Quickstart

Before You Begin

This package assumes you or someone who trusts you has set up a TDAmeritrade app through their developer portal. If you haven’t done this, see TDAmeritrade’s getting started guide.

To authenticate against the TDAmeritrade API, you need:

  1. An OAuth redirect URI
  2. An OAuth user ID
  3. Your TDAmeritrade account number

You create these first two items when you register a new app with TDAmeritrade.

Current Uses

Auth and Positions

To get started, use the following code snippet to create an authenticated client and pull your account positions:

from tdameritrade_client.client import TDClient

td_client = TDClient(acct_number=<your account number>,
                     oauth_user_id=<the id registered to the TD app you would like to authenticate with>,
                     redirect_uri=<the redirect URI registered to the TD app>,
                     token_path=<optional path to an existing access token>)
td_client.run_auth()
acct_info = td_client.get_positions()

When you authenticate for the first time, you will have to sign in with the same TDAmeritrade account that is associated to the acct_number parameter supplied during construction of the client object. The auth flow will write an access token for that account. If you create a new client with a different account number, it will create a token for the second account alongside the first.

Note that the first full auth flow will cause your browser to warn you of an untrusted certificate. This is because the self-signed certificate in question is written by the library and hosted from your localhost, and is therefore safe to trust.

Search for Instrument

You can search for an instrument by ticker, CUSIP, or by its description:

from tdameritrade_client.client import TDClient

td_client = TDClient(acct_number, oauth_user_id, redirect_uri, token_path)
td_client.run_auth()
print(td_client.get_instrument(symbol='aapl', projection='symbol-search'))
>> {'AAPL': {'cusip': '037833100', 'symbol': 'AAPL', 'description': 'Apple Inc. - Common Stock', 'exchange': 'NASDAQ', 'assetType': 'EQUITY'}}

print(td_client.get_instrument(symbol='037833AK6', projection='symbol-search'))
>> {'037833AK6': {'bondPrice': 98.762, 'cusip': '037833AK6', 'symbol': '037833AK6', 'description': 'APPLE INC SENIOR NOTE M/W 2.4 2023-05-03', 'exchange': 'OTC', 'assetType': 'BOND'}}

print(td_client.get_instrument(symbol='Apple Inc.*', projection='desc-regex'))
>> {'AAPL42': {'cusip': '037833BK5', 'symbol': 'AAPL42', 'description': 'Apple Inc', 'exchange': 'NYSE', 'assetType': 'EQUITY'}, 'AAPL26': { . . . } . . .}

Get Quote

Get a quote for a known ticker symbol:

from tdameritrade_client.client import TDClient

td_client = TDClient(acct_number, oauth_user_id, redirect_uri, token_path)
td_client.run_auth()
print(td_client.get_quote(symbol='aapl'))
>> {'AAPL': {'assetType': 'EQUITY', 'symbol': 'AAPL', 'description': 'Apple Inc. - Common Stock',
             'bidPrice': 196.89, 'bidSize': 500, 'bidId': 'K', 'askPrice': 197.0, 'askSize': 5000,
             'askId': 'K', 'lastPrice': 196.9, 'lastSize': 100, 'lastId': 'Q', 'openPrice': 196.45,
             'highPrice': 197.1, 'lowPrice': 195.93, 'bidTick': ' ', 'closePrice': 197.0, 'netChange': -0.1,
             'totalVolume': 18526644, 'quoteTimeInLong': 1554508799032, 'tradeTimeInLong': 1554508799032,
             'mark': 197.0, 'exchange': 'q', 'exchangeName': 'NASDAQ', 'marginable': True, 'shortable': True,
             'volatility': 0.0082, 'digits': 4, '52WkHigh': 233.47, '52WkLow': 142.0, 'nAV': 0.0,
             'peRatio': 16.5064, 'divAmount': 2.92, 'divYield': 1.48, 'divDate': '2019-02-08 00:00:00.0',
             'securityStatus': 'Normal', 'regularMarketLastPrice': 197.0, 'regularMarketLastSize': 11280,
             'regularMarketNetChange': 0.0, 'regularMarketTradeTimeInLong': 1554494400394, 'delayed': False}}

Get Price History

There are two methods to retrieve price history: by date range, or by period.

