Ticks
Fetch raw tick/swap data
Get raw, individual swap data (ticks) for granular analysis.
Method
client.ticks.get( symbol: str = None, pool: str = None, limit: int = 100, from_time: datetime = None, to_time: datetime = None ) -> Response
Example: Get DataFrame
Retrieve raw tick data as a DataFrame for high-precision backtesting or analysis.
import qoery client = qoery.Client() # Get last 100 swaps for WETH-USDC ticks = client.ticks.get( symbol="WETH-USDC", limit=100 ) # Convert to DataFrame df = ticks.df print(df[['timestamp', 'price', 'side', 'amount_usd']].head())
Output:
timestamp price side amount_usd 0 2023-11-30 12:05:01+00:00 2055.10 buy 5000.00 1 2023-11-30 12:05:05+00:00 2055.15 sell 1200.50 ...
Parameters
| Parameter | Type | Description |
|---|---|---|
symbol | str | Trading pair (e.g., "WETH-USDC"). |
pool | str | Pool address. |
limit | int | Number of ticks to return (1-1000). |
from_time | datetime | Start time. |
to_time | datetime | End time. |