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Re: [amibroker] Re: Data feed from TD AMERITRADE using AMERITRADE API (2 years intraday backfill !)


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Data feed from TD AMERITRADE using AMERITRADE API (2 years intraday backfill !)
  • From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
  • Date: Sat, 20 Sep 2008 01:30:48 +0200

PureBytes Links

Trading Reference Links

It is not economically feasible for us to support more data sources, specifically closed-source ones, 
as it means only time/costs spent on development/maintenance/support
but revenue goes not to us, but to data vendor.

Data vendors however can take our freely available PUBLIC open API (without  need to sign any NDA)
and write the plugins on their own:
http://www.amibroker.com/devlog/2006/12/15/amibroker-development-kit-adk-for-cc-now-available-to-everyone/

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "johnz3008" <johnz3008@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 16, 2008 3:21 AM
Subject: [amibroker] Re: Data feed from TD AMERITRADE using AMERITRADE API (2 years intraday backfill !)


> --- In amibroker@xxxxxxxxxxxxxxx, "johnz3008" <johnz3008@xxx> wrote:
>>
>> Hi Tomasz,
>> 
>> 
>> One of my trading friends ontacted the TD ameritrade for their API. 
>> Jerry, the developer of QT is now the major support guy of 
> ameritrade 
>> API now. He said we can backfill 2 years'(max) intraday historical 
> data 
>> using ameritrade API. That sounds super!
>> 
>> Many of my friends are using AB with QT to get the intraday data 
> from 
>> Ameritrade, however, QT only supports 20 days backfill and the 
> existing 
>> QT plugin(privided by AB) eats lots of CPU resource since it uses 
> HTTP 
>> server mode.
>> 
>> In our opinion, TD ameritrade's intraday data is very clean, it's a 
>> very good data source. Ameritrade's server is very very fast, We 
> can 
>> easily backfill 500 symbols' 20 days intraday data very quick and 
>> without any interruption throught QT (while we can not do that with 
> IB 
>> fackfill, IB server often kicks the backfill threads out after 
> certain 
>> bytes are transfered). Considering we have so many Ameritrade 
> users, we 
>> believe it will bring more customers to AB for sure if we can have 
> a 
>> plugin to get RT and historical data from ameritrade using their 
>> streaming API, even you charge the plugin for certain cost.
>> 
>> Would you mind making a plugin for that using ameritrade API? 
>> 
>> The steps are: 
>> 1. go 
>> http://www.tdameritrade.com/tradingtools/partnertools/api_dev.html 
> for 
>> some information.
>> 2. send an email to api@xxx, they will send the NDA form 
>> to you to sign.
>> 3. After you signed the NDA, then they will email all documents and 
>> APIs to you.
>> 
>> Hopefully, we could have an ameritrade plugin soon.
>> 
>> Thanks
>> John
>>
> Pump
> 
> 
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