def getQuoteData(ticker: str):
"""Get level 1 quotes and trades for ticker for seconds seconds."""
fundamentals = ""
quote_conn = iq.QuoteConn(name="pyiqfeed-Example-lvl1")
quote_listener = iq.VerboseQuoteListener("Level 1 Listener")
quote_conn.add_listener(quote_listener)
with iq.ConnConnector([quote_conn]) as connector:
all_fields = sorted(list(iq.QuoteConn.quote_msg_map.keys()))
quote_conn.select_update_fieldnames(
["Bid", "Bid Time", "Ask", "Ask Time"])
quote_conn.watch(ticker)
t_end = time.time() + 5 * 60
while time.time() < t_end:
fundamentals = quote_conn.fundamentals
summary = quote_conn.summary
if (fundamentals != "" and summary != ""):
break
quote_conn.unwatch(ticker)
quote_conn.remove_listener(quote_listener)
if (len(summary) > 0):
summary = summary[0]
if (len(summary) > 0):
return fundamentals, summary[0]
else:
return ""
def get_trades_only(ticker: str, seconds: int):
"""Get level 1 quotes and trades for ticker for seconds seconds."""
quote_conn = iq.QuoteConn(name="pyiqfeed-Example-trades-only")
quote_listener = iq.VerboseQuoteListener("Trades Listener")
quote_conn.add_listener(quote_listener)
with iq.ConnConnector([quote_conn]) as connector:
quote_conn.trades_watch(ticker)
time.sleep(seconds)
quote_conn.unwatch(ticker)
def get_regional_quotes(ticker: str, seconds: int):
"""Get level 1 quotes and trades for ticker for seconds seconds."""
quote_conn = iq.QuoteConn(name="pyiqfeed-Example-regional")
quote_listener = iq.VerboseQuoteListener("Regional Listener")
quote_conn.add_listener(quote_listener)
with iq.ConnConnector([quote_conn]) as connector:
quote_conn.regional_watch(ticker)
time.sleep(seconds)
quote_conn.regional_unwatch(ticker)
def get_level_1_quotes_and_trades(ticker: str, seconds: int):
"""Get level 1 quotes and trades for ticker for seconds seconds."""
quote_conn = iq.QuoteConn(name="pyiqfeed-Example-lvl1")
quote_listener = iq.VerboseQuoteListener("Level 1 Listener")
quote_conn.add_listener(quote_listener)
with iq.ConnConnector([quote_conn]) as connector:
all_fields = sorted(list(iq.QuoteConn.quote_msg_map.keys()))
quote_conn.select_update_fieldnames(all_fields)
quote_conn.watch(ticker)
time.sleep(seconds)
quote_conn.unwatch(ticker)
quote_conn.remove_listener(quote_listener)
def documents():
"""Get level 1 quotes and trades for ticker for seconds seconds."""
quote_conn = iq.QuoteConn(name="pyiqfeed-Example-lvl1")
quote_listener = iq.VerboseQuoteListener("Level 1 Listener")
quote_conn = iq.QuoteConn(name="pyiqfeed-Example-lvl1")
quote_conn.add_listener(quote_listener)
with iq.ConnConnector([quote_conn]) as connector:
all_fields = sorted(list(iq.QuoteConn.quote_msg_map.keys()))
quote_conn.select_update_fieldnames(all_fields)
quote_conn.watch(ticker)
import time
time.sleep(seconds)
