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Data Downloader

  #11 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
Thanks Given: 227
Thanks Received: 140


StockJock View Post
Yes, Yahoo or Google historical data can be used even though they're only EOD quotes.

I just learned that TDA has an API: https://www.tdameritrade.com

Are you aware of an AB plugin?

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  #12 (permalink)
StockJock
Chicago + Illinois/USA
 
Posts: 256 since Aug 2010
Thanks Given: 15
Thanks Received: 154


TonyB View Post
I just learned that TDA has an API: https://www.tdameritrade.com

Are you aware of an AB plugin?

See my posted message. That is the plugin. To obtain permission to access TDA's API you have to be a high frequency trader. I've already contacted TDA on this.

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  #13 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
Thanks Given: 227
Thanks Received: 140



StockJock View Post
See my posted message. That is the plugin. To obtain permission to access TDA's API you have to be a high frequency trader. I've already contacted TDA on this.

SJ, my apologies if we are talking about the same thing here... I admit my ignorance on this topic.

The link you provided to an earlier post was for a DDE data source, or current, realtime data (not historical). The API approach, as explained to me, includes much more. From that TDA link I provided above, among other things, it includes both historical and intraday. A plugin is needed though. And, according to AB, Marcin at least, he is not aware of such TDA plugin (email with him last night)...

I also just emailed TDA at: [email protected], to get their input on what is needed. You had mentioned that high frequency trading is a requirement. In my research I found someone stating that it wasn't trading activity, but account size. And, it was just $25K. I have several accounts there, including IRA's, Coverdell's, and a brokerage, so that wouldn't be an issue for me. I however not a high frequency trader, I think by most defintions...

Found a discussion on the web where TDA responds to the $25k figure, just a couple months ago:

says that $25k is needed to use the TD Ameritrade API. Is this claim
true?

Thank you,
—————————————————–
No, that is not the current requirement.

There are two paths for submitting a request to the API. One is for personal use and requires a TD Ameritrade account and the other is for commercial development or for a product that will be released to the public. Could you please tell us which you would like to request approval for so that we may send you the request materials?

Furthermore note that individual access to the TD Ameritrade API requires:
1. A TD Ameritrade account with either an account value of $500,000 or more OR 30 trades per quarter
2. A legacy “green” TD Ameritrade account. “Orange” accounts do not have access to the TD Ameritrade API. If you are not sure which of the two your account is, if you can log in to https://www.tdameritrade.com and you can launch Command Center 2.0 and Streamer Suite and receive quotes in each, the account is a legacy “green” account.

If your TD Ameritrade account does not meet the first requirement, please email us back in a few months, as we are currently working on expanding access. In the meantime, feel free to try the thinkorswim from TD Ameritrade platform, which has a built-in scripting language.

API Support
++++++

Again, I just emailed them and I'll share what I learn. It has been a couple months since that above response....

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  #14 (permalink)
StockJock
Chicago + Illinois/USA
 
Posts: 256 since Aug 2010
Thanks Given: 15
Thanks Received: 154


TonyB View Post
Again, I just emailed them and I'll share what I learn. It has been a couple months since that above response....

I received a similar response that indicated the requirement for a set number of trades per month and a minimum account balance. In the interum, if you are an experienced programmer, which I am not, you can examine this. I found some program development on linking to TD Ameritrade.

TD AMERITRADE SDK
[COLOR=#0066cc]http://tda.codeplex.com/[/COLOR]
[COLOR=#0066cc]https://github.com/kriasoft/tdameritrade[/COLOR]

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  #15 (permalink)
StockJock
Chicago + Illinois/USA
 
Posts: 256 since Aug 2010
Thanks Given: 15
Thanks Received: 154

I like Amibroker, because it has a much more powerful programming language (AFL) than ThinkScript for TOS. However, just like you, I also test other trading platforms. Currently, I'm testing NinjaTrader 7 which is free for use as a trade simulator and can connect directly with TDA for real time and historical data. It also has a support discussion forum and lots of free indicators. Use it as a simulator or for market replay. It's rather expensive to purchase to use for live trading, but helpful for free trading analysis and educational practice trading.

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  #16 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
Thanks Given: 227
Thanks Received: 140


StockJock View Post
I received a similar response that indicated the requirement for a set number of trades per month and a minimum account balance. In the interum, if you are an experienced programmer, which I am not, you can examine this. I found some program development on linking to TD Ameritrade.

TD AMERITRADE SDK
[COLOR=#0066cc]http://tda.codeplex.com/[/COLOR]
[COLOR=#0066cc]https://github.com/kriasoft/tdameritrade[/COLOR]

I've been on travel today and just saw this email from TDA:


Tony,

If AmiBroker has functionality for getting data from TD Ameritrade, you would just need to have a “green” account. To check whether your account is green or orange and to convert it to green as necessary (the conversion will disable futures/forex trading), contact TD Ameritrade Tech Support at 1-800-669-3900.
++++

Nothing about trade activity or account balance. I have a green account... While I'm set-up to trade futures and forex, I have not done so (paper / sim trades only). The reason for the disabling is not clear...

