I'm working on a trading project and trying to use TD Ameritrade API to get some stock and option data. On the documentation of TD API, it says that it supports "Streaming data - Level I, Level II, News, and Actives" (https://www.tdameritrade.com/api.page). However, I can only find level 2 data for future.
I'm wondering does anyone know if TD Ameritrade API supports Level 2 data for stocks and options? If so, how can we access them? Thank you so much!
Check out the api guide: https://developer.tdameritrade.com/content/streaming-data. Says Level 2 is supported for FOREX_BOOK FUTURES_BOOK LISTED_BOOK NASDAQ_BOOK OPTIONS_BOOK FUTURES_OPTIONS_BOOK
If you know python you can use this: https://github.com/alexgolec/tda-api