Tda Api Docs 6y391m

[email protected]

<xml-log-in> <session-id> <-id> <-time>-time>

<exchange-status> < rel="nofollow"> <-id rel="nofollow">-id> <description> <segment> <preferences> <express-trading> <stock-direct-routing> <stock-trading> <margin-trading> <streaming-news> <streamer> >

© TD Ameritrade Think Tech

27

< rel="nofollow"> ...... >

OK <xml-log-in> <session-id>OK <-id>joeabandon13 A000000000001111 55


<-time> 2009-03-05 14:28:29 EST -time> 392485381

realtime

realtime <exchange-status>non-professional < rel="nofollow"> <-id rel="nofollow"> 123456789 -id> Joe Abandon A0000000100001111 <description>Joe Abandon Main true AMER <segment>UAMER true <preferences> <express-trading>false true <stock-direct-routing>true true true <stock-trading>true <margin-trading>true <streaming-news>true long <streamer>true true > < rel="nofollow"> <-id rel="nofollow"> 123456789 -id> Joe Abandon2 A0000000100001111 <description>Jane Abandon false AMER <segment>UAMER true <preferences> <express-trading>true true <stock-direct-routing>true true true <stock-trading>true <margin-trading>true <streaming-news>true © TD Ameritrade Think Tech

29

30

Trading Platform API Reference

long <streamer>true true >

FAIL <error> Failed

FAIL <error>Unable to authorize access.

LoggedOut


StreamerInfo

33

<streamer-info> <streamer-url> <group>

<error-msg>

OK <streamer-info> <streamer-url>ameritrade02.streamer.com 1223749a1518c56c3b40c92123602a54a4d9ba2d 1170615023913 A000000018311352 <group>ACCT ACCT DRESGKMANSOLFNQ2QSTETFTOTTUAUR

QT

Y <error-msg>

FAIL <error>NS <streamer-info> <error-msg> is not allowed to access Streamer.

<message-key>

OK <message-key> 1223749a1518c56c3b40c92123602a54a4d9ba2d 1170615023913

FAIL <error>We were unable to process your request. Please try again later.


38


objects lex String Contains an error message, if any. For example, "The Security Symbol is Invalid." would be returned if the symbol was not found. The error tag exists within each level and returns a message specific to the layer.


Snapshot (XML) Quotes

39

quote

Comp Container for detailed quote fields lex error String symbol String Symbol of the security being quoted. For example, DELL description String Contains a description of the symbol. For example, "DELL INC COM Status Alert: Delinquent:" The string "Status Alert:" is appended to each description except for asset type "F" when an FSI flag is set on a symbol. Any text following this string specifies some trading status message. bid Doubl The highest price anyone has declared that they are willing to pay for a e security. ask Doubl The lowest price anyone will offer to sell a security. e bid-ask-size String The size of the bid/ask shows how many shares the market has available at those prices. The value is displayed as "bid qty X ask qty". For example, 3900X1800 last

Doubl The price of the last trade for this symbol. e last-trade-siz Intege The number of shares traded at the last price. e r last-trade-dat String The date and time of the last trade. For example, "2006-06-30 14:36:27 EDT". e open Doubl The price of the first trade at normal market open. Extended hours' e trading is not reflected in this value. high Doubl The highest price trade for the symbol during the normal trading e session. If the session is still open this represents the highest price to the time of the quote. low Doubl The lowest price trade for the symbol during the normal trading e session. If the session is still open this represents the lowest price to the time of the quote. close Doubl The price of the last trade for the symbol at the end of the previous e trading session. volume Intege The number of shares traded for the symbol. r year-high Doubl The highest price trade for the symbol in the past 52 weeks e year-low Doubl The lowest price trade for the symbol in the past 52 weeks e real-time String Indicates whether the quote information is real-time or delayed. true — Real-time quote if the is subscribed to RT false — Delayed quote if the not subscribed to RT exchange String Stock exchange where security symbol is listed. For example, NASDAQ, AMEX, NYSE, OTC, PACX


40


asset-type

String Type of asset the symbol represents (Equity in this case). It is a one character code, such as: E - Equity or ETF F - Mutual Fund I - Index. O - Option B - Bond change Doubl The difference between the last trade price and the previous trading e session's closing price. If the last trade price is greater than the previous session's closing price, the value is returned without a leading sign. If the last trade price is less than the previous session's closing price the value is returned with "-" as the leading character. change-perc String Percent change from the last trade price compared to the previous ent session's closing price. For example, if the previous session closing price is 14.48 and the last trade price is 14.88, the change is 0.40 and the change percent is 2.76. The value is returned as 2.76%.

10.3.2 Quote Response - Options

Quote Response Fields for OPTIONS XML Attribute Name result

quote-list error

quote symbol

Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Comp Container for one or more objects lex String Contains an error message, if any. For example, "The Security Symbol is Invalid." would be returned if the symbol was not found. The error container exists within each level and returns a message specific to the layer. Comp Container for detailed quote fields lex String Symbol of the security being quoted. For example, AMTD_092210P12.5

description bid ask

String Contains a description of the symbol. For example, "AMTD Sep 22 2010 12.5 Call" Doubl The highest price anyone has declared that they are willing to pay for a e security. Doubl The lowest price anyone will offer to sell a security. e



41

bid-ask-size String The size of the bid/ask shows how many contracts the market has available at those prices. The value is displayed as "bid qty X ask qty". For example, 390X41 last

