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DataStore.replay

Python

Call a function with each record, in time order. Iterating the store gives the same records.

Parameters

callback Callable[[dict], object] required

Called with each record (a dict).

Returns

None

None.

API method
DataStore.replay(
    callback: Callable[[dict], object],
) -> None
Example usage
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import briskapi

client = briskapi.Historical()
data = client.timeseries.get_range(
    dataset="XTKS.BRISKDEMO",
    symbols=["7203"],
    schema="trades",
    start="2021-09-27T09:00",
    end="2021-09-27T09:00:05",
)
data.replay(lambda record: print(record["ts_event"], record["price"], record["size"]))
Example responseCaptured from the demo
2021-09-27 00:00:00.072765+00:00 10155.0 305500
2021-09-27 00:00:00.327866+00:00 10155.0 400
2021-09-27 00:00:00.801729+00:00 10155.0 700
2021-09-27 00:00:00.803944+00:00 10160.0 100
2021-09-27 00:00:00.817904+00:00 10150.0 100
2021-09-27 00:00:00.876274+00:00 10160.0 100
2021-09-27 00:00:01.671092+00:00 10160.0 100
2021-09-27 00:00:02.104003+00:00 10160.0 100
2021-09-27 00:00:02.168343+00:00 10160.0 5400
2021-09-27 00:00:02.176897+00:00 10155.0 100
2021-09-27 00:00:02.176897+00:00 10150.0 400
2021-09-27 00:00:02.183538+00:00 10155.0 100
2021-09-27 00:00:02.186961+00:00 10160.0 100
2021-09-27 00:00:03.038753+00:00 10160.0 100
2021-09-27 00:00:03.038753+00:00 10165.0 100
2021-09-27 00:00:03.068028+00:00 10160.0 100
2021-09-27 00:00:03.068028+00:00 10165.0 100
2021-09-27 00:00:03.824183+00:00 10160.0 400
2021-09-27 00:00:04.746295+00:00 10150.0 100
2021-09-27 00:00:04.817684+00:00 10155.0 100