthrough().tick_type('US_COMP_SAMPLE::TRD')
    graph = otq.Graph(pt)
    return graph

 result = otq.run(trades,
     http_address=rest_url,access_token=access_token,
     output_mode="pandas",
     start=datetime(2024,1,3,9,30,0),
     end = datetime(2024,1,3,9,31,0),
     timezone='America/New_York',
     symbols='CSCO'  # Specifies the [Symbol]
     )

Bloomberg Symbol Retrieval#

Symbols can be retrieved by Bloomberg Symbol with:

  • Prefixing the SYMBOL_NAME with BSYM::

  • Specifying the SYMBOL_NAME as the full Bloomberg Symbol

  • Specifying the Date when the symbol is active (as symbols can change across time), using SYMBOL_DATE

In this case the SYMBOL_NAME is expanded to use the syntax [SYMBOLOGY]::[DATABASE]::[SYMBOL] e.g. BSYM::US_COMP_SAMPLE::CSCO US Equity

Retrieve with Bloomberg Symbol#
def trades():
    pt = otq.Passthrough().tick_type('TRD')
    return otq.Graph(pt)

result = otq.run(trades,
    http_address=rest_url,access_token=access_token,
    output_mode="pandas",
    start=datetime(2024,1,3,9,30,0),
    end = datetime(2024,1,3,9,31,0),
    timezone='America/New_York',
    symbols='BSYM::US_COMP_SAMPLE::CSCO US Equity',
    symbol_date = datetime.today()

When the Directed Graph defines the database, the database component can be removed from the SYMBOL_NAME, producing: [SYMBOLOGY]::::[SYMBOL]. e.g. BSYM::::CSCO US Equity.

Retrieve with Bloomberg Symbol, with the Database defined in the Graph#
def trades():
    pt = otq.Passthrough().tick_type('US_COMP_SAMPLE::TRD')
    return otq.Graph(pt)

result = otq.run(trades,
    http_address=rest_url,access_token=access_token,
    output_mode="pandas",
    start=datetime(2024,1,3,9,30,0),
    end = datetime(2024,1,3,9,31,0),
    timezone='America/New_York',
    symbols='BSYM::::CSCO US Equity',
    symbol_date = datetime.today()

FIGI Composite Symbol Retrieval#

Symbols can be retrieved by FGI Composite with:

  • Prefixing the SYMBOL_NAME with FGC::

  • Specifying the SYMBOL_NAME as the FIGI Composite Symbol

  • Specifying the Date when the symbol is active (as symbols can change across time), using SYMBOL_DATE

Retrieve with FIGI Composite Symbol#
result = otq.run(query,
    http_address=rest_url,access_token=access_token,
    output_mode="pandas",
    start=datetime(2024,1,3,9,30,0),
    end = datetime(2024,1,3,9,31,0),
    timezone='America/New_York',
    symbols='FGC::US_COMP_SAMPLE::BBG000B9XRY4',
    symbol_date = datetime.today()

CUSIP Symbol Retrieval#

Symbols can be retrieved by CUSIP with:

  • Prefixing the SYMBOL_NAME with CUS::

  • Specifying the SYMBOL_NAME as the CUSIP

  • Specifying the Date when the symbol is active (as symbols can change across time), using SYMBOL_DATE

Retrieve with CUSIP#
result = otq.run(query,
    http_address=rest_url,access_token=access_token,
    output_mode="pandas",
    start=datetime(2024,1,3,9,30,0),
    end = datetime(2024,1,3,9,31,0),
    timezone='America/New_York',
    symbols='CUS::US_COMP_SAMPLE::037833100',
    symbol_date = datetime.today()

ISIN Symbol Retrieval#

Symbols can be retrieved by ISIN with:

  • Prefixing the SYMBOL_NAME with ISIN::

  • Specifying the SYMBOL_NAME as the ISIN

  • Specifying the Date when the symbol is active (as symbols can change across time), using SYMBOL_DATE

Retrieve with ISIN#
result = otq.run(query,
    http_address=rest_url,access_token=access_token,
    output_mode="pandas",
    start=datetime(2024,1,3),
    end = datetime(2024,1,4),
    timezone='Europe/London',
    symbols='ISN::LSE_SAMPLE::GB00BH4HKS39',
    symbol_date = datetime.today()

SEDOL Symbol Retrieval#

Symbols can be retrieved by SEDOL with:

  • Prefixing the SYMBOL_NAME name with SED::

  • Specifying the SYMBOL_NAME as the SEDOL

  • Specifying the Date when the symbol is active (as symbols can change across time), using SYMBOL_DATE

Retrieve with SEDOL#
result = otq.run(query,
    http_address=rest_url,access_token=access_token,
    output_mode="pandas",
    start=datetime(2024,1,3),
    end = datetime(2024,1,4),
    timezone='Europe/London',
    symbols='ISN::LSE_SAMPLE::BH4HKS3',
    symbol_date = datetime.today()