[EN-1454] Candle listener extended

Author: iamishalkin

dxfeed/core/listeners/listener.pyx

@@ -158,7 +158,7 @@ cdef void time_and_sale_default_listener(int event_type,
                               tns[i].is_spread_leg,
                               tns[i].scope])
 
-CANDLE_COLUMNS = ['Symbol', 'Index', 'Time', 'Sequence', 'Count', 'Open', 'High', 'Low', 'Close', 'Volume', 'VWap',
+CANDLE_COLUMNS = ['Symbol', 'EventFlags', 'Index', 'Time', 'Sequence', 'Count', 'Open', 'High', 'Low', 'Close', 'Volume', 'VWap',
                   'BidVolume', 'AskVolume', 'OpenInterest', 'ImpVolatility']
 cdef void candle_default_listener(int event_type,
                                   dxf_const_string_t symbol_name,
@@ -170,6 +170,7 @@ cdef void candle_default_listener(int event_type,
         py_data = <EventHandler> user_data
         for i in range(data_count):
             py_data.__update([unicode_from_dxf_const_string_t(symbol_name),
+                              candle[i].event_flags,
                               candle[i].index,
                               candle[i].time,
                               candle[i].sequence,

examples/AllSubscriptionsExample.ipynb

@@ -47,7 +47,7 @@
    "outputs": [],
    "source": [
     "symbols = ['AAPL', 'MSFT']\n",
-    "datetime = datetime.now() - relativedelta(minutes=15)\n",
+    "date_time = datetime.now() - relativedelta(minutes=15)\n",
     "endpoint = dx.Endpoint('demo.dxfeed.com:7300')"
    ]
   },
@@ -169,7 +169,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "tns_sub = endpoint.create_subscription('Summary').add_symbols(symbols)"
+    "tns_sub = endpoint.create_subscription('TimeAndSale').add_symbols(symbols)"
    ]
   },
   {
@@ -181,6 +181,32 @@
     "tns_sub.get_event_handler().get_dataframe().head(3)"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### Candle\n",
+    "Details: https://kb.dxfeed.com/display/DS/Charting+Overview#ChartingOverview-Candletypes"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "candle_sub = endpoint.create_subscription('Candle', date_time=date_time).add_symbols(symbols)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "candle_sub.get_event_handler().get_dataframe().head(3)"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},