Verified against a live account before and after writing it. CHART_FUTURES
delivers one true-OHLCV minute bar per symbol per minute, LEVEL_ONE_FUTURES
reports delayed: false, and consecutive bars arrived sixty seconds apart through
the production code path.
Yahoo stays. Schwab serves no futures history whatever, so seed_source resolves
to Yahoo even when SEED_SOURCE=schwab is asked for — the pairing is the intended
configuration rather than a fallback. The symbols differ, ES=F against /ES, so
Settings.live_symbol picks the live one while seeding always uses Yahoo's.
Three findings worth keeping, each of which cost a round trip:
- get_quote() singular returns the wrong instrument entirely. It puts the symbol
in the URL path, where the leading slash is normalised away, so /ES resolves to
Eversource Energy at $72 and returns HTTP 200 with a populated body. Only
get_quotes() plural, which passes symbols as a query parameter, returns the
future. A 200 is not evidence; assetMainType is.
- Streaming requires the Accounts and Trading product. StreamClient.login() reads
/trader/v1/userPreference for its socket URL, and that path does not exist in
Market Data Production.
- /ES resolves to the active contract on Schwab's side, so the contract roll
handling the plan left open needs no code.
The stream drops the oldest queued message rather than stalling the socket, and
surfaces a dead pump task instead of waiting forever on a queue nothing fills.
schwab-py moves into requirements.txt, imported only when LIVE_SOURCE=schwab.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Chris Amow
d526001742