tdameritrade
tda-api
tdameritrade | tda-api | |
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3 | 106 | |
519 | 1,247 | |
- | - | |
5.6 | 2.8 | |
4 days ago | 23 days ago | |
Python | Python | |
Apache License 2.0 | MIT License |
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tdameritrade
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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
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TD API documentation
https://github.com/timkpaine/tdameritrade/issues/62#issue-596926302
tda-api
- tda-api: NEW Derivatives and Hedging - star count:1219.0
- tda-api: NEW Derivatives and Hedging - star count:1179.0
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How do you calculate spread in real-time?
Also FYI - The TDA API does have level 2 book streaming, but it's undocumented. However, some people have managed to reverse engineer some of those endpoints. Not sure what language you're using, but the most popular TDA API wrapper (tda-api) has some functionality you can use for your own testing. See the section starting on line 1791 of the Streaming class implementation here.
What are some alternatives?
qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
td-ameritrade-python-api - Unofficial Python API client library for TD Ameritrade. This library allows for easy access of the Standard API and allows users to build data pipelines for the Streaming API.
zipline - Zipline, a Pythonic Algorithmic Trading Library
td-ameritrade-client - TD Ameritrade Java Client
optlib - A library for financial options pricing written in Python.
TDAmeritradeAPI - Front-end library - with C, C++, Python, and Java interfaces - for the recently expanded TDAmeritrade API
pyEX - Python interface to IEX and IEX cloud APIs
pytiingo - Python SDK for the Tiingo Finance API
tdameritradejs - TD Ameritrade Library for Node.js
go-tdameritrade - go client for the tdameritrade api
td-ameritrade-api - TD Ameritrade Python API
thetagang - ThetaGang is an IBKR bot for collecting money