Examples
- Onn BenZvi
The following provides short videos and code snippets demonstrating hello world level usage of the libraries.
Time and sales
Market depth
Submitting orders
Accessing graph data
Basic strategy development, combining market data and trading in one script
Time and Sales
from trade29.sc.bridge import SCBridge
# create the bridge object
bridge = SCBridge()
# subscribe to time and sales data
bridge.time_and_sales_request('xx')
# get access to the response queue
messages = bridge.get_response_queue()
# go into a while loop, wait for messages and print them out
while True:
msg = messages.get()
print(msg.df)
Market Depth
Supports
User defined x number of levels
Update frequency
Optional pulling/stacking data
Optional mbo data
from trade29.sc.bridge import SCBridge
bridge = SCBridge()
bridge.market_depth_request('xx', update_frequency=5000, include_pulling_stacking=True, include_mbo=True)
messages = bridge.get_response_queue()
while True:
msg = messages.get()
print(msg.df)
Order Management
# placing a market order every 30 seconds
from trade29.sc.bridge import SCBridge
import time
bridge = SCBridge()
while True:
print('placing order')
bridge.submit_order('xx', is_buy=1, order_type=0, attach_orders_sc_trade_window=1)
time.sleep(30)Graph Data Request
Graph Data Request Overview Video
Graph Data Request Demo Video
Hello World Snippet
Graph Data Request Documentation
Strategy 1
On the close of a bar, goes long if the bar closes down, goes short if the bar closes up
Demonstrates:
Subscribing to bar based data and using the graph_data_request api
Placing orders with the submit_order method
Using the request_id to handle messages from two sources
Creating a volume profile and finding the POC
SC provides a footprint chart that is built in “Volume by Price” data. This data is used for many things including for creating Volume Profiles.
This example demonstrates how to access this data from python, create volume profile and find the Point of Control (POC).
As background, you might want to see this overview video first: