Overview
ICE Connect – Python lets users access ICE Data Services market data directly within a Python environment. It runs on the icepython library and uses the existing ICE XL installation to handle authentication and entitlements, so developers get the same datasets as the Desktop application, with the added ability to work with the information programmatically.
It handles a range of data requests: snapshot quotes, time series, and time and sales data. It also includes metadata, symbol, and field lookup functions so users can find available content. Other requests control publisher connections and subscriptions, which gives clients flexibility over how data is handled in the user’s custom environment. These ICE Connect – Python functions let users work ICE market data into their own analytics, research, and automated workflows.