Releases · openfeed-org/sdk-python

20 Sep 20:08

mvberg

v1.4.0

67ed560

Python SDK for Openfeed v1.4.0 Latest

Latest

Added the following:

support for streaming and filtering User Defined Spreads (eg T8^UDS)
support for streaming Equity Options (eg AAPL^EO)
support for logon via JWT
added a global on_message callback/listener

UDS Example:

# subscribe to UDS an filter by type (optional)
of_client.add_symbol_subscription(
    "T8^UDS", callback=on_message, subscription_type=["QUOTE"], spread_type_filter=["RR", "JR"])

EO Example:

of_client.add_symbol_subscription("AAPL^EO", callback=on_message])

JWT Auth Example:

# new client with JWT
of_client = openfeed.OpenfeedClient("", "", jtw="YOUR_TOKEN")

Global Message Handler:

# add a global message handler for all incoming OF messages
of_client.on_message = lambda msg: print("Global Message:", msg)

Assets 2

04 Aug 15:56

mvberg

v1.3.0

4dc344f

Python SDK for Openfeed v1.3.0

This release includes the latest protos.

Assets 5

08 Jun 17:18

mvberg

v1.2.0

6055a26

Python SDK for Openfeed v1.2.0

This release exposes the option to set instrument_type on exchange subscriptions.

Note: Futures Spreads and Options must be explicitly requested.

See full list of InstrumentTypes here.

#subscribe to CME trades for Options and Futures
of_client.add_exchange_subscription("CME", callback=on_message, subscription_type=["TRADES"], instrument_type=["OPTION", "FUTURE"])

Assets 4

21 Sep 17:55

mvberg

v1.1.9

14ee57e

Python SDK for Openfeed v1.1.9

correctly fires instrumentDefinition callbacks on request_instruments_for_exchange

e.g.

def on_message(msg):
  if msg.WhichOneOf("data") == "instrumentDefinition":
    print("Instrument: ", msg)

of_client.request_instruments_for_exchange("AMEX", callback=on_message)

Assets 2