Basic example of using live OHLCV data from Databento

live_ohlcv.py

import databento as db


@singledispatch
def dbn_handler(_: db.DBNRecord):
    pass

@dbn_handler.register
def _(sym: db.SymbolMappingMsg):
    instrument_id = sym.instrument_id
    symbol = sym.stype_in_symbol
    print(f"{symbol} has an instrument ID of {instrument_id}")

@dbn_handler.register
def _(ohlcv : db.OHLCVMsg):
    o = ohlcv.open
    h = ohlcv.high
    l = ohlcv.low
    c = ohlcv.close
    v = ohlcv.volume
    # TODO: Do something with the data
    print(o, h, l, c, v)

@dbn_handler.register
def _(error: db.ErrorMsg):
    print(f"ERROR: {error.err}")

live_client = db.Live()

live_client.subscribe(
    dataset="DBEQ.BASIC",
    schema="ohlcv-1m",
    symbols=["AAPL"],
)

live_client.add_callback(dbn_handler)
live_client.block_for_close()