Doubl The price of the last trade for this symbol. e last-trade-siz Integ The number of contracts traded at the last price. e er last-trade-dat String The date and time of the last trade. For example, "2006-06-30 14:36:27 EDT". e open Doubl The price of the first trade at normal market open. e high Doubl The highest price trade for the symbol during the normal trading e session. If the session is still open this represents the highest price to the time of the quote. low Doubl The lowest price trade for the symbol during the normal trading e session. If the session is still open this represents the lowest price to the time of the quote. close Doubl The price of the last trade for the symbol at the end of the previous e trading session. volume Integ The number of shares traded for the symbol. er strike-price Doubl e open-interest Integ er expiration-mo Integ nth er expiration-da Integ y er expiration-ye Integ ar er real-time String Indicates whether the quote information is real-time or delayed. true — Real-time quote if the is subscribed to RT false — Delayed quote if the not subscribed to RT exchange String Stock exchange where security symbol is listed. For example, OPRA, AMEX asset-type String Type of asset the symbol represents (Option in this case). It is a one character code, such as: E - Equity or ETF F - Mutual Fund I - Index. O - Option B - Bond


42


change

Doubl The difference between the last trade price and the previous trading e session's closing price. If the last trade price is greater than the previous session's closing price, the value is returned without a leading sign. If the last trade price is less than the previous session's closing price the value is returned with "-" as the leading character. change-perc String Percent change from the last trade price compared to the previous ent session's closing price. For example, if the previous session closing price is 14.48 and the last trade price is 14.88, the change is 0.40 and the change percent is 2.76. The value is returned as 2.76%. underlying-sy String mbol put-call String C or P delta Doubl e gamma Doubl e theta Doubl e vega Doubl e rho Doubl e implied-volatil Doubl ity e days-to-expir Integ ation er time-value-in Doubl dex e multiplier Integ er

10.3.3 Quote Response - Indices

Quote Response Fields for INDICES XML Attribute Name result

quote-list

Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Comp Container for one or more objects lex © TD Ameritrade Think Tech


error

43

String Contains an error message, if any. For example, "The Security Symbol is Invalid." would be returned if the symbol was not found. The error container exists within each level and returns a message specific to the layer. quote Comp Container for detailed quote fields lex symbol String Symbol of the security being quoted. For example, $SPX.X description String Contains a description of the symbol. For example, "NEW S & P 500 INDEX" open Doubl The first quote for the session e high Doubl The highest price quote for the symbol during the normal trading e session. If the session is still open this represents the highest price to the time of the quote. low Doubl The lowest price quote for the symbol during the normal trading e session. If the session is still open this represents the lowest price to the time of the quote. last Doubl The price of the last quote for this symbol. e last-trade-dat String The date and time of the last update. For example, "2006-06-30 14:36:27 EDT". e close Doubl The price of the last quote for the symbol at the end of the previous e trading session. volume Integ er year-high Doubl The highest price quote for the symbol in the past 52 weeks e year-low Doubl The lowest price quote for the symbol in the past 52 weeks e real-time String Indicates whether the quote information is real-time or delayed. true — Real-time quote if the is subscribed to RT false — Delayed quote if the not subscribed to RT exchange String Stock exchange where security symbol is listed. For example, NASDAQ, AMEX, NYSE asset-type String Type of asset the symbol represents (Index in this case). It is a one character code, such as: E - Equity or ETF F - Mutual Fund I - Index. O - Option B - Bond change Doubl The difference between the last quote price and the previous trading e session's closing price. If the last quote price is greater than the previous session's closing price, the value is returned without a leading sign. If the last quote price is less than the previous session's closing pric,e the value is returned with "-" as the leading character.


44


change-perc String Percent change from the last quote price compared to the previous ent session's closing price. For example, if the previous session closing price is 14.48 and the last quote price is 14.88, the change is 0.40 and the change percent is 2.76. The value is returned as 2.76%.

10.3.4 Quote Response - Funds

Quote Response Fields for MUTUAL FUNDS XML Attribute Name result

quote-list error

quote symbol description nav offer change real-time

asset-type

Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Comp Container for one or more objects lex String Contains an error message, if any. For example, "The Security Symbol is Invalid." would be returned if the symbol was not found. The error container exists within each level and returns a message specific to the layer. Comp Container for detailed quote fields lex String Symbol of the security being quoted. For example, FFFEX String Contains a description of the symbol. For example, "FID ABERDEEN ST TR FREEDM 2030" Doubl e Doubl e doubl The difference between the NAV and the previous day's NAV. e String Indicates whether the quote information is real-time or delayed. true — Real-time quote if the is subscribed to RT false — Delayed quote if the not subscribed to RT String Type of asset the symbol represents (Mutual Fund in this case). It is a one character code, such as: E - Equity or ETF F - Mutual Fund I - Index. O - Option B - Bond



10.4

Request/Response Examples Request URL https://apis.tdameritrade.com/apps/100/Quote?source=<#sourceID# >&symbol=$SPX.X,AMTD_20070922P12.5,DELL,FFFEX

Response: OK

<error> <error> <symbol>DELL <description>DELL INC COM Status Alert: Delinquent 27.27 27.28

2800X4600

27.28

200

2007-06-12 10:03:11 EDT

27.35 27.49 27.25 27.60 2028822

28.04

18.95

true <exchange>NASDAQ E -0.32

-1.16%

<error> <symbol>FFFEX <description>FID ABERDEEN ST TR FREEDM 2030 0.02

true

F

<error> © TD Ameritrade Think Tech

45

46


<symbol>AMTD_20070922P12.5 <description>AMTD Sep 22 2007 12.5 Put 3.50 3.70

244X61

3.70

1

2007-06-12 10:45:27 EDT

4.00 5.29 3.40 9.10 5017 <strike-price>510.00 14775 <expiration-month>6 <expiration-year>2007 true <exchange>OPRA O GOOG <delta>0.197 0.008 -1.193 0.139 0.01

68.074

4

3.70 <multiplier>100.00 <error> <symbol>$SPX.X <description>NEW S & P 500 INDEX 1509.12 1497.69 1499.66 1509.12

1509.12

1219.29

true

I

10.4.1 Sample - Stock

Request URL https://apis.tdameritrade.com/apps/100/Quote?source=<#sourceID#>&symbol=DELL © TD Ameritrade Think Tech


Response: OK

<error> <error> <symbol>DELL <description>DELL INC COM Status Alert: Delinquent 27.27 27.28

2800X4600

27.28

200

2007-06-12 10:03:11 EDT

27.35 27.49 27.25 27.60 2028822

28.04

18.95

true <exchange>NASDAQ E -0.32

-1.16%

10.4.2 Sample - Option

Request URL https://apis.tdameritrade.com/apps/100/Quote?source=<#sourceID# >&symbol=GOOG_032010C510

Response: OK

<error> <error> <symbol>GOOG_032010C510 <description>GOOG Mar 20 2010 510.0 Call © TD Ameritrade Think Tech

47

48


3.50 3.70

244X61

3.70

1

2007-06-12 10:45:27 EDT

4.00 5.29 3.40 9.10 5017 <strike-price>510.00 14775 <expiration-month>6 <expiration-day>15 <expiration-year>2007 true <exchange>OPRA O GOOG <delta>0.197 0.008 -1.193 0.139 0.01

68.074

4

3.70 <multiplier>100.00

10.4.3 Sample - Index

Request URL https://apis.tdameritrade.com/apps/100/Quote?source=<#sourceID#>&symbol=$SPX.X

Response: OK

<error> <error> <symbol>$SPX.X <description>NEW S & P 500 INDEX © TD Ameritrade Think Tech


1508.82 1509.12 1497.69 1499.66 1509.12

1509.12

1219.29

true

I

10.4.4 Sample - Fund

Request URL https://apis.tdameritrade.com/apps/100/Quote?source=<#sourceID#>&symbol=FFFEX

Response: OK

<error> <error> <symbol>FFFEX <description>FID ABERDEEN ST TR FREEDM 2030 0.02

true

F

10.5

Response Errors Possible Errors If the symbol is not valid you will get the following response:


49

50


OK

<error> <error>The Security Symbol is Invalid. <symbol>XYZA <description> 0

false

E

If the session is invalid, you will get the following response: FAIL <error>Invalid Session

11

SymbolLookup Service provides the ability to lookup symbols for stocks and ETFs.

11.1

SymboLookup Request Request URL https://apis.tdameritrade.com/apps/100/SymbolLookup?source=<#sourceID#>&matchstring= some search string

Parameters The matchstring parameter contains the text that you wish to search for.


SymbolLookup

11.2

51

SymboLookup Parameters The quote parameter contains one or more symbols in a comma or space separated list. The TD AMERITRADE quote standards apply. The query string should be URL encoded

Quote Request Parameters PARA DESCRIPTION METER source The Application ID of the software client assigned by Ameritrade. matchst List of symbols for which the ring quotes should be returned

11.3

REQU POSSIBLE VALUES IRED YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES The string being searched for. Partial name of the company for example

SymboLookup Response The response to the Quote request will be in XML format.

General Structure of XML Response <symbol-lookup-result> <error> <search-string> <symbol-result> <symbol> <description> ...... <symbol-result> <symbol> <description>

SymbolLookup Response Fields for STOCKS XML Attribute Name result

Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. symbol-looku Comp Container for one or more <symbol-result> objects p-result lex


52


error

String Contains an error message, if any. For example, "The Security Symbol is Invalid." would be returned if the symbol was not found. The error container exists within each level and returns a message specific to the layer. search-string String The search string that was requested symbol-result Comp Container for detailed fields for each result record lex symbol String Symbol of the security being returned as a possible match. For example, DELL description String Description of the symbol. For example, "DELL INC COM"

11.4

Request/Response Examples Request URL https://apis.tdameritrade.com/apps/100/SymbolLookup?source=<#sourceID# >&matchstring=bank%20of

Response: OK <symbol-lookup-result> <error> <search-string>bank of <symbol-result> <symbol>BAC <description>BANK OF AMERICA CORPORATION COM <symbol-result> <symbol>BAC-D <description>BANK OF AMERICA CORPORATION 1/1000 6.204%D <symbol-result> <symbol>BAC-L <description>BANK OF AMERICA CORPORATION 7.25%CNV PFD L

11.5

Response Errors Possible Errors


SymbolLookup

53

If search string was not specified, you will get following response: FAIL <error>Error -- No Symbol entered.

If source was not specified, you will get following response: FAIL <error>Source parameter is required.

12

PriceHistory This service provides the ability to retrieve historical intraday and end of day quote data consolidated in OHLC format. NOTE: in order to have the current session returned as part of the data, you must set the enddate parameter to today

12.1

PriceHistory Request Request URL https://apis.tdameritr ade.com/apps/100/PriceHistory?source=<##SourceID# >&startdate=&enddate=&requestvalue=&intervaltype=&periodtype=&extended=&intervalduration =&period=&requestidentifiertype=

Request Parameters The request must contain the source assigned by TD Ameritrade as well as the various parameters defining the data being requested.

