onetick-py 1.177.0__py3-none-any.whl

onetick/py/oqd/eps.py

@@ -0,0 +1,1195 @@
+import os
+from inspect import getframeinfo, stack
+from onetick.py.otq import otq
+
+_graph_components = otq.graph_components
+_internal_utils = otq._internal_utils
+
+
+def _get_reference_counted_prefix():
+    try:
+        return _internal_utils.get_reference_counted_prefix()
+    except AttributeError:
+        return _internal_utils.get_referance_counted_prefix()
+
+
+class BaseOqdEp(_graph_components.EpBase):  # type: ignore[name-defined]
+    """
+    Base class for all OQD EPs
+    """
+    class Parameters:
+        shared_state_variables = "SHARED_STATE_VARIABLES"
+
+        @staticmethod
+        def list_parameters():
+            list_val = ["shared_state_variables"]
+            return list_val
+
+    __slots__ = ["shared_state_variables", "_default_shared_state_variables", "stack_info", "_used_strings"]
+
+    def __init__(self, shared_state_variables=""):
+        _graph_components.EpBase.__init__(self, self._get_name())
+        self._default_shared_state_variables = ""
+        self.shared_state_variables = shared_state_variables
+        self._used_strings = {}
+        for param_name in type(self).__dict__:
+            param_val = getattr(self, param_name, '')
+            if (
+                isinstance(param_val, str) and
+                _get_reference_counted_prefix() in param_val and
+                param_val not in self._used_strings
+            ):
+                _internal_utils.inc_ref_count(param_val)
+                self._used_strings[param_val] = 1
+        caller = getframeinfo(stack()[1][0])
+        self.stack_info = caller.filename + ":" + str(caller.lineno)
+
+    def _get_name(self):
+        raise NotImplementedError()
+
+    def set_shared_state_variables(self, value):
+        self.shared_state_variables = value
+        return self
+
+    def __repr__(self):
+        return self._to_string(for_repr=True)
+
+    def __str__(self):
+        return self._to_string()
+
+    def __del__(self):
+        for param_name in self._used_strings:
+            _internal_utils.dec_ref_count(param_name)
+            if _internal_utils.get_ref_count(param_name) == 0:
+                _internal_utils.remove_from_memory(param_name)
+
+    def _to_string(self, ep_name=None, for_repr=False):
+        name = ep_name
+        if name is None:
+            name = self._get_name()
+        desc = name + "("
+        py_to_str = repr if for_repr else str
+        if self.shared_state_variables:
+            desc += "shared_state_variables=" + py_to_str(self.shared_state_variables) + ","
+        desc = desc[:-1]
+        if desc != name:
+            desc += ")"
+        if for_repr:
+            return desc + '()' if desc == name else desc
+        desc += "\n"
+        if len(self._symbols) > 0:
+            desc += "symbols=[" + ", ".join(self._symbols) + "]\n"
+        if len(self._tick_types) > 0:
+            desc += "tick_types=[" + ', '.join(self._tick_types) + "]\n"
+        if self._process_node_locally:
+            desc += "process_node_locally=True\n"
+        if self._node_name:
+            desc += "node_name=" + self._node_name + "\n"
+        return desc
+
+
+class OqdSourceDprcMain(BaseOqdEp):
+    """
+    OQD_SOURCE_DPRC_MAIN
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to retrieve a time series of unadjusted
+    prices for a symbol for the main pricing exchange.
+
+    The OQD_SOURCE_DPRC_MAIN EP retrieves a single daily time series
+    corresponding to the main pricing line for a symbol.
+    OQD_SOURCE_DPRC_MAIN differs from OQD_SOURCE_DPRC_EXCH in that it
+    doesn't require specification of an exchange.  The most appropriate
+    exchange will be chosen by the EP.
+
+    The main pricing line is defined as the composite price for countries
+    where a composite price is available.  If no composite price is
+    available, then the exchange of primary listing is used, except for
+    Germany where XETRA is chosen as the main pricing source.
+
+    To adjust the data for corporate actions, use either the
+    OQD_CORP_ACTION EP or the CORP_ACTION EP.
+
+    To retrieve a price series for only one particular exchange, see
+    OQD_SOURCE_DPRC_EXCH.  For all available price series, see
+    OQD_SOURCE_DPRC_ALL.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_DPRC_MAIN.otq"
+
+
+class OqdCorpAction(BaseOqdEp):
+    """
+    OQD_CORP_ACTION
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to generate a sparse multiplicative
+    adjustment series for use in queries requiring explicit corporate
+    action adjustments.
