diff --git a/python/query_klines.py b/python/examples/query_klines.py
similarity index 100%
rename from python/query_klines.py
rename to python/examples/query_klines.py
diff --git a/python/stream.py b/python/examples/stream.py
similarity index 100%
rename from python/stream.py
rename to python/examples/stream.py
diff --git a/python/subscribe.py b/python/examples/subscribe.py
similarity index 100%
rename from python/subscribe.py
rename to python/examples/subscribe.py
diff --git a/python/examples/subscribe_user_data.py b/python/examples/subscribe_user_data.py
new file mode 100644
index 000000000..9db07d6df
--- /dev/null
+++ b/python/examples/subscribe_user_data.py
@@ -0,0 +1,24 @@
+import grpc
+from loguru import logger
+
+import bbgo_pb2
+import bbgo_pb2_grpc
+from bbgo.data import UserDataEvent
+
+
+def main():
+    host = '127.0.0.1'
+    port = 50051
+    address = f'{host}:{port}'
+    channel = grpc.insecure_channel(address)
+    stub = bbgo_pb2_grpc.UserDataServiceStub(channel)
+
+    request = bbgo_pb2.UserDataRequest(session='max')
+    response_iter = stub.Subscribe(request)
+    for response in response_iter:
+        event = UserDataEvent.from_pb(response)
+        logger.info(event)
+
+
+if __name__ == '__main__':
+    main()