12.2

PriceHistory Parameters Each PriceHistory request must contain the source id assigned by TD Ameritrade as well as the parameters indicating the information about the data that is being requested.

PriceHistory Request Parameters PARAMETE DESCRIPTION R source The SOURCE ID of the software client assigned by TD Ameritrade. © TD Ameritrade Think Tech

REQUI POSSIBLE VALUES RED YES String UPPER case IDs

54


requestidentif Indicates the type of data iertype that will be specified in " requestvalue" parameter requestvalue Comma-separated list of symbols being requested.

YES

SYMBOL

YES

intervaltype

YES

NOTE: for multiple symbol requests, use comma AND space to separate the symbols. For example: DELL, INTC. Just comma will not work If the periodtype is DAY - intervaltype can be MINUTE ONLY. MONTH - The intervaltype can be DAILY, WEEKLY YEAR - The intervaltype can be DAILY, WEEKLY, MONTHLY YTD - The intervaltype can be DAILY, WEEKLY.

Indicates how the intervalduration (frequency) will be specified.

intervaldurati The size of the interval on (frequency) for the data being requested. For example if intervaltype is DAY, then 1 for 1 minute bars, 5 for 5 minute bars periodtype

period

YES

Indicates the units in which NO the "period" parameter will be specified The number of periods for NO which the data is returned. For example, if periodtype=DAY and period=10, then the request is for 10 days of data

INTEGER. The valid values are dependent on the specified intervaltype : MINUTE - 1, 5, 10, 15, 30 DAILY - 1 WEEKLY - 1 MONTHLY - 1 DAY,MONTH,YEAR,YTD

INTEGER. The valid values are dependent on the specified periodtype: DAY - 1, 2, 3, 4, 5, 10 MONTH - 1, 2, 3, 6 YEAR - 1, 2, 3, 5 10, 15, 20 YTD - 1 If the period is NOT SPECIFIED and the periodtype is: DAY - Then default period is 10. c) MONTH - Then default period is 1. d) YEAR - Then default period is 1. e) YTD - Then default period is 1.

startdate

The start date of the data being requested (Inclusive)

NO

Date (YYYYMMDD)

If the startdate is not specified, then it will be (enddate - period) excluding weekends and holidays.


PriceHistory

enddate

extended

12.3

The end date of the data NO being requested (Inclusive) NOTE: Requires startdate or period. If a period is given instead of startdate, then the request will return data for the specified period starting with specified end date. Indicates if extended hours NO data is to be included in the response. FALSE if not specified. NOTE: Only valid for intraday data requests.

55

Date (YYYYMMDD) If NULL, then the default is the previous business day

true false

PriceHistory Validation Rules requestidentifiertype must be set to SYMBOL requestvalue - if requesting multiple symbols, they must be separated by a comma AND a space periodtype must be one of these values: DAY, MONTH,YEAR,YTD period - The valid values are dependent on the periodtype: If periodtype=DAY, then period can be 1, 2, 3, 4, 5 or 10 If periodtype=MONTH, then period can be 1, 2, 3 or 6 If periodtype=YEAR, then period can be 1, 2, 3, 5 10, 15, or 20 If periodtype=YTD, then period can only be 1 intervaltype - The valid values are dependent on the periodtype. · if periodtype=DAY, then intervaltype can be only be MINUTE. · if periodtype=MONTH, then intervaltype can be DAILY or WEEKLY · if periodtype=YEAR, then intervaltype can be DAILY, WEEKLY, or MONTHLY · if periodtype=YTD, then intervaltype can be DAILY or WEEKLY intervalduration - The valid values are dependent on the intervaltype. · if intervaltype=MINUTE, then intervalduration can be 1, 5, 10, 15, or 30 · if intervaltype=DAILY, then intervalduration can only be 1 · if intervaltype=WEEKLY, then intervalduration can only be 1 · if intervaltype=MONTHLY, then intervalduration can only be 1 startdate - If specified, then period and periodtype CANNOT be specified


56

12.4


PriceHistory Response The PriceHistory response is in binary format represented by a symbol, number of chart bars, chart bar data (repeating series of fields) and terminator. Refer to the Streaming Data Type Definitions for type reference.

PriceHistory Response FIELD

TYPE

LENGTH (8 BIT BYTES)

Symbol Count

Integer

4

Number of symbols for which data is being returned. The subsequent sections are repeated this many times

Symbol Length Short

2

Length of the Symbol field

Symbol

String

Variable The symbol for which the historical data is returned

Error Code

Byte

1

0=OK, 1=ERROR

Error Length

Short

2

Only returned if Error Code=1. Length of the Error string

Error Text

String

Variable Only returned if Error Code=1. The string describing the error

Bar Count

Integer

4

DESCRIPTION

REPEATING SYMBOL DATA

# of chart bars; only if error code=0

REPEATING PRICE DATA

close

Float

4

high

Float

4

low

Float

4

open

Float

4

volume

Float

4

in 100's

timestamp

Long

8

time in milliseconds from 00:00:00 UTC on January 1, 1970

END OF REPEATING PRICE DATA

Terminator

Bytes

2

0xFF, 0XFF

END OF REPEATING SYMBOL DATA

12.5

Request/Response Samples Request: Example requesting intraday data by specifying start and end date: https://apis.tdameritrade.com/apps/100/PriceHistory?source=<#sourceID#> © TD Ameritrade Think Tech

