Docs improvements

Author: ArcticLights

docs/connection_msgs.py

@@ -13,8 +13,12 @@ def streaming():
 
 # User generated method that gets called each time a message from the stream arrives.
 def callback(msg: StreamMsg):
-    if msg.type == StreamMsgType.DISCONNECTED or msg.type == StreamMsgType.RECONNECTED:
-        print(msg.type.__str__())  # Handle disconnect / reconnect.
+    if msg.type == StreamMsgType.DISCONNECTED:
+        print('Lost connection to Theta Data servers')
+    if msg.type == StreamMsgType.STREAM_DEAD:
+        print('Lost connection to Theta Terminal, which is likely due the terminal being forcibly closed')
+    if msg.type == StreamMsgType.RECONNECTED:
+        print('The terminal has reconnected to Theta Data. You need to resubscribe to all streams.')
 
 
 if __name__ == "__main__":

docs/options/quote_streaming.py

@@ -0,0 +1,37 @@
+from datetime import date
+
+from thetadata import ThetaClient, OptionRight, StreamMsg, StreamMsgType, StreamResponseType
+
+
+def streaming():
+    # Credentials now required because streaming is only available to ThetaData Standard & Pro subscribers.
+    client = ThetaClient(username="MyThetaDataEmail", passwd="MyThetaDataPassword")
+
+    client.connect_stream(callback)  # You can stop streaming by calling client.close_stream
+    # This contract is likely expired! Replace it with a contract that isn't expired
+    req_id = client.req_quote_stream_opt("AAPL", date(2023, 7, 21), 170, OptionRight.CALL)
+
+    # Verify that the request to stream was successful.
+    response = client.verify(req_id)
+    if response == StreamResponseType.SUBSCRIBED:
+        print('The request to stream option quotes was successful.')
+    elif response == StreamResponseType.INVALID_PERMS:
+        print('Invalid permissions to stream option quotes. Theta Data Options Standard or Pro account required.')
+    elif response == StreamResponseType.MAX_STREAMS_REACHED:
+        print('You have reached your limit for the amount of option contracts you can stream quotes for.')
+    else:
+        print('Unexpected stream response: ' + str(response))
+
+
+# User generated method that gets called each time a message from the stream arrives.
+def callback(msg: StreamMsg):
+    msg.type = msg.type
+
+    if msg.type == StreamMsgType.QUOTE:
+        print('---------------------------------------------------------------------------')
+        print('con:    ' + msg.contract.to_string())
+        print('quote:  ' + msg.quote.to_string())
+
+
+if __name__ == "__main__":
+    streaming()

docs/options/trade_streaming.py

@@ -1,15 +1,26 @@
 from datetime import date
 
-from thetadata import ThetaClient, OptionRight, StreamMsg, StreamMsgType
+from thetadata import ThetaClient, OptionRight, StreamMsg, StreamMsgType, StreamResponseType
 
 
 def streaming():
-    # Credentials now required because get_last is only available to ThetaData Standard & Pro subscribers.
+    # Credentials now required because streaming is only available to ThetaData Standard & Pro subscribers.
     client = ThetaClient(username="MyThetaDataEmail", passwd="MyThetaDataPassword")
 
     client.connect_stream(callback)  # You can stop streaming by calling client.close_stream
     # This contract is likely expired! Replace it with a contract that isn't expired
-    client.req_trade_stream_opt("NVDA", date(2023, 1, 13), 150, OptionRight.CALL)
+    req_id = client.req_trade_stream_opt("NVDA", date(2023, 1, 13), 150, OptionRight.CALL)
+
+    # Verify that the request to stream was successful.
+    response = client.verify(req_id)
+    if response == StreamResponseType.SUBSCRIBED:
+        print('The request to stream option trades was successful.')
+    elif response == StreamResponseType.INVALID_PERMS:
+        print('Invalid permissions to stream option trades. Theta Data Options Standard or Pro account required.')
+    elif response == StreamResponseType.MAX_STREAMS_REACHED:
+        print('You have reached your limit for the amount of option contracts you can stream trades for.')
+    else:
+        print('Unexpected stream response: ' + str(response))
 
 
 # User generated method that gets called each time a message from the stream arrives.

docs/options/trade_streaming_full.py

@@ -1,12 +1,21 @@
-from thetadata import ThetaClient, StreamMsg, StreamMsgType
+from thetadata import ThetaClient, StreamMsg, StreamMsgType, StreamResponseType
 
 
 def streaming():
-    # Credentials now required because get_last is only available to ThetaData Standard & Pro subscribers.
+    # Credentials now required because streaming is only available to ThetaData Standard & Pro subscribers.
     client = ThetaClient(username="MyThetaDataEmail", passwd="MyThetaDataPassword")
 
     client.connect_stream(callback)  # You can stop streaming by calling client.close_stream
-    client.req_full_trade_stream_opt()  # requests every option trade
+    req_id = client.req_full_trade_stream_opt()  # Requests every option trade (async).
+
+    # Verify that the request to stream was successful.
+    response = client.verify(req_id)
+    if response == StreamResponseType.SUBSCRIBED:
+        print('Request to stream full trades successful.')
+    elif response == StreamResponseType.INVALID_PERMS:
+        print('Invalid permissions to stream full trades. Theta Data Options Pro account required.')
+    else:
+        print('Unexpected stream response: ' + str(response))
 
 
 # User generated method that gets called each time a message from the stream arrives.

docs/tutorials.md

@@ -253,9 +253,42 @@ can be used to determine the purpose of the message.
 
