Real-Time Streaming of Every Option Trade
QuantPy
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This channel is all about learning quantitative finance with python. So many channels, books, people, and even universities out there only explain financial concepts, but don't show how to implement these concepts in a meaningful and practical way. Here I aim to implement financial concepts with Python, because I believe the best way to learn is to Build Something! My name is Jonathon Emerick and despite studying a Bachelor of Chemical Engineering and a Master in Financial Mathematics, I felt that I hadn't learned how to address real world problems or gained the skills required for success in the financial industry. On this channel I try to fill the gaps in my own knowledge, while helping others with concepts that I have only solidified after leaving university. This channel keeps me accountable, and I hope you can gain value or insight from these learnings.
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After searching for a number of years for a good solution for all my financial data needs, I have finally found ThetaData's API which now provides Real-time Streaming of Options Tick Level Data! In this video 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. Online written tutorial: https://quantpy.com.au/options-data/real-time-streaming-of-options-trades-data/ ★ ★ Code Available on GitHub ★ ★ GitHub: https://github.com/TheQuantPy Specific Tutorial Link: https://github.com/TheQuantPy/youtube-tutorials/blob/8e64e19629cee840928b51baf4660e5c777e87e7/2023/001%20Jan-Mar/2023-02-03%20Real-Time%20Streaming%20of%20Every%20Option%20Trade.ipynb ★ A data driven path to getting a job in Quant Finance https://www.quantpykit.com/ ★ QuantPy GitHub Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy Disclaimer: All ideas, opinions, recommendations and/or forecasts, expressed or implied in this content, are for informational and educational purposes only and should not be construed as financial product advice or an inducement or instruction to invest, trade, and/or speculate in the markets. Any action or refraining from action; investments, trades, and/or speculations made in light of the ideas, opinions, and/or forecasts, expressed or implied in this content, are committed at your own risk an consequence, financial or otherwise.
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