PriceHistory

57

&requestidentifiertype=SYMBOL&requestvalue=AMTD&intervaltype=MINUTE&intervalduration=1&e xtended=true&startdate=20071107&enddate=20071126 Example requesting 10 days of intraday data by specifying # of days: https://apis.tdameritrade.com/apps/100/PriceHistory?source=<#sourceID#> &requestidentifiertype=SYMBOL&requestvalue=AMTD&intervaltype=MINUTE&intervalduration=1&p eriodtype=DAY&period=10&extended=true Example requesting historical (EOD) data: https://apis.tdameritrade.com/apps/100/PriceHistory?source=<#sourceID#> &requestidentifiertype=SYMBOL&requestvalue=AMTD&intervaltype=DAILY&intervalduration=1&sta rtdate=20071122&enddate=20071126

Response (To the EOD request): 00 97 0F 97 00

00 33 C6 1E 01

00 33 14 B8 16

01 41 00 41 7A

00 99 00 90 53

04 5C 01 7A 7C

41 29 16 E1 80

4D 41 6A 41 FF

54 90 E0 96 FF

44 3D 68 8F

00 71 80 57

00 41 41 46

00 91 93 E6

00 D7 B4 2E

02 0A 05 80

41 47 41 00

NOTE: November 22, 2007 is a holiday, which is why only 2 days are returned for the above request DATA

TYPE

DESCRIPTION

00 00 00 01

4 bytes 2 bytes 4 bytes 1 byte 4 bytes

Symbol Count =1 Symbol Length = 4 Symbol = AMTD Error code = 0 (OK) Bar Count = 2

00 04 41 4D 54 44 00 00 00 00 02

FIRST BAR 41 97 33 33 41 99 5C 29 41 90 3D 71 41 91 D7 0A 47 0F C6 14 00 00 01 16 6A E0 68 80

4 bytes 4 bytes 4 bytes 4 bytes 4 bytes 8 bytes

46 E6 2E 80

4 bytes 4 bytes 4 bytes 4 bytes 4 bytes

00 00 01 16 7A 53 7C 80

8 bytes

FF FF

2 bytes

41 93 B4 05 41 97 1E B8 41 90 7A E1 41 96 8F 57


Close = 18.90 High = 19.17 Low = 18.03 Open = 18.23 Volume = 3,680,608 Timestamp = November 23,2007 SECOND BAR Close = 18.4629 High = 18.89 Low = 18.06 Open = 18.82 Volume = 2,946,325 Timestamp = November 26,2007 TERMINATOR

58

12.6


PriceHistory Error Response Responses which contain errors will include an HTTP response code in the header indicating the type of error (4xx, 5xx, etc.), as appropriate to the type of error. The body of the response will contain a single UTF-String with the error message.

Possible Errors Validation failed for 1 of 1 requests.Your request is not valid. Internal Server Error

13

VolatilityHistory This service provides the ability to retrieve historical implied volatility data.

13.1

VolatilityHistory Request Request URL https://apis.tdameritr ade.com/apps/100/VolatilityHistory?source=<##SourceID# >&requestidentifiertype=&requestvalue=&volatilityhistorytype=&intervaltype=&intervalduration=& periodtype=&period=&startdate=&enddate=&daystoexpiration=&surfacetypeidentifier=&surfacety pevalue=

Request Parameters The request must contain the source assigned by TD Ameritrade as well as the various parameters defining the data being requested.

13.2

VolatilityHistory Parameters Each VolatilityHistory request must contain the source id assigned by TD Ameritrade as well as the parameters indicating the information about the data that is being requested.

PriceHistory Request Parameters PARAMETE DESCRIPTION REQUI POSSIBLE VALUES R RED source The SOURCE ID of the YES String UPPER case IDs software client assigned by TD Ameritrade. SYMBOL requestidenti Indicates the type of data that YES fiertype will be specified in " requestvalue" parameter requestvalue The actual symbol being YES requested. © TD Ameritrade Think Tech

VolatilityHistory

volatilityhisto The type of volatility history YES rytype being requested intervaltype Indicates the granularity of YES the data being requested. Used to specify the consolidation of the data into 1-day, 1-week, etc

intervaldurati The size of the interval YES on (frequency) for the data being requested. periodtype Indicates the units in which YES the "period" parameter will be specified period The number of periods for NO which the data is returned. For example, if periodtype=DAY and period=10, then the request is for 10 days of data

59

I or H - I=Implied (calculated) H= Historical (actual) If the periodtype is DAY - intervaltype can be DAILY ONLY. MONTH - The intervaltype can be DAILY, WEEKLY, MONTHLY YEAR - The intervaltype can be WEEKLY, MONTHLY YTD - The intervaltype can be WEEKLY, MONTHLY Always set to 1

DAY, WEEK, MONTH,YEAR,YTD

INTEGER. The valid values are dependent on the specified periodtype: DAY - 1, 2, 3, 4, 5, 10 MONTH - 1, 2, 3, 6 YEAR - 1, 2, 3, 5 10, 15, 20 YTD - 1 If the period is NOT SPECIFIED and the periodtype is: DAY - Then default period is 10. c) MONTH - Then default period is 1. d) YEAR - Then default period is 1. e) YTD - Then default period is 1.

startdate

enddate

The start date of the data being requested (Inclusive)

NO

The end date of the data NO being requested (Inclusive) NOTE: Requires startdate or period. If a period is given instead of startdate, then the request will return data for the specified period starting with specified end date. daystoexpirat Specifies the period for which NO ion the implied volatility is calculated.


Date (YYYYMMDD)

If the startdate is not specified, then it will be (enddate - period) excluding weekends and holidays. Date (YYYYMMDD) If NULL, then the default is the previous business day

30, 60, 90, 120, 150, 180 Default: 30

60


surfacetypeid Specifies the type of implied YES entifier volatility data to be returned.