+
+    This EP is used for writing queries that require finer control over
+    the corporate action adjustment process than is provided by the
+    CORP_ACTION EP or for queries that don't set the symbol date and
+    utilize the Onetick Reference File.
+
+    For a simpler method of applying corporate action adjustments, see the
+    CORP_ACTION EP.
+
+    When adjusting historical data for corporate
+    actions using multiplicative factors, each data point is adjusted by
+    all future corporate actions. This means that multiplicative corporate
+    action adjustments are cumulative going backwards in time.
+
+    The OQD_CORP_ACTION EP generates the correct time series of adjustment factors
+    for use in a query utilizing the JOIN_BY_TIME EP.  The output of this
+    EP is guaranteed to start at the query start time.  If a symbol has no
+    corporate actions over the queried time range, this EP will return a
+    single tick at the query start time with a value of 1.0 for the
+    adjustment factors.
+
+    Price and volume adjustments are applied inversely.  Each tick from
+    the OQD_CORP_ACTION EP will return 2 fields  of adjustment factors: MADJ_PRICE and
+    MADJ_VOLUME.
+
+    To adjust prices or other data items stated on a per share
+    basis, multiple the data series by the value in the MADJ_PRICE column.
+
+    To adjust volume or other data items stated on a share basis, multiple
+    the data series by the MADJ_VOLUME column.  The factors for spinoff are
+    not include in the MADJ_VOLUME factor.
+
+    The typical usage of this EP is to pass the output of the EP into a
+    JOIN_BY_TIME node to join the adjustment factors with a data series
+    that needs adjustments applied, and then perform the adjustments in
+    and ADD_FIELD or UPDATE_FIELD EP.
+
+    Because the OQD_CORP_ACTION EP goes directly to the OneQuantData
+    databases, it does not require that a Onetick reference file has been
+    configured and loaded and may be used even when SYMBOL_DATE is set to 0.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters:
+
+
+    ADJUST_TYPES
+            (string)
+
+
+
+    A string containing a comma separate list of adjustment types to
+    apply.  The types may be any of: SPLIT, STOCK_DIVIDEND, RIGHTS, or
+    SPINOFF.  The default is SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF.
+    """
+
+    class Parameters:
+        adjust_types = "ADJUST_TYPES"
+        shared_state_variables = "SHARED_STATE_VARIABLES"
+
+        @staticmethod
+        def list_parameters():
+            list_val = ["adjust_types", "shared_state_variables"]
+            return list_val
+
+    __slots__ = ["adjust_types", "_default_adjust_types"]
+
+    def __init__(self, adjust_types="SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF", shared_state_variables=""):
+        BaseOqdEp.__init__(self, shared_state_variables)
+        self._default_adjust_types = "SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF"
+        self.adjust_types = adjust_types
+
+    def set_adjust_types(self, value):
+        self.adjust_types = value
+        return self
+
+    def _get_name(self):
+        return "OTQ::OQD_CORP_ACTION.otq"
+
+    def _to_string(self, ep_name=None, for_repr=False):
+        name = ep_name
+        if name is None:
+            name = self._get_name()
+        desc = name + "("
+        py_to_str = repr if for_repr else str
+        if self.adjust_types != "SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF":
+            desc += "adjust_types=" + py_to_str(self.adjust_types) + ","
+        py_to_str = repr if for_repr else str
+        if self.shared_state_variables:
+            desc += "shared_state_variables=" + py_to_str(self.shared_state_variables) + ","
+        desc = desc[:-1]
+        if desc != name:
+            desc += ")"
+        if for_repr:
+            return desc + '()' if desc == name else desc
+        desc += "\n"
+        if len(self._symbols) > 0:
+            desc += "symbols=[" + ", ".join(self._symbols) + "]\n"
+        if len(self._tick_types) > 0:
+            desc += "tick_types=[" + ', '.join(self._tick_types) + "]\n"
+        if self._process_node_locally:
+            desc += "process_node_locally=True\n"
+        if self._node_name:
+            desc += "node_name=" + self._node_name + "\n"
+        return desc
+
+
+class OqdCorpDailyFactor(BaseOqdEp):
+    """
+    OQD_CORP_DAILY_FACTOR
+
+     
+
+    Type: Other
+
+    Description:A
+    OneQuantData™ source EP to generate a daily series of
+    multiplicative corporate action adjustment factors.
