twelvedata/twelvedata-python

[Bug] Websocket price update events don't include mic_code

stephenrs opened this issue · 1 comments

stephenrs commented

Describe the bug

Websocket price events look like this:

{"event":"price","symbol":"NSEI","currency":"INR","exchange":"NSE","type":"Index","timestamp":1675751257,"price":17739.7}

Please note that mic_code is not included. So, you can subscribe based on mic_code, and confirm that the subscription was successful based on mic_code, but you can't handle new trades/prices using mic_code.

To Reproduce

Subscribe to any instrument and observe the subsequent price events.

Expected behavior

Price update events should include mic_code...otherwise, there really is no point in using mic_code to initiate and confirm the subscription. This is important for resolving potential ambiguities with certainty since exchange names are not unique.

Additional context

Also see #61

midasSSS commented

mic_code has been added to price events.