pINET

If you're looking for a Python interface for the NASDAQ INET XML service, pINET is a great solution. With pINET, you can access real-time stock orders, executions, and statistics that will be vital to your investment strategy.

Installing pINET is fairly simple. All you need to do is place pINET.py in the directory where your source code resides. You can also put it in site-lib if you prefer, though there's no setup.py yet. After that, replace the token variable with your INET developer token and import pINET.

Once you have pINET set up, you'll be able to use a range of functions to get the information you need. For single-threaded applications, you can use the requestOrders, requestExecs, and requestStats functions. The requestOrders function returns up to 50 open orders on both sides, while the requestExecs function returns the last 100 INET executions. The requestStats function returns open, booked, and matched share statistics.

For multi-threaded applications, you can use the RequesterThread class to run requests in parallel. When you run a RequesterThread object, it will return the job ID. You can then use the ID to access the results in the pINET.jobQueue dictionary.

The latest release of pINET has a number of new features to make it even more user-friendly. The Top List API has been implemented, and the source code is fully documented with examples through pydoc. The release also includes a setup.py install script and unit.py test script for easier installation and testing. Finally, there's even a beta Tk interface that allows you to track the top volume list and any NASDAQ symbol, with price, ask and bid, volume, and a five-day graph all displayed.