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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]( and [Nasdaq-CX](

## Installation

Using pip:
pip install tickvault-python-api

## Example Usage

Get the bid/ask spread of TD on CHIX on May 4th, 2017
from tickvaultpythonapi.nasdaqcxclient import NasdaqCxClient

nasdaq = NasdaqCxClient(user_name=<USER_NAME>, secret_key=<API_KEY>)

result = nasdaq.query_hits(source="CHIX", tickers="td",
start_time=20170504093000, end_time=20170504160000,
predicates="ask_size > 10 and bid_size > 10 and line_type like Q",

df = nasdaq.as_dataframe(result)


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