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Streaming docs & improvements.
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‎docs/options/trade_streaming.py

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from datetime import date
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from thetadata import ThetaClient, OptionRight, StreamMsg, StreamMsgType
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def streaming():
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# Credentials now required because get_last is only available to ThetaData Standard & Pro subscribers.
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client = ThetaClient(username="MyThetaDataEmail", passwd="MyThetaDataPassword")
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with client.connect_stream(callback):
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client.req_trade_stream_opt("NVDA", date(2022, 12, 23), 150, OptionRight.CALL)
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client.req_trade_stream_opt("NVDA", date(2022, 12, 23), 150, OptionRight.PUT)
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client.req_trade_stream_opt("NVDA", date(2022, 12, 23), 145, OptionRight.CALL)
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client.req_trade_stream_opt("NVDA", date(2022, 12, 23), 145, OptionRight.PUT)
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# User generated method that gets called each time a message from the stream arrives.
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def callback(msg: StreamMsg):
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msg.type = msg.type
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if msg.type == StreamMsgType.TRADE:
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print('con:' + msg.contract.to_string())
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print('trade: ' + msg.trade.to_string())
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if __name__ == "__main__":
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streaming()

‎docs/options/trade_streaming_full.py

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from datetime import date
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from thetadata import ThetaClient, OptionRight, StreamMsg, StreamMsgType
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def streaming():
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# Credentials now required because get_last is only available to ThetaData Standard & Pro subscribers.
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client = ThetaClient(username="MyThetaDataEmail", passwd="MyThetaDataPassword")
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with client.connect_stream(callback):
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# requests every option trade
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client.req_full_trade_stream_opt()
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# User generated method that gets called each time a message from the stream arrives.
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def callback(msg: StreamMsg):
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msg.type = msg.type
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if msg.type == StreamMsgType.TRADE:
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print('con:' + msg.contract.to_string())
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print('trade: ' + msg.trade.to_string())
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if __name__ == "__main__":
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streaming()

‎docs/tutorials.md

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0 57599990 1 1 6.05 50 63 46 6.55 50 2022-12-16
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```
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## Streaming
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### Preface
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#### Definition
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Streaming is defined as receiving continuous updates for trades or quotes throughout
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the trading day. It is much more performant when compared to snapshots.
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#### Responses
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You must implement a callback method as shown in the first example below. Each time a
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``StreamMsg`` is received, this method will get called. A ``StreamMsg`` can either be
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a trade or quote.
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#### Limitations
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The Pro tier has the ability to request a trade stream for every option contract in
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existence and is able to have up to 15K quote streams. The Standard tier is only allowed
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5K combined quote / trade streams. Other tiers will not have access to streaming at this time.
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### Option Trades
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Below requests to receive continuous updates for trades for 4 NVDA option contracts. Notice
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that these options expire today, so you may need to change the expiration dates to a date
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further in the future.
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=== "trade_streaming.py"
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```python
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--8<-- "docs/options/trade_streaming.py"
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```
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```bash
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> python trade_streaming.py
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con:root: NVDA isOption: True exp: 2022-12-23 strike: 150.0 isCall: False
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trade: ms_of_day: 35319636 sequence: 1297770003 size: 1 condition: 18 price: 2.29 exchange: ARCX date: 2022-12-23
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con:root: NVDA isOption: True exp: 2022-12-23 strike: 145.0 isCall: False
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trade: ms_of_day: 35319722 sequence: 1297772550 size: 1 condition: 18 price: 0.59 exchange: XBOS date: 2022-12-23
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con:root: NVDA isOption: True exp: 2022-12-23 strike: 145.0 isCall: False
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trade: ms_of_day: 35320534 sequence: 1297793907 size: 1 condition: 18 price: 0.59 exchange: XISX date: 2022-12-23
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con:root: NVDA isOption: True exp: 2022-12-23 strike: 145.0 isCall: False
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trade: ms_of_day: 35321269 sequence: 1297821400 size: 1 condition: 18 price: 0.6 exchange: ARCX date: 2022-12-23
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con:root: NVDA isOption: True exp: 2022-12-23 strike: 145.0 isCall: False
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trade: ms_of_day: 35321269 sequence: 1297821467 size: 1 condition: 18 price: 0.6 exchange: EDGX date: 2022-12-23
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con:root: NVDA isOption: True exp: 2022-12-23 strike: 145.0 isCall: False
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trade: ms_of_day: 35321269 sequence: 1297821468 size: 1 condition: 18 price: 0.6 exchange: BATS date: 2022-12-23
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```
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### Every Option Trade
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Below requests to receive continuous updates for every option trade. This method is only
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available to PRO subscribers.
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=== "trade_streaming_full.py"
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```python
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--8<-- "docs/options/trade_streaming_full.py"
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```
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```bash
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> python trade_streaming_full.py
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con:root: SPXW isOption: True exp: 2023-01-06 strike: 3780.0 isCall: False
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trade: ms_of_day: 40566197 sequence: 81076302 size: 4 condition: 4294967170 price: 35.15 exchange: XCBO date: 2022-12-23
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con:root: CHWY isOption: True exp: 2023-01-20 strike: 42.5 isCall: False
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trade: ms_of_day: 57375126 sequence: 3619080181 size: 1 condition: 4294967178 price: 4.55 exchange: XMIO date: 2022-12-23
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con:root: TSLA isOption: True exp: 2022-12-23 strike: 132.0 isCall: True
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trade: ms_of_day: 40566210 sequence: 796495932 size: 6 condition: 18 price: 0.15 exchange: XCBO date: 2022-12-23
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con:root: TSLA isOption: True exp: 2022-12-23 strike: 132.0 isCall: True
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trade: ms_of_day: 40566210 sequence: 796495933 size: 6 condition: 18 price: 0.15 exchange: XCBO date: 2022-12-23
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con:root: SPY isOption: True exp: 2022-12-23 strike: 381.0 isCall: True
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trade: ms_of_day: 41027015 sequence: 716643310 size: 6 condition: 125 price: 1.07 exchange: EDGX date: 2022-12-23
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```
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## Historical NBBO Quotes
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This tutorial will provide examples for requesting historical & intraday

‎thetadata/__init__.py

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from .client import ThetaClient
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from .client import StreamMsg
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from .client import Trade
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from .client import Quote
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from .client import Contract
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from .enums import *
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from .parsing import *
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from .exceptions import *

‎thetadata/client.py

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date_raw = str(parse_int(view[28:32]))
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self.date = date(year=int(date_raw[0:4]), month=int(date_raw[4:6]), day=int(date_raw[6:8]))
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def to_string(self) -> str:
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return 'ms_of_day: ' + str(self.ms_of_day) + ' sequence: ' + str(self.sequence) + ' size: ' + str(self.size) + \
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' condition: ' + str(self.condition) + ' price: ' + str(self.price) + ' exchange: ' + \
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str(self.exchange.value[1]) + ' date: ' + str(self.date)
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class Quote:
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"""Quote"""
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continue
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total += part.__len__()
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buffer.extend(part)
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return buffer
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def _send_ver(self):

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