Let's take a look at how to stream real time futures price data for exchange traded futures contracts using the TD Ameritrade API in Python.   

0:37 open the documentation, futures product list, and TD ThinkOrSwim (links below!) 

2:06 import modules 2:35 authenticate streaming client 

3:07 create a queue class to store data from stream 

3:43 overview of read_stream() function 

4:04 defining a "handler" function to handle stream messages 

4:18 adding a handler 

4:34 subscribe to futures product stream 

4:40 get futures contract name to use when subscribing to stream 

5:53 add futures contract name to sub/unsubscribe functions 

6:01 review unsubscribe function 

6:18 subscribe to the data stream 

6:39 unsubscribe from the data stream 

6:50 inspect the data in the queue  

There are a bit of specifics in choosing the futures contract name when streaming futures price data, so be sure to specify the exact contract name you are looking for. It's fairly straight forward to find the contract name using the CME products list and the search function in ThinkOrSwim.  

The set up of the code is similar to the equity/option real time streaming with the TD Ameritrade API; however, in the body of the read_stream function, you just have to swap in StreamClient.level_one_futures_subs(...) and StreamClient.add_level_one_futures_handler(...)  

Easy business, finance family.  Here's all the code from the video 

https://github.com/AdamGetbags/streamingQuotesTDA/blob/main/streamingFuturesQuotesTDA.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/ 

CME Futures Product Slate  https://www.cmegroup.com/markets/products.html

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Need some ideas for your project portfolio?

Check out how to get historical option price data in Python from the Polygon API.

https://youtu.be/87O9qxfMJ-g

Here's how to quickly get crypto data in Python from the CoinGecko API

https://youtu.be/4-CC3u4i73k

Here's how to create a SQL database from a Pandas DataFrame in Python

https://youtu.be/9IPlc-nKD1k

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