DELTA - The ratio comparing the change in the price of the underlying asset to the corresponding change in the price of a derivative. The Contract Type will be "CALL" if the delta is positive. The Contract Type will be "PUT" if the delta is negative. DELTA_WITH_COMPOSITE - The mean of 2 delta values, one CALL and one PUT

surfacetypev 1 integer if DELTA, 2 integers YES alue for composite or skew

13.3

SKEW - Difference between the implied volatilities at 2 delta values. The Contract Type will be "CALL" if the delta is positive. The Contract Type will be "PUT" if the delta is negative. list of integers (comma-separated). NOTE: Make sure to use URLEncoded comma (%2C)

VolatilityHistory Validation Rules requestidentifiertype must be set to SYMBOL volatilityhistorytype - Must be either I or H periodtype - If specified, must be one of these values: DAY, WEEK, MONTH,YEAR,YTD period - If specified, the valid values are dependent on the periodtype: If periodtype=DAY, then period can be 1, 2, 3, 4, 5 or 10 If periodtype=MONTH, then period can be 1, 2, 3 or 6 If periodtype=YEAR, then period can be 1, 2, 3, 5 10, 15, or 20 If periodtype=YTD, then period can only be 1 intervaltype - The valid values are dependent on the periodtype. · if periodtype=DAY, then intervaltype can be only be DAILY · if periodtype=MONTH, then intervaltype can be DAILY, WEEKLY, or MONTHLY · if periodtype=YEAR, then intervaltype can be WEEKLY or MONTHLY · if periodtype=YTD, then intervaltype can be WEEKLY or MONTHLY intervalduration - Must be set to 1 startdate - If specified, then period and periodtype CANNOT be specified daystoexpiration - If specified, must be one of these values: 30, 60, 90, 120, 150, 180 © TD Ameritrade Think Tech

VolatilityHistory

61

surfacetypeidentifier - Must be one of these values: DELTA, DELTA_WITH_COMPOSITE, SKEW surfacetypevalue - Requirements are dependent on the surfacetypeidentifier:

If surfacetypeidentifier=DELTA, then must be one of these values: 30, 40, 50, 60, 70, -30, -40, -50, -60, -70 If surfacetypeidentifier=DELTA_WITH_COMPOSITE, then must be TWO values: one +ve, one -ve If surfacetypeidentifier=SKEW, then must be TWO values with the same sign: +ve, +ve or -ve, -ve

13.4

VolatilityHistory Response The VolatilityHistory response is in binary format represented by a repeating series of fields and terminator. Refer to the Streaming Data Type Definitions for type reference.

VolatilityHistory Response FIELD

TYPE


Symbol Count

Integer

4

Number of symbols for which data is being returned. The subsequent sections are repeated this many times

2

Length of the Symbol field

DESCRIPTION

REPEATING DATA

Symbol Length Short Symbol

UTF-Strin Variabl g e

The symbol for which the historical data is returned

Error Code

Byte

1

0=OK, 1=ERROR

Error Length

Short

2

Length of the Error String

Error

UTF-Strin Variabl g e

Only returned if Error Code=1. The string describing the error

Value Count

Integer

# of values being returned; only if error code=0

4

REPEATING DATA

Value

Float

4

Timestamp

Long

8


2

0xFF, 0XFF

END OF REPEATING DATA

Terminator


Bytes

62

13.5


Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/VolatilityHistory?source=<#sourceID#> &requestidentifiertype=SYMBOL&requestvalue=AMTD&intervaltype=DAILY&intervalduration=1&pe riodtype=DAY&period=3&enddate=20071126&daystoexpiration=30&volatilityhistorytype=I&surfac etypeidentifier=DELTA_WITH_COMPOSITE&surfacetypevalue=50%2C-50

Response (To the EOD request): 00 10 00 53

00 44 01 7C

00 FA 16 80

01 00 6A FF

00 04 41 4D 54 44 00 00 00 00 03 3F 00 01 16 60 93 B0 80 3F 08 2F 5A 00 E0 68 80 3F 15 00 04 00 00 01 16 7A FF

NOTE: November 22, 2007 is a holiday DATA

TYPE

00 00 00 01

4 bytes 2 bytes 4 bytes 1 byte 4 bytes

00 04 41 4D 54 44 00 00 00 00 03

3F 10 44 FA 00 00 01 16 60 93 B0 80

Symbol Count =1 Symbol Length = 4 Symbol = AMTD Error code = 0 (OK) Value Count = 3 FIRST VALUE 4 bytes Value = 0.5635525 8 bytes Timestamp = November 21,2007 SECOND VALUE 4 bytes 8 bytes

Value = 0.5319725 Timestamp = November 23,2007 THIRD VALUE

00 00 01 16 7A 53 7C 80

4 bytes 8 bytes

Value = 0.5820315 Timestamp = November 26,2007 TERMINATOR

FF FF

2 bytes

3F 08 2F 5A 00 00 01 16 6A E0 68 80

3F 15 00 04

13.6

DESCRIPTION

VolatilityHistory Error Response Responses which contain errors will include an HTTP response code in the header indicating the type of error (4xx, 5xx, etc.), as appropriate to the type of error. The body of the response will contain a single UTF-String with the error message.

Possible Errors Validation failed for 1 of 1 requests.Your request is not valid.


VolatilityHistory

63

Internal Server Error

14

OptionChain Service provides option chain information with or without quotes on a single underlying equity symbol.

