Sample Python Code for Streaming Data

leopold · November 6, 2019, 5:04am

Is there a place where I can find functioning, sample Python codes for streaming market data?

Thanks.

leopold · November 7, 2019, 2:41pm

Found it inside the alpaca-trade-api-python package:

alpacahq/alpaca-trade-api-python/blob/master/examples/simpleStream.py

#!/usr/bin/env python

import os
import sys
import pprint
import asyncio
import logging
import argparse

import pandas as pd

from datetime import datetime

from alpaca_trade_api import StreamConn

# For some fun colors...
from colorama import Fore, Style, init as ColoramaInit


ColoramaInit(autoreset=True)

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Very useful.

hitoshi · November 11, 2019, 9:03am

Yup, glad you found it. Let us know what kind of tutorial would be helpful, any time!

edkb · November 16, 2019, 3:42am

Hey guys, is there any other way for streaming data without the polygon API? I found IEX API a good alternative but was unable to stream data from it as far as I tried to. I’m trying to run Hitoshi’s scalping algo as a non-US citizen and that’s is preventing the code to run.
Thanks

Randy_McClellan1 · July 6, 2020, 9:00pm

I would love to see a simple tutorial that takes a list of symbols and shows how to get quote prices from them, maybe print the symbol and quote prices to the screen for beginners.

Thanks if anyone would be willing to help, never used stream before and this would be very helpful!

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Sample Python Code for Streaming Data

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