DataGrid

class DataGrid(name, rows, columns, *, id_=None, entitlements=None, polling_time=None, sorts=None, filters=None, multiColumnGroups=None, **kwargs)

DataGrid is a object for fetching Marquee data and applying processors (functions). DataGrids can be persisted via the DataGrid API and utilized on the Marquee Markets platform.

Parameters:

• name (str) – Name of the DataGrid

• rows (List[Union[DataRow, RowSeparator]]) – List of DataGrid rows for the grid

• columns (List[DataColumn]) – List of DataGrid columns for the grid

• id – Unique identifier of the grid

• entitlements (Union[Entitlements, Entitlements, None]) – Marquee entitlements of the grid for the Marquee Market’s platform

• sorts (Optional[List[DataGridSort]]) – Optional list of DataGridSort. Use this if you want to sort your columns.

• filters (Optional[List[DataGridFilter]]) – Optional list of DataGridFilter. Use this to filter column’s data.

• multiColumnGroups (Optional[List[MultiColumnGroup]]) – Optional list of MultiColumnGroup. Useful to group columns for heatmaps.

Usage

To create a DataGrid, we define two components, rows and columns:

>>> from gs_quant.markets.securities import Asset, AssetIdentifier
>>> from gs_quant.data.coordinate import DataMeasure, DataFrequency
>>> from gs_quant.analytics.processors import LastProcessor
>>>
>>> GS = Asset.get("GS UN", AssetIdentifier.BLOOMBERG_ID)
>>> AAPL = Asset.get("AAPL UW", AssetIdentifier.BLOOMBERG_ID)
>>> rows = [
>>>     DataRow(GS),
>>>     DataRow(AAPL)
>>> ]
>>> trade_price = DataCoordinate(
>>>    measure=DataMeasure.TRADE_PRICE,
>>>    frequency=DataFrequency.REAL_TIME,
>>> )
>>>
>>> col_0 = DataColumn(name="Name", processor=EntityProcessor(field="short_name"))
>>> col_1 = DataColumn(name="Last", processor=LastProcessor(trade_price))
>>> columns = [ col_0, col_1 ]
>>>
>>> datagrid = DataGrid(name="Example DataGrid", rows=rows, columns=columns)
>>> datagrid.initialize()
>>> datagrid.poll()
>>> print(datagrid.to_frame())

Documentation

Full Documentation and examples can be found here: https://developer.gs.com/docs/gsquant/tutorials/Data/DataGrid/

Methods

__init__(name, rows, columns, *, id_=None, entitlements=None, polling_time=None, sorts=None, filters=None, multiColumnGroups=None, **kwargs)

add_filter(filter_, index=None)

Add a filter to the grid response :param filter_: DataGridFilter :type index: Optional[int] :param index: index of the sort object to be added, defaults to end of filters list :return: None

add_sort(sort, index=None)

Add a sort to the grid response :type sort: DataGridSort :param sort: DataGridSort :type index: Optional[int] :param index: index of the sort object to be added, defaults to end of sorts list :return: None

static aggregate_queries(query_infos)

as_dict()

create()

Creates a new DataGrid even if the DataGrid already exists. If the DataGrid has already been persisted, the DataGrid id will be replaced with the newly persisted DataGrid. :return: New DataGrid unique identifier

delete()

Deletes the DataGrid if it has been persisted. :return: None

classmethod from_dict(obj, reference_list=None)

get_id()

Get the unique DataGrid identifier. Will only exists if the DataGrid has been persisted.

Return type:

Optional[str]

initialize()

Initializes the DataGrid.

Iterates over all rows and columns, preparing cell structures. Cells then contain a graph and data queries to leaf processors.

Upon providing data to a leaf, the leaf processor is calculated and propagated up the graph to the cell level.

Return type:

None

open()

Opens the DataGrid in the default browser. :return: None

poll()

Poll the data queries required to process this grid. Set the results at the leaf processors

Return type:

None

save()

Saves the DataGrid. If the DataGrid has already been created, the DataGrid will be updated. If the DataGrid has not been created it will be added to the DataGrid service. :rtype: str :return: Unique identifier of the DataGrid

set_filters(filters)

Set the filters parameter of the grid response :type filters: List[DataGridFilter] :param filters: value of grid sorts :return: None

set_primary_column_index(index)

Sets the primary column index which affects which row will expand to fill any additional horizontal space. :type index: int :param index: index of the column to make primary :return: None

set_sorts(sorts)

Set the sorts parameter of the grid response :type sorts: List[DataGridSort] :param sorts: value of grid sorts :return: None

to_frame()

Returns the results of the DataGrid data fetching and applied processors. :rtype: DataFrame :return: DataFrame of results

Properties

polling_time