+
+    This EP will generate a time series containing the total
+    multiplicative adjustment factors for each day over the query range.
+    For days on which there were no corporate actions, the
+    OQD_CORP_DAILY_FACTOR EP will return values of 1.0.
+
+    For adjusting the entire history of a time series, see the CORP_ACTION
+    EP or the OQD_CORP_ACTION EP.
+
+    The OQD_CORP_DAILY_FACTOR EP is used when a time series is needed that
+    calculates the daily adjustment factor taking into account the possibility
+    of multiple corporate actions on the same day.  This EP only
+    accumulates factors per day.  It does not accumulate factors over
+    time.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters:
+
+
+    ADJUST_TYPES (string)
+
+
+    A string containing a comman separate list of adjustment types to
+    apply.  The types may be any of: SPLIT, STOCK_DIVIDEND, RIGHTS, or
+    SPINOFF.  The default is SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF.
+    """
+
+    class Parameters:
+        action_type = "ACTION_TYPE"
+        shared_state_variables = "SHARED_STATE_VARIABLES"
+
+        @staticmethod
+        def list_parameters():
+            list_val = ["action_type", "shared_state_variables"]
+            return list_val
+
+    __slots__ = ["action_type", "_default_action_type"]
+
+    def __init__(self, action_type="SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF", shared_state_variables=""):
+        BaseOqdEp.__init__(self, shared_state_variables)
+        self._default_action_type = "SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF"
+        self.action_type = action_type
+
+    def set_action_type(self, value):
+        self.action_type = value
+        return self
+
+    def _get_name(self):
+        return "OTQ::OQD_CORP_DAILY_FACTOR.otq"
+
+    def _to_string(self, ep_name=None, for_repr=False):
+        name = ep_name
+        if name is None:
+            name = self._get_name()
+        desc = name + "("
+        py_to_str = repr if for_repr else str
+        if self.action_type != "SPLIT,STOCK_DIVIDEND,RIGHTS,SPINOFF":
+            desc += "action_type=" + py_to_str(self.action_type) + ","
+        py_to_str = repr if for_repr else str
+        if self.shared_state_variables:
+            desc += "shared_state_variables=" + py_to_str(self.shared_state_variables) + ","
+        desc = desc[:-1]
+        if desc != name:
+            desc += ")"
+        if for_repr:
+            return desc + '()' if desc == name else desc
+        desc += "\n"
+        if len(self._symbols) > 0:
+            desc += "symbols=[" + ", ".join(self._symbols) + "]\n"
+        if len(self._tick_types) > 0:
+            desc += "tick_types=[" + ', '.join(self._tick_types) + "]\n"
+        if self._process_node_locally:
+            desc += "process_node_locally=True\n"
+        if self._node_name:
+            desc += "node_name=" + self._node_name + "\n"
+        return desc
+
+
+class OqdSourceBbgbsym(BaseOqdEp):
+    """
+    OQD_SOURCE_BBGBSYM
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve OpenFIGI symbology
+    using a symbol in the full Bloomberg ticker format, {TICKER} {EXCH_CODE} {Yellow Key} .
+
+    This EP will return a time series that includes the OneMarketData OID, the venue FIGI,
+    Bloomberg yellow key, Bloomberg exchange code, Bloomberg ticker, composite FIGI,
+    share class FIGI, Bloomberg security type, and Bloomberg security name.
+
+    Coverage for OpenFIGI symbology begins on October 6th, 2014.
+
+    The OQD_SOURCE_BBGBSYM EP performs an automatic lookback in the database
+    and is guaranteed to return output at the start time of the query if
+    the security existed on that day. After the first tick, there will only be ticks
+    on days when some field in the data changes.
+
+    Pass the output of OQD_SOURCE_BBGBSYM through a JOIN_BY_TIME EP or an
+    aggregation EP to create a daily series of descriptive data.
+
+    The tick type for this EP may be set to OQD::*
+    The correct database and tick type will be supplied by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_BBGBSYM.otq"
+
+
+class OqdSourceBbgbtkr(BaseOqdEp):
+    """
+    OQD_SOURCE_BBGBTKR
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve OpenFIGI symbology using a symbol
+    in the short Bloomberg ticker format, {TICKER} {EXCH_CODE} .
+
+    This EP will return a time series that includes the OneMarketData OID, the venue FIGI,
+     Bloomberg yellow key, Bloomberg exchange code, Bloomberg ticker, composite FIGI,
+     share class FIGI, Bloomberg security type, and Bloomberg security name.
