|
233 | 233 | "order_sub.get_event_handler().get_dataframe().head(3)" |
234 | 234 | ] |
235 | 235 | }, |
| 236 | + { |
| 237 | + "cell_type": "markdown", |
| 238 | + "metadata": {}, |
| 239 | + "source": [ |
| 240 | + "### Greeks\n", |
| 241 | + "Details: https://kb.dxfeed.com/display/DS/dxFeed+API+Market+Events#dxFeedAPIMarketEvents-Greeks" |
| 242 | + ] |
| 243 | + }, |
| 244 | + { |
| 245 | + "cell_type": "code", |
| 246 | + "execution_count": null, |
| 247 | + "metadata": {}, |
| 248 | + "outputs": [], |
| 249 | + "source": [ |
| 250 | + "greek_sub = endpoint.create_subscription('Greeks', date_time=date_time).add_symbols(symbols)" |
| 251 | + ] |
| 252 | + }, |
| 253 | + { |
| 254 | + "cell_type": "code", |
| 255 | + "execution_count": null, |
| 256 | + "metadata": {}, |
| 257 | + "outputs": [], |
| 258 | + "source": [ |
| 259 | + "greek_sub.get_event_handler().get_dataframe().head(3)" |
| 260 | + ] |
| 261 | + }, |
| 262 | + { |
| 263 | + "cell_type": "markdown", |
| 264 | + "metadata": {}, |
| 265 | + "source": [ |
| 266 | + "### TheoPrice" |
| 267 | + ] |
| 268 | + }, |
| 269 | + { |
| 270 | + "cell_type": "code", |
| 271 | + "execution_count": null, |
| 272 | + "metadata": {}, |
| 273 | + "outputs": [], |
| 274 | + "source": [ |
| 275 | + "theo_sub = endpoint.create_subscription('TheoPrice').add_symbols(symbols)" |
| 276 | + ] |
| 277 | + }, |
| 278 | + { |
| 279 | + "cell_type": "code", |
| 280 | + "execution_count": null, |
| 281 | + "metadata": {}, |
| 282 | + "outputs": [], |
| 283 | + "source": [ |
| 284 | + "theo_sub.get_event_handler().get_dataframe().head(3)" |
| 285 | + ] |
| 286 | + }, |
| 287 | + { |
| 288 | + "cell_type": "markdown", |
| 289 | + "metadata": {}, |
| 290 | + "source": [ |
| 291 | + "### Underlying\n", |
| 292 | + "Details: https://kb.dxfeed.com/display/DS/dxFeed+API+Market+Events#dxFeedAPIMarketEvents-Underlying" |
| 293 | + ] |
| 294 | + }, |
| 295 | + { |
| 296 | + "cell_type": "code", |
| 297 | + "execution_count": null, |
| 298 | + "metadata": {}, |
| 299 | + "outputs": [], |
| 300 | + "source": [ |
| 301 | + "underlying_sub = endpoint.create_subscription('Underlying').add_symbols(symbols)" |
| 302 | + ] |
| 303 | + }, |
| 304 | + { |
| 305 | + "cell_type": "code", |
| 306 | + "execution_count": null, |
| 307 | + "metadata": {}, |
| 308 | + "outputs": [], |
| 309 | + "source": [ |
| 310 | + "underlying_sub.get_event_handler().get_dataframe().head(3)" |
| 311 | + ] |
| 312 | + }, |
| 313 | + { |
| 314 | + "cell_type": "markdown", |
| 315 | + "metadata": {}, |
| 316 | + "source": [ |
| 317 | + "### Series\n", |
| 318 | + "Details:" |
| 319 | + ] |
| 320 | + }, |
| 321 | + { |
| 322 | + "cell_type": "code", |
| 323 | + "execution_count": null, |
| 324 | + "metadata": {}, |
| 325 | + "outputs": [], |
| 326 | + "source": [ |
| 327 | + "series_sub = endpoint.create_subscription('Series').add_symbols(symbols)" |
| 328 | + ] |
| 329 | + }, |
| 330 | + { |
| 331 | + "cell_type": "code", |
| 332 | + "execution_count": null, |
| 333 | + "metadata": {}, |
| 334 | + "outputs": [], |
| 335 | + "source": [ |
| 336 | + "series_sub.get_event_handler().get_dataframe().head(3)" |
| 337 | + ] |
| 338 | + }, |
| 339 | + { |
| 340 | + "cell_type": "markdown", |
| 341 | + "metadata": {}, |
| 342 | + "source": [ |
| 343 | + "### Configuration" |
| 344 | + ] |
| 345 | + }, |
| 346 | + { |
| 347 | + "cell_type": "code", |
| 348 | + "execution_count": null, |
| 349 | + "metadata": {}, |
| 350 | + "outputs": [], |
| 351 | + "source": [ |
| 352 | + "config_sub = endpoint.create_subscription('Configuration').add_symbols(symbols)" |
| 353 | + ] |
| 354 | + }, |
| 355 | + { |
| 356 | + "cell_type": "code", |
| 357 | + "execution_count": null, |
| 358 | + "metadata": {}, |
| 359 | + "outputs": [], |
| 360 | + "source": [ |
| 361 | + "config_sub.get_event_handler().get_dataframe().head(3)" |
| 362 | + ] |
| 363 | + }, |
236 | 364 | { |
237 | 365 | "cell_type": "markdown", |
238 | 366 | "metadata": {}, |
|
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