Real-Time Data

OptionDataStream

class alpaca.data.live.option.OptionDataStream(api_key: str, secret_key: str, raw_data: bool = False, feed: OptionsFeed = OptionsFeed.INDICATIVE, websocket_params: Optional[Dict] = None, url_override: Optional[str] = None)

A WebSocket client for streaming live option data.

async close() → None

Closes the websocket connection.

run() → None

Starts up the websocket connection’s event loop

stop() → None

Stops the websocket connection.

async stop_ws() → None

Signals websocket connection should close by adding a closing message to the stop_stream_queue

subscribe_quotes(handler: Callable[[Union[Quote, Dict]], Awaitable[None]], *symbols: str) → None

Subscribe to quotes

Parameters:

• handler (Callable[[Union[Quote, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

• *symbols – List of ticker symbols to subscribe to. “*” for everything.

subscribe_trades(handler: Callable[[Union[Trade, Dict]], Awaitable[None]], *symbols: str) → None

Subscribe to trades.

Parameters:

• handler (Callable[[Union[Trade, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

• *symbols – List of ticker symbols to subscribe to. “*” for everything.

unsubscribe_quotes(*symbols: str) → None

Unsubscribe from quotes

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.

unsubscribe_trades(*symbols: str) → None

Unsubscribe from trades

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.