diff --git a/get_streaming_quote_example.py b/get_streaming_quote_example.py
new file mode 100644
index 0000000..955e98b
--- /dev/null
+++ b/get_streaming_quote_example.py
@@ -0,0 +1,16 @@
+from datetime import datetime
+from ib_insync import Option
+from ibkr.client import Client
+from ibkr.exchange import SMART
+
+client = Client(host = '127.0.0.1', port = 7497)
+
+expiration = datetime.now().strftime('%Y%m%d')
+contract = Option('SPX', expiration, 4350.0, 'P', exchange = SMART, currency = 'USD')
+contract.tradingClass = 'SPXW'
+market_data = client.get_market_data(contract, streaming = True)
+
+while True:
+    print('Bid:', market_data.bid)
+    print('Ask:', market_data.ask)
+    client.ib.sleep(secs = 2.0)
\ No newline at end of file
diff --git a/ibkr/client.py b/ibkr/client.py
index 1d6bec3..c2cc8d0 100644
--- a/ibkr/client.py
+++ b/ibkr/client.py
@@ -2,7 +2,7 @@ import pandas as pd
 
 from datetime import datetime
 from .exchange import SMART
-from ib_insync import IB, Index, Option
+from ib_insync import Contract, IB, Index, Option
 from ib_insync.util import isNan
 from .market_data_type import LIVE
 from typing import Callable
@@ -19,6 +19,14 @@ class Client:
         self.ib.qualifyContracts(underlying)
         return self.ib.reqTickers(underlying)[0]
     
+    def get_market_data(self, contract: Contract, streaming: bool = False):
+        market_data = self.ib.reqMktData(contract, '', 
+            snapshot = not streaming, regulatorySnapshot = False)
+        while isNan(market_data.bid) or isNan(market_data.ask):
+            # TODO: Add a timeout.
+            self.ib.sleep()
+        return market_data
+    
     def get_option_chain(self, symbol: str, expiration: datetime, sub_symbol: str = None, 
             contract_filter: Callable = None) -> pd.DataFrame:
         expiration_date = expiration.strftime('%Y%m%d')