How do you calculate spread in real-time?

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading
Finance Trading tdameritrade financial-data automated-trading

InfluxDB - Power Real-Time Data Analytics at Scale
Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
www.influxdata.com
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SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
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  • 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.

    • Also FYI - The TDA API does have level 2 book streaming, but it's undocumented. However, some people have managed to reverse engineer some of those endpoints. Not sure what language you're using, but the most popular TDA API wrapper (tda-api) has some functionality you can use for your own testing. See the section starting on line 1791 of the Streaming class implementation here.

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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