ITCH API Reference¶

Itch¶

class nasdaq_protocols.itch.ItchMessageId(indicator)¶

Bases: Serializable

Parameters:: indicator (int)

classmethod from_bytes(bytes_)¶

unpack the object from binary format.

Parameters:: bytes_ (bytes)
Return type:: tuple[int, ItchMessageId]

to_bytes()¶

pack the object to binary format.

Return type:: tuple[int, bytes]

class nasdaq_protocols.itch.Message(record=None)¶

Bases: CommonMessage

MsgIdClass¶: alias of ItchMessageId

async nasdaq_protocols.itch.connect_async(remote, user, passwd, session_id, sequence=0, session_factory=None, on_msg_coro=None, on_close_coro=None, client_heartbeat_interval=10, server_heartbeat_interval=10)¶

Connect to the ITCH server.

Parameters:

remote (tuple[str, int]) – tuple of host and port
user (str) – Username to login
passwd (str) – Password to login
session_id – Name of the session to join [Default=’’] .
sequence (int) – The sequence number. [Default=1]
session_factory (Callable[[SoupClientSession], ClientSession] | None) – Factory to create a SoupClientSession.
on_msg_coro (Callable[[Type[Message]], Awaitable[None]] | None) – callback, message from server.
on_close_coro (Callable[[], Awaitable[None]] | None) – callback, connection closed .
client_heartbeat_interval (int) – seconds between client heartbeats.
server_heartbeat_interval (int) – seconds between server heartbeats.

Returns:

SoupClientSession

Itch Session¶

class nasdaq_protocols.itch.session.ItchSessionId(soup_session_id=None)¶

Bases: object

Parameters:: soup_session_id (SoupSessionId)

class nasdaq_protocols.itch.session.ClientSession(soup_session, on_msg_coro=None, on_close_coro=None, closed=False, session_id=None, close_event=None, message_queue=None)¶

Bases: object

Parameters:

soup_session (SoupClientSession)
on_msg_coro (Callable[[Type[Message]], Awaitable[None]])
on_close_coro (Callable[[], Awaitable[None]])
closed (bool)
session_id (ItchSessionId)
close_event (Event)
message_queue (DispatchableMessageQueue)

soup_session: SoupClientSession¶

on_msg_coro: Callable[[Type[Message]], Awaitable[None]]¶

on_close_coro: Callable[[], Awaitable[None]]¶

closed: bool¶

async receive_message()¶

Asynchronously receive a message from the itch session.

This method blocks until a message is received by the session.

async close()¶: Asynchronously close the itch session.

classmethod decode(bytes_)¶

Decode the given bytes into an itch message.

Parameters:: bytes_ (bytes)

log = <Logger ClientSession (WARNING)>¶

Itch Messages¶

class nasdaq_protocols.itch.core.ItchMessageId(indicator)¶