I need to monitor level 2 market data for different tickers constantly. Also need a screener to find tickers that behaved in a specific way, for example jumped by %2.5. The codes need to be written in python so that I can integrate with the rest of my code.
I strongly prefer TD-ameritrade api, but I am also open to any free or non-expensive level 2 data and screener provider. The level 2 data needs to be saved in a table in real time. The target stock market is the US.