NxCore 1.0.0

NxCore Python wrapper. Requires the native NxCore library.

NxCore Python Wrapper

Process the NxCore market data feed and historical tape files. Requires the native NxCore Library(libnx.so, libnx.dylib, or NxCoreAPI64.dll depending on the operating system). Documentation can be found online or using docstrings(i.e. print(NxCore.ProcessTape.__doc__)).

Quick Start

pip install NxCore

Download and extract the demo.
Change directory to extracted folder and run:

import NxCore

def OnNxCoreCallback(NxCoreSys, NxCoreMsg):
    if NxCoreMsg.MessageType == NxCore.NxMSG_TRADE:

        header = NxCoreMsg.coreHeader
        symbol = header.pnxStringSymbol.String
        timestamp = header.nxExgTimestamp

        trade = NxCoreMsg.coreData.Trade
        price = NxCore.PriceToFloat(trade.Price,trade.PriceType)
        size = trade.Size

        print("Trade for {} at {:02d}:{:02d}:{:02d} for {} shares at ${:.2f}" \
            .format( symbol, timestamp.Hour, timestamp.Minute, timestamp.Second, size, price))
    return NxCore.NxCALLBACKRETURN_CONTINUE

#NxCoreAPI64.dll for Windows, libnx.so for x86 linux, libnx_aarch64.so for aarch64 linux, or libnx.dylib for macOS
if NxCore.LoadNxCore("NxCoreAPI64.dll"):
    returnValue = NxCore.ProcessTape("demo.XU.nx2", 0, 0, 0, OnNxCoreCallback)
    NxCore.ProcessReturnValue(returnValue)
else:
    print("loading library failed")

Further examples and more detailed guides can be found on the NxCore Getting Started Webpage.

Full Installation

pip install NxCore

Download the latest Native Libraries.
Download an NxCore Sample tape.