TD Ameritrade
TD Ameritrade broker connection
$49.95 / Lifetime OR included in Premium subscription
Try before you Buy! Download the Extension for a 14-day free trial before purchasing.
(all Extensions require a Wealth-Lab Subscription)

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

Connection Settings Historical
Connect to TDA securely using TDA's OAuth login and quickly test historical data
Connection Settings Streaming
TDA's login cookie is stored for 90 days to quickly reconnect Wealth-Lab.
Quote Monitor
Feed the Quotes Tool streaming data from TDA to monitor and trigger your end-of-day orders
Streaming Charts
Drive your realtime trading using data from TD Ameritrade
Automated Trading
Manually Stage and Place orders, or just let Wealth-Lab trade your strategies automatically!

Change Log

Wealth-Lab 8 Build 21 - 2/9/2024
  • Target .NET8.
Wealth-Lab 8 Build 20 - 2/1/2024
  • Fix: the historical provider returned partial bar data only during the regular session.
Wealth-Lab 8 Build 19 - 12/13/2023
  • Weekly+ Strategy orders will be submitted as GTC.
Wealth-Lab 8 Build 18 - 10/5/2023
  • Fix: adapt to the change in WL Build 44 that requires brokers to identify if native MOC and LOC orders are supported.
Wealth-Lab 8 Build 17 - 8/28/2023
  • Indicate support for native MOC and LOC orders.
Wealth-Lab 8 Build 16 - 8/4/2023
  • Implemented GetSymbolStrike() and GetSymbolExpiry() methods to return the strike and expiration date from an IQFeed option symbol.
Wealth-Lab 8 Build 15 - 6/24/2023
  • Removed unused GetOptionsSymbol() method signature.
Wealth-Lab 8 Build 14 - 6/14/2023
  • 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.
Wealth-Lab 8 Build 13 - 4/7/2023
  • Fixed intermittent streaming failures.
Wealth-Lab 8 Build 12 - 3/22/2023
  • 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.
Wealth-Lab 8 Build 11 - 2/10/2023
  • Upgrade to latest version of Newtonsoft Json support library.
Wealth-Lab 8 Build 10 - 11/11/2022
  • Fixes an issue where partial bars may not be correctly detected for illiquid symbols.
Wealth-Lab 8 Build 9 - 9/10/2022
  • Fixed 1-minute Streaming Bars from loading pre-market data after activation.
Wealth-Lab 8 Build 8 - 8/17/2022
  • 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.
Wealth-Lab 8 Build 7 - 8/4/2022
  • StopLimit Order Type support added (Build 13 required).
Wealth-Lab 8 Build 6 - 6/27/2022
  • Data Providers are now more careful about checking Offline Mode before making web requests (requires WL8 Build 10+).
Wealth-Lab 8 Build 5 - 6/19/2022
  • Fixed issue around new WebView component that led to blank authentication screen.
Wealth-Lab 8 Build 4 - 6/14/2022
  • Support for Pre/Post Market orders.
Wealth-Lab 8 Build 3 - 5/13/2022
  • 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.
Wealth-Lab 8 Build 2 - 4/21/2022
  • 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.
Wealth-Lab 8 Build 1 - 4/10/2022
  • Initial WL8 release.
Wealth-Lab 7 Build 21 - 4/4/2022
  • Required for connection after the WL7 Build 53 update.
Wealth-Lab 7 Build 20 - 3/21/2022
  • Implemented historical data corrections.
Wealth-Lab 7 Build 19 - 3/2/2022
  • 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
Wealth-Lab 7 Build 18 - 2/17/2022
  • Fixed 1-minute interval Streaming Bars at the open.
Wealth-Lab 7 Build 17 - 2/7/2022
  • 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.
Wealth-Lab 7 Build 16 - 2/3/2022

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.
Wealth-Lab 7 Build 15 - 1/10/2022
  • Handle latency in TD Streaming which was prematurely causing streaming bars to end.
Wealth-Lab 7 Build 14 - 12/21/2021
  • 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.
Wealth-Lab 7 Build 13 - 12/4/2021
  • Minor fix for supported scales.
Wealth-Lab 7 Build 12 - 12/3/2021
  • Will now attempt to automatically reconnect after a streaming disconnect.
  • Avoid requesting entire intraday history when a Max Bars Data Range is selected.
Wealth-Lab 7 Build 11 - 11/30/2021
  • Minor changes to take advantage of better data loading mechanisms in WL7 Build 37.
  • Beefed up error handling and logging.
Wealth-Lab 7 Build 10 - 11/26/2021
  • Handle restoration of OCO orders from Broker.
  • When active OCO orders are reloaded, they will show OCO link icon.
Wealth-Lab 7 Build 9 - 11/22/2021
  • 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.
Wealth-Lab 7 Build 8 - 10/26/2021
  • Handle exception caused by attempting a connection while outside the UI thread.
Wealth-Lab 7 Build 7 - 9/9/2021
  • More accurate mapping of Account Value field.
Wealth-Lab 7 Build 6 - 9/6/2021
  • 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.
Wealth-Lab 7 Build 5 - 9/3/2021
  • Support for native OCO (One-Cancels-Other) orders.
Wealth-Lab 7 Build 4 - 8/19/2021
  • Update for new Accounts framework, display accounts and positions info in Accounts window.
Wealth-Lab 7 Build 3 - 6/3/2021
  • Fixed an issue showing the Configuration window.
Wealth-Lab 7 Build 2 - 5/4/2021
  • Fixed stop order bug.
Wealth-Lab 7 Build 1 - 3/9/2021
  • Baseline release.

Discussions