NxCore Python Samples

Sample code for processing NxCore market data using Python.

Setup

Requirements

• Python 3.7 or higher
• Supported OS and CPU architecture
  • Windows (x86 only)
  • Debian or CentOS based Linux (x86 or AArch64)
  • macOS (Intel or Apple silicon)

Downloads

• Latest Native Library
• Sample tape

Running

• Install the NxCore Python module

  pip install NxCore

• Change filepath string to the path of an nx2/nx3 tape file

  filepath=""

• Change String passed to LoadNxCore from "NxCoreAPI64.dll" to the path of the native library for your operating system

  if NxCore.LoadNxCore("NxCoreAPI64.dll"):

  • NxCoreAPI64.dll/NxCoreAPI.dll for Windows
  • libnx.dylib for macOS
  • libnx.so for Linux

Samples

Sample 1

• Starting NxCore ProcessTape.
• Defining/using NxCore Callback function.
• Handling the NxCore Status message.

Sample 2

• Handling NxCore Symbol Spin messages.
• Using NxOptionHdr.
• Constructing Option Symbols in OSI or old OPRA format.

Sample 3

• Handling NxCore Category messages.

Sample 4

• Handling NxCore Trade messages.
• Handling Exchange Quote messages.
• Handling Market Maker Quote messages.

Sample 5

• Processing a tape with multiple threads.

Sample 6

• Retrieving last Trade.
• Retrieving last Exchange Quote.
• Retrieving last Market Maker Quote.

Sample 7

• User defined symbol spin function.
• Available NxCore Data file listings.
• Available NxCore DLL file listings.
• Retrieving strings from NxCore Tables.
• Get Date from N days.
• Get N days from date.

Sample 8

• User defined symbol spin function.
• Setting UserData1 and UserData2 values.
• Retrieving UserData1 and UserData2 values.
• Determining if a tape is OSI from the tape version number.
• Constructing Option Symbols in OSI or old OPRA format.

Sample 9

• Sending User Defined Data through the ProcessTape function.
• Retrieving it in the NxCore Callback.

Sample 10

• Saving a State.
• Loading from a State.

Sample 11

• Handling Exteneded Trade Conditions.
• Handling Extended Timestamps.