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:
-
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
. -
Datetime ticks
Convert to a datetime object and use attribute access or slicing.
Example in Python withpandas
: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.
-
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
-
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.