TD Ameritrade Data?

[ErikHR1969]

When I run the following script I get historical minute data from TD Ameritrade's API. Is there a way to get this data in Ninja Trader? I am already getting $TICK

var tickSymbols = new string[] { "$TICK", "$TICKQ", "$TICKI", "$TICKD", "$TICKR" };

var httpClient = new HttpClient();
var apiKey = "xxxxx";


// Print out the tick index values
Console.WriteLine("Tick Index Values:");
foreach (var symbol in tickSymbols) {
    var baseUrl = $"https://api.tdameritrade.com/v1/marketdata/{tickSymbols[0]}/pricehistory";

    var requestParams = $"?apikey={apiKey}&periodType=day&frequencyType=minute&frequency=60&period=5";
    var requestUrl = baseUrl + requestParams;

    var response = await httpClient.GetAsync(requestUrl);

    var responseContent = await response.Content.ReadAsStringAsync();
    Console.WriteLine($"---------------------------------------------");
    Console.WriteLine($"{symbol}: {responseContent}");
}​

[NinjaTrader_ChelseaB]

Hello ErikHR1969,

Just connect to TD Ameritrade and the minute historical data will automatically download for any chart, and will be available (as the Open, High, Low, and Close series) in any NinjaScript Indicator or Strategy.

Below is a link to the connection guide for TD Ameritrade.

https://support.ninjatrader.com/s/article/Connecting-To-Your-TD-Ameritrade-Account

As well as a link to a forum post with helpful resources on getting started with NinjaScript and C#.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/97575-sample-scripts#post786040

[ErikHR1969]

Hi Chelsea,

The code against TD Ameritrade's API (above) actually returns historical data for all of these symbols:

var tickSymbols = new string[] { "$TICK", "$TICKQ", "$TICKI", "$TICKD", "$TICKR", "^TICKQ" };
var trinSymbols = new string[] { "$TRIN", "$TRINQ", "$TRINX" };
var putcallSymbols = new string[] { "$PCX", "$PCZ", "$SPXPC" };​

Can you try to connect to TD Ameritrade with NinjaTrader and see what data you get. All I get is:

^TICK --> historical and realtime data.
^TRIN --> historical and realtime data.
^TICKQ --> realtime data.
^TRINQ --> realtime data.
^PCR and all the rest --> No data

Thanks,
Erik

[NinjaTrader_ChelseaB]

Hello Erik,

I would not have a TD Ameritrade test account to connect with, and unfortunately I would not have a list of the index symbols they support or provide data for in the API.

If the instrument will load on a chart, that data can also be used in NinjaScript.

If the instrument cannot load on a chart, contact TD Ameritrade to confirm the instrument is available through the API and then ensure the symbol mapping for the instrument is correct.
https://ninjatrader.com/support/help...mbolMapSection