Recent content by mydann

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    NinjaTrader works with TDAmeritra's Portfolio Margin Account?

    UPDATE: called TDA's client support, TOS support and Portfolio Margin Account support, here is the conclusion: with portfolio margin account, you have to live with their platform to trade. No 3rd party support, period.
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    NinjaTrader works with TDAmeritra's Portfolio Margin Account?

    Here is a reply from NinjaTrader customer service: While TD Ameritrade is a partner of ours, there is no special NinjaTrader exception for this type of account as far as I'm aware. Is there anyone using TDA's portfolio margin account here? How do you manage your account and submit automatic...
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    Any reliable daily history data?

    I am using Yahoo history data for daily back test. I notice their daily volume is way off than the one in google finance and my TDA account. Is there any reliable daily history data I can use? Thanks for sharing.
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    NinjaTrader works with TDAmeritra's Portfolio Margin Account?

    Last time I checked with NinjaTrader (later last year?), they told me that I need to contact TDA for any supporting. While I checked with TDA, they told me there is no API support for portfolio margin account. The only ways to trade with their portfolio margin account are either web or TOS...
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    world stock index, which one?

    See my post http://www.elitetrader.com/vb/showthread.php?s=&threadid=265179. It depends on the level of the data granularity. You might get it for free if you are asking for daily opening/closing. You may have to pay if you want anything better than daily. It's not cheap unless you narrow...
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    3+ years of 1 second tick data

    What do you mean 'tighter'? It means smaller bid/ask spread on opening and closing? I do see some strategies used to work not working any more.
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    3+ years of 1 second tick data

    Thanks for your info. The cost is in scope if not the whole market data is needed. Data in seconds for 3 years (01/2010 - 04/2013) with 30 symbols costs ~ $300. I think I will go with QuantQuote for simplicity and convenience.
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    3+ years of 1 second tick data

    Hi, The minimum data format would be (time, bid, bid size, ask, ask size, price, volume). The price and volume might be empty if no sales on that second. I searched the forum and came out couple of different services, such as http://www.elitetrader.com/vb/showthread.php?s=&threadid=248841...
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    Automated Trading System for TD Ameritrade

    Hi all, I have managed to develop an application, which can use TD Ameritrade's HTTP command (URL) to retrieve balance, positions, orders, submitting and cancelling orders. I know it's a pain as the application has to be updated whenever TD Ameritrade changed their URL or something similar...
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    Automated Trading System for TD Ameritrade

    Hi, I have been using NinjaTrader and TradeLink for some time to trade with TD Ameritrade. They don't work any more after I upgraded my account to portfolio margin account, which does not allow direct API access. As far as I know, their TOS does not support 3rd party connections, such as IB's...
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    Automated Trading Platform

    I have tried more ways on my computer in the last couple of days. It looks like one of my application (IM application) causes the problem. I have uninstalled the applciaton and so far TradeLink works well. My appology to TradeLink if I hurt your reputation. I was thinking to use TradeLink or...
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