How to bulk fetch of 100 or 200 instruments data

nayan_nandi

Hi I am new to python and API applications but Technical Analysis is my domain. I look forward to help / guidance till data receiving and management. I have read most of the discussions in the category Websocket and Python client and gained some understanding on that. I have few silly and basic questions, if someone can take pain to answer –

1. How to bulk fetch real time data of 100 or 200 instruments open high low close volume and store that data in a variable using pandas dataframe with instrument name. Just like we fetch open high low close volume data of 100 stocks from Google Finance and save it in Excel.
Instrument Open High Low Close Volume
BEL 452 451 400 432 324105
ITC 105 112 101 104 451204
BHEL 93 95 90 93 452584
ACC 758 756 711 732 821042


2. How to handle this data efficiently for taking less time to execution.
Will be grateful if I get directed with some hints/references.

rakeshr

@nayan_nandi

How to bulk fetch real time data of 100 or 200 instruments open high low close volume

You can use Websocket Streaming to fetch market depth data upto 3000 instruments. Refer python websocket example code here.

How to handle this data efficiently for taking less time to execution

Always pass on all the computation/operations to the new thread instead of blocking the main tick thread. Go through this discussion with examples for the same.