API Reference¶

Core functions¶

class dxfeed.core.DXFeedPy.ConnectionClass¶

Data structure that contains connection

get_sub_refs()¶

Method to get list of references to all subscriptions related to current connection

Returns:	List of weakref objects. Empty list if no refs
Return type:	list

class dxfeed.core.DXFeedPy.SubscriptionClass¶

Data structure that contains subscription and related fields

get_data()¶

Method returns list with data, specified in event listener and returned data will be removed from object buffer

Returns:	List with data
Return type:	list

to_dataframe()¶

Method converts data to the Pandas DataFrame

Parameters:	keep (bool) – When True copies data to dataframe, otherwise pops. Default True
Returns:	df
Return type:	pandas DataFrame

dxfeed.core.DXFeedPy.dxf_add_symbols()¶

Adds symbols to subscription

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription symbols (list) – List of symbols to add

dxfeed.core.DXFeedPy.dxf_attach_custom_listener()¶

Attaches custom listener

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription fw (FuncWrapper) – c function wrapped in FuncWrapper class with Cython columns (list) – Columns for internal data of SubscriptionClass data (dict) – Dict with new internal data structure of SubscriptionClass

dxfeed.core.DXFeedPy.dxf_attach_listener()¶

Function attaches default listener according to subscription type

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription

dxfeed.core.DXFeedPy.dxf_clear_symbols()¶

Removes all symbols from the subscription

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription

dxfeed.core.DXFeedPy.dxf_close_connection()¶

Closes connection

Parameters:	cc (ConnectionClass) – Variable with connection information

dxfeed.core.DXFeedPy.dxf_close_subscription()¶

Closes subscription

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription

dxfeed.core.DXFeedPy.dxf_create_connection()¶

Function creates connection to dxfeed given url address

Parameters:	address (str) – dxfeed url address
Returns:	cc – Cython ConnectionClass with information about connection
Return type:	ConnectionClass

dxfeed.core.DXFeedPy.dxf_create_connection_auth_bearer()¶

Function creates connection to dxfeed given url address and token

Parameters:	address (str) – dxfeed url address token (str) – dxfeed token
Returns:	cc – Cython ConnectionClass with information about connection
Return type:	ConnectionClass

dxfeed.core.DXFeedPy.dxf_create_subscription()¶

Function creates subscription and writes all relevant information to SubscriptionClass

Parameters:	cc (ConnectionClass) – Variable with connection information event_type (str) – Event types: ‘Trade’, ‘Quote’, ‘Summary’, ‘Profile’, ‘Order’, ‘TimeAndSale’, ‘Candle’, ‘TradeETH’, ‘SpreadOrder’, ‘Greeks’, ‘TheoPrice’, ‘Underlying’, ‘Series’, ‘Configuration’ or ‘’ candle_time (str) – String of %Y-%m-%d %H:%M:%S datetime format for retrieving candles. By default set to now data_len (int) – Sets maximum amount of events, that are kept in Subscription class
Returns:	sc – Cython SubscriptionClass with information about subscription
Return type:	SubscriptionClass

dxfeed.core.DXFeedPy.dxf_detach_listener()¶

Detaches any listener

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription

dxfeed.core.DXFeedPy.dxf_get_current_connected_address()¶

Returns current connected address

Parameters:	cc (ConnectionClass) – Variable with connection information
Returns:	address – Current connected address
Return type:	str

dxfeed.core.DXFeedPy.dxf_get_current_connection_status()¶

Returns one of four possible statuses

Parameters:	cc (ConnectionClass) – Variable with connection information return_str (bool) – When True returns connection status in string format, otherwise internal c representation as integer

dxfeed.core.DXFeedPy.dxf_get_subscription_event_types()¶

Gets subscription event type

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription return_str (bool) – When True returns event type in string format, otherwise internal c representation as integer
Returns:	Subscription type
Return type:	str or int

dxfeed.core.DXFeedPy.dxf_get_symbols()¶

Retrieves the list of symbols currently added to the subscription.

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription
Returns:	List of unicode strings of subscription symbols
Return type:	list

dxfeed.core.DXFeedPy.dxf_initialize_logger()¶

Initializes the internal logger. Various actions and events, including the errors, are being logged throughout the library. They may be stored into the file.

Parameters:

file_name (str) – A full path to the file where the log is to be stored
rewrite_file (bool) – A flag defining the file open mode if it’s True then the log file will be rewritten
show_timezone_info (bool) – A flag defining the time display option in the log file if it’s True then the time will be displayed with the timezone suffix
verbose (bool) – A flag defining the logging mode if it’s True then the verbose logging will be enabled

dxfeed.core.DXFeedPy.dxf_remove_symbols()¶

Removes several symbols from the subscription

Parameters:	sc (SubscriptionClass) – SubscriptionClass with information about subscription symbols (list) – List of symbols to remove

dxfeed.core.DXFeedPy.process_last_error()¶

Function retrieves last error

Parameters:	verbose (bool) – If True error description is printed
Returns:	error_code – Error code is returned
Return type:	int

Utils functions¶

dxfeed.core.utils.helpers.event_type_convert()¶

The function converts event type given as string to int, used in C dxfeed dxfeed

Parameters:	event_type (str) – Event type: ‘Trade’, ‘Quote’, ‘Summary’, ‘Profile’, ‘Order’, ‘TimeAndSale’, ‘Candle’, ‘TradeETH’, ‘SpreadOrder’, ’Greeks’, ‘TheoPrice’, ‘Underlying’, ‘Series’, ‘Configuration’ or ‘’
Returns:	Integer that corresponds to event type in C dxfeed dxfeed
Return type:	int

dxfeed.core.utils.helpers.get_include()¶

Function returns paths to header files of dxfeed-c-api library. Used for writing custom listeners

Returns:	out_dir – List of paths to header files
Return type:	list

class dxfeed.core.utils.data_class.DequeWithLock(iterable=(), maxlen=None)¶

Class that provides lock mechanism to deque from collections for append, copy and get operations

safe_append(data: Any)¶

Method appends data while locked

Parameters:	data (any) – Data to append

safe_get()¶

Method that pops all the data with subsequent clearing

Returns:	list_to_return – List filled with data
Return type:	list

API Reference¶

Core functions¶

Utils functions¶

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