https://github.com/sshh12/pymeritrade
A python interface for using the TD Ameritrade API.
https://github.com/sshh12/pymeritrade
algorithmic-trading options stock-prices streaming td-ameritrade td-ameritrade-api
Last synced: 6 months ago
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A python interface for using the TD Ameritrade API.
- Host: GitHub
- URL: https://github.com/sshh12/pymeritrade
- Owner: sshh12
- License: mit
- Created: 2020-04-24T19:32:34.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2023-05-22T22:43:46.000Z (over 2 years ago)
- Last Synced: 2025-02-14T12:17:38.418Z (8 months ago)
- Topics: algorithmic-trading, options, stock-prices, streaming, td-ameritrade, td-ameritrade-api
- Language: Python
- Homepage:
- Size: 77.1 KB
- Stars: 2
- Watchers: 2
- Forks: 0
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# pymeritrade
> A python interface for using the TD Ameritrade API.
```shell
$ pip install git+https://github.com/sshh12/pymeritrade.git --upgrade
```
## Usage
#### Basic
```python
from pymeritrade import TDAClient
api_key = 'FANISDI42KS53AD...'
tda = TDAClient(api_key)
# first time login (see `auth.py` for more adv auth methods)
tda.login()
tda.save_login()
# normal login
tda.load_login()
print(tda.account)
print(tda.day_trades)
print(tda.liquidation_value)
print(tda.movers('$DJI'))
print(tda.options(quotes=True)['AAPL'])
print(tda.quotes()[['AMZN', 'INO']])
```
#### Instruments
```python
AAPL = tda.stocks['AAPL']
print(AAPL.quote)
print(AAPL.fundamentals)
print(AAPL.history(span='day', freq='minute'))
print(AAPL.options())
```
#### Websocket API
```python
stream = tda.create_stream(debug=True)
stream.start()
stream.subscribe('news', symbols=['AAPL', 'AMZN'])
stream.subscribe('quote', symbols=['AMZN'])
stream.subscribe('forex', symbols=['EUR/USD'])
stream.subscribe('chart', type='equity', symbols=['AMZN'])
stream.subscribe('actives', exchange='NASDAQ', symbols=['NASDAQ-60'])
for item in stream.live_data():
print(item)
```
#### Price History
```python
# Create a history factory (symbol(s) -> Pandas DataFrame)
# spans {day, month, year, ytd, all}
# freqs {minute, daily, weekly, monthly}
daily_history = tda.history(span='year', freq='daily')
daily_history_no_ah = tda.history(span='year', freq='daily', extended=False)
old_history = tda.history(span='year', freq='daily', start=datetime(2000, 1, 1))
high_res_history = tda.history(span='day', freq='minute')
all_time_to_rt_now = tda.history(span='all', freq='daily', latest=True)
# Get single symbol history
daily_history['AAPL']
# Get multi symbol history
daily_history[['AAPL', 'INTC']]
# AAPL_open AAPL_high AAPL_low AAPL_close ... INTC_high INTC_low INTC_close INTC_volume
# datetime ...
# 2019-05-08 05:00:00 201.900 205.34 201.7500 202.90 ... 50.7900 49.07 49.24 36812429
# 2019-05-09 05:00:00 200.400 201.68 196.6600 200.72 ... 48.2900 46.05 46.62 59642160
# 2019-05-10 05:00:00 197.419 198.85 192.7700 197.18 ... 46.8000 45.10 46.20 42522778
# 2019-05-13 05:00:00 187.710 189.48 182.8500 185.72 ... 45.6400 44.70 44.76 39091928
# 2019-05-14 05:00:00 186.410 189.70 185.4100 188.66 ... 45.4850 44.87 45.17 24706458
# ... ... ... ... ... ... ... ... ... ...
# 2020-05-04 05:00:00 289.170 293.69 286.3172 293.16 ... 58.0700 56.31 57.99 18957227
# 2020-05-05 05:00:00 295.060 301.00 294.4600 297.56 ... 59.3000 58.35 58.75 17252063
# 2020-05-06 05:00:00 300.460 303.24 298.8700 300.63 ... 59.9500 58.94 59.18 17848655
# 2020-05-07 05:00:00 303.220 305.17 301.9700 303.74 ... 60.0969 58.92 59.17 14733519
# 2020-05-08 05:00:00 305.640 310.35 304.2900 310.13 ... 59.7800 59.05 59.67 20391091
```
#### Orders
```python
print(tda.orders.all())
```
#### Trading
`TODO`
#### Automated Authentication
```python
from pymeritrade.auth import SeleniumHeadlessHandler
class CustomHandler(SeleniumHeadlessHandler):
def get_login_creds(self):
return "myusername", "pa55WORD"
def get_sms_code(self):
return input('2fa code > ')
tda = TDAClient(api_key, auth_handler=CustomHandler)
tda.load_login()
```
## Alternative Python Librarys
[@areed1192/td-ameritrade-python-api](https://github.com/areed1192/td-ameritrade-python-api)
[@timkpaine/tdameritrade](https://github.com/timkpaine/tdameritrade)