Real-time data function

Describe how to use the library after logging in. Detailed examples are provided at the end of this chapter.

Events = client.Trading_Data_Stream(tickers = tickers, callback = callback)

Parameter

Name	Description	Data type	Required
tickers	Code name, including stock codes, index codes, derivative codes, and covered warrant codes. These codes are written in uppercase.	list [str]	Yes
callback	A user-defined function for data manipulation	function	Yes

The data receiving class is Trading_Data_Stream, with the following two methods:

callback function

It's a user-defined method for data manipulation, which will be passed as an argument when initializing the data receiving object. This method will have the following format:

//pseudocode
//callback_function
def name_of_callback(data: RealTimeData):
    //do something

Events = client.Trading_Data_Stream(tickers = ['ticker_1','ticker_2',,,'ticker_n'], callback = name_of_callback)
Events.start()
# tickers can include ticker, coveredwarrant, index and derivative.
Events = client.Trading_Data_Stream(tickers = ['ticker_1','ticker_2',,,'ticker_n'], callback = name_of_callback)
Events.start()

RealTimeData has the following methods and attributes:

Data object method name	Description
to_dataFrame( )	Return all data attributes instead of individual ones, stored as a Pandas DataFrame

RealTimeData has the following attributes:

Attributes	Description	Data type
Ticker	Code name	str
TotalMatchVolume	Total volume	int
MarketStatus	Market status	str
TradingDate	Time	str
ComGroupCode	Indicator code	str
Reference	Reference value	float
Open	Open price	float
Close	Close price	float
High	High price	float
Low	Low price	float
Change	Change relative to reference value	float
ChangePercent	Percentage change relative to reference value	float
MatchVolume	Matching volume	int
MatchValue	Matching value	float
TotalMatchValue	Total matching value	float
TotalBuyTradeVolume	Total buying volume	int
TotalSellTradeVolume	Total selling volume	int
TotalDealVolume	Total deal volume	int
TotalDealValue	Total deal value	float
ForeignBuyVolumeTotal	Total foreign buy volume from the beginning of the day	int
ForeignBuyValueTotal	Total foreign buy value from the beginning of the day	float
ForeignSellVolumeTotal	Total foreign sell volume from the beginning of the day	int
ForeignSellValueTotal	Total foreign sell value from the beginning of the day	float
Bu	Active buy volume	int
Sd	Active sell volume	int

Example of order matching data (RealTimeData):

import FiinQuantX as fq
from FiinQuantX import RealTimeData
import pandas as pd
import time

client = fq.FiinSession(
    username='Enter your username',
    password='Enter your password'
)
client.login()

tickers = ['HPG','VNINDEX','VN30F1M']

def onTickerEvent(data: RealTimeData):
    print('----------------')
    print(data.to_dataFrame())
    # data.to_dataFrame().to_csv('callback.csv', mode='a', header=True)
Events = client.Trading_Data_Stream(tickers=tickers, callback = onTickerEvent)
Events.start()

try:
    while not Events._stop: 
        time.sleep(1)
except KeyboardInterrupt:
    print("KeyboardInterrupt received, stopping...")
    Events.stop()