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Introduction

The Data Extraction API enables you to extract data from jobs in Production. You can deploy a wide range of different jobs, from an investment strategy to instrument analysis.
Once the job is deployed, you can query a specific run of the job for different output types, such as:
  • Time series
  • Diagnostics
  • Orders generated

Concepts

  • Job: Every Python script deployed to Production is a job. Each job has a unique job_id.
  • Run: A job is scheduled to run at a specific frequency. Each run has a unique run_id.
  • Output: Each run generates a number of outputs. The outputs are retrieved by specifying the output type in the GET request.

Output types

The data retrieved from a specific job run can be any of the following output types:
Output type
Description
intraday_history
Intraday time series data of the script
history
Daily time series data of the script
positions
Historical positions of a strategy
executed_orders
Historical orders executed by a strategy
bottom_orders
Current live orders of a strategy
bottom_positions
Current live positions of a strategy
diagnostics_output
Diagnostics of a script
trading_instruments
Initial parameters of current instruments held by a strategy
metrics_output
Performance metrics of a script
html_reports
Custom html report of a script

Prerequisites

Personal access token

To access the Data Extraction API you need to generate a personal access token. This token will be passed as an authorisation header.
To generate the token, click on your user profile in the top right corner of the SigTech platform > Access Tokens > GENERATE TOKEN.