Get started#
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.