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



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Hi All:

All of us Ameritrade customers should contact them and request that THEY write a plugin to AB like Tomasz suggested.

After all Ameritrade is getting my commissions money not AB.

Question: from previous posts it appears that IB has some problems with backfilling RT and providing intra-day historical data. In others experience is Ameritrade data of sufficient quality to use for backtesting / RT trading?

I currently use the TDAmeritrade Quote Tracker interface to help trade entry/exits with my EOD setups.

Any experiences, thoughts, are appreciated.

Regards,

thalamizer


--- In amibroker@xxxxxxxxxxxxxxx, "cadvantag" <cadvantag@xxx> wrote:
>
> Hopefully, some day this will be possible..
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" groups@ wrote:
> >
> > 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@
> > 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@> 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@, 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
> > >
> > >
> > > ------------------------------------
> > >
> > > Please note that this group is for discussion between users only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> >
>

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