td-streamer

Classes

TDAmeritradeStreamEventProcessor

TDAmeritradeStreamer

Constants

STATE

Functions

createTDAmeritradeStreamer(streamerConnectionOptions, handleLevelOneFeedUpdate, handleLevelOneTimeSaleUpdate) ⇒ TDAmeritradeStreamer

Creates a new instance of TD Ameritrade Streamer

Typedefs

TickerSymbolKeys : string | Array.<string>

Single Symbol, Comma Seperated Symbols or Array of Symbols ("SPY" | "SPY, QQQ" | ["SPY", "QQQ"])

FuturesSymbol : string | Array.<string>

TDAmeritradeStreamerConnectionOptions : Object

TD Ameritrade Stream Connection Options

TDAmeritradeStreamerCommand : Object

TDAmeritradeStreamServiceResponse : Object

TD Ameritrade Stream Response

TDAmeritradeStreamDataResponse : Object

TD Ameritrade Data Response

TDAmeritradeStreamNotifyResponse : Object

TD Ameritrade Stream Notify Response

TDAmeritradeStreamEventProcessor

Kind: global class

• TDAmeritradeStreamEventProcessor
  • new TDAmeritradeStreamEventProcessor()
  • .TDAmeritradeStreamEventProcessor
    • new exports.TDAmeritradeStreamEventProcessor(emitter, [handleLevelOneFeedUpdate], [handleLevelOneTimeSaleUpdate])
  • .emitter : EventEmitter
  • .handleMessage(TDAmeritradeStreamResponse)
  • .emitEvent(evt, [data])
  • .handleAccountActivity(msg)
  • .handleQuotes(msg)
  • .handleTimeSales(msg)
  • .handleOptions(msg)
  • .handleLevelOneFutures(msg)
  • .handleNews(msg)
  • .handleActivesNasdaq(msg)
  • .handleActivesNYSE(msg)
  • .handleListedBook(msg)
  • .handleNasdaqBook(msg)
  • .handleActiveOptions(msg)

new TDAmeritradeStreamEventProcessor()

Represents the TDAmeritradeStreamEventProcessor class for processing stream messages / events.

tdAmeritradeStreamEventProcessor.TDAmeritradeStreamEventProcessor

Kind: instance class of TDAmeritradeStreamEventProcessor

new exports.TDAmeritradeStreamEventProcessor(emitter, [handleLevelOneFeedUpdate], [handleLevelOneTimeSaleUpdate])

TDAmeritradeStreamEventProcessor - Handle's stream response

Param	Type	Description
emitter	EventEmitter	an instance of EventEmitter
[handleLevelOneFeedUpdate]	function	Custom L1 feed data callback
[handleLevelOneTimeSaleUpdate]	function	Custom L1 time & sales feed data callback

tdAmeritradeStreamEventProcessor.emitter : EventEmitter

Kind: instance property of TDAmeritradeStreamEventProcessor

tdAmeritradeStreamEventProcessor.handleMessage(TDAmeritradeStreamResponse)

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: AUTHORIZED, CHART_SNAPSHOT, CHART_UPDATE

Param	Type	Description
TDAmeritradeStreamResponse	TDAmeritradeStreamEventProcessorEventMessage
TDAmeritradeStreamResponse.response	TDAmeritradeStreamServiceResponse	Response
TDAmeritradeStreamResponse.data	Array.<TDAmeritradeStreamDataResponse>	Response Data
TDAmeritradeStreamResponse.snapshot	TDAmeritradeStreamDataResponse	Response Data Snapshot

tdAmeritradeStreamEventProcessor.emitEvent(evt, [data])

Emits Events

Kind: instance method of TDAmeritradeStreamEventProcessor

Param	Type	Description
evt	string	Event Name
[data]	Object | Array | string | number | boolean	Event Data

tdAmeritradeStreamEventProcessor.handleAccountActivity(msg)

Handles Account Activity

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: ACCT_ACTIVITY

Param	Type	Description
msg	TDAmeritradeStreamDataResponse	Stream Data Response

tdAmeritradeStreamEventProcessor.handleQuotes(msg)

