How to extract a part of a tick?

How to extract a part of a tick? - briefly

Use slicing or a regular expression to isolate the required portion, e.g., in Python part = tick[:n] for a fixed length or re.search(r'pattern', tick).group() for a pattern‑based extraction. This returns only the specified segment of the tick.

How to extract a part of a tick? - in detail

A tick represents the smallest measurable unit in a time‑series or a single event marker in a data set. Isolating a specific segment of that unit requires precise handling of its representation, whether it is stored as a string, a datetime object, or a numeric identifier.

First, identify the format of the tick. Common forms include:

  • ISO‑8601 timestamp (e.g., 2025-10-09T14:23:45.123Z);
  • Unix epoch with millisecond precision;
  • Composite string containing multiple fields separated by delimiters.

Once the format is known, apply the appropriate extraction technique:

  1. String‑based ticks
    Split the string using the delimiter that separates components.
    Example in Python:

    tick = "2025-10-09|14:23:45.123|AAPL"
    date_part, time_part, symbol = tick.split("|")

    The desired segment (e.g., the time component) is now available as time_part.

  2. Datetime ticks
    Convert to a datetime object and use attribute access or slicing.
    Example in Python with pandas:

    import pandas as pd
    ts = pd.Timestamp('2025-10-09T14:23:45.123Z')
    hour = ts.hour # extracts hour component
    millisecond = ts.microsecond // 1000

    For sub‑second extraction, divide microseconds by 1,000.

  3. Numeric ticks
    Apply arithmetic operations to isolate digits representing the required part.
    Example in R:

    tick <- 20251009142345123
    date_part <- tick %/% 1e9 # integer division extracts leading digits
    time_part <- (tick %% 1e9) %/% 1e3 # isolates the time component in milliseconds
  4. SQL storage
    Use built‑in functions to extract components directly in queries.
    Example for PostgreSQL:

    SELECT
     EXTRACT(YEAR FROM tick) AS year,
     EXTRACT(MONTH FROM tick) AS month,
     EXTRACT(DAY FROM tick) AS day,
     EXTRACT(HOUR FROM tick) AS hour,
     EXTRACT(MILLISECOND FROM tick) AS ms
    FROM ticks;

Key considerations:

  • Preserve time‑zone information when converting timestamps; loss of offset can corrupt the extracted segment.
  • Validate input format before extraction to avoid runtime errors.
  • When processing large volumes, vectorized operations (e.g., pandas vectorized datetime methods) outperform iterative loops.

By determining the tick’s representation and applying the corresponding parsing method, a precise portion of the original marker can be retrieved efficiently.