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.

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for Nanex from gravatar.com Nanex

Credits

Author: Nanex LLC

License

BSD 3-Clause

Requires

Python >=3.7

Tags

Nanex NxCore NxCoreAPI libnx stock stocks option options future futures tick market data feed wrapper nx2 nx3

Classifiers

Report project as malware

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1.0.1 This release

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1.0.0

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