📡 Nasdaq Protocols Python Library

nasdaq-protocols contains client-side implementations of the various publicly available protocols used across the Nasdaq ecosystem.

This package provides only the core implementations -- message serialization, deserialization, message validation and session handling. It does not ship any concrete application messages exchanged between client and server: those are application/protocol-specific and are defined by the user of this library by extending the base message classes provided here.

📚 Full documentation: nasdaq.github.io/nasdaq-protocols

✨ Supported protocols

Application-specific messages for any of the protocols above are defined by generating a new companion package with the bundled nasdaq-protocols-create-new-project CLI -- see the Create New Project guide.

🚀 Quickstart

pip install nasdaq-protocols

import asyncio
from nasdaq_protocols import soup


async def main():
    session = await soup.connect_async(
        ('hostname', 1234),
        'username',   # max 6 characters
        'password',   # max 10 characters
        sequence=1,   # 0 = from HEAD, 1 = from start, n = from sequence n
    )
    message = await session.receive_msg()
    print(message)
    await session.close()


asyncio.run(main())

See the User Guide for a walkthrough of each protocol, and the Create New Project guide for defining your own application messages.

⚡ Performance

For improved throughput, install the optional performance dependencies:

pip install nasdaq-protocols[performance]

This installs uvloop (Linux/macOS only), which provides ~4-5x faster event loop scheduling.

To activate it, call early in your application before any asyncio work:

from nasdaq_protocols.common import use_fast_loop
use_fast_loop()

If uvloop is not installed, use_fast_loop() is a no-op.

🛠️ Contributing

Contributions are welcome! See CONTRIBUTING.md for the development workflow, and the Developer's Guide for more detail.

📄 License

This project is licensed under the MIT License.

📝 Changelog

See CHANGELOG.md for release history.