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Hey Val, the API is quite comprehensive, including identifying the exchange each transaction went thru. We can easily filter out the more obscure exchange (and have) and that usually gets us close to the historical data.... but then along comes a candle that blows us out of the water. Like...

Thanks for the replies! Much to think about....

Thanks for the reply terr. We have tried to sync backwards and forwards to no avail. The trades are all timestamped so we know exactly which minute candle they belong to. Also there is always more volume in the streaming minute than the closed minute. If it was out of sync you would have...

Hi there....My son and I are building an app to trade automatically using the TDAmeritrade API. I'm stuck on one issue and really need some help. I've tried other places, including TDA with no luck. Thought I'd give it a try here. The API gives us streaming data and historical data. We trade...