Live.unsubscribe

Remove the specified symbols from the session's subscriptions for a schema.

The symbols don't need to match an earlier Live.subscribe call: any subset of the subscribed symbols can be removed, and 'ALL_SYMBOLS' removes every symbol for the schema.

The gateway acknowledges the request with a SystemMsg with system code UNSUBSCRIBE_ACK. Symbols that aren't subscribed, or that can't be removed with the given stype_in, are left in place and reported in an ErrorMsg.

The unsubscribe's stype_in must be compatible with the subscription's stype_in.

Subscribed with
Can unsubscribe with
'raw_symbol', 'instrument_id', or 'continuous'
'raw_symbol' or 'instrument_id'
'parent'
'parent'

To remove a continuous symbol, unsubscribe the raw symbol or instrument ID that it resolved to at subscription time.

A client can only unsubscribe after a successful connection is made by calling Live.subscribe. When the Live client reconnects with a reconnect_policy of 'reconnect', subscriptions and unsubscriptions are replayed in the order they were sent.

Parameters

Parameter
Type
Required
Description
schema
Schema or str
required
The data record schema to unsubscribe from.
symbols
Iterable[str | int] or str or int
required
The product symbols to unsubscribe from. 'ALL_SYMBOLS' removes every symbol for the schema.
stype_in
SType or str, default 'raw_symbol'
optional
The symbology type of input symbols. Must be one of 'raw_symbol', 'parent', or 'instrument_id'.
API method
Live.unsubscribe(
    schema: Schema | str,
    symbols: Iterable[str | int] | str | int,
    stype_in: SType | str = "raw_symbol",
) -> None
Example usage
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import databento as db

# Create a live client
client = db.Live(key="$YOUR_API_KEY")

# Subscribe to the trades schema for ES and NQ futures
client.subscribe(
    dataset="GLBX.MDP3",
    schema="trades",
    stype_in="parent",
    symbols=["ES.FUT", "NQ.FUT"],
)

# Start the streaming session
client.start()

# Stop receiving trades for NQ futures
client.unsubscribe(
    schema="trades",
    stype_in="parent",
    symbols="NQ.FUT",
)

# Terminate the streaming session
client.terminate()