Mastering Python for Finance - Second Edition

Writing a class to store tick data

Write a class named TickData that represents a single unit of data received from a market data source with the following Python code:

class TickData(object):    """ Stores a single unit of data """    def __init__(self, timestamp='', symbol='',                  open_price=0, close_price=0, total_volume=0):        self.symbol = symbol        self.timestamp = timestamp        self.open_price = open_price        self.close_price = close_price        self.total_volume = total_volume

In this example, we are interested in storing the timestamp, symbol of the instrument, the opening and closing price, as well as the total volume traded. Detailed descriptions of a single unit of tick data, such as the highest price reached or last-traded volume, can be added as our system ...