TD Ameritrade Data

[manten808]

TD Ameritrade is listed as one of the supported stocks brokers that can integrate with NT8. However, all the data from TOS does not seem to make it to NT8. Most notable is the pre-market data. TOS plots traffic as early as 4am, while the same stock plotted in NT8 begins at 7am. Oddly enough, post-market data plots until 8pm in both. Is this a known issue? Is it something that should plot the same in NT8? It is a pretty big drawback not to have all the data.

[NinjaTrader_Zachary]

Hello manten808,

Thank you for your inquiry.

The data that you see in ToS is not the same data that is sent through the TD Ameritrade API within NinjaTrader. The API uses snapshot data, so it is expected that there would be differences between what you see in ToS and what you see in NinjaTrader. With that said, I don't see anything that specifically mentions a limitation on pre-market data in our internal documentation. If you set the 'Trading Hours' template to Default 24/7, do you experience the same?

To do this, right-click on your chart and select 'Data Series', select 'Default 24/7' from the Trading Hours drop down, and select Apply and OK.

[manten808]

The default 24x7 is enabled. I have attached screenshots to show the same issue on 4 different stocks.

[NinjaTrader_Zachary]

Hello manten808,

Thank you for your reply.

As I had mentioned, the TD Ameritrade API in NinjaTrader does not provide the same data as what you would see in ToS. The TD Ameritrade API gives snapshot data rather than true tick-by-tick data that ToS provides. I would not expect the data in NinjaTrader to match ToS. With that said, since I don't have any additional documentation about this specifically, I'd like to do some testing on my end with the TD Ameritrade API to see if I get the same results. Before I do that, I'd like to review your log and trace files to be certain that our configurations are the same.

Please send me your log and trace files so that I may take a closer look at your settings and platform configuration.

You can do this by going to the Control Center-> Help-> Email Support

Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

Please reference the following ticket number in the body of the email: 3175104 ATTN Zachary

[manten808]

Email has been sent.

I do understand what you are saying about the API, and the makes sense. I think I had a different expectation of the integration. I bought the multi-broker license to be able to trade Futures and trade stocks via TD Ameritrade connection as the TOS platform is very heavy and unstable with more charts open. It doesn't really seem like a viable option if you don't get the same data though

[NinjaTrader_Zachary]

Hello manten808,

While I've already responded to you in our email exchange, I wanted to follow up here as well so that this information is available for any others that may be noticing this. In testing, we were able to determine that this is simply how the data comes through the API and is a limitation of the TDA connection.