Handles Quotes

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: QUOTE

Param	Type	Description
msg	TDAmeritradeStreamDataResponse	Stream Data Response

tdAmeritradeStreamEventProcessor.handleTimeSales(msg)

Handles Time & Sales

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: TIMESALE_EQUITY_UPDATE

Param	Type	Description
msg	TDAmeritradeStreamDataResponse	Stream Data Response

tdAmeritradeStreamEventProcessor.handleOptions(msg)

Handles Options

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: OPTION

Param	Type	Description
msg	TDAmeritradeStreamDataResponse	Stream Data Response

tdAmeritradeStreamEventProcessor.handleLevelOneFutures(msg)

Handles Futures Level One / Time & Sales

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: TIMESALE_FUTURES_UPDATE, LEVELONE_FUTURES_UPDATE

Param	Type	Description
msg	TDAmeritradeStreamDataResponse	Stream Data Response

tdAmeritradeStreamEventProcessor.handleNews(msg)

Handle News Headlines

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: NEWS_HEADLINE

Param	Type
msg	TDAmeritradeStreamDataResponse

tdAmeritradeStreamEventProcessor.handleActivesNasdaq(msg)

Handle Nasdaq Active Equities

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: ACTIVES_NASDAQ

Param	Type
msg	TDAmeritradeStreamDataResponse

tdAmeritradeStreamEventProcessor.handleActivesNYSE(msg)

Handle NYSE Active Equities

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: ACTIVES_NYSE

Param	Type
msg	TDAmeritradeStreamDataResponse

tdAmeritradeStreamEventProcessor.handleListedBook(msg)

Handle Nasdaq Order Book

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: LISTED_BOOK

Param	Type
msg	TDAmeritradeStreamDataResponse

tdAmeritradeStreamEventProcessor.handleNasdaqBook(msg)

Handle Nasdaq Order Book

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: NASDAQ_BOOK

Param	Type
msg	TDAmeritradeStreamDataResponse

tdAmeritradeStreamEventProcessor.handleActiveOptions(msg)

Handle Active Options

Kind: instance method of TDAmeritradeStreamEventProcessor
Emits: ACTIVES_OPTIONS

Param	Type
msg	TDAmeritradeStreamDataResponse

TDAmeritradeStreamer

Kind: global class

• TDAmeritradeStreamer
  • new TDAmeritradeStreamer()
  • .TDAmeritradeStreamer
    • new exports.TDAmeritradeStreamer(streamerConnectionOptions, [handleLevelOneFeedUpdate], [handleLevelOneTimeSaleUpdate])
  • .on(evt, method, context)
  • .add(evt, method, context)
  • .subscribeAccountActivity()
  • .getChartHistoryAndSubscribeQuotes(symbol)
  • .subscribeQuotes(symbol)
  • .subscribeCharts(symbol)
  • .subscribeOptions(symbol)
  • .subscribeTimeAndSales(symbol)
  • .subscribeFutures(symbol)
  • .subscribeTimeSalesFutures(symbol)
  • .subscribeFuturesOptions(symbol)
  • .subscribeActives()
  • .subscribeNewsHeadlines(symbol)
  • .setQualityOfService(qoslevel)
  • .subscribeListedBook(symbol)
  • .subscribeNasdaqBook(symbol)
  • .subscribeOptionsBook(symbol)
  • "AUTHORIZED" (data)
  • "ACCT_ACTIVITY" (data)
  • "QUOTE" (data)
  • "TIMESALE_EQUITY_UPDATE" (data)
  • "OPTION" (data)
  • "TIMESALE_FUTURES_UPDATE" (data)
  • "LEVELONE_FUTURES_UPDATE" (data)
  • "NEWS_HEADLINE" (data)
  • "ACTIVES_NASDAQ" (data)
  • "ACTIVES_NYSE" (data)
  • "ACTIVES_OPTIONS" (data)
  • "LISTED_BOOK" (data)
  • "NASDAQ_BOOK" (data)
  • "CHART_SNAPSHOT" (data)
  • "CHART_UPDATE" (data)

new TDAmeritradeStreamer()

