Adding support for a live stream of price data using websockets

[izzeww]

This library doesn't support Yahoo Finance's live stream of price data using websockets, while some other Yahoo Finance libraries in other languages do. This would be very useful to have and is quite simple to add. If you want to test this API you can use Postman, mark it as websockets, the URL is wss://streamer.finance.yahoo.com/ and an example message you can send is {"subscribe":["^GSPC", "BTC-USD", "YM=F", "ES=F", "NQ=F", "^OMX", "INVE-B.ST", "EVO.ST"]} and then you will get back a continues stream of near-live stock price data.

I did a small code example of using this API in C#, including the necessary protobuf deserializing, which is in this repo.

[dshe]

Thank you for your suggestion and example. Have a look at this new project using web sockets and reactive extensions: YahooQuotesObservable

[KeithBrio]

What was the thinking behind creating a separate repo, rather than extending this one?