dxFeed market indicators: events and fields

[algo0749]

Hello to everyone.

It's possible to get data from marketindicators($DVOL) with this API. I was trying but at the moment doesn't work.

The documentation is here:

https://kb.dxfeed.com/en/data/calculated-data/access-to-dxfeed-market-indicators.html

Thanks

[algo0749]

I tried this, but for market indicators like $DVOL it doesn't work, it does for stocks.

start_time = datetime(2026, 2, 12) 
async with DXLinkStreamer(session) as streamer:
    await streamer.subscribe_candle(['$DVOL{=h,tho=true,a=m}'], '1h', start_time,extended_trading_hours=True)
    async for candle in streamer.listen(Candle):
        print(candle.model_dump())

If you connect to tastytrade via the web and get the $Dvol candles, you can see that it works correctly in the developer tool.

Here an example:

Any Idea. Thanks

[Graeme22]

I tried this, but for market indicators like $DVOL it doesn't work, it does for stocks.

start_time = datetime(2026, 2, 12) 

async with DXLinkStreamer(session) as streamer:

    await streamer.subscribe_candle(['$DVOL{=h,tho=true,a=m}'], '1h', start_time,extended_trading_hours=True)

    async for candle in streamer.listen(Candle):

        print(candle.model_dump())

If you connect to tastytrade via the web and get the $Dvol candles, you can see that it works correctly in the developer tool.

Here an example:

Any Idea. Thanks

That's interesting, I would've thought this wasn't supported!

Can you try adding these lines and posting the output? And make sure you're using exactly the same parameters that worked for you on the web tool.

import logging
logging.basicConfig(level=logging.DEBUG)

[Graeme22]

One problem you have is passing "$DVOL{=h,tho=true,a=m}" which is incorrect, the SDK abstracts out those parameters (which is why you're passing the timeframe and extended_trading_hours parameters). It should be just "$DVOL"

[Graeme22]

I dug a bit deeper into this and I think it's not supported. The open API streamer is more limited than the one in the brokerage apps, I believe for licensing reasons.

[algo0749]

Thank you for your time.

On Monday, the old API that allowed you to authenticate with a username and password stopped working, and with that API, these credentials used to work, since I had a C# program that saved certain market indicators in a database.

And as you rightly said, it seems that with the new API the URL to connect to dxfeed no longer supports these credentials, and it has stopped working.

Thanks again for your time.

[Graeme22]

That sounds right, username/password login has been deprecated for a while. You can always try reaching out to Tasty and letting them know you want this.