Options Time And Sales

[Henulraj]

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Description of Bug
timesale_options_subs() does not return the options data. I am requesting during live market hours.

Code to Reproduce

from tda.auth import easy_client
from tda.client import Client
from tda.streaming import StreamClient

import asyncio
import pandas as pd


client = easy_client(
    api_key="IFGR3RGYT3YTV4L3V433YL43Y43L4V3Y",  #Fake
    redirect_uri="https://localhost",
    token_path="token.pickle")
stream_client = StreamClient(client, account_id=123456789)

def order_book_handler(msg):
    df = pd.DataFrame(msg["content"])
    print (df)

async def read_stream():
    await stream_client.login()
    await stream_client.quality_of_service(StreamClient.QOSLevel.EXPRESS)
    await stream_client.timesale_options_subs(['SPY'])

    stream_client.add_timesale_options_handler(order_book_handler)

    while True:
        await stream_client.handle_message()

try:
    asyncio.get_event_loop().run_until_complete(read_stream())
except KeyboardInterrupt:
    print("Stopped")

Expected Behavior
Should return data in Pandas DataFrame.

Actual Behavior
Does not return anything.

Error/Exception Log, If Applicable
See here to learn how to turn on debug logging: https://tda-api.readthedocs.io/en/latest/help.html

[Henulraj]

Does this give sufficient explanation? Please let me know If you want me to provide more details.

[alexgolec]

Unfortunately, options time and sales data does not appear to be available at the moment. Streams will connect but to date no one I know of has ever received any data.

[Henulraj]

Thanks for letting me know, Alex. I tried many things.