  1. Search by date:

    from datetime import datetime

from tdameritrade_client.client import TDClient

td_client = TDClient(acct_number, oauth_user_id, redirect_uri, token_path)
td_client.run_auth()
print(td_client.get_dated_price_history(symbol='aapl', start_date=datetime(2019, 4, 23, 11, 0, 0),
                                        end_date=datetime(2019, 4, 23, 11, 2, 0))

>> {
       "candles": [
           {
               "open": 203.72,
               "high": 203.75,
               "low": 203.72,
               "close": 203.75,
               "volume": 750,
               "datetime": "2019-04-23_11-00-00"
           },
           {
               "open": 203.75,
               "high": 203.75,
               "low": 203.75,
               "close": 203.75,
               "volume": 200,
               "datetime": "2019-04-23_11-01-00"
           }
       ],
       "symbol": "AAPL",
       "empty": false
   }

The datetimes providing a daterange should be given in UTC. Note: TDAmeritrade will return an error if there are no data entries in the given time interval. There is normally data starting at 11am UTC.

  1. Search by period:

    from tdameritrade_client.client import TDClient

td_client = TDClient(acct_number, oauth_user_id, redirect_uri, token_path)
td_client.run_auth()
print(td_client.get_period_price_history(symbol='aapl', period_type='day', period=1, frequency_type='minute',
                                         frequency=30)

>> {
       "candles": [
           {
               "open": 210.1,
               "high": 210.45,
               "low": 210.05,
               "close": 210.12,
               "volume": 16642,
               "datetime": "2019-05-03_11-00-00"
           },
           {
               "open": 210.2,
               "high": 210.46,
               "low": 210.2,
               "close": 210.45,
               "volume": 20356,
               "datetime": "2019-05-03_11-30-00"
           },
           {
               "open": 210.44,
               "high": 210.54,
               "low": 210.28,
               "close": 210.35,
               "volume": 31383,
               "datetime": "2019-05-03_12-00-00"
           },
           {
               "open": 210.35,
               "high": 210.99,
               "low": 209.87,
               "close": 210.78,
               "volume": 140608,
               "datetime": "2019-05-03_12-30-00"
           },

       . . .

       ],
       "symbol": "AAPL",
       "empty": false
   }

Get Movers

Get top 10 movers (up or down) by percent or value of one of the DOW, NASDAQ, or S&P500 indices:

from tdameritrade_client.client import TDClient

td_client = TDClient(acct_number, oauth_user_id, redirect_uri, token_path)
td_client.run_auth()
print(td_client.get_movers(index='$DJI', direction='up', change='percent'))
>> [
       {
          "change": 0,
          "description": "string",
          "direction": "up",
          "symbol": "string",
          "totalVolume": 0
       },
       {
          "change": 0,
          "description": "string",
          "direction": "up",
          "symbol": "string",
          "totalVolume": 0
       },

       . . .

   ]

Get Hours

Get market hours on a given date for a given market. The date must be in the future. valid markets are any of [‘EQUITY’, ‘OPTION’, ‘FUTURE’, ‘BOND’, ‘FOREX’]. The following was run before 2019-05-20:

from tdameritrade_client.client import TDClient

td_client = TDClient(acct_number, oauth_user_id, redirect_uri, token_path)
td_client.run_auth()
print(td_client.get_hours(markets='EQUITY', date=datetime(2019, 5, 20))
>> {'equity':
       {'EQ':
           {
               'date': '2019-05-20',
               'marketType': 'EQUITY',
               'exchange': 'NULL',
               'category': 'NULL',
               'product': 'EQ',
               'productName': 'equity',
               'isOpen': True,
               'sessionHours': {
                   'preMarket': [{'start': '2019-05-20T07:00:00-04:00', 'end': '2019-05-20T09:30:00-04:00'}], 'regularMarket': [{'start': '2019-05-20T09:30:00-04:00', 'end': '2019-05-20T16:00:00-04:00'}],
                   'postMarket': [{'start': '2019-05-20T16:00:00-04:00', 'end': '2019-05-20T20:00:00-04:00'}]
                }
            }
       }
   }