tdameritrade-streaming

Streaming order book data from TD Ameritrade API. Save json either to local disk or Azure Data Lake Storage Gen2. I have this script running 24/7 on a Microsoft Azure VM for a few months now.

Instructions

• Rename the file sample_config.py to config.py.
• Customize config.py per your needs. See the video tutorial for instructions to create TD Ameritrade API key and token.
• Start the program. Dependencies are automatically installed. Script restarts if there are any errors.
• To stop, kill the process.

Start

./start.sh

Sample Data

• Refer to json files in the Quote folder

Support for Docker coming soon.

Uses the tda-api Python Package

https://tda-api.readthedocs.io/

Upgrading tda-api

If you already had tda-api installed, make sure you upgrade to the latest version!

pip install --upgrade -r requirements.txt

Video tutorial

https://youtube.com/parttimelarry

Original code from https://github.com/hackingthemarkets/tdameritrade-streaming