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()