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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
- 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.
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 |
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.
Last modified 8mo ago