14.1

OptionChain Request Request URL https://apis.tdameritrade.com/apps/200/OptionChain?source=<#sourceID#>&symbol=< #symbol#>

Parameters The symbol parameter contains the underlying symbol for the option chain being requested.

14.2

OptionChain Parameters Quote Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. symbol The underlying symbol for the option chain

type

interval

REQUIR POSSIBLE VALUES ED YES The value is assigned by TD AMERITRADE to the application developer for the specific application

YES

The option chain type. If the type is not included, then NO both calls and puts will be returned.

The interval or Spread for Vertical Spreads and Strangles


NO

Can be a stock, or index symbol. Standard TD AMERITRADE symbology applies. If type is not specified, calls and puts are returned. Otherwise: C - Only Calls P - Only Puts VCS - Vertical Call Spread VPS - Vertical Put Spread CCS - Calendar Call Spread S - Calendar Put Spread BW - Buy/Write STDL - Straddle STGL - Strangle Only required for Vertical Spreads and Strangles requests

64


strike

expire

range

The option chain strike price. If the strike price is not NO included, then all strike prices will be returned. The option expiration. If the expiration is not included or has a value of AL, then NO * all standard months and leap months will be included. The Strike Price range of the options to be returned

NO

neardate for use with NO Calendar spreads fardate for use with NO Calendar spreads A flag to request quote data. The quotes default behavior is NO not to send quote data.

14.3

a valid strike price, e.g. 15 or 17.5 A valid strike price will return those calls and puts for that strike price. An invalid strike price will return no data. al, a, l, w or a date matching the YYYYMM pattern AL = ALL+Leaps, including Weeklies A = All standard expirations, including Weeklies L = leap expirations W = weeklies only (this is only ed for a few index options). YYYYMM = returns only the option month requests. A date that doesn’t have options will return an empty data set. * Required for Vertical Spreads N - Near The Money I - In The Money O - Out of The Money ALL - All The following are for use with Straddes and Strangles: SNK - Strikes Near Market SBK - Strikes Below Market SAK - Strikes Above Market YYYYMM Format date YYYYMM Format date

true/false

OptionChain Response The response to the OptionChain request will be in XML format. The Structure of the response will vary depending on whether or not quotes were requested with the chain and is documented at: OptionChain - With Quotes OptionChain - Without Quotes


OptionChain

65

14.3.1 OptionChain Response - Without Quotes

General Structure of XML Response

<error> <symbol> <expiration-type> <strike-price> <standard-option> <symbol> <description> <symbol> <description> .......

OptionChain Response Fields for no-quote request XML Attribute Name result

Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. option-chain- Comp Container for all the option chain info results lex error String Contains an error message, if any. For example, "The Security Symbol is Invalid." symbol String The Symbol of the security for which the option chain is being retrieved. For example, AMTD option-date Comp Container for all the option chain data for a particular option expiration lex date date String The options expiration date in YYYYMMDD format expiration-ty String R or L - Regular or LEAP pe


66


days-to-expir Intege Number of days till the options expire ation r option-strike Comp Container for the options at a given strike price lex strike-price String Option Strike Price standard-opti String true/false - indicates if the options in question are standard or on non-standard put Comp Container for the PUT option symbol fields at the given date and strike lex price symbol String The PUT Option Symbol. For example: SPY_112109P111 String The PUT Option Symbol Description. For example: SPY Nov 21 2009 description 111.0 Put call Comp Container for the PUT option symbol fields at the given date and strike lex price symbol String The CALL Option Symbol. For example: SPY_112109C111 String The CALL Option Symbol Description. For example: SPY Nov 21 description 2009 111.0 Call

14.3.2 OptionChain Response - With Quotes


<expiration-type> © TD Ameritrade Think Tech

OptionChain

<strike-price> <standard-option> <description>

<delta>

<deliverable-list> <notes-description>

<symbol> <shares> <symbol> <shares> ... .... (Same fields as in the PUT record) ...... (More option-strike records) ...... (More option-date records)


67

68


OptionChain Response Fields for with-quote request XML Attribute Name

Type Definitions

result

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. option-chain-resu Compl Container for all the option chain info lts ex error String Contains an error message, if any. For example, "The Security Symbol is Invalid." symbol String Symbol of the security being quoted. For example, DELL description String Contains a description of the symbol. For example, "TD AMERITRADE HLDG CORP COM" bid Doubl Underlying Symbol - BID e ask Doubl Underlying Symbol - ASK e bid-ask-size String Underlying Symbol - bid/ask Size The value is displayed as "bid qty X ask qty". For example, 390X41 last Doubl Underlying Symbol - The price of the last trade e open Doubl Underlying Symbol - The price of the first trade at normal market e open. high Doubl Underlying Symbol - The highest price trade for the symbol during e the normal trading session low Doubl Underlying Symbol - The lowest price trade for the symbol during e the normal trading session. close Doubl Underlying Symbol - The price of the last trade for the symbol at e the end of the previous trading session. volume Intege Underlying Symbol - The number of shares traded for the symbol. r change Doubl Underlying Symbol - CHANGE e quote-punctuality String R or D - Real-time or Delayed time String Last Trade Time for the quote option-date Compl Container for all the option chain data for a particular option ex expiration date date String The options expiration date in YYYYMMDD format expiration-type String R or L - Regular or LEAP days-to-expiratio Intege Number of days till the options expire n r © TD Ameritrade Think Tech

