API Access

SQL Queries

---

SQL Examples are listed covering common use cases, from meta-data retrieval to Order Book depth retrieval.

The selected SQL query can be edited, and then executed, returning results.

Results are dependent on subscribed datasets. All the example queries use the available sample databases:

- NYSE_TAQ_SAMPLE + NYSE_TAQ_SAMPLE_BARS

- LSE_SAMPLE + LSE_SAMPLE_BARS

- CANADA_SAMPLE + CANADA_SAMPLE_BARS

- TDI_FUT_SAMPLE + TDI_FUT_SAMPLE_BARS

 

Additionally the edited SQL query can be exposed as a REST API query, by selecting the required output format and clicking on the "Open REST URL" button.

SQL Queries can be executed through:

- Python API

- REST API

- Arrow Flight via ADBC

- ODBC

- OneTick Query Designer

 

To install the OneTick python wheel:

pip install -U onetick-py onetick-query-webapi

To install the Arrow Flight ADBC Driver:

pip install -U adbc_driver_flightsql

SQL documentation is available at: https://sql.docs.sol.onetick.com/intro.html

 

Data can be retrieved by selecting

- Database & Table (separated by a period. e.g. "[database].[table]").
- Symbol or Symbols using the field "SYMBOL_NAME"
- Time Range using field "TIMESTAMP" with ">=" and "<" or Time equal to, using "TIMESTAMP ="

 

All three must be provided for results to be retrieved.

Simple Retrieval Example:

select PRICE, SIZE, EXCHANGE

from US_COMP_SAMPLE.TRD

where SYMBOL_NAME='CSCO'

and TIMESTAMP >= '2024-01-03 00:00:00 UTC'

and TIMESTAMP < '2024-01-04 00:00:00 UTC'

limit 10

 

REST Queries

---

REST End Points are available the URL: https://rest.cloud.onetick.com/omdwebapi/rest/

REST URLs can also be used to execute SQL queries. See the SQL dashboard for more information.

Access to the REST End Points is authenticated, and can be either:

- Interactive (Manually Enter your username and password)

- Non-Interactive (Provide Access Token)

 

The following Resource Limits are applied:

- For self registered users.

- Maximum Number of Concurrent Queries = 1

- Maximum Returned Data Size = 10Mb

 

For Subscribed users.

- Maximum Number of Concurrent Queries = 10

- Maximum Returned Data Size = 100Mb

 

Newly registered accounts can access the sample data assets, covering January to March 2024:

- LSE_SAMPLE

- US_COMP_SAMPLE

- CA_COMP_SAMPLE

- EU_COMP_SAMPLE

- TDI_FUT_SAMPLE

 

Subscribed accounts can access the samples, plus datasets that are subscribed.

See your Profile to review the current subscription status of all data assets.

To install the python wheel:

pip install -U onetick-py onetick-query-webapi

 

Python Queries

---

Download and install our wheels using:

pip install -U onetick-py onetick-query-webapi

Pandas Style Syntax (onetick.py), examples are provided in the Pandas style examples service.

Python Examples are listed covering common use cases, from meta-data retrieval to Order Book depth retrieval.

Please copy the examples locally to execute in your IDE, updating the lines for client_id and client_secret

 

Results are dependent on subscribed datasets. All the example queries use the available sample databases.

 

There are two available Python APIs:

- Using Directed Graphs (onetick.query)

- Using Pandas style approach (onetick.py)

These examples related to the Pandas style approach (onetick.py)

To install the python wheel:

pip install -U onetick-py onetick-query-webapi

Pandas Style API documentation is available at: https://docs.pip.distribution.sol.onetick.com/static/overview.html