trade29.sc.commands.TimeAndSalesResponse

class trade29.sc.commands.TimeAndSalesResponse(request, response)

A response containing incremental time and sales data.

Attributes

request_id	(int) The request ID associated with this response.
request	(MarketDepthRequest) The request passed through the SCBridge to get this response.
rdata	(dict) The raw data from the T29-SC-dX DLL as a dictionary.

Methods

as_df()

Returns a DataFrame with columns for DateTime and TimeAndSales.