Time slicing directly from db

[markm00001]

Hi- Is there a way to query selected times from the tick store or version store across multiple symbols? Obvious usecase is to store all ticks and then simply call midday, or EOD from the db. I am sure this is a core functionality somewhere but I couldn't find any documentation on it. Thanks

[bmoscon]

tickstore takes a list of symbols as an argument. Version Store does not support this. there is already a ticket for that - #413

[markm00001]

Thanks Bryant. I saw that ticker and by 'symbols' I took it to mean querying from tickstore is currently able to slice by columns (settles, open, whatever). I am actually wondering if it is possible to query data at different frequencies (so sliced by rows) e.g. taking a library which contains data by the second and only getting back EOD (or a certain time) from it rather than doing this natively in np or pd? If this is nooby question, apologies I have been toying with Arctic for about half a day but maybe I need to spend more time on it. Thanks again!

[bmoscon]

yes. These are the params you care about for tickstore:

def read(self, symbol, date_range=None, columns=None

symbol here is an arctic symbol, which is just a key/name you give to a dataframe. (It can also be a list of symbols). Its the name you use when you write the data to arctic. date_range is how you indicate which dates (i.e. rows) you specifically want, and columns allows you to read back specific columns

[markm00001]

OK I think I get it. So if the dataframe in the database had 10000 days of minute data and but I wanted to return daily data, based on the daily value at midday, then the date_range could be an index array of daily timestamps with each timestamp set to midday? Clearly this would save loading up a large dataframe and then resampling. Or have I misunderstood? Thanks

[bmoscon]

you dont give it an array of dates, you use the arctic DateRange object and you set upper and lower bounds (they can be open ended).

[markm00001]

Thanks Bryant.

If enter this object: DateRange('20160101', '20116231'), I get back every minute in the year 2016. If I wanted to get only the values at midday on each day in 2016 (i.e excluding all other minutes), where would I enter the midday parameter? Perhaps there is a worked example somewhere you can point me to? Thanks

[bmoscon]

i dont think there is a way to do that unless you store the data in a symbol that only has mid day data. Could be wrong; maybe @jamesblackburn has a better idea