 #### Limitations
 
-The Pro tier has the ability to request a trade stream for every option contract in
-existence and is able to have up to 15K quote streams. The Standard tier is only allowed
-5K quote streams and 10K trade streams. Other tiers do not have access to streaming at this time.
+The Pro tier has the ability to request a trade stream for every option contract in existence and is able to 
+request up to 20K quote streams. The Standard tier can request 10K quote streams and 20K trade streams.
+Other tiers do not have access to streaming at this time.
+
+### Option Quotes
+
+Below requests to receive continuous updates for quote for an AAPL option contract. Notice 
+that these options are probably expired, so you may need to change the expiration date.
+
+=== "trade_streaming.py"
+
+    ```python
+    --8<-- "docs/options/quote_streaming.py"
+    ```
+
+=== "Output"
+
+    ```bash
+    > python trade_streaming.py
+    ---------------------------------------------------------------------------
+    con:    root: AAPL isOption: True exp: 2023-07-21 strike: 170.0 isCall: True
+    quote:  ms_of_day: 57061764 bid_size: 202 bid_exchange: EDGX bid_price: 6.35 bid_condition: NATIONAL_BBO ask_size: 742 ask_exchange: C2OX ask_price: 6.45 ask_condition: NATIONAL_BBO date: 2023-04-21
+    ---------------------------------------------------------------------------
+    con:    root: AAPL isOption: True exp: 2023-07-21 strike: 170.0 isCall: True
+    quote:  ms_of_day: 57061816 bid_size: 202 bid_exchange: EDGX bid_price: 6.35 bid_condition: NATIONAL_BBO ask_size: 742 ask_exchange: C2OX ask_price: 6.45 ask_condition: NATIONAL_BBO date: 2023-04-21
+    ---------------------------------------------------------------------------
+    con:    root: AAPL isOption: True exp: 2023-07-21 strike: 170.0 isCall: True
+    quote:  ms_of_day: 57061974 bid_size: 202 bid_exchange: EDGX bid_price: 6.35 bid_condition: NATIONAL_BBO ask_size: 742 ask_exchange: C2OX ask_price: 6.45 ask_condition: NATIONAL_BBO date: 2023-04-21
+    ---------------------------------------------------------------------------
+    con:    root: AAPL isOption: True exp: 2023-07-21 strike: 170.0 isCall: True
+    quote:  ms_of_day: 57061974 bid_size: 254 bid_exchange: C2OX bid_price: 6.35 bid_condition: NATIONAL_BBO ask_size: 742 ask_exchange: C2OX ask_price: 6.45 ask_condition: NATIONAL_BBO date: 2023-04-21
+    ---------------------------------------------------------------------------
+    con:    root: AAPL isOption: True exp: 2023-07-21 strike: 170.0 isCall: True
+    quote:  ms_of_day: 57062025 bid_size: 322 bid_exchange: C2OX bid_price: 6.35 bid_condition: NATIONAL_BBO ask_size: 742 ask_exchange: C2OX ask_price: 6.45 ask_condition: NATIONAL_BBO date: 2023-04-21
+    ---------------------------------------------------------------------------
+    ```
 
 ### Option Trades
 
@@ -328,7 +361,8 @@ available to PRO subscribers.
 ### Every Open Interest
 
 Below requests to receive continuous updates for every option open interest. This method is only
-available to PRO subscribers.
+available to PRO subscribers. Open Interest is generally reported at 06:30 ET. It is generally not updated during
+the trading day.
 
 === "open_interest_streaming.py"
 

pyproject.toml

@@ -4,15 +4,15 @@ build-backend = "hatchling.build"
 
 [project]
 name = "thetadata"
-version = "0.9.5"
+version = "0.9.6"
 authors = [
   { name="Bailey Danseglio", email="[email protected]" },
   { name="Adler Weber", email="[email protected]" },
 ]
 description = "Python API for Thetadata"
 readme = "README.md"
 license = { file="LICENSE" }
-requires-python = ">=3.9"
+requires-python = ">=3.7"
 classifiers = [
   "Programming Language :: Python :: 3",
   "License :: OSI Approved :: MIT License",

thetadata/client.py

@@ -27,7 +27,7 @@
 from .terminal import check_download, launch_terminal
 
 _NOT_CONNECTED_MSG = "You must establish a connection first."
-_VERSION = '0.9.5'
+_VERSION = '0.9.6'
 URL_BASE = "http://127.0.0.1:25510/"