|
4 | 4 | from datetime import timedelta |
5 | 5 | from td.client import TDClient |
6 | 6 |
|
7 | | -# Create a new session |
| 7 | +# Create a new session. |
8 | 8 | TDSession = TDClient( |
9 | 9 | client_id='<CLIENT_ID>', |
10 | 10 | redirect_uri='<REDIRECT_URI>', |
11 | 11 | credentials_path='<CREDENTIALS_PATH>' |
12 | 12 | ) |
13 | 13 |
|
14 | | -# Login to the session |
| 14 | +# Login to the session. |
15 | 15 | TDSession.login() |
16 | 16 |
|
17 | | -# Create a streaming session |
| 17 | +# Create a streaming session. |
18 | 18 | TDStreamingClient = TDSession.create_streaming_session() |
19 | 19 |
|
20 | | -# Set the data dump location |
| 20 | +# Set the data dump location. |
21 | 21 | TDStreamingClient.write_behavior( |
22 | 22 | write='csv', |
23 | 23 | file_path=r"../td-ameritrade-python-api/samples/raw_data.csv", |
24 | 24 | append_mode=True |
25 | 25 | ) |
26 | 26 |
|
27 | | -# Account Activity |
| 27 | +# Account Activity. |
28 | 28 | TDStreamingClient.account_activity() |
29 | 29 |
|
30 | | -# Actives |
| 30 | +# Actives. |
31 | 31 | TDStreamingClient.actives( |
32 | 32 | service='ACTIVES_NASDAQ', |
33 | 33 | venue='NASDAQ', |
34 | 34 | duration='ALL' |
35 | 35 | ) |
36 | 36 |
|
37 | | -# Quality of Service |
| 37 | +# Quality of Service. |
38 | 38 | TDStreamingClient.quality_of_service(qos_level='express') |
39 | 39 |
|
40 | | -# Level One Quote |
| 40 | +# Level One - Quote. |
41 | 41 | TDStreamingClient.level_one_quotes( |
42 | 42 | symbols=["SPY", "IVV", "SDS"], |
43 | 43 | fields=list(range(0, 50)) |
44 | 44 | ) |
45 | 45 |
|
46 | | -# Level One Option |
| 46 | +# Level One - Option. |
47 | 47 | TDStreamingClient.level_one_options( |
48 | 48 | symbols=['AAPL_040920C115'], |
49 | 49 | fields=list(range(0, 42)) |
50 | 50 | ) |
51 | 51 |
|
52 | | -# Level One Futures |
| 52 | +# Level One - Futures. |
53 | 53 | TDStreamingClient.level_one_futures( |
54 | 54 | symbols=['/CL'], |
55 | 55 | fields=list(range(0, 34)) |
56 | 56 | ) |
57 | 57 |
|
58 | | -# Level One Forex |
| 58 | +# Level One - Forex. |
59 | 59 | TDStreamingClient.level_one_forex( |
60 | 60 | symbols=['EUR/USD'], |
61 | 61 | fields=list(range(0, 20)) |
62 | 62 | ) |
63 | 63 |
|
64 | | -# Level One Futures Options |
| 64 | +# Level One - Futures Options. |
65 | 65 | TDStreamingClient.level_one_futures_options( |
66 | 66 | symbols=['./EW2J20C2675'], |
67 | 67 | fields=list(range(0, 36)) |
68 | 68 | ) |
69 | 69 |
|
70 | | -# Charts Futures |
| 70 | +# Charts - Futures. |
71 | 71 | TDStreamingClient.chart( |
72 | 72 | service='CHART_EQUITY', |
73 | 73 | symbols=['AAPL', 'MSFT'], |
74 | 74 | fields=[0, 1, 2, 3, 4, 5, 6, 7] |
75 | 75 | ) |
76 | 76 |
|
77 | | -# Chart History Futures |
| 77 | +# Chart History - Futures. |
78 | 78 | TDStreamingClient.chart_history_futures( |
79 | 79 | symbol=['/ES'], |
80 | 80 | frequency='m1', |
81 | 81 | start_time='1586304000000', |
82 | 82 | end_time='1586329200000' |
83 | 83 | ) |
84 | 84 |
|
85 | | -# Timesale - Equity |
| 85 | +# Timesale - Equity. |
86 | 86 | TDStreamingClient.timesale( |
87 | 87 | service='TIMESALE_EQUITY', |
88 | 88 | symbols=['AAPL'], |
89 | 89 | fields=[0, 1, 2, 3, 4] |
90 | 90 | ) |
91 | 91 |
|
92 | | -# Timesale - Futures |
| 92 | +# Timesale - Futures. |
93 | 93 | TDStreamingClient.timesale( |
94 | 94 | service='TIMESALE_FUTURES', |
95 | 95 | symbols=['/ES'], |
96 | 96 | fields=[0, 1, 2, 3, 4] |
97 | 97 | ) |
98 | 98 |
|
99 | | -# News Headline |
| 99 | +# News Headline. |
100 | 100 | TDStreamingClient.news_headline( |
101 | 101 | symbols=['AAPL', 'SPY'], |
102 | 102 | fields=[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10] |
103 | 103 | ) |
104 | 104 |
|
105 | | -# Level Two Quotes |
| 105 | +# Level Two - Quotes. |
106 | 106 | TDStreamingClient.level_two_quotes( |
107 | 107 | symbols=['IBM'], |
108 | 108 | fields=[0, 1, 2] |
109 | 109 | ) |
110 | 110 |
|
111 | | -# Level Two Options |
| 111 | +# Level Two - Options. |
112 | 112 | TDStreamingClient.level_two_options( |
113 | 113 | symbols=['AAPL_040920C115'], |
114 | 114 | fields=[0, 1, 2] |
115 | 115 | ) |
116 | 116 |
|
117 | | -# Level Two NASQDAQ |
| 117 | +# Level Two - NASQDAQ. |
118 | 118 | TDStreamingClient.level_two_nasdaq( |
119 | 119 | symbols=['MSFT'], |
120 | 120 | fields=[0, 1, 2] |
121 | 121 | ) |
122 | 122 |
|
123 | | -# Level Two Total View |
| 123 | +# Level Two - Total View. |
124 | 124 | TDStreamingClient.level_two_total_view( |
125 | 125 | symbols=['AAPL'], |
126 | 126 | fields=['0', '1', '2'] |
|
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