OptionChain

option-strike

69

Compl Container for the options at a given strike price ex strike-price Doubl Option Strike Price e standard-option String true/false - indicates if the options in question are standard or non-standard put Compl Container for the fields describing the PUT option symbol at the ex given date and strike price call Compl Container for the fields describing the CALL option symbol at the ex given date and strike price option-symbol String The option symbol description String The option symbol description bid Doubl e ask Doubl e bid-ask-size String last Doubl e last-trade-date String volume Intege r open-interest Intege r real-time String underlying-symbo String l delta Doubl e gamma Doubl e theta Doubl e vega Doubl e rho Doubl e implied-volatility Doubl e time-value-index Doubl e multiplier Intege r Doubl change e change-percent String


70


String true/false String true/false Doubl theoretica-value e Compl deliverable-list Container for Deliverables ex For non-standard options, this describes what needs to be notes-description String delivered. For example:"$600.0 cash in lieu of shares, 100 shares of AMTD" cash-in-lieu-dollar Doubl -amount e cash-dollar-amou Doubl nt e index-option String true/false Compl row Container ex symbol String Intege shares r in-the-money near-the-money

14.4

Request/Response Examples

14.4.1 Sample - Without Quotes

Request URL https://apis.tdameritrade.com/apps/200/OptionChain?source=<#sourceID# >&symbol=AMTD&expire=200709

Response: OK

<error> <symbol>AMTD <description>TD AMERITRADE HLDG CORP COM 20070922 <expiration-type>R 4

<strike-price>12.50


OptionChain

<standard-option>true <symbol>AMTD_092207P12.5 <description>AMTD Sep 22 2007 12.5 Put <symbol>AMTD_092207C12.5 <description>AMTD Sep 22 2007 12.5 Call

<strike-price>15.00 <standard-option>true <symbol>AMTD_092207P15 <description>AMTD Sep 22 2007 15.0 Put <symbol>AMTD_092207C15 <description>AMTD Sep 22 2007 15.0 Call

<strike-price>20.00 <standard-option>true <symbol>AMTD_092207P20 <description>AMTD Sep 22 2007 20.0 Put <symbol>AMTD_092207C20 <description>AMTD Sep 22 2007 20.0 Call

<strike-price>22.50 <standard-option>true <symbol>AMTD_092207P22.5 <description>AMTD Sep 22 2007 22.5 Put <symbol>AMTD_092207C22.5 <description>AMTD Sep 22 2007 22.5 Call

<strike-price>25.00 <standard-option>true <symbol>AMTD_092207P25 <description>AMTD Sep 22 2007 25.0 Put © TD Ameritrade Think Tech

71

72


<symbol>AMTD_092207C25 <description>AMTD SEP 22 2007 25.0 Call

14.4.2 Sample - With Quotes

Request URL https://apis.tdameritrade.com/apps/200/OptionChain?source=<#sourceID# >&symbol=AMTD&expire=200709&quotes=true

Response: OK

<error> <symbol>AMTD <description>TD AMERITRADE HLDG CORP COM 17.94 17.95

400X2600

17.9401 17.94 18.12 17.69 17.78 2402786.0 0.1601

R

14:03:45

20071020 <expiration-type>R 32 <strike-price>10.00 <standard-option>true AMTD_102007P10 <description>AMTD Oct 20 2007 10.0 Put 0.05

0X619

0


OptionChain

73

false

AMTD <delta>-0.013 0.007 -0.003 0.002 0.00

95.18

0.03 <multiplier> 0.00

false

0.03 <deliverable-list>

false <symbol>AMTD <shares>100 AMTD_102007C10 <description>AMTD Oct 20 2007 10.0 Call 7.90 8.10

210X121

7.50

2007-09-07 10:03:34 EDT

0

139

false

AMTD <delta>0.991 0.005 -0.003 0.001 0.009

88.79

-0.44 <multiplier> 0.00

true

false

8.00 <deliverable-list> © TD Ameritrade Think Tech

74


false <symbol>AMTD <shares>100 ...... (More option-strike records)

14.5

OptionChain Error Response Possible Errors If the symbol is not valid you will get FAIL <error>Please enter a valid symbol.

If the session is invalid, you will get FAIL <error>Invalid Session

15

BinaryOptionChain Service provides option chain information with or without quotes on a single underlying equity symbol in Binary format. Unlike the OptionChain request, BnaryOptionChain does not complex option chains

15.1

BinaryOptionChain Request Request URL https://apis.tdameritrade.com/apps/200/BinaryOptionChain?source=<#sourceID#>&symbol=< #symbol#>

Parameters © TD Ameritrade Think Tech

BinaryOptionChain

75

The symbol parameter contains the underlying symbol for the option chain being requested.

15.2

BinaryOptionChain Parameters Quote Request Parameters PARAME DESCRIPTION REQUIR POSSIBLE VALUES TER ED source The Application ID YES The value is assigned by TD AMERITRADE to the of the software application developer for the specific application client assigned by Ameritrade. symbol The underlying YES Can be a stock, or index symbol. Standard TD symbol for the AMERITRADE symbology applies. option chain The option chain If type is not specified, calls and puts are returned. type. If the type is Otherwise: type not included, then NO C - Only Calls both calls and puts P - Only Puts will be returned. The option chain strike price. If the a valid strike price, e.g. 15 or 17.5 strike price is not A valid strike price will return those calls and puts for strike NO included, then all that strike price. strike prices will An invalid strike price will return no data. be returned. al, a, l, w The option or a date matching the YYYYMM pattern expiration. If the AL = ALL+Leaps, including Weeklies expiration is not A = All standard expirations, including Weeklies included or has a L = leap expirations expire value of AL, then NO * W = weeklies