How to subscribe for live market data ?

from the python documentation I can get data as follows:-

data,err=ek.get_data(["NIRc1","NEUc1"], ["SALTIM_MS", "TRDPRC_1", "TRDVOL_1"])
print(data)

but this method is based on request and response only. I want to subscribe for live data so that I can receive all updates from the market.