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[EN-1570] scrollable table
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‎docs/_static/custom.css‎

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.attribute {
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margin-left: 30px;
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}
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table {
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display: block;
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overflow-x: scroll;
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}

‎docs/basic_usage.rst‎

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Basic Usage
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===========
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There are three levels in the dxfeed package. The lowest is the C API
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library, the highest is Python wrapper classes. Cython level in the
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middle aims to connect these two. Here we are going to look into Python
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level.
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Python level, in its turn, mainly consists of three class types. The
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first one is the Endpoint. This class is responsible for connection
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management.
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The Endpoint is also responsible for creating dependent classes, for
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example Subscription. One Endpoint may have several different
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Subscriptions, but each Subscription is related to one Endpoint. This
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class sets the type of subscription (stream or timed), the type of
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events (e.g. Trade, Candle), etc.
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After you specified the data you want to receive, you have to specify
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how to process upcoming events. This is where the EventHandler class and
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its children come into play. Every time an event arrives Cython event
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listener will call ``self.update(event)`` method. You have to inherit
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from the EventHandler class and redefine the update method. Or you may
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use DefaultHandler which stores upcoming data in deque of the length
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100k.
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Import package
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~~~~~~~~~~~~~~
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print(f'Connected address: {endpoint.address}')
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print(f'Connection status: {endpoint.connection_status}')
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.. code:: text
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.. parsed-literal::
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Connected address: demo.dxfeed.com:7300
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Connection status: Connected and authorized
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Configure and create subscription
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. code:: python3
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trade_sub = endpoint.create_subscription('Trade', data_len=-1)
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trade_sub = endpoint.create_subscription('Trade')
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**Attach default listener** - function that process incoming events
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**Set event handler** - class that process incoming events. Here we use
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default one
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.. code:: python3
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trade_sub = trade_sub.attach_listener()
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trade_handler = dx.DefaultHandler()
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trade_sub.set_event_handler(trade_handler);
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**Add tikers** you want to recieve events for
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.. code:: python3
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trade_sub = trade_sub.add_symbols(['C', 'AAPL'])
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trade_sub = trade_sub.add_symbols(['C', 'IBM'])
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For timed subscription you may provide either datetime object or string.
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String might be incomlete, in this case you will get warning with how
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your provided date parsed automatically
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For timed subscription you should provide either datetime object or
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string. String might be incomlete, in this case you will get warning
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with how your provided date parsed automatically
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.. code:: python3
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tns_sub = endpoint.create_subscription('TimeAndSale', date_time=datetime.now()) \
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.attach_listener() \
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.add_symbols(['AMZN'])
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.. code:: python3
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candle_sub = endpoint.create_subscription('Candle', date_time='2020-04-16 13:05')
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candle_sub = candle_sub.attach_listener()
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candle_sub = candle_sub.add_symbols(['AAPL', 'MSFT'])
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.. parsed-literal::
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c:\job\python-api\dxfeed\wrappers\class_utils.py:38: UserWarning: Datetime argument does not exactly match %Y-%m-%d %H:%M:%S.%f format, date was parsed automatically as 2020-04-16 13:05:00.000000
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warn(warn_message, UserWarning)
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**Note** Two previous subscriptions attached DefaultHandler implicitly.
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To retrieve instances just call ``get_event_handler()`` method.
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.. code:: python3
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tns_handler = tns_sub.get_event_handler()
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candle_handler = candle_sub.get_event_handler()
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Subscription instance properties
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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.. code:: python3
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print(f'Subscription event type: {tns_sub.event_type}')
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print(f'Subscription symbols: {candle_sub.symbols}')
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print(f'TimeAndSale subscription event type: {tns_sub.event_type}')
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print(f'Cnadle subscription symbols: {candle_sub.symbols}')
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.. parsed-literal::
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TimeAndSale subscription event type: TimeAndSale
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Cnadle subscription symbols: ['AAPL', 'MSFT']
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Access data from DefaultHandler instance
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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You can get colums, list or dataframe. You are also allowed to write
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handler that stores no data.
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.. code:: python3
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print(f'Trade columns: {trade_handler.columns}')
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print(f'Candle columns: {candle_handler.columns}')
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.. code:: text
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.. parsed-literal::
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Subscription event type: TimeAndSale
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Subscription symbols: ['AAPL', 'MSFT']
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Trade columns: ['Symbol', 'Price', 'ExchangeCode', 'Size', 'Tick', 'Change', 'DayVolume', 'Time', 'IsETH']
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Candle columns: ['Symbol', 'Index', 'Time', 'Sequence', 'Count', 'Open', 'High', 'Low', 'Close', 'Volume', 'VWap', 'BidVolume', 'AskVolume', 'OpenInterest', 'ImpVolatility']
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.. code:: python3
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candle_handler.get_dataframe().head(3)
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.. raw:: html
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<div>
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<style scoped>
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.dataframe tbody tr th:only-of-type {