+
+    Coverage for OpenFIGI symbology begins on October 6th, 2014.
+
+    The OQD_SOURCE_BBGBTKR EP performs an automatic lookback in the database
+    and is guaranteed to return output at the start time of the query if
+    the security existed on that day. After the first tick, there will only be ticks
+    on days when some field in the data changes.
+
+    Pass the output of OQD_SOURCE_BBGBTKR through a JOIN_BY_TIME EP or an
+    aggregation EP to create a daily series of descriptive data.
+
+    The tick type for this EP may be set to OQD::*
+    The correct database and tick type will be supplied by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_BBGBTKR.otq"
+
+
+class OqdSourceBbgfgc(BaseOqdEp):
+    """
+    OQD_SOURCE_BBGFGC
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve OpenFIGI symbology
+    using a symbol that is a Composite FIGI.
+
+    Multiple FIGI identifiers may be associated with a single composite FIGI.
+    This EP will return multiple ticks per day for each FIGI associated with the composite FIGI.
+
+    This EP will return a time series that includes the OneMarketData OID, the venue FIGI,
+    Bloomberg yellow key, Bloomberg exchange code, Bloomberg ticker, composite FIGI,
+    share class FIGI, Bloomberg security type, and Bloomberg security name.
+
+    Coverage for OpenFIGI symbology begins on October 6th, 2014.
+
+    The OQD_SOURCE_BBGFGC EP performs an automatic lookback in the database
+    and is guaranteed to return output at the start time of the query if
+    the security existed on that day. After the first tick, there will only be ticks
+    on days when some field in the data changes.
+
+    Pass the output of OQD_SOURCE_BBGFGC through a JOIN_BY_TIME EP or an
+    aggregation EP to create a daily series of descriptive data.
+
+    The tick type for this EP may be set to OQD::*
+    The correct database and tick type will be supplied by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_BBGFGC.otq"
+
+
+class OqdSourceBbgfgs(BaseOqdEp):
+    """
+    OQD_SOURCE_BBGFGS
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve OpenFIGI symbology
+    using a symbol that is a share class FIGI.
+
+    Multiple FIGI identifiers may be associated with a single share class FIGI.
+    This EP will return multiple ticks per day for each FIGI associated with the share class FIGI.
+    The share class FIGI may be used to find alternate venues where a security trades.
+
+    This EP will return a time series that includes the OneMarketData OID, the venue FIGI,
+    Bloomberg yellow key, Bloomberg exchange code, Bloomberg ticker, composite FIGI,
+    share class FIGI, Bloomberg security type, and Bloomberg security name.
+
+    Coverage for OpenFIGI symbology begins on October 6th, 2014.
+
+    The OQD_SOURCE_BBGFGS EP performs an automatic lookback in the database
+    and is guaranteed to return output at the start time of the query if
+    the security existed on that day. After the first tick, there will only be ticks
+    on days when some field in the data changes.
+
+    Pass the output of OQD_SOURCE_BBGFGS through a JOIN_BY_TIME EP or an
+    aggregation EP to create a daily series of descriptive data.
+
+    The tick type for this EP may be set to OQD::*
+    The correct database and tick type will be supplied by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_BBGFGS.otq"
+
+
+class OqdSourceBbgfgv(BaseOqdEp):
+    """
+    OQD_SOURCE_BBGFGV
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve OpenFIGI symbology
+    using a symbol that is a venue FIGI, which is the FIGI associated
+    with a particular trading line on a particular venue.
+
+    This EP will return a time series that includes the OneMarketData OID, the venue FIGI,
+    Bloomberg yellow key, Bloomberg exchange code, Bloomberg ticker, composite FIGI,
+    share class FIGI, Bloomberg security type, and Bloomberg security name.
+
+    Coverage for OpenFIGI symbology begins on October 6th, 2014.
+
+    The OQD_SOURCE_BBGFGV EP performs an automatic lookback in the database
+    and is guaranteed to return output at the start time of the query if
+    the security existed on that day. After the first tick, there will only be ticks
+     on days when some field in the data changes.
+
+    Pass the output of OQD_SOURCE_BBGFGV through a JOIN_BY_TIME EP or an
+    aggregation EP to create a daily series of descriptive data.
+
+    The tick type for this EP may be set to OQD::*
+    The correct database and tick type will be supplied by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_BBGFGV.otq"
+
+
+class OqdSourceBbgoid(BaseOqdEp):
+    """
+    OQD_SOURCE_BBGOID
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve OpenFIGI symbology
+    using a symbol that is a OneMarketData OID.
