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Market.trades

Python

Every security's trades in time order, from the loaded recording or live feed.

Parameters

start str | datetime | None optional

From this JST time.

end str | datetime | None optional

Until this JST time.

raw bool optional = False

BRiSK's own fields.

Returns

Table

A Table of trades.

API method
briskapi.Market().trades(
    start: str | datetime | None = None,
    end: str | datetime | None = None,
    raw: bool = False,
) -> Table
Example usage
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import briskapi

briskapi.load("recordings/demo")   # or briskapi.connect() for live
trades = briskapi.Market().trades(end="09:00:00.1").to_pandas()
print(trades[["code", "time", "price", "quantity", "side"]].head())
Example responseCaptured from the demo
   code                             time    price  quantity  side
0  1570 2021-09-27 09:00:00.061377+09:00  17300.0    132271   buy
1  1357 2021-09-27 09:00:00.061508+09:00    367.0   1315414  sell
2  4098 2021-09-27 09:00:00.062243+09:00   1970.0      2200   NaN
3  4176 2021-09-27 09:00:00.062262+09:00   1601.0      5700  sell
4  7367 2021-09-27 09:00:00.062287+09:00   1101.0       200   NaN