How to keep pulling quote forever? Details on how the streamer works?

[perigvennetier]

Hi, I am starting to get a little the hang of the code except for the async part which I am still learning how to use. I am able to run the example code but I can't get the main_loop to keep looping, retrieving quotes forever. I have this block of code to get the quotes:

# Get quotes
print('Getting quotes...')
sub_values = {
    "Quote": ["SPY", "PEP", "AAPL"]
}
await streamer.add_data_sub(sub_values)
async for item in streamer.listen():
    # LOGGER.info('Received item: %s' % item.data)
    for quote in item.data:
        print(f"Ticker: {quote['eventSymbol']}, Bid: {quote['bidPrice']}, Ask: {quote['askPrice']}")
await asyncio.sleep(1)

I thought this would just keep looping, pulling the quotes until stopped but it seems to run once and then just sits there. I am probably forgetting to tell the loop to keep requesting the data.

Any pointers of examples of looping with async and on how the streamer works in more details?

Thanks!

[perigvennetier]

Here are a couple of things I found it that helps someone else.

async for item in streamer.listen():

This will not run properly during off hours it seems. When market is closed, this will return the requested values once and then will just wait but not get any new values. It will work properly (meaning keep pulling data) during market hours.

Here is an example that I made inside the main_loop() that allows to keep pulling data during off hours and store the data in a pandas data frame. You will need to install pandas and import. Not sure if this is clean but it works. It also works during normal hours.

     import pandas as pd

    # Example to keep collection quotes every 1 second until we have 10 data points
    # Kind of a hack of the streamer as it stops streaming during off hours it seems (but can get 1 set of values)
    # Storing in pandas dataframe for simplicity
    quotes = pd.DataFrame()
    while 1:
        await streamer.add_data_sub(streamer_list)
        # fetch the current data one time via streamer
        streamer_data = []
        async for item in streamer.listen():
            print("--------------")
            streamer_data.extend(item.data)
            for data in item.data:
                qd_df = pd.DataFrame.from_dict([data])
                qd_df['eventTime'] = datetime.now()
                quotes = quotes.append(qd_df)
                # dataframe entry can be converted to Quote() object
                qd = Quote(qd_df.iloc[0, :].to_dict())
                print(f'Received a total of {quotes.__len__()} quotes total so far.')
            print("--------------")
            streamer_data = []
            if quotes.__len__() >= 3:
                await streamer.reset_data_subs()
                print('pausing...')
                await asyncio.sleep(1)
                print('continuing...')
                break
        if quotes.__len__() >= 30:
            await streamer.reset_data_subs()
            break