TDAmeritrade.jl

Documentation for TDAmeritrade.jl

Getting started

To best use this package, for example, real-time quotes of stocks, you have to have a TD Ameritrade trading account.

Make an account at TD developers, this is different from your TD trading account
Make an App, make sure to use "http://localhost" as your Callback URL
Add the Consumer Key of your application to ENV["JL_TD_CONSUMER_KEY"] (you can also add to your environment variable via ~/.bashrc or ~/.zshrc)
Profit, using TDAmeritrade and start off by running TD_auth() and follow the instruction.

A file will be created at ~/.JL_TD_TOKENS_CACHE after first run to save the REFRESH_TOKEN.

APIs

TDAmeritrade.TD_auth — Function

TD_auth()

run authentication procedure

already authenticated -> do nothing
access token expired && has refresh token -> refresh access token
refresh token expired -> get refresh token
no CONSUMER_KEY -> error

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TDAmeritrade.get_movers — Function

get_movers(idx_symbol::T,
           dire::T="up",
           chg::T="percent") where T<:AbstractString

Get top 10 (up or down) movers of an idx: https://developer.tdameritrade.com/movers/apis/get/marketdata/{index}/movers

Arguments

dire = "up" or "down" chg = "value" or "percent"

Examples

get_movers(raw"$DJI")
get_movers("$DJI", "up", "value")

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TDAmeritrade.price_history — Function

price_history(ticker; kwargs...)

Get price history of a given ticker, everything but ticker have default value specified by TD api: https://developer.tdameritrade.com/price-history/apis/get/marketdata/{symbol}/pricehistory

Optional kwargs:

periodType period frequencyType frequency endDate startDate needExtendedHoursData

Examples

using Dates

price_history("GE", Minute(1), Day(1)) #a tick = a day for the past day
price_history("GE", Day(1), Year(2)) #a tick = a day for the past 2 years
price_history("AAPL", Day(1), now()-Day(1), now())

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price_history(ticker, freq, peri)

see TD API for default and compatible frequency vs. tickers

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price_history(ticker, freq, start::DateTime=now()-Day(1), stop::DateTime=now())

get the price history with interval ticks from start to stop

valid frequency: minute: 1*, 5, 10, 15, 30

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TDAmeritrade.get_quotes — Function

get_quotes(ticker)
get_quotes(ticker::Array)

Get quote of a symbol: https://developer.tdameritrade.com/quotes/apis/get/marketdata/{symbol}/quotes

ticker can be a single String or an Array or multiple Strings

Examples

get_quotes("GE")
get_quotes(["BA","GE"])

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TDAmeritrade.market_hours — Function

market_hours(market::AbstractString, date=today())
market_hours(market::Array, date=today())

Get hours of a market in the future: https://developer.tdameritrade.com/market-hours/apis/get/marketdata/%7Bmarket%7D/hours

Get hours of multiple markets: https://developer.tdameritrade.com/market-hours/apis/get/marketdata/hours

market can be a single String or an Array or multiple Strings

Examples

market_hours("OPTION", "2020-08-08")
market_hours(["OPTION", "FUTURE", "EQUITY"], today() + Day(1))

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