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Introduction

This is small example of how to retrieve and parse realtime market feed from VNDIRECT service. Check main.py for sample code. Check parser.py for detail fields of each message.

Message types

SP="StockPartial"

This message is sent whenever there is a match. Stock partial là trả về dữ liệu stock

BA="BidAsk"

This message is sent whenever there is a change in top 3 bid or ask prices. Generally you will see this message a lot more than SP. Bid: là giá chào mua, Ask: giá chào bán,

DE="DerivativeOpt"

This message is for derivative market feed. The difference is there is top 10 bid or ask prices instead of just 3 like in cash market. Derivative là các thông tin về giá phái sinh.

MI="MarketInformation"

This message carries update for index. 02: HNX - 03: UPCOM - 12: HNX30 10: VNINDEX - 11: VN30 - 13: VNXALL