Represents the TDAmeritradeStreamer class for handling streaming.

tdAmeritradeStreamer.TDAmeritradeStreamer

Kind: instance class of TDAmeritradeStreamer

new exports.TDAmeritradeStreamer(streamerConnectionOptions, [handleLevelOneFeedUpdate], [handleLevelOneTimeSaleUpdate])

Param	Type	Description
streamerConnectionOptions	TDAmeritradeStreamerConnectionOptions	Streamer Connection Options
[handleLevelOneFeedUpdate]	function	Custom L1 feed data callback
[handleLevelOneTimeSaleUpdate]	function	Custom L1 time & sales feed data callback

tdAmeritradeStreamer.on(evt, method, context)

EventEmitter on event handler

Kind: instance method of TDAmeritradeStreamer

Param	Type	Description
evt	string	Event Name
method	string	Method
context	*	Context

tdAmeritradeStreamer.add(evt, method, context)

EventEmitter addListener handler

Kind: instance method of TDAmeritradeStreamer

Param	Type	Description
evt	string	Event Name
method	string	Method
context	*	Context

tdAmeritradeStreamer.subscribeAccountActivity()

Subscribe to Account Activity Service

Kind: instance method of TDAmeritradeStreamer

tdAmeritradeStreamer.getChartHistoryAndSubscribeQuotes(symbol)

Subscribe to Chart and Quotes Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeQuotes(symbol)

Subscribe to Quote Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeCharts(symbol)

Subscribe to Chart Equity Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeOptions(symbol)

Subscribe to Option Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeTimeAndSales(symbol)

Subscribe to Time & Sales Equity Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeFutures(symbol)

Subscribe to Futures Chart History, Chart, Time & Sales & Level One Services

Kind: instance method of TDAmeritradeStreamer

Param	Type	Default
symbol	TickerSymbolKeys	/ES

tdAmeritradeStreamer.subscribeTimeSalesFutures(symbol)

Subscribe to Futures Time & Sales Service

Kind: instance method of TDAmeritradeStreamer

Param	Type	Default
symbol	TickerSymbolKeys	/ES

tdAmeritradeStreamer.subscribeFuturesOptions(symbol)

Subscribe to Level One Futures Options Service './EW1X20C3510, ./EW1X20C3525'

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeActives()

Subscribe to Actives Feed

Kind: instance method of TDAmeritradeStreamer

tdAmeritradeStreamer.subscribeNewsHeadlines(symbol)

Subscribe to News Headlines

Kind: instance method of TDAmeritradeStreamer

Param	Type	Default
symbol	TickerSymbolKeys	ALL

tdAmeritradeStreamer.setQualityOfService(qoslevel)

Set Quality of Service Level

0 = Express(500 ms) 1 = Real - Time(750 ms) default value for http binary protocol 2 = Fast(1, 000 ms) default value for websocket and http asynchronous protocol 3 = Moderate(1, 500 ms) 4 = Slow(3, 000 ms) 5 = Delayed(5, 000 ms)

Kind: instance method of TDAmeritradeStreamer

Param	Type	Default	Description
qoslevel	number	0	Quality of Service level

tdAmeritradeStreamer.subscribeListedBook(symbol)

Subscribe to Listed Order Book Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeNasdaqBook(symbol)

Subscribe to Nasdaq Order Book Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

tdAmeritradeStreamer.subscribeOptionsBook(symbol)

Subscribe to Options Order Book Service

Kind: instance method of TDAmeritradeStreamer

Param	Type
symbol	TickerSymbolKeys

"AUTHORIZED" (data)

Emitted when AUTHORIZED streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"ACCT_ACTIVITY" (data)

Emitted when ACCT_ACTIVITY streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"QUOTE" (data)

Emitted when QUOTE streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"TIMESALE_EQUITY_UPDATE" (data)

Emitted when TIMESALE_EQUITY_UPDATE streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"OPTION" (data)

