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    Adriano
    @rsvp
    hi !
    Adriano
    @rsvp
    Happy New Year!
    Rishi
    @RishiPSingh_twitter
    Hi all - this is Rishi from Tiingo. Hyrdrosquall told me somebody in this repo may be trying to use Tiingo data as a replacement
    here to help! E-mail me any time at rishi@tiingo.com :)
    Adriano
    @rsvp
    @RishiPSingh_twitter hi Rishi, thanks for responding... yes, both the pandas-datareader and fecon235 projects are trying to find good data vendors for financial data. Please check out rsvp/fecon235#7 for details, and introduce yourself to our projects. We would greatly appreciate further Tiingo documentation on the API and lesser known features. Thanks again!
    Rishi
    @RishiPSingh_twitter
    Great will do so - some of the datafeeds are being opened up a bit more. I.e. crypto realtime data feed will be made public shortly (finalizing beta testing). Also will lend a hand in any optimizations I can do to help
    Adriano
    @rsvp
    @RishiPSingh_twitter The crypto realtime data feed will be a good distinguishing feature from other vendors. Please keep us posted.
    Rishi
    @RishiPSingh_twitter
    Will do - do you want beta access? let me know your tiingo username
    Rishi
    @RishiPSingh_twitter
    Here is what the output looks like:
    image.png
    I could arb it myself - thought about it, but i got into this business to help and build accessibility and knowledge. I keep repeating this to myself...
    Adriano
    @rsvp

    @RishiPSingh_twitter Thanks for your beta access offer, but I prefer to stay generic just so I can get the typical user experience. Easier for tests.

    Think of yourself as supplying both sides of the spread. You win from the friction in the market :sparkles:

    Rishi
    @RishiPSingh_twitter
    Apologies for the delay in implementation/looking over the repo. ive opened up the iex and crypto real-time apis to the free basic plan
    including websockets :) announcement to come shortly
    Plug in the websockets - its such an invigorating feeling
    Adriano
    @rsvp
    @RishiPSingh_twitter hi Rishi, that's fantastic, esp. the push websockets :shipit: with correct timestamps. Any thoughts on how you might be integrating the upcoming futures contracts at CME? Having real-time basis spread estimators would be real cool.
    Rishi
    @RishiPSingh_twitter
    CME requires it's own integration, wil require me to get a cross-connect there which doesn't cheap but is possible down the line. They do charge licensing so I will have to determine those docs once released
    They are known to be quite demanding when it comes to licensing fees. In the interim I'm looking at getting an FX feed that connects to all the banks. Should have more details on feasibility later this week
    Working hard to help the community. Start my days asking, "how much can I give and get away with it" which led to a decision yest evening to open up the WS to all. Unfortunately the costs are quite high for CME integration - more licensing costs than the technical costs. So that is the barrier, but if Tiingo keeps growing th way it is, should be possible.
    Adriano
    @rsvp
    Perhaps CME will waive licensing fees until open interest becomes sufficiently large. It's a race against Cboe.
    Rishi
    @RishiPSingh_twitter
    You are far more optimistic than I :smile:
    I kid - let's see - if so, I will work to get connectivity there.
    Rishi
    @RishiPSingh_twitter
    Hi @rsvp - I will have some time to get through the source code this weekend :) Will try to add Tiingo and create a pull request. Been busy testing the new APIs. Will also add websocket support. Given the number of websocket libraries, do you have any preference?
    Adriano
    @rsvp

    hi @RishiPSingh_twitter, the repo is designed around the pandas DataFrame format, and the notebooks are ideally replicable offline, so websockets for dynamic data would be secondary in importance. If you optionally include it though, it would be very instructive to many interested in online analysis and trading. I would be willing to write a tutorial, say, to demonstrate Kalman filtering.

    As for websocket preference, Tornado http://www.tornadoweb.org/en/stable/websocket.html is extremely reliable, performant, and the code is well-written. In fact, it is embedded into Jupyter.