Streaming Future Options Price Data With TD Ameritrade API In Python

Here's how to quickly get real time streaming quotes for future options from the TD Ameritrade API in Python.  

0:38 open the docs
1:07 import modules
1:26 authenticate and connect to TD API
1:50 create a queue to store data from stream
2:13 instantiate the queue
2:21 overview of read_stream() function
2:45 create a handler for the data
3:06 add handler  
3:37 add level one futures options sub  
3:43 add future option contract name to sub/unsub function
4:18 review close_stream() function
4:47 subscribe to future options data stream
5:00 unsubscribe from stream  

After you've successfully set up your connection to the API, the most particular part is getting the correct contract name.
If you've seen the futures real time streaming video, you'll notice that the future option contract name is very different than the futures contract name.   

For the futures contract, you might see a name like "/ESU22" but for a futures option contract you might see a name like "./EW1U22C3950"  

Note,  the name begins with a period.  

Here's all the code from the video 

https://github.com/AdamGetbags/streamingQuotesTDA/blob/main/streamingFuturesOptionsQuotesTDA.py https://github.com/AdamGetbags/streamingQuotesTDA/blob/main/secretsTDA.py 

TDA API Documentation  

https://tda-api.readthedocs.io/en/latest/streaming.html 

TD for Developers 

https://developer.tdameritrade.com/

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