Real-Time Streaming of Every Option Trade
After searching for a number of years for a good solution for all my financial data needs, I have finally found ThetaData's API which now provides Real-time Streaming of Options Tick Level Data!
In this video we go through how to add all available tick level NBBO trades data to your ThetaData real-time stream. We then explore how you can add only specific contract streams you are interested in, and we take this one step further by adding this to a Pandas Dataframe cached in memory using dictionary's so you can access your data for real-time analysis.
Online written tutorial: https://quantpy.com.au/options-data/r...
★ ★ Code Available on GitHub ★ ★
GitHub: https://github.com/TheQuantPy
Specific Tutorial Link: https://github.com/TheQuantPy/youtube...
★ A data driven path to getting a job in Quant Finance
https://www.quantpykit.com/
★ QuantPy GitHub
Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy
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