Python code to download and visualize data from ThetaData.
The dashboard is built using streamlit.
You'll need to have the 'Standard' options tier to run all the API calls in these modules.
This will download and store all options trades on 2024-06-24:
python -m all_stocks_all_trades 20240624
streamlit run thetadata_streamlit.py
Generate a list of unusual trades that occurred on 2024-06-21:
python -m unusual_trades 20240621
For each stock that you have data for, this will filter down to the top 0.01% of trades. If any of these trades occurred on the trade date specified, they'll show up in the resulting report.
The report will be in the file:
out/unusual_trades_20240621.csv