+
+    Multiple FIGI identifiers may map to a single OID.
+    This EP may return multiple ticks per day for each FIGI associated with an OID.
+
+    This EP will return a time series that includes the OneMarketData OID, the venue FIGI,
+    Bloomberg yellow key, Bloomberg exchange code, Bloomberg ticker, composite FIGI,
+    share class FIGI, Bloomberg security type, and Bloomberg security name.
+
+    Coverage for OpenFIGI symbology begins on October 6th, 2014.
+
+    The OQD_SOURCE_BBGOID EP performs an automatic lookback in the database
+    and is guaranteed to return output at the start time of the query if
+    the security existed on that day. After the first tick, there will only be ticks
+     on days when some field in the data changes.
+
+    Pass the output of OQD_SOURCE_BBGOID through a JOIN_BY_TIME EP or an
+    aggregation EP to create a daily series of descriptive data.
+
+    The tick type for this EP may be set to OQD::*
+    The correct database and tick type will be supplied by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_BBGOID.otq"
+
+
+class OqdSourceCacs(BaseOqdEp):
+    """
+    OQD_SOURCE_CACS
+
+     
+
+    Type: Other
+
+    Description:A
+    OneQuantData™ source EP to retrieve a time series of corporate
+    actions for a symbol.
+
+    This EP will return all corporate action fields available for a symbol
+    with EX-Dates between the query start time and end time.  The
+    timestamp of the series is equal to the EX-Date of the corporate
+    action with a time of 0:00:00 GMT.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_CACS.otq"
+
+
+class OqdSourceCact(BaseOqdEp):
+    """
+    OQD_SOURCE_CACT
+      
+     Type: Other
+     Description: A
+    OneQuantData™ source EP to retrieve a time series of corporate
+    actions for all symbols.
+
+    This EP will return a subset of corporate action fields for all
+    symbols.
+
+    The OQD_SOURCE_CACT EP is used in conjunction with the special symbols EX_DATE,
+    ANN_DATE, PAY_DATE, and REC_DATE.  It will return all corporate
+    actions for all symbols with the specified type of date between the query
+    start time and query end time.
+
+    For example, if the special symbol EX_DATE is used, then the timestamp
+    of the series is the corporate action EX-date with a time of 0:00:00
+    GMT and the EP will return all corporate actions with EX-dates between
+    the query start time and the query end time.  If the symbol is
+    REC_DATE, then all of the timestamps would correspond to corporate
+    action record dates.
+
+    The OQD_SOURCE_CACT EP is typically used in stage 1 queries to quickly
+    discover a list of securities involved in corporate actions.  Please
+    note that if using one of the special symbols other than EX_DATE, the
+    EX-date of the corporate action may fall outside of the query time
+    range.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_CACT.otq"
+
+
+class OqdSourceDes(BaseOqdEp):
+    """
+    OQD_SOURCE_DES
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve a time series of
+    descriptive fields for a symbol.
+
+    This EP will return the history of descriptive fields for a symbol.
+    There will only be ticks on days when some field in the descriptive
+    data changes.
+
+    The OQD_SOURCE_DES EP performs an automatic lookback in the database
+    and is guaranteed to return output at the start time of the query if
+    the security existed on that day.
+
+    Pass the output of OQD_SOURCE_DES through a JOIN_BY_TIME EP or an
+    aggregation EP to create a daily series of descriptive data.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_DES.otq"
+
+
+class OqdSourceDprcAll(BaseOqdEp):
+    """
+    OQD_SOURCE_DPRC_ALL
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to retrieve a time series of unadjusted
+    prices for a symbol for all available pricing exchanges.
+
+    The OQD_SOURCE_DPRC_ALL EP retrieves a time series of all available
+    daily unadjusted prices for a symbol.  The OneQuantData exchange code for each
+    price series is in the EXCH field.
+
+    To adjust the data for corporate actions, use either the
+    OQD_CORP_ACTION EP or the CORP_ACTION EP.
+
+    To retrieve a price series for only one particular exchange, see
+    OQD_SOURCE_DPRC_EXCH.  For a price series that tracks either the
+    composite series or the primary exchange series, see
+    OQD_SOURCE_DPRC_MAIN.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_DPRC_ALL.otq"
+
+
+class OqdSourceDprcExch(BaseOqdEp):
+    """
+    OQD_SOURCE_DPRC_EXCH
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to retrieve a time series of unadjusted
+    prices for a symbol for one particular pricing exchange.
