TOS Streamlit Dashboard

A real-time dashboard using ThinkorSwim's RTD (Real-Time Data) and Streamlit.

Demo

demo.mp4

Prerequisites

• Windows OS (required for ThinkorSwim RTD)
• Python 3.8+
• ThinkorSwim desktop application installed and running

Installation

1. Clone the repository

git clone https://github.com/2187Nick/tos-streamlit-dashboard

2. Install dependencies:

pip install -r requirements.txt

Usage

1. Start ThinkorSwim desktop application and log in
2. Run the dashboard:

streamlit run app.py

3. Open the browser and navigate to http://localhost:8501

Interface Controls

• Symbol: Ticker symbol (e.g., "SPY")
• Expiry Date: Contract expiration date (Defaults to the nearest Friday)
• Strike Range: Range of strikes to monitor (Defaults to +- $10)
• Strike Spacing: Spacing between strikes (Defaults to 1)
• Refresh Rate: Data refresh rate (Defaults to 15 seconds)
• Start/Stop: Toggle data streaming

Notes

• This does work with Ondemand. Can use this on weekends to review historical data.
• Gamma values are displayed in millions of dollars per 1% move in underlying asset.

Build

• This repo is a basic example. We hope you will build upon it and make it your own.
• If you build something, share it and we can keep a directory of projects.

Credit

Backend:

@FollowerOfFlow worked some magic to get TOS RTD working directly with Python.

Check it out here: pyrtdc

Gamma Exposure Calculations: perfiliev

Support

@2187Nick

Discord

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