qlib
tdameritrade
qlib | tdameritrade | |
---|---|---|
53 | 3 | |
14,279 | 519 | |
1.8% | - | |
6.6 | 5.6 | |
4 days ago | 17 days ago | |
Python | Python | |
MIT License | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
qlib
tdameritrade
-
Best way to get EOD volume data just before market close?
TD Ameritrade's API provides a cumulative volume if you query for the daily historical price. There's libraries for both python (td-api or tdameritrade) and nodejs (@knicola/tdameritrade). To get the most up to date historical prices + volume, you should specify an end date in the future (ie. today's date + 1 day.)
- End of the day Options Time and Sales Data from TDAmeritrade API
-
TD API documentation
https://github.com/timkpaine/tdameritrade/issues/62#issue-596926302
What are some alternatives?
zipline - Zipline, a Pythonic Algorithmic Trading Library
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.
awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
quant-trading - Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
optlib - A library for financial options pricing written in Python.
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
pyEX - Python interface to IEX and IEX cloud APIs
bulbea - :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
tdameritradejs - TD Ameritrade Library for Node.js
dwx-zeromq-connector - Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.