fix_sample_market_data.py (15 lines of code) (raw):
###############################################################################
# This is minimalistic sample that illustrates how to subscribe for market data
###############################################################################
import sys
from fix_session import FixSession
from fix_session import MarketDataRequest
if __name__=='__main__':
if len(sys.argv) < 2:
print("Please specify config file parameter")
exit(1)
config_file = sys.argv[1]
session = FixSession(config_file)
session.start()
request = MarketDataRequest()
request.set_symbols(["BTCUSD"])
session.submit(request)
# wait for user to type something then stop session
command = input()
session.stop()