Alpaca data stream

 # Be sure to pip install websocket-client

# Details: https://pypi.org/project/websocket-client/

import websocket

import numpy as np

import pandas as pd

import matplotlib.pyplot as plt

from pyxtension.Json import Json

import numpy as np  

from datetime import datetime

def on_message(ws, message):

    #message = message.replace('[','').replace(']','')

    x = message.replace('[','').replace(']','')

    if x.find("sym") > 0:

        x = x.replace('[','').replace(']','')

        print (x)

        y = Json(x)

        #print(y.sym)

        open  = y.open

        close = y.close

        high = y.high

        low = y.low

        vw = y.vw

        volumn = y.volumn

        timestamp = str(y.s)

        timestamp = timestamp[0:10]

        timestampEnd = str(y.e)

        timestampEnd = timestampEnd[0:10]

        dateBeg =  datetime.fromtimestamp(int(timestamp))

        dateEnd =  datetime.fromtimestamp(int(timestampEnd))

        global dfObj

        dfObj = dfObj.append({'Open':open, 'High':high, 'Low':low, 'Close':close, 'Volumn':volumn,'VW':vw,'Date': dateBeg, 'Date_end': dateEnd }, ignore_index=True)

        trows = len(dfObj.index)

        print("cnt:", trows)

def on_error(ws, error):

    print(error)

def on_close(ws):

    #print("### closed ###")

    f.close

def on_open(ws):

    ws.send('{"action":"auth","params":"XXXX"}')

    ws.send('{"action":"subscribe","params":"A.AAPL"}')

f = open("demofile.txt", "a")

dfObj = pd.DataFrame(columns=['Open', 'High', 'Low','Close', 'Volumn', 'VW', 'Date', 'Date_end'])

print("Empty Dataframe ", dfObj, sep='\n')

dfObj = dfObj.set_index(pd.DatetimeIndex(dfObj['Date']))

if __name__ == "__main__":

    # websocket.enableTrace(True)

    ws = websocket.WebSocketApp("wss://socket.polygon.io/stocks",

                              on_message = on_message,

                              on_error = on_error,

                              on_close = on_close)

    ws.on_open = on_open

    ws.run_forever()