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Advanced Recipes for Market Data and Strategy Management
This final chapter covers advanced recipes to stream and store options data, generate risk alerts, and store key strategy information to automate end-of-day reporting. We will start with a deep dive into real-time data handling using Theta Data. ThetaData is a data service that specializes in providing real-time options data. It offers a comprehensive stream of unfiltered options market data, including quotes, trades, volumes, and Greeks. With ThetaData, we can combine contracts to price complex options positions in real time. This service is an option for algorithmic traders who want to research and develop complex trading strategies using options contracts. After streaming the data, ...
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