TD Ameritrade
--Please Note-- This Extension will function only if you currently have an active API Key with TD Ameritrade. They are not accepting new API users as they transition to a new Schwab API.
TD Ameritrade live trading and data interface.
- Securely connect Wealth-Lab directly to TD Ameritrade
- Automated strategy trading
- Order types: Market, Limit, Stop, StopLimit, Market On Close, and Limit On Close
- Historical and Streaming data from TD Ameritrade for quotes, charts, and Strategy Monitor
Authentication Prerequisite!
The TD Provider uses OAuth authentication and may require you to install WebView2.
DISCLAIMER:
The third party data is subject to the availability of the respective provider (website) and may be delayed or inaccessible periodically due to network or technical reasons. As the data is not guaranteed to be accurate, it is your responsibility to confirm that it does not contain errors before utilizing it for any type of backtesting or trading activities. Quantacula LLC is not to be held liable for any errors in market data or its inavailability.
Screenshots
Change Log
- Target .NET8.
- Fix: the historical provider returned partial bar data only during the regular session.
- Weekly+ Strategy orders will be submitted as GTC.
- Fix: adapt to the change in WL Build 44 that requires brokers to identify if native MOC and LOC orders are supported.
- Indicate support for native MOC and LOC orders.
- Implemented GetSymbolStrike() and GetSymbolExpiry() methods to return the strike and expiration date from an IQFeed option symbol.
- Removed unused GetOptionsSymbol() method signature.
- Fix: the display of the OrderType reported by the broker may have been changed based on the Use MOC/LOC Trading Preferences.
- Fix: Match MOC OrderTypes to MOC Transactions
- Breaking Change - GetOptionSymbol() moved to TDHistorical from TDBroker.
- Fixed intermittent streaming failures.
- Updated websocket component.
- Streaming now records only full-lot trades (100 shares or more) so that bars created by the streaming will more closely match historical charts.
- Upgrade to latest version of Newtonsoft Json support library.
- Fixes an issue where partial bars may not be correctly detected for illiquid symbols.
- Fixed 1-minute Streaming Bars from loading pre-market data after activation.
- Added an internal lock for refresh token check in an attempt to prevent creating too many refresh tokens if multiple data requests occur precisely at the wrong time.
- StopLimit Order Type support added (Build 13 required).
- Data Providers are now more careful about checking Offline Mode before making web requests (requires WL8 Build 10+).
- Fixed issue around new WebView component that led to blank authentication screen.
- Support for Pre/Post Market orders.
- Added support for native TD order Replace.
- Option trading support. See Help guide for more information.
- Discard TDA's first premarket streaming bar that causes a bad opening price initialization.
- All broker positions, including options will appear in the Accounts tool.
- Adaptation for new LimitClose Order Type, and TD supports LOC orders if enabled in Trading Preferences.
- Initial WL8 release.
- Required for connection after the WL7 Build 53 update.
- Implemented historical data corrections.
- Fix to prevent multiple Access Token requests with nearly simultaneous history requests
- Added TD Ameritrade Help section
- Quote support for futures and forex
- Streaming bar support for futures
- Futures historical charting - see note.
Note - TDA may not return futures intraday history data for the current day through the API
- Fixed 1-minute interval Streaming Bars at the open.
- Fix: A higher interval bar for a symbol won't be skipped if its 1-minute bar update isn't received due to no trading in the last minute.
New!
- We recommend using Streaming Bars in the Strategy Monitor for TDA Streaming. Streaming Bars create a real time replica of intraday historical bars. (Streaming chart data often results in minor differences from historical bar data because the "ticks" are conflated and updated only once per second.)
Fixes
- Trim spaces when copying the Consumer Key.
- Handle latency in TD Streaming which was prematurely causing streaming bars to end.
- Added a TD-specific Parser for the Trade History Strategy type.
- Changes to adapt to WL7 framework changes in Build 42.
- Handle PENDING_ACTIVATION status.
- Minor fix for supported scales.
- Will now attempt to automatically reconnect after a streaming disconnect.
- Avoid requesting entire intraday history when a Max Bars Data Range is selected.
- Minor changes to take advantage of better data loading mechanisms in WL7 Build 37.
- Beefed up error handling and logging.
- Handle restoration of OCO orders from Broker.
- When active OCO orders are reloaded, they will show OCO link icon.
- Extend end date requests one day into the future to account for different time zones.
- Active orders will now populate into the Order Manager when TD Broker is connected.
- Handle exception caused by attempting a connection while outside the UI thread.
- More accurate mapping of Account Value field.
- Fixed issue causing order status to not update for orders with fractional shares. For now, only fixed share quantity is supported.
- Fixed an issue that caused the status for a canceled trade that was re-submitted to continue to show as Canceled.
- Support for native OCO (One-Cancels-Other) orders.
- Update for new Accounts framework, display accounts and positions info in Accounts window.
- Fixed an issue showing the Configuration window.
- Fixed stop order bug.
- Baseline release.