BBO RPC provides a realtime best bid/offer stream for all symbols.
import grpc import common_pb2 import market_data_pb2_grpc def stream_bbo(): channel = grpc.secure_channel('mds.pfex.io:443', grpc.ssl_channel_credentials()) stub = market_data_pb2_grpc.MarketDataServiceStub(channel) for bbo in stub.GetBbo(common_pb2.Empty()): print(bbo) if __name__ == '__main__': stream_bbo()
symbol: "NVDA-USD" timestamp { seconds:1746989556 nanos:92588003 } bids { price:116.1 quantity:6.882 } asks { price:116.7 quantity:6.847 } sequence: 7262686