Market Data

nayan_nandi

def on_ticks(ws, ticks):
# Callback to receive ticks.
logging.debug("Ticks: {}".format(ticks))

def on_connect(ws, response):
# Callback on successful connect.
# Subscribe to a list of instrument_tokens (RELIANCE and ACC here).
ws.subscribe([738561, 5633])

# Set RELIANCE to tick in `full` mode.
ws.set_mode(ws.MODE_FULL, [738561])
how to store on_ticks data response of 100 instruments in pandas dataframe with instrument name.

rakeshr

how to store on_ticks data response of 100 instruments in pandas dataframe with instrument name

You can look to this thread, to pass tick to another thread without blocking main thread and store data.