TickVault Python Query API
Project description
# TickVault Python Query API
Python API that provides programmatic access to micro and nanosecond-scale trading data on a TickVault platform from TickSmith. Portals with accessible data include [Thomson Reuters Tick History](https://trdata.tickvault.com) and [Nasdaq-CX](https://nasdaq-cx.ticksmith.com).
## Installation
Using pip:
```bash
pip install tickvault-python-api
```
## Example Usage
Get the bid/ask spread of TD on CHIX on May 4th, 2017
```python
from tickvaultpythonapi.nasdaqcxclient import NasdaqCxClient
nasdaq = NasdaqCxClient(user_name=<USER_NAME>, secret_key=<API_KEY>)
result = nasdaq.query_hits(source="CHIX", tickers="td",
fields="ts,askprice,bidprice",
start_time=20170504093000, end_time=20170504160000,
predicates="ask_size > 10 and bid_size > 10 and line_type like Q",
limit=1000000)
df = nasdaq.as_dataframe(result)
df.plot()
```
Python API that provides programmatic access to micro and nanosecond-scale trading data on a TickVault platform from TickSmith. Portals with accessible data include [Thomson Reuters Tick History](https://trdata.tickvault.com) and [Nasdaq-CX](https://nasdaq-cx.ticksmith.com).
## Installation
Using pip:
```bash
pip install tickvault-python-api
```
## Example Usage
Get the bid/ask spread of TD on CHIX on May 4th, 2017
```python
from tickvaultpythonapi.nasdaqcxclient import NasdaqCxClient
nasdaq = NasdaqCxClient(user_name=<USER_NAME>, secret_key=<API_KEY>)
result = nasdaq.query_hits(source="CHIX", tickers="td",
fields="ts,askprice,bidprice",
start_time=20170504093000, end_time=20170504160000,
predicates="ask_size > 10 and bid_size > 10 and line_type like Q",
limit=1000000)
df = nasdaq.as_dataframe(result)
df.plot()
```
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distributions
No source distribution files available for this release.See tutorial on generating distribution archives.
Built Distribution
Close
Hashes for tickvault_python_api-1.2.5-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 8d91494d6eda925b85a42e92a3136821ab2d646e0845b8d3842788a795395a0e |
|
MD5 | 3a032a763f098b4de604179cabe1ed60 |
|
BLAKE2b-256 | 746ff38337e6d64709e9dbc73aaedd0fcd456511d3d9fe9d74a2eda297405e12 |