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https://github.com/alexgolec/tda-api

A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.
https://github.com/alexgolec/tda-api

automated-trading finance financial-data python3 tdameritrade trading

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A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.

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README 

        
TDAmeritrade is now defunct

===========================



On May 10th, 2024, Charles Schwab officially turned down the TDAmeritrade 

service and migrated its last batch of customers to Charles Schwab. With this 

change, ``tda-api`` and the API that backed it stopped working.



Fortunately, a new API is available, and it's quite similar to ``tda-api``.  

We've been hard at work on ``schwab-py``, a replacement for ``tda-api``. Here is 

the `documentation, complete with getting started and migration 

guides `__. If you have any 

questions, please ask them on our `Discord 

server `__



The old ``tda-api`` project is now defunct, and this repo is provided for 

archival purposes only.



``tda-api``: A TD Ameritrade API Wrapper

----------------------------------------



.. image:: https://img.shields.io/discord/720378361880248621.svg?label=&logo=discord&logoColor=ffffff&color=7389D8&labelColor=6A7EC2

  :target: https://discord.gg/BEr6y6Xqyv



.. image:: https://img.shields.io/endpoint.svg?url=https%3A%2F%2Fshieldsio-patreon.vercel.app%2Fapi%3Fusername%3Dalexgolec%26type%3Dpatrons&style=flat

  :target: https://patreon.com/TDAAPI



.. image:: https://readthedocs.org/projects/tda-api/badge/?version=latest

  :target: https://tda-api.readthedocs.io/en/latest/?badge=latest



.. image:: https://github.com/alexgolec/tda-api/workflows/tests/badge.svg

  :target: https://github.com/alexgolec/tda-api/actions?query=workflow%3Atests



.. image:: https://badge.fury.io/py/tda-api.svg

  :target: https://badge.fury.io/py/tda-api



.. image:: http://codecov.io/github/alexgolec/tda-api/coverage.svg?branch=master

  :target: http://codecov.io/github/alexgolec/tda-api?branch=master



What is ``tda-api``?

--------------------



``tda-api`` is an unofficial wrapper around the `TD Ameritrade APIs

`__. It strives to be as thin and

unopinionated as possible, offering an elegant programmatic interface over each

endpoint. Notable functionality includes:



* Login and authentication

* Quotes, fundamentals, and historical pricing data

* Options chains

* Streaming quotes and order book depth data

* Trades and trade management

* Account info and preferences



How do I use ``tda-api``?

-------------------------



For a full description of ``tda-api``'s functionality, check out the 

`documentation `__. Meawhile, here's 

a quick getting started guide:



Before you do anything, create an account and an application on the

`TD Ameritrade developer website `__.

You'll receive an API key, also known as a Client Id, which you can pass to this 

wrapper. You'll also want to take note of your callback URI, as the login flow 

requires it.



Next, install ``tda-api``:



.. code-block:: python



  pip install tda-api



You're good to go! To demonstrate, here's how you can authenticate and fetch

daily historical price data for the past twenty years:



.. code-block:: python



  from tda import auth, client

  import json



  token_path = '/path/to/token.json'

  api_key = '[email protected]'

  redirect_uri = 'https://your.redirecturi.com'

  try:

      c = auth.client_from_token_file(token_path, api_key)

  except FileNotFoundError:

      from selenium import webdriver

      with webdriver.Chrome() as driver:

          c = auth.client_from_login_flow(

              driver, api_key, redirect_uri, token_path)



  r = c.get_price_history('AAPL',

          period_type=client.Client.PriceHistory.PeriodType.YEAR,

          period=client.Client.PriceHistory.Period.TWENTY_YEARS,

          frequency_type=client.Client.PriceHistory.FrequencyType.DAILY,

          frequency=client.Client.PriceHistory.Frequency.DAILY)

  assert r.status_code == 200, r.raise_for_status()

  print(json.dumps(r.json(), indent=4))



Why should I use ``tda-api``?

-----------------------------



``tda-api`` was designed to provide a few important pieces of functionality:



1. **Safe Authentication**: TD Ameritrade's API supports OAuth authentication, 

   but too many people online end up rolling their own implementation of the 

   OAuth callback flow. This is both unnecessarily complex and dangerous. 

   ``tda-api`` handles token fetch and refreshing for you.



2. **Minimal API Wrapping**: Unlike some other API wrappers, which build in lots 

   of logic and validation, ``tda-api`` takes raw values and returns raw 

   responses, allowing you to interpret the complex API responses as you see 

   fit. Anything you can do with raw HTTP requests you can do with ``tda-api``, 

   only more easily.



Why should I *not* use ``tda-api``?

-----------------------------------



As excellent as TD Ameritrade's API is, there are a few popular features it does 

not offer: 



 * Unfortunately, the TD Ameritrade API does not seem to expose any endpoints 

   around the `papermoney `__ simulated trading product. ``tda-api`` can 

   only be used to perform real trades using a TD Ameritrade account. Note: 

   trades made through the API appear in thinkorswim and vice versa. 

 * The API only supports trading in equities, mutual funds, ETFs, and options 

   (both simple contracts and complex composite positions). Futures and futures 

   options trading is not supported. Some data is provided for futures, but not

   for futures options.

 * Historical options pricing data is not available. 



What else?

----------



We have a `Discord server `__! You can join to 

get help using ``tda-api`` or just to chat with interesting people.



Bug reports, suggestions, and patches are always welcome! Submit issues

`here `__ and pull requests

`here `__.



``tda-api`` is released under the

`MIT license `__.



**Disclaimer:** *tda-api is an unofficial API wrapper. It is in no way 

endorsed by or affiliated with TD Ameritrade or any associated organization.

Make sure to read and understand the terms of service of the underlying API 

before using this package. This authors accept no responsibility for any

damage that might stem from use of this package. See the LICENSE file for

more details.*