Options Data

Information Detection from Trade Data

We will be implementing the bulk volume classification algorithm to attempt to discern information from tick by tick trade data. We will be using ThetaData’s API which provides both Historical and Real-time Streaming of Options Tick Level Data!

Real-time Streaming of Options Trades Data

In this tutorial 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.