alexgolec / 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.

TDAmeritrade is now defunct

On May 10th, 2024, Charles Schwab officially turned down the TDAmeritrade service and migrated its last batch of customers to Charles Schwab. With this change, tda-api and the API that backed it stopped working.

Fortunately, a new API is available, and it's quite similar to tda-api. We've been hard at work on schwab-py, a replacement for tda-api. Here is the documentation, complete with getting started and migration guides. If you have any questions, please ask them on our Discord server

The old tda-api project is now defunct, and this repo is provided for archival purposes only.

tda-api: A TD Ameritrade API Wrapper

What is tda-api?

tda-api is an unofficial wrapper around the TD Ameritrade APIs. It strives to be as thin and unopinionated as possible, offering an elegant programmatic interface over each endpoint. Notable functionality includes:

• Login and authentication
• Quotes, fundamentals, and historical pricing data
• Options chains
• Streaming quotes and order book depth data
• Trades and trade management
• Account info and preferences

How do I use tda-api?

For a full description of tda-api's functionality, check out the documentation. Meawhile, here's a quick getting started guide:

Before you do anything, create an account and an application on the TD Ameritrade developer website. You'll receive an API key, also known as a Client Id, which you can pass to this wrapper. You'll also want to take note of your callback URI, as the login flow requires it.

Next, install tda-api:

pip install tda-api

You're good to go! To demonstrate, here's how you can authenticate and fetch daily historical price data for the past twenty years:

from tda import auth, client
import json

token_path = '/path/to/token.json'
api_key = '[e-mail]'
redirect_uri = 'https://your.redirecturi.com'
try:
    c = auth.client_from_token_file(token_path, api_key)
except FileNotFoundError:
    from selenium import webdriver
    with webdriver.Chrome() as driver:
        c = auth.client_from_login_flow(
            driver, api_key, redirect_uri, token_path)

r = c.get_price_history('AAPL',
        period_type=client.Client.PriceHistory.PeriodType.YEAR,
        period=client.Client.PriceHistory.Period.TWENTY_YEARS,
        frequency_type=client.Client.PriceHistory.FrequencyType.DAILY,
        frequency=client.Client.PriceHistory.Frequency.DAILY)
assert r.status_code == 200, r.raise_for_status()
print(json.dumps(r.json(), indent=4))

Why should I use tda-api?

tda-api was designed to provide a few important pieces of functionality:

1. Safe Authentication: TD Ameritrade's API supports OAuth authentication, but too many people online end up rolling their own implementation of the OAuth callback flow. This is both unnecessarily complex and dangerous. tda-api handles token fetch and refreshing for you.
2. Minimal API Wrapping: Unlike some other API wrappers, which build in lots of logic and validation, tda-api takes raw values and returns raw responses, allowing you to interpret the complex API responses as you see fit. Anything you can do with raw HTTP requests you can do with tda-api, only more easily.

Why should I not use tda-api?

As excellent as TD Ameritrade's API is, there are a few popular features it does not offer:

• Unfortunately, the TD Ameritrade API does not seem to expose any endpoints around the papermoney simulated trading product. tda-api can only be used to perform real trades using a TD Ameritrade account. Note: trades made through the API appear in thinkorswim and vice versa.
• The API only supports trading in equities, mutual funds, ETFs, and options (both simple contracts and complex composite positions). Futures and futures options trading is not supported. Some data is provided for futures, but not for futures options.
• Historical options pricing data is not available.

What else?

We have a Discord server! You can join to get help using tda-api or just to chat with interesting people.

Bug reports, suggestions, and patches are always welcome! Submit issues here and pull requests here.

tda-api is released under the MIT license.

Disclaimer: tda-api is an unofficial API wrapper. It is in no way endorsed by or affiliated with TD Ameritrade or any associated organization. Make sure to read and understand the terms of service of the underlying API before using this package. This authors accept no responsibility for any damage that might stem from use of this package. See the LICENSE file for more details.