Module market_data 

APIs for retrieving market data Market data types and functionality

Modules

historical

Historical market data models and client APIs. Historical market data API.

realtime

Real-time streaming market data helpers. Real-time market data API.

Enums

IgnoreSize

Whether a tick-by-tick subscription should drop tick size information.

MarketDataType

Market data type for switching between real-time and frozen/delayed.

SmartDepth

Whether a market-depth subscription aggregates rows across exchanges.

TradingHours

Specifies whether to include only regular trading hours or extended hours