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  #17 (permalink)
StockJock
Chicago + Illinois/USA
 
Posts: 256 since Aug 2010
Thanks Given: 15
Thanks Received: 154


TonyB View Post
Nothing about trade activity or account balance. I have a green account... While I'm set-up to trade futures and forex, I have not done so (paper / sim trades only). The reason for the disabling is not clear...

Sound like you're on your way with help from TDA tech support.

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  #18 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
Thanks Given: 227
Thanks Received: 140


StockJock View Post
Sound like you're on your way with help from TDA tech support.

Not so sure... I have more time now, as I'm back home...

I learned that I have 5 TDA accounts, 3 "orange" and 2 "green". API connectivity is only to green accounts... Unfortunately, my brokerage account, the one where I trade stocks and options most often, is orange, now at least.

The rep said that he was under the impression that TDA soon might not be offering an API anymore though, and that it was somehow not encouraged, despite the expression here (same link provided earlier):

https://www.tdameritrade.com

Either way, he said that this is not a matter for customer support. So, I emailed the API group again, and got this:


Tony,

Do you remember who you spoke with? Let me know and I can talk to them to make sure they’re caught up on procedure. This email address is for developing on the TD Ameritrade API; all green accounts can connect to it. So to connect to TD Ameritrade in a third-party application that uses our API, just supply the userid and password for one of the green accounts to get logged in. If you are having trouble logging in with a green account and can log in to that account online at tdameritrade.com (third-party applications generally will not support linked accounts), you would need to contact the vendor of that third-party software directly.
+++++

I have no idea where this is going...

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  #19 (permalink)
StockJock
Chicago + Illinois/USA
 
Posts: 256 since Aug 2010
Thanks Given: 15
Thanks Received: 154


TonyB View Post
I have no idea where this is going...

Tony,

Did they give you access to their discussion forum, TD AMERITRADE API Support? If you can logon and read what others are talking about, that might help. You can post your own questions too. I don't have access, because my accounts don't qualify.

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  #20 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
Thanks Given: 227
Thanks Received: 140



StockJock View Post
Tony,

Did they give you access to their discussion forum, TD AMERITRADE API Support? If you can logon and read what others are talking about, that might help. You can post your own questions too. I don't have access, because my accounts don't qualify.

If I was given access, I was not informed of such... I tried to login with a couple accounts, and those did not work. They might have been "orange" accounts though...

I did not hear back from the API team regarding the email I sent yesterday. So, I forwarded it moments ago, to both TDA API email addresses I'm aware of, explaining that it has been a bit frustrating to hear from Tech Support and the API staff that the other group is who I need to work with...

I also provided that link to the forum (thank you) you just provided, inquiring about it, and if that is where I need to make such a request. I'll report back what I learn. Oh, I saw your PM within my email notification, and no problem, I'd gladly do so.

EDIT / ADD:

I just heard back, and it looks like the run-around continues... I'll call TDA later:


Tony,

No, that forum and this email address are for API development. Any account that can access Command Center 2.0 and Streamer Suite on the TD Ameritrade site (https://www.tdameritrade.com) will have access to the API. If you can access those tools, but are unable to connect to TD Ameritrade using third-party software, you would need to contact the software vendor to ensure TD Ameritrade is a supported feed and troubleshoot further. If you cannot access those tools, the account would need to be converted; you can convert the account to “green” by contacting TD Ameritrade Tech Support at 1-800-669-3900 to have the account reviewed and converted as necessary. Note that converting the account to green will disable futures/forex trading on the account.

Ok... moments later, I got this from the same guy, which gives me reason for hope. I just emailed Tech Support via their website, attaching the email string for reference, explaining that I cannot call now, but would appreciate some resolution.


Tony,

Another quick note on that; if you talk to Tech Support (make sure to ask for Tech Support on this one) and you hear anything other than what I sent in my previous email, please escalate it to a supervisor and they should be able to get it taken care of. All of the Tech Support supervisors on the TD Ameritrade side (it may be different if you’re talking to ThinkOrSwim in Chicago) should know the procedure. If you don’t have any luck with that, let me know a phone number I can give you a call at and I will get it taken care of.

EDIT / ADD:

I heard back further from TDA... I had brought MC into the fold too, and received this response:

Thank you for responding. Yes AmiBroker already has the connection with us as long as you sign in with a valid "green" account, which you have 3 of. Unfortunately, even though we have a corporate partnership with AmiBroker, we do not have that connection with MultiCharts.

+++++

I'm seeking clarification as to what is included with this "connection"...

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Last Updated on April 8, 2012


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