getting tick into DataFrame instead of printing it.

qtrader

If we have to use algo with the data from web socket we should analyse data.
def on_tick(tick, ws):
print(tick)
this only prints the trick data and I have modified the above to declaring a list and list.append(tick) but nothing works. I saw that someone using db_method but I think module obsolete with python 3 and above.

sujith

Hi,
Ticker will be on different thread, so it won't work. I would suggest you to directly write to database.

qtrader

@sujith : So you suggest to write to the sql database at the on_tick method?

sujith

Yes. I would suggest doing it.

naz

@qtrader might be useful to append the tick to pandas DataFrame object and use it from there. You will have to create that as global variable though.