Realtime streaming data for pairs or symbols

[SirNewton 3]

I need to get the real-time data for pairs or symbols. Both Ask and Bid. I need to process that in either Python or NodeJS.

Can you please provide the information to accomplish that? Or point me to the right location.

If you have multiple ways of getting these data, please provide them and I will decide which works best for me.

Thanks.

[Physicsman 25]

Hello,

Our API documentation site is currently down but should be back online in the next few days. In the meantime, you can refer to the API documentation as a PDF in the attached file.

 CIAPI User Guide.pdf

In answer to your question, you'll have to subscribe to the live prices stream using the third party LightStreamer API. You can find documentation for the Lighstreamer API at: https://lightstreamer.com/doc. You'll also need to download the correct Lightstreamer client development kit (CDK) for the programming language you are using, and that matches the Lightstreamer version we have on our servers (v7.03). CDKs for v7.03 at: https://lightstreamer.com/download/#ls70.

Kind Regards, PM

 

Quote

The streaming API portion enables you to receive live real-time data streams for things such as market prices, news headlines, and account margin information.

Real-time data is delivered from our servers through the use of long lived polling HTTP subscriptions to specific channels. The streams of real-time data that can be pushed to users are: prices, news headlines, client account margin, orders, and quotes. The streams are exposed using the third party Lightstreamer protocol, and require the use of the latest Lightstreamer client library.

(Documentation, information and Lightstreamer client libraries can be accessed and downloaded from the Lightstreamer website here. A good place to start is General Concepts followed by Network Protocol Tutorial.)

Long lived polling means that the data request rests on the server until an event is triggered, such as the arrival of data or a timeout occurring. Once an event is triggered, the request activates and sends a full response to the client.

Various adapters are provided to enable subscription to the streams. The streams are grouped into adapters as follows:

• STREAMINGALL adapter
  • PRICES
  • NEWSHEADLINES
  • CLIENTACCOUNTMARGIN
  • TRADEMARGIN
  • ORDERS
  • QUOTES

  • TRADINGACCOUNTMARGIN (this stream is only applicable to the GTS back-end)

     

• CITYINDEXSTREAMINGDEFAULTPRICES adapter
  • DEFAULTPRICES

 

In the Reference section of this documentation, the Streaming Data topic book provides stream and parameter information for the available channels.

To receive streaming prices from the API, a few pre-requisites must be filled:

1. An account on the appropriate environment, whether "Live" or "Pre-Prod".
2. A client UI that can perform the login by creating a session (POST a Session) on the trading API address of the appropriate environment for the account.
   • https://ciapi.cityindex.com/tradingapi/ (Live).

   • https://ciapipreprod.cityindextest9.co.uk/TradingApi (Pre-Prod).

      

3. The client UI must then subscribe to Lightstreamer so that it can receive the live prices. Note: subscribing to the real-time data streams requires authentication information to subscribe.
   
   The credentials are your account user name and the password is the Session ID received when logging into the REST part of the API.
    
   • https://push.cityindex.com/ (Live).
   • https://pushpreprod.cityindextest9.co.uk (Pre-Prod).

 

[SirNewton 3]

Thank you Physicsman for your response. I am not familiar with lightstreamer. Will look into the PDF and links you gave to read up on it.

Any plans on setting up a Kafka server to stream out the data? In that way, I can subscribe to the pairs topic. I have been using Kafka for doing something similar and it works perfectly.

[SirNewton 3]

Regarding REST Streaming APIs:

https://ciapi.cityindex.com/tradingapi/ (Live)

https://ciapipreprod.cityindextest9.co.uk/TradingApi (Pre-Prod)

https://push.cityindex.com/ (Live)

https://pushpreprod.cityindextest9.co.uk (Pre-Prod)

Are the rates same (actual) when using Live or Pre-Prod?

Any delay differences between using Live or Pre-Prod?

How many rate refreshes each second on the API's? Any differences here, between Live and Pre-Prod?

[SupereeDuperee 6]

I have created a C# .NET Console app that collects streaming rates (and saves to database). If you are interested I can share my code. 

[SupereeDuperee 6]

Also DO NOT USE the Pre-Prod URL - that has been deprecated. Use the LIVE Url for both DEMO and Live accounts.

[Physicsman 25]

Hi SirNewton,

We don't have any plans to add an apache Kafka streaming server. 

As Superee already mentioned, please only use the LIVE URLs. References to Pre-production are going to be removed from the documentation during the next refresh as that is now purely an internal environment only.

Kind Regards, PM

[SirNewton 3]

Thanks for the info @Physicsman. I will use the Live URL.

Hello @SupereeDuperee, Yes, please share your code. Would really appreciate that.

[SupereeDuperee 6]

I hope this link works. Visual Studio 2017/19 Solution Folder Ziipped .

https://drive.google.com/file/d/1SavnJe6f_NRFE5-LYV9arewd893d7AdP/view?usp=sharing

I created a Class to hold the rate info, and a List of that Rate Info Class - which keeps latest rate info , along with showing rates on the screen.

[SirNewton 3]

Thanks Superee. Even though, I wrote my code in Python, your code was a good reference on what to do in the subscription.

I successfully wrote everything in Python, but looking at the demo code given by Lightstreamer, I noticed that the error handling was pretty lacking.

Those that are doing their code in Python, I suggest you do something like below:

    subscription.addlistener(on_item_update) # Adding the "on_item_update" function to Subscription    
    sub_key = lightstreamer_client.subscribe(subscription) # Registering the Subscription
    try:
        wait_for_input()        
        lightstreamer_client.unsubscribe(sub_key) # Unsubscribing from Lightstreamer by using the subscription key        
        lightstreamer_client.disconnect() # Disconnecting Lightstreamer      
        kafka_producer_obj.close()  # Close Apache Kafka
    except KeyboardInterrupt:
        lightstreamer_client.unsubscribe(sub_key)
        lightstreamer_client.disconnect()
        kafka_producer_obj.close()
        print('Manual break by user')
    except Exception as e:
        lightstreamer_client.unsubscribe(sub_key)
        lightstreamer_client.disconnect()
        kafka_producer_obj.close()
        print(e)

You can ignore the "kafka_producer_obj.close()". I have that because, I also use Kafka and need to close the connection on that too.

 

[SirNewton 3]

In the demo: https://github.com/Lightstreamer/Lightstreamer-example-StockList-client-python/blob/master/src/stock_list_demo.py

I would also suggest changing:

def wait_for_input():

input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \

LIGHTSTREAMER"))

To something like this:

    def wait_for_input():
        while True: 
            try:
                q = input("{0:-^80}\n".format("Press q than Enter to Unsubscribe and Disconnect from Lightstreamer"))
                if q == 'q': break
            except: break

With the way it was written originally anytime you hit Enter it would exit. This way you can press 'q' than Enter to exit. Better control.