Please proof this article: TPR Valves and Discharge Piping.

[Nick Gromicko]

http://www.nachi.org/tpr-valves-discharge-piping.htm

[David K. Kraemer]

Looks Good!

[Rick Maday]

10. Be first piped to an indirect waste receptor such as a bucket through an air gap located in a heated area when discharging to the outdoors in areas subject to freezing, since freezing water could block the pipe.

I would remove the bucket part. Are there buckets specifically for this purpose?

Seems an air gap in a heated area would prevent the pipe from freezing (with or without the bucket) .