Emitted when OPTION streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"TIMESALE_FUTURES_UPDATE" (data)

Emitted when TIMESALE_FUTURES_UPDATE streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"LEVELONE_FUTURES_UPDATE" (data)

Emitted when LEVELONE_FUTURES_UPDATE streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"NEWS_HEADLINE" (data)

Emitted when NEWS_HEADLINE streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"ACTIVES_NASDAQ" (data)

Emitted when ACTIVES_NASDAQ streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"ACTIVES_NYSE" (data)

Emitted when ACTIVES_NYSE streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"ACTIVES_OPTIONS" (data)

Emitted when ACTIVES_OPTIONS streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"LISTED_BOOK" (data)

Emitted when LISTED_BOOK streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"NASDAQ_BOOK" (data)

Emitted when NASDAQ_BOOK streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"CHART_SNAPSHOT" (data)

Emitted when CHART_SNAPSHOT streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

"CHART_UPDATE" (data)

Emitted when CHART_UPDATE streamer event is emitted.

Kind: event emitted by TDAmeritradeStreamer

Param	Type	Description
data	Object	Stream Event Data

STATE

Kind: global constant
Author: Allen Sarkisyan
License: MIT Open Source License
Copyright: 2019 - 2023 XT-TX

createTDAmeritradeStreamer(streamerConnectionOptions, handleLevelOneFeedUpdate, handleLevelOneTimeSaleUpdate) ⇒ TDAmeritradeStreamer

Creates a new instance of TD Ameritrade Streamer

Kind: global function

Param	Type	Description
streamerConnectionOptions	TDAmeritradeStreamerConnectionOptions	API Client Configuration
handleLevelOneFeedUpdate	function	Level one feed callback
handleLevelOneTimeSaleUpdate	function	Level one time & sales callback

TickerSymbolKeys : string | Array.<string>

Single Symbol, Comma Seperated Symbols or Array of Symbols ("SPY" | "SPY, QQQ" | ["SPY", "QQQ"])

Kind: global typedef

FuturesSymbol : string | Array.<string>

Kind: global typedef

TDAmeritradeStreamerConnectionOptions : Object

TD Ameritrade Stream Connection Options

Kind: global typedef
Properties

Name	Type	Description
primaryAccountId	string	Primary Account ID
accountId	string	Account ID to connect
token	string	Token from streamerInfo
accountCdDomainId	string	Account CD Domain ID from accounts
streamerSocketUrl	string	Streamer Socket URL
tokenTimestamp	Date	Token Timestamp
tokenExpirationTime	Date	Token Expiration Time
appId	string	App ID
acl	string	ACL from streamerInfo
userGroup	string	User Group
accessLevel	string	Access Level
company	string	Company Name
segment	string	Segment
streamerSubscriptionKeys	Array.<Object>	Streamer Subscription Keys
streamerSubscriptionKeys[].key	string	Subscription Key
quotes	object	Realtime Quotes

TDAmeritradeStreamerCommand : Object

Kind: global typedef
Properties

Name	Type	Description
service	string	Service Name
command	string	Command Name
parameters	Object	Service Command Parameters

TDAmeritradeStreamServiceResponse : Object

TD Ameritrade Stream Response

Kind: global typedef
Properties

Name	Type	Description
service	string	Service Name.
requestid	string	Request ID.
command	string	Command.
timestamp	Date	Timestamp.
content	Object	Stream Response Content.
content.code	number	Response Code.
content.msg	string	Response Message.

TDAmeritradeStreamDataResponse : Object

TD Ameritrade Data Response

Kind: global typedef
Properties

Name	Type	Description
service	string	Service Name.
timestamp	Date	Timestamp.
command	string	Command.
content	Array.<Object> | Object	Stream Response Content.
snapshot?	Array.<Object> | Object	Snapshot Data.

TDAmeritradeStreamNotifyResponse : Object

TD Ameritrade Stream Notify Response

Kind: global typedef
Properties

Name	Type	Description
heartbeat	Date	Heartbeat.