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This package provides access to dxFeed streaming data. The library is a thin wrapper over dxFeed C-API library. We use Cython in this project as it combines flexibility, reliability, and usability in writing C extensions.

dxfeed library already contains basic C-API functions and convenient access to them via wrapper classes. For now, the package covers the core C-API functionality, for example, creating connections and subscriptions, receiving data, etc.

Moreover, default listeners (functions responsible for event processing) are ready to use. The user may also write his custom listener in Cython. The instructions are here: Custom listener.

At this website, you will find information about the functionality of the library, how to write your custom listener, documentation to all available functions, and information for developers.

Table of contents:

• Home
• Installation
• Basic Usage
  • Import package
  • Configure and create connection with Endpoint class
  • Configure and create subscription
  • Access data
  • Close connection
  • Transform data to pandas DataFrame
• API Reference
  • API
  • Low-level API
  • Utils functions
• Low-level API
  • Import low-level functions
  • Create connection
  • Create subscription
  • Attach listener
  • Add tickers
  • Access data
  • Detach listener
  • Close connection
  • Transform data to pandas DataFrame
• Custom listener
  • Pipeline
  • Create cython package
  • Build the binary file
  • Import
• For developers
  • Get the code
  • Additional requirements
  • Build package
  • Testing tool
  • Documentation