Openfeed

Latest version: v1.4.0

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1.4.0

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:

python
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:

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


JWT Auth Example:

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


Global Message Handler:

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

1.3.0

This release includes the latest protos.

1.2.0

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](https://docs.barchart.com/openfeed/#/proto?id=instrumentdefinitioninstrumenttype).

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

1.1.9

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)

1.1.8

reduce logging noise and fix `on_close` method signature.

1.1.6

Support subscriptions by symbol aliases, e.g. ES*0, ESM21, etc.

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