xignite – Xignite reference

Feeds

class pyalgotrade.xignite.barfeed.LiveFeed(apiToken, identifiers, frequency, apiCallDelay=30, maxLen=1024)

Bases: pyalgotrade.barfeed.BaseBarFeed

A real-time BarFeed that builds bars using XigniteGlobalRealTime API (https://www.xignite.com/product/global-real-time-stock-quote-data/).

Parameters:
  • apiToken (string.) – The API token to authenticate calls to Xignine APIs.
  • identifiers (list.) – A list with the fully qualified identifier for the securities including the exchange suffix.
  • frequency – The frequency of the bars. Must be greater than or equal to bar.Frequency.MINUTE and less than bar.Frequency.DAY.
  • apiCallDelay (int.) – The delay in seconds between the bar’s close and the API call. This is necessary because the bar may not be immediately available.
  • maxLen (int.) – The maximum number of values that the pyalgotrade.dataseries.bards.BarDataSeries will hold. Once a bounded length is full, when new items are added, a corresponding number of items are discarded from the opposite end.

Note

Valid exchange suffixes are:

  • ARCX: NYSE ARCA
  • CHIX: CHI-X EUROPE LIMITED
  • XASE: NYSE MKT EQUITIES
  • XNAS: NASDAQ
  • XNYS: NEW YORK STOCK EXCHANGE, INC

Table Of Contents

Previous topic

Xignite support

Next topic

Xignite Example

This Page