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Market.frames

Python

Every batch (frame) of a recording: clocks, local timing, skipped issues, quote and trade counts.

Returns

Table

A Table, one row per batch.

API method
briskapi.Market().frames() -> Table
Example usage
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import briskapi

briskapi.load("recordings/demo")   # or briskapi.connect() for live
frames = briskapi.Market().frames().to_pandas()
print(frames[["seq", "type", "time", "quote_count", "trade_count"]].head())
Example responseCaptured from the demo
   seq       type                             time  quote_count  trade_count
0    0  bootstrap 2021-09-27 08:59:59.999955+09:00         4131            0
1    1     quotes 2021-09-27 09:00:00.009934+09:00          588            0
2    2     quotes 2021-09-27 09:00:00.019972+09:00          594            0
3    3     quotes 2021-09-27 09:00:00.029661+09:00         1257            0
4    4     quotes 2021-09-27 09:00:00.039928+09:00         1179            0