OneTick (OneMarketData)

OneTick Point-in-Time TCA API

Cloud API for extracting adjusted and unadjusted point-in-time quotes and trades at nanosecond precision across 200+ venues for transaction cost analysis, packaged for Python integration; marketed sales-led (request a demo) with no public endpoint reference.

GitHub

Documentation

📖
Documentation
https://www.onetick.com/pit-tca-api
📖
Documentation
https://www.onetick.com/pit-tca-methodology

API entry from apis.yml

apis.yml Raw ↑ 
aid: onetick:onetick-point-in-time-tca-api
name: OneTick Point-in-Time TCA API
tags:
- TCA
- Transaction Cost Analysis
- Historical Data
image: https://kinlane-images.s3.amazonaws.com/shared/apis-json/apis-json-logo.jpg
humanURL: https://www.onetick.com/pit-tca-api
baseURL: https://rest.cloud.onetick.com
properties:
- url: https://www.onetick.com/pit-tca-api
  type: Documentation
- url: https://www.onetick.com/pit-tca-methodology
  type: Documentation
description: Cloud API for extracting adjusted and unadjusted point-in-time quotes and trades at nanosecond
  precision across 200+ venues for transaction cost analysis, packaged for Python integration; marketed
  sales-led (request a demo) with no public endpoint reference.