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vertical-align: middle;
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}
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.dataframe tbody tr th {
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vertical-align: top;
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}
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.dataframe thead th {
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text-align: right;
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}
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</style>
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<table border="1" class="dataframe">
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<thead>
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<tr style="text-align: right;">
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<th></th>
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<th>Symbol</th>
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<th>Index</th>
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<th>Time</th>
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<th>Sequence</th>
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<th>Count</th>
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<th>Open</th>
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<th>High</th>
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<th>Low</th>
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<th>Close</th>
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<th>Volume</th>
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<th>VWap</th>
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<th>BidVolume</th>
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<th>AskVolume</th>
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<th>OpenInterest</th>
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<th>ImpVolatility</th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th>0</th>
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<td>MSFT</td>
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<td>6838531241273198328</td>
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<td>2020-06-15 11:13:50.566</td>
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<td>1784</td>
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<td>1.0</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>635.0</td>
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<td>184.17</td>
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<td>635.0</td>
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<td>NaN</td>
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<td>0</td>
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<td>NaN</td>
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</tr>
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<tr>
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<th>1</th>
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<td>MSFT</td>
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<td>6838531241273198326</td>
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<td>2020-06-15 11:13:50.566</td>
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<td>1782</td>
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<td>1.0</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>100.0</td>
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<td>184.17</td>
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<td>100.0</td>
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<td>NaN</td>
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<td>0</td>
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<td>NaN</td>
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</tr>
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<tr>
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<th>2</th>
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<td>MSFT</td>
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<td>6838531058896471782</td>
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<td>2020-06-15 11:13:08.092</td>
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<td>1766</td>
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<td>1.0</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>184.17</td>
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<td>100.0</td>
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<td>184.17</td>
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<td>100.0</td>
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<td>NaN</td>
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<td>0</td>
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<td>NaN</td>
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</tr>
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</tbody>
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</table>
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</div>
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Access data
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~~~~~~~~~~~
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Data is stored as deque. Its length is configured with data_len
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parameter and by default is 100000. When you call method below you
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extracts all data recieved to the moment and clears the buffer in class.
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.. code:: python3
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candle_sub.get_data()
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candle_handler.get_list()[:3]
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.. parsed-literal::
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[['MSFT',
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6838531241273198328,
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1592219630566,
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1784,
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1.0,
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184.17,
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184.17,
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184.17,
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184.17,
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635.0,
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184.17,
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635.0,
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nan,
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0,
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nan],
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['MSFT',
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6838531241273198326,
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1592219630566,
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1782,
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1.0,
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184.17,
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184.17,
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184.17,
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184.17,
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100.0,
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184.17,
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100.0,
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nan,
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0,
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nan],
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['MSFT',
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6838531058896471782,
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1592219588092,
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1766,
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1.0,
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184.17,
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184.17,
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184.17,
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184.17,
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100.0,
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184.17,
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100.0,
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nan,
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0,
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nan]]
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Close subscription
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~~~~~~~~~~~~~~~~~~
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.. code:: python3
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trade_sub.close_subscription()
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tns_sub.close_subscription()
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candle_sub.close_subscription()
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Close connection
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~~~~~~~~~~~~~~~~
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endpoint.close_connection()
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print(f'Connection status: {endpoint.connection_status}')
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.. code:: text
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Connection status: Not connected
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Transform data to pandas DataFrame
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. parsed-literal::
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.. code:: python3
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trade_df = trade_sub.to_dataframe()
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tns_df = tns_sub.to_dataframe()
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candle_df = candle_sub.to_dataframe()
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Connection status: Not connected
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