YahooQuotesObservable  

Streaming quotes from Yahoo Finance.

• .NET 8.0 library
• simple and intuitive API
• fault-tolerant
• dependencies: protobuf-net
• note that data is available only when the particular market is open

Installation

PM> Install-Package YahooQuotesObservable

Examples

streaming

using System.Reactive.Linq;
using YahooQuotesObservable;

// Create the observable.
IObservable<PricingData> observable = YahooQuotes.CreateObservable(["AAPL", "EURUSD=X"]);

// Subscribe to the observable.
IDisposable subscription = observable.Subscribe(pricingData =>
{
    Console.Write($"Id: {pricingData.Id}, Price: {pricingData.Price}, Time: {pricingData.Time.ToInstant()}");
});

await Task.Delay(TimeSpan.FromSeconds(10));

// Unsubscribe from the observable.
subscription.Dispose();

snapshot

string symbol = "EURUSD=X";

// Create the observable.
IObservable<PricingData> observable = YahooQuotes.CreateObservable(symbol);

// Subscribe to the observable, wait to receive the first output, then unsubscribe.
PricingData pricingData = await observable.FirstAsync().Timeout(TimeSpan.FromSeconds(10));

Assert.Equal(symbol, pricingData.Id);