[EN-1328] core example added

Author: iamishalkin

docs/core_usage.rst

@@ -0,0 +1,85 @@
+.. _core_usage:
+
+Core functionality
+==================
+
+All the functions in C API have similar ones in Python with the same name. Not all arguments are
+supported by now, this work is in progress.
+
+First of all you have to import the package:
+
+.. code-block:: python
+
+    import dxfeed.core.DXFeedPy as dxc
+
+Next, the connection to dxfeed server should be established:
+
+.. code-block:: python
+
+    con = dxc.dxf_create_connection(address='demo.dxfeed.com:7300')
+
+To get events of certain types the subscription with this type should be
+create. One connection may have several subscriptions.
+
+.. code-block:: python
+
+    sub1 = dxc.dxf_create_subscription(con, 'Trade')
+    sub2 = dxc.dxf_create_subscription(con, 'Quote')
+
+.. note::
+
+    'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle', 'TradeETH', 'SpreadOrder',
+    'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' event types are supported.
+
+Special function called listener should be attached to the subscription to start receiving
+events. There are default listeners already implemented in dxpyfeed, but you
+can write your own with cython: :ref:`custom_listener`. To attach
+default listener just call `dxf_attach_listener`
+
+.. code-block:: python
+
+    dxc.dxf_attach_listener(sub1)
+    dxc.dxf_attach_listener(sub2)
+
+Each subscription should be provided with tickers to get events for:
+
+.. code-block:: python
+
+    dxc.dxf_add_symbols(sub1, ['AAPL', 'MSFT'])
+    dxc.dxf_add_symbols(sub2, ['AAPL', 'C'])
+
+The data can be extracted with `get_data()` method. It is stored as dict with list of columns and list
+of events. Note that `get_data` extracts the data and then clean the field. To look at data call this property:
+
+.. code-block:: python
+
+    sub1.get_data()
+    sub2.get_data()
+
+The more convenient way to look at data is to convert it into pandas DataFrame.
+`to_dataframe` method of subscription class is responsible for that:
+
+.. code-block:: python
+
+    sub1.to_dataframe()
+    sub2.to_dataframe()
+
+To stop receiving events just detach the listener:
+
+.. code-block:: python
+
+     dxc.dxf_detach_listener(sub1)
+     dxc.dxf_detach_listener(sub2)
+
+When you are done with subscription you'd better close it:
+
+.. code-block:: python
+
+    dxc.dxf_close_subscription(sub1)
+    dxc.dxf_close_subscription(sub2)
+
+Same with connection:
+
+.. code-block:: python
+
+    dxc.dxf_close_connection(con)

docs/index.rst

@@ -30,6 +30,7 @@ Table of contents:
    self
    installation.rst
    basic_usage.rst
+   core_usage.rst
    custom_listener.rst
    api.rst
    devs.rst