#
# Simple Tick Data Collector
#
import zmq
import datetime
import pandas as pd

context = zmq.Context()
socket = context.socket(zmq.SUB)
socket.connect('tcp://127.0.0.1:5555')

socket.setsockopt_string(zmq.SUBSCRIBE, '')

raw = pd.DataFrame()

while True:
    msg = socket.recv_string()
    t = datetime.datetime.now()
    print(str(t) + ' | ' + msg)
    symbol, price = msg.split()
    raw = raw.append(pd.DataFrame({'SYM': symbol, 'PRICE': price}, index=[t]))
    data = raw.resample('5s', label='right').last()
    if len(data) % 4 == 0:
        print(50 * '=')
        print(data.tail())
        print(50 * '=')
    # simple way of storing data, needs to be adjusted for your purposes
    if len(data) % 20 == 0:
        # h5 = pd.HDFStore('database.h5', 'a')
        # h5['data'] = data
        # h5.close()
        pass