I suggest you take the time and read the entire document. It clearly states TD Ameritrade supports streaming futures, such as the following sample request.Are you specifically pointing me to the phrase which says "Equity chart in new format may be supported later on (Date TBD)," thus implying that they don't support it yet?
{
"requests": [
{
"service": "CHART_HISTORY_FUTURES",
"requestid": "2",
"command": "GET",
"account": "your_account",
"source": "your_source_id",
"parameters": {
"symbol": "/ES",
"frequency": "m1",
"period": "d1"
}
}
]
}
Excellent, thanks. I was starting to read through the API docs. Have you used it? I'm having trouble searching for options and futures instruments, for instance, using the Search Instruments API call. I can search for basic equities (e.g., "IBM") but nothing else seems to work. In particular, it's not clear what regex library it uses. Is there any sort of developer forum in which to ask questions?
So, I've been trying to use the IB API to develop a simple automated trading strategy. Technically, it works.
But of course IB, being stupid, only lets you log into IB once. So, if you have your trading system running and connected to an instance of TWS on one machine, you can't even login using the mobile app to the same account without it terminating the TWS connected to the trading system.
I did some Googling and apparently the way "around" this is by creating a secondary user for your account. I did this and then IB says that you need to configure market data for the second account all over again and that costs additional money (pay twice for the same feed).
IB shows the bid offer spread and size of the spreads..
TOS only reflects the theoretical market if one were to take an offer and hit a bid.
If you split the market your /bid/offer is shown at IB,even if I enter the spread on TOS..
Its not refected on TOS..I think IB's execution capabilities are way more sophisticated than TOS
Happy to be shown otherwise
Sure, but that doesn't solve the problem of wanting to be logged in with the API and logged into the same account on, for instance, the mobile app. What I'm trying to do, is set up my trading system on a constantly-on system and then monitor it via either TWS on my laptop or the mobile app to double-check trades, etc. But whenever you connect one place, IB wants to disconnect you for whatever other place you have already logged in. In short, monitoring your trading system shouldn't disconnect your trading system. But that's how IB works.The second account does need a realtime data feed.
If you know how to code its pretty easy to use the data feed from one account into an automated strategy that is connected to another account.
It's not looking like the TD API will work for me. It only seems to have partial functionality. For instance, I can't seem to get quotes for indexes like SPX or VIX and I can't get options chains for either of these, too. Works great for equities, from what I can tell. Support also seems poor. The only thing close to a "forum" where people can discuss issues is Reddit. TD has an api@tdameritrade.com email address, but they don't seem too responsive (which is to be expected, but without a forum...).Even though I use TOS for charting, I don't use them for trading so, to answer your question, I don't use their API. Anyway, first check out this GitHub: https://github.com/areed1192/td-ameritrade-python-api. It's by the same guy who made the Youtube video (see below)
The following vids show how to set up auth. You'll most likely need the api auth key to make the search call. Hope that helps. Good luck.
What I'm trying to do, is set up my trading system on a constantly-on system and then monitor it via either TWS on my laptop or the mobile app to double-check trades, etc. But whenever you connect one place, IB wants to disconnect you for whatever other place you have already logged in. In short, monitoring your trading system shouldn't disconnect your trading system. But that's how IB works.
Yes, that's about the only way to do it. But again, it's silly to have to jump through all these hoops to get around IB's nonsense. Frankly, it makes the system *LESS* secure.Just run a remote desktop server on your trading machine and a remote desktop client on your mobile phone/ laptop. eg TeamViewer