Metadata-Version: 2.0
Name: tickvault-python-api
Version: 1.2.5
Summary: TickVault Python Query API
Home-page: https://github.com/ticksmith/tickvault-python-api
Author: TickSmith Corp.
Author-email: support@ticksmith.com
License: MIT
Keywords: tickvault python api client
Platform: any
Classifier: Development Status :: 4 - Beta
Classifier: Environment :: Console
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Topic :: Software Development
Classifier: Topic :: Software Development :: Libraries
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: pyparsing
Requires-Dist: requests
Requires-Dist: ujson

# 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()
```

