A robust Python Developer Kit to TD Ameritrade for Developers. Includes pre-defined classes and functions capable of obtaining market data and managing TD Ameritrade brokerage accounts.
Market Data:
Instrument Lookup: Equities, ETFs, Mutual Funds, Futures, Forex, Indicies, Options, Bonds
Coming Soon
- Accounts: Balances, Positions, Watchlists, Statistics, Preferences
- Trading: Get/Place/Cancel/Replace Orders and Saved Orders
Full documentation is located at addisonlynch.github.io/pyTD.
- requests
- pandas
From PyPi with pip (latest stable release):
$ pip install pyTDFrom development repository (development version):
$ git clone https://github.com/addisonlynch/pyTD
$ cd pyTD
$ python3 setup.py install1. Register for a developer account at the TD Ameritrade Developer Website. A TD Ameritrade Developer account is required to access TD Ameritrade Developer APIs. This is separate from your TD Ameritrade Brokerage Account(s).
2. Create your TD Ameritrade Developer application. See the pyTD documentation for more information on setting up an application.
3. Run pyTD.configure
(docs to set up
your configuration
directory
and generate your self-signed SSL certificate and key. Note: if using MacOS,
you may not be able to generate the certificate and key using
pyTD.configure. See Generating an SSL
Key/Certificate
for more information.
- Authenticate and Authorize pyTD by simply calling any function which returns data. For example
get_quotesfrompyTD.marketwill automatically prompt you to obtain a new refresh token:
from pyTD.market import get_quotes
get_quotes("AAPL")
# WARNING:root:Need new refresh token.
# Would you like to authorize a new refresh token? [y/n]:Selecting y will open a browser for you to authorize your application. Once the browser opens, click "AUTHORIZE" to redirect to a TD Ameritrade login prompt.
From here, log in to your TD Ameritrade Brokerage Account. Once logged in, you have successfully authorized the application. The results of your query will display on screen.
After following the steps above, you will now have a new folder
Configuring pyTD can be done in one of three ways, depending on the production
environment. pyTD stores its configuration and caches refresh/access tokens by
default in the ~/.tdm directory (can be customized with the environment
variable TD_CONFIG_DIR).
To configure pyTD and create the necessary directory structure, enter your TD Ameritrade Developer app's Consumer Key (Consumer Key) and Callback URL (Callback URL) by one of the below methods:
Environment Variables (Recommended):
$ export [email protected]
$ export TD_CALLBACK_URL=https://localhost:8080Pass as argument:
from pyTD import configure
configure({
"callback_url": "https://localhost:8080",
"consumer_key": "[email protected]"
})Note: this configuration will be cached in the current session only
Instantiate a non-global API object:
from pyTD import api
a = api({
"callback_url": "https://localhost:8080",
"consumer_key": "[email protected]"
})The Consumer Key and Callback URL passed in these scenarios will be cached in your configuration directory in the file tdm_config. Tokens will be cached in a file whose name is your Consumer Key.
Get real-time or delayed stock quotes
from pyTD.market import get_quotes
get_quotes("AAPL")Get market movers, up or down, by change or percent
from pyTD.market import get_movers
get_movers("$DJI", direction='up', change='percent')Get operating hours of markets
import datetime
from pyTD.market import get_market_hours
date = datetime.datetime(2018, 6, 29)
get_market_hours("EQUITY", date=date)Get option chains for a optionable symbols
from pyTD.market import get_option_chain
get_option_chain("AAPL")Get historical price data for charts
import datetime
from pyTD.market import get_price_history
start = datetime.datetime(2017, 1, 1)
end = datetime.datetime(2018, 1, 1)
get_price_history("AAPL", startDate=start, endDate=end)from pyTD.market import get_fundamentals
get_fundamentals("AAPL")from pyTD.instruments import get_instrument
get_instrument("037833100")get_instrument("AAPL")from pyTD.instruments import get_instruments
get_instruments("computer", projection="desc-search")get_instruments("AAP.*", projection="symbol-regex")By default, logging to the console is disabled in pyTD, but can be set in a few different ways to either INFO, DEBUG, or ERROR
- Environment variable:
$ export TD_LOG_LEVEL=INFO- Setting
pyTD.log_level:
import pyTD
pyTD.log_level = "INFO"- Using Python's logging module:
import logging
logging.basicConfig()
logging.getLogger("pyTD").setLevel(logging.INFO)Python versions 2.7 and 3.4+ are supported by pyTD.
- How do I get my Consumer Key and Callback URL?
- What is OAuth 2.0?
- What should my Callback URL be?
- What is a CUSIP ID?
Email: [email protected]
Twitter: alynchfc
Copyright © 2018 Addison Lynch
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