+
+    The OQD_SOURCE_DPRC_ALL EP retrieves a time series of daily unadjusted
+    prices for a symbol.  A OneQuantData exchange code must be supplied as
+    an argument to the EP.
+
+    To adjust the data for corporate actions, use either the
+    OQD_CORP_ACTION EP or the CORP_ACTION EP.
+
+    To retrieve a price series for all exchanges available in OneQuantData, see
+    OQD_SOURCE_DPRC_ALL.  For a price series that tracks either the
+    composite series or the primary exchange series, see
+    OQD_SOURCE_DPRC_MAIN.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters:
+
+
+    EXCH (string)
+
+
+    The OneQuantData exchange code for the desired price series.
+
+    The OneQuantData exchange code is formed from the 2 letter ISO country
+    code plus the 4 letter ISO MIC code.  For countries that have a
+    composite price series, use COMP for the exchange portion of the
+    code.  For example, USCOMP is the code for US composite pricing.
+    """
+
+    class Parameters:
+        exch = "EXCH"
+        shared_state_variables = "SHARED_STATE_VARIABLES"
+
+        @staticmethod
+        def list_parameters():
+            list_val = ["exch", "shared_state_variables"]
+            return list_val
+
+    __slots__ = ["exch", "_default_exch"]
+
+    def __init__(self, exch="USCOMP", shared_state_variables=""):
+        BaseOqdEp.__init__(self, shared_state_variables)
+        self._default_exch = "USCOMP"
+        self.exch = exch
+
+    def set_exch(self, value):
+        self.exch = value
+        return self
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_DPRC_EXCH.otq"
+
+    def _to_string(self, ep_name=None, for_repr=False):
+        name = ep_name
+        if name is None:
+            name = self._get_name()
+        desc = name + "("
+        py_to_str = repr if for_repr else str
+        if self.exch != "USCOMP":
+            desc += "exch=" + py_to_str(self.exch) + ","
+        py_to_str = repr if for_repr else str
+        if self.shared_state_variables:
+            desc += "shared_state_variables=" + py_to_str(self.shared_state_variables) + ","
+        desc = desc[:-1]
+        if desc != name:
+            desc += ")"
+        if for_repr:
+            return desc + '()' if desc == name else desc
+        desc += "\n"
+        if len(self._symbols) > 0:
+            desc += "symbols=[" + ", ".join(self._symbols) + "]\n"
+        if len(self._tick_types) > 0:
+            desc += "tick_types=[" + ', '.join(self._tick_types) + "]\n"
+        if self._process_node_locally:
+            desc += "process_node_locally=True\n"
+        if self._node_name:
+            desc += "node_name=" + self._node_name + "\n"
+        return desc
+
+
+class OqdSourceSho(BaseOqdEp):
+    """
+    OQD_SOURCE_SHO
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to retrieve a time series of shares
+    outstanding for a stock.
+
+    The OQD_SOURCE_SHO EP retrieves a time series of shares outstanding
+    for a stock.  This EP only applies to stocks or securities that have
+    published shares outstanding data.
+
+    The series represents total shares outstanding and is not free float
+    adjusted.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_SHO.otq"
+
+
+class OqdSourceXoid(BaseOqdEp):
+    """
+    OQD_SOURCE_XOID
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to retrieve raw ticks from the OQD_XOID
+    database.
+
+    The OQD_XOID database translates internal OneQuantData IDs (OIDs) into
+    standard identifiers like CUSIP, SEDOL, or TICKER.
+
+    The OQD_SOURCE_XOID EP will return a consolidated time series of
+    symbol translations keyed by exchange code (EXCH) and symbol type (ID_TYPE).  Each
+    translation is valid from the timestamp of the tick until the
+    timestamp given in field END_DATE.
+
+    This EP performs a lookback to ensure that ticks are available for the
+    query start time, if there are valid ticks that cover that time.
+
+    Use the OQD_SOURCE_XOID EP to write custom symbol translation queries.
+
+    Set the tick type for this EP to OQD::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters:
+
+
+    FIGI_COMPOSITE_FILTER
+            (boolean)
+
+
+
+    When set to false, all Bloomberg tickers and FIGIs associated with an OID will be returned.
+    When set to true, only the composite Bloomberg ticker and FIGI are returned.
+    This option does not have an effect on any other symbol types.  The default is false.
+    """
+
+    class Parameters:
+        figi_composite_filter = "FIGI_COMPOSITE_FILTER"
+        shared_state_variables = "SHARED_STATE_VARIABLES"
+
+        @staticmethod
+        def list_parameters():
+            list_val = ["figi_composite_filter", "shared_state_variables"]
+            return list_val
+
+    __slots__ = ["figi_composite_filter", "_default_figi_composite_filter"]
+
+    def __init__(self, figi_composite_filter=False, shared_state_variables=""):
+        BaseOqdEp.__init__(self, shared_state_variables)
+        self._default_figi_composite_filter = False
+        self.figi_composite_filter = figi_composite_filter
+
+    def set_figi_composite_filter(self, value):
+        self.figi_composite_filter = value
+        return self
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_XOID.otq"
+
+    def _to_string(self, ep_name=None, for_repr=False):
+        name = ep_name
+        if name is None:
+            name = self._get_name()
+        desc = name + "("
+        py_to_str = repr if for_repr else str
+        if self.figi_composite_filter:
+            desc += "figi_composite_filter=" + py_to_str(self.figi_composite_filter) + ","
+        py_to_str = repr if for_repr else str
+        if self.shared_state_variables:
+            desc += "shared_state_variables=" + py_to_str(self.shared_state_variables) + ","
+        desc = desc[:-1]
+        if desc != name:
+            desc += ")"
+        if for_repr:
+            return desc + '()' if desc == name else desc
+        desc += "\n"
+        if len(self._symbols) > 0:
+            desc += "symbols=[" + ", ".join(self._symbols) + "]\n"
+        if len(self._tick_types) > 0:
+            desc += "tick_types=[" + ', '.join(self._tick_types) + "]\n"
+        if self._process_node_locally:
+            desc += "process_node_locally=True\n"
+        if self._node_name:
+            desc += "node_name=" + self._node_name + "\n"
+        return desc
+
+
+class OqdSourceXref(BaseOqdEp):
+    """
+    OQD_SOURCE_XREF
+
+     
+
+    Type: Other
+
+    Description: A OneQuantData™ source EP to retrieve raw ticks from the XREF database.
+    The XREF database contains records used to translate external symbols to the OneQuantData internal identifier (OID).
+
+    The OQD_SOURCE_XREF EP will return a consolidated time series of symbol translations
+    keyed by exchange code and symbol type.
+    Each translation is valid from the timestamp of the tick until the timestamp given in field END_DATE.
+    The symbols for this EP should be of the form SYMBOL^SYMBOL_TYPE
+    where SYMBOL is the external symbol and SYMBOL_TYPE is the code for one of of the supported symbol types.
+
+    The currently supported symbol types are TKR, SED, CUS, ISN, and TAQ for ticker,
+    SEDOL, CUSIP, ISIN, and TAQ ticker (US only), respectively.
+
+    This EP performs a lookback to ensure that ticks are available for the query start time,
+    if there are valid ticks that cover that time.
+
+    Use the OQD_SOURCE_XREF EP to write custom symbol translation queries.
+
+    Set the tick type for this EP to "__OQD__::*".  The correct database and tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_XREF.otq"
+
+
+class OqdSourceXsym(BaseOqdEp):
+    """
+    OQD_SOURCE_XSYM
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to retrieve raw ticks from the OQD_XSYM
+    database.
+
+    The OQD_XSYM database translates external identifiers like CUSIP,
+    SEDOL, or TICKER to internal OneQuantData IDs (OIDs).
+
+    The OQD_SOURCE_XSYM EP will return a consolidated time series of
+    symbol translations keyed by exchange code and symbol type.  Each
+    translation is valid from the timestamp of the tick until the
+    timestamp given in field END_DATE.
+
+    The symbols for this EP should be of the form SYMBOL^SYMBOL_TYPE where SYMBOL is the
+    external symbol and SYMBOL_TYPE is the code for one of of the
+    supported symbol types.  For example, a symbol IBM^TKR would return a
+    set of ticks supplying the OID for stock ticker IBM.
+
+    Other symbol types include CUS, SED, or ISN for CUSIP, SEDOL, or ISIN,
+    if those symbol types are included in your OneQuantData subscription.
+
+    Use the OQD_SOURCE_XREF EP to write custom symbol translation queries.
+
+    Set the tick type for this EP to __OQD__::*
+    The correct database and
+    tick type will be set by the EP.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters: There are no parameters for this EP.
+    """
+
+    def _get_name(self):
+        return "OTQ::OQD_SOURCE_XSYM.otq"
+
+
+class OqdTranslate(BaseOqdEp):
+    """
+    OQD_TRANSLATE
+
+     
+
+    Type: Other
+
+    Description: A
+    OneQuantData™ source EP to perform symbol translation.
+
+
+    This EP is maintained for backwards compatibility and may be deprecated
+    in future releases of OneQuantData.
+
+    The OQD_TRANSLATE EP may be used to write custom symbol translation
+    queries.
+
+    For access to the raw underlying data used by the OQD_TRANSLATE EP,
+    see the OQD_SOURCE_XSYM and OQD_SOURCE_XOID EPs.
+
+    Symbols supplied to the OQD_TRANSLATE EP should be of the form SYMBOL^SYMBOL_TYPE where SYMBOL is the
+    external symbol and SYMBOL_TYPE is the code for one of of the
+    supported symbol types.  For example, a symbol IBM^TKR would be used
+    in the symbol list to translate the stock ticker IBM into another alternate
+    symbology like CUSIP.
+
+    The OQD_TRANSLATE EP does not require that a Onetick reference file is
+    loaded or configured.  It may be used in queries where symbol date is
+    set to 0.
+
+    See also the REF_DATA and SYMBOLOGY_MAPPING EPs, which require that
+    a Onetick reference file is configured and loaded.
+
+    Input: None
+
+    Output: A series of ticks.
+
+    Parameters:
+
+
+    ASOF_DATE (integer)
+
+
+    The date on which the translation should apply
+
+
+    TO_ID (string)
+
+
+    The symbol type that should be returned.
+    The type should be specified as a OneQuantData symbol type abbreviation
+
+
+    EXCH (string)
+
+
+    The exchange to which the symbol translation applies.
+    The exchange code should be specified as a OneQuantData exchange code
+    """
+
+    class Parameters:
+        asof_date = "ASOF_DATE"
+        to_id = "TO_ID"
+        exch = "EXCH"
+        shared_state_variables = "SHARED_STATE_VARIABLES"
+
+        @staticmethod
+        def list_parameters():
+            list_val = ["asof_date", "to_id", "exch", "shared_state_variables"]
+            return list_val
+
+    __slots__ = ["asof_date", "_default_asof_date", "to_id", "_default_to_id", "exch", "_default_exch"]
+
+    def __init__(self, asof_date="", to_id="OID", exch="USCOMP", shared_state_variables=""):
+        BaseOqdEp.__init__(self, shared_state_variables)
+        self._default_asof_date = ""
+        self.asof_date = asof_date
+        self._default_to_id = "OID"
+        self.to_id = to_id
+        self._default_exch = "USCOMP"
+        self.exch = exch
+
+    def set_asof_date(self, value):
+        self.asof_date = value
+        return self
+
+    def set_to_id(self, value):
+        self.to_id = value
+        return self
+
+    def set_exch(self, value):
+        self.exch = value
+        return self
+
+    def _get_name(self):
+        return "OTQ::OQD_TRANSLATE.otq"
+
+    def _to_string(self, ep_name=None, for_repr=False):
+        name = ep_name
+        if name is None:
+            name = self._get_name()
+        desc = name + "("
+        py_to_str = repr if for_repr else str
+        if self.asof_date:
+            desc += "asof_date=" + py_to_str(self.asof_date) + ","
+        py_to_str = repr if for_repr else str
+        if self.to_id != "OID":
+            desc += "to_id=" + py_to_str(self.to_id) + ","
+        py_to_str = repr if for_repr else str
+        if self.exch != "USCOMP":
+            desc += "exch=" + py_to_str(self.exch) + ","
+        py_to_str = repr if for_repr else str
+        if self.shared_state_variables:
+            desc += "shared_state_variables=" + py_to_str(self.shared_state_variables) + ","
+        desc = desc[:-1]
+        if desc != name:
+            desc += ")"
+        if for_repr:
+            return desc + '()' if desc == name else desc
+        desc += "\n"
+        if len(self._symbols) > 0:
+            desc += "symbols=[" + ", ".join(self._symbols) + "]\n"
+        if len(self._tick_types) > 0:
+            desc += "tick_types=[" + ', '.join(self._tick_types) + "]\n"
+        if self._process_node_locally:
+            desc += "process_node_locally=True\n"
+        if self._node_name:
+            desc += "node_name=" + self._node_name + "\n"
+        return desc