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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.

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...

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.

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...

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...

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.

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.

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...

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...

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...

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...

I have tried to use tradelink. It worked couple of days and then stopped working due to failed login. I called TD and was told to contact TradeLink. Also TradeLink suggested there is no change from its side. ;-) I like NJ a lot but it can't read the ACCOUNT position. It provides the STRATEGY...

Thanks for your quick response. I will try out the tradelink to see how it works. I was thinking about NinjaTrader also. Not sure if I can test it with the free version.

Hi, I am researching on automated trading platform to use with my current broker, IB and TD Ameritrade. It would be better if the platform supports both brokers. I would appreciate if you know a good platform to share with. BTW, I don't mind to code in java or c# or c++ if needed...

Just checked some shortable stocks at our brokage website, the borrow cost is more than 25% rate. So, what's the edge to short these stocks while paying too much for borrowing?

Is there any website I can search stocks with certain volatility and fair market price? Such as I want to get the list of stocks with market price more than $42.00 and July volatility more than 15%. Thx.

IMO, the risk is not only at the RTH closing time on expiration day. Option holder can exercise an option as late as 16:30 EST, 30 minutes after the RTH closing. When there is any price jump during the 30 minutes after RTH, it may put the option writer at risk. Let's say you short 1 GOOG call...

I am coming here for discussion or learn from trade elite. If there is anything wrong with my strategy, I appreciate your opinion. The only risk I can see in this strategy is the dividend. [1) He left out short interest on his huge margin.] Sell 100K INTC and paid $1.927M Buy 1K...

Now it's March 13, 2007, 1:40PM EST, the Intel is trading at 19.27/19.28 and its 2009 Jan 10.00 Call is trading at 9.60/9.70. Let's say if you have $100K and trade through IB, you can position as Short 100,000 Intel 1,927,000 credit Long 1,000 Jan call 970,000...

I am implementing strategies highly depending on the accurate and fast data feed. I've heard that the IB has some delay recently. It would be a big problem for my strategies. Any suggestions on good data feed providers? One second delay may not be a strategy killer, but more than three seconds...