looking for a plan that's something like: subscribing to any dynamically selected 10 tickers at any given time without having to subscribe for the whole mkt. would that be possible?
import databento as db
client = db.Live(key="YOUR_API_KEY")
# Subscribe to 3 specific symbols
client.subscribe(
dataset="XNAS.ITCH",
schema="trades",
symbols=["NVDA", "AAPL", "SPY"],
)
# Subscribe to the entire feed (all symbols)
client.subscribe(
dataset="XNAS.ITCH",
schema="trades",
symbols="ALL_SYMBOLS",
)
Yes you can just specify whatever you want in your subscription request:
Code:import databento as db client = db.Live(key="YOUR_API_KEY") # Subscribe to 3 specific symbols client.subscribe( dataset="XNAS.ITCH", schema="trades", symbols=["NVDA", "AAPL", "SPY"], ) # Subscribe to the entire feed (all symbols) client.subscribe( dataset="XNAS.ITCH", schema="trades", symbols="ALL_SYMBOLS", )