I want to download ticks data for 15000 tokens, how do I unscubscribe old tokens (not more than 3000) and subscribe to new 3000 tokens (4 times in a loop) for ticks data using the same connection.
I looked at documentation, but could not figure out.
@rakeshr Mr. Rakesh Ranjan - You are a champion! You possess extraordinary talent with eagle eye for precision!
I was going bonkers over this for over a month, got it working today.
Thanks a million Chief, You got me out of a rabbit hole on this!
reproducing code below, in case someone needs help on same issue in future:
while True: def on_ticks(ws, ticks): logging.debug(f"inside while loop, Current mode: {ticks[0]['mode']}")
for symbol, tokens in tokens_dict.items(): # format of tokens_dict is {"symbol" : [instrument_tokens]} # symbol is name, not tradingsymbol, [instrument_tokens] is a python list ws.subscribe(tokens) # before kws.connect, create tokens = [some tokens] for kws.connect to work from earlier statements logging.info(f"downloading ticks for {symbol}") TickProcess(ticks) ws.unsubscribe(tokens)
# kws.on_ticks = on_ticks
def TickProcess(ticks): tick_data.append(ticks) # rest of your working on ticks goes hereon kws.on_ticks = on_ticks
I was going bonkers over this for over a month, got it working today.
Thanks a million Chief, You got me out of a rabbit hole on this!
reproducing code below, in case someone needs help on same issue in future:
while True:
def on_ticks(ws, ticks):
logging.debug(f"inside while loop, Current mode: {ticks[0]['mode']}")
for symbol, tokens in tokens_dict.items():
# format of tokens_dict is {"symbol" : [instrument_tokens]} # symbol is name, not tradingsymbol, [instrument_tokens] is a python list
ws.subscribe(tokens) # before kws.connect, create tokens = [some tokens] for kws.connect to work from earlier statements
logging.info(f"downloading ticks for {symbol}")
TickProcess(ticks)
ws.unsubscribe(tokens)
# kws.on_ticks = on_ticks
def TickProcess(ticks):
tick_data.append(ticks)
# rest of your working on ticks goes hereon
kws.on_ticks = on_ticks