A useful feature where the user specifies the quantity to take in an orderbook and callback returns the average price paid for that lot size. For example if the offers in the order book for BTC-USD was the following:

Price | size
11,000 | 1
10,500 | 1
10,000 | 1

If the user specified quantity 3, the callback would return 10,500.

目前要kbar必須一次獲取整日kbar資料。是否能在Streaming新增訂閱Kbar onopen onclose events，在開新bar或收bar時收到資料就好，這樣速度比較快，server loading也比較低，謝謝。

Python is very popular these days and having the examples translated in would be useful for many.

The task is to translate these examples:
https://github.com/mathpaquette/IQFeed.CSharpApiClient/tree/master/src/IQFeed.CSharpApiClient.Examples

We can merge them one by one so if you are welling to help, pick one and raise a PR.
Thanks