alexgolec / tda-api

A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.
https://tda-api.readthedocs.io
MIT License
1.26k stars 335 forks source link

Questions about streams #332

Open bitbugprime opened 1 year ago

bitbugprime commented 1 year ago

I have multiple accounts (taxable, IRA, etc) that are linked. They do have distinct account numbers however. Can I have one stream for each?

Also, are quote streams separate from account status streams (order fills, NLV updates, etc)? I know they’re separate at, for example, Tradier. You need one stream for quotes and another for account status information, so (exactly) 2 streams per sub account.

How much latency does the streaming interface have? I’ve read complaints that events like trade fills can arrive tens of seconds, or even minutes, after the fact. It’s unclear if it really is that unreliable, and if it was user error or TDA glitches, of which there seem to be many. API reliability (or even good API design) doesn’t seem high on their list of priorities, and who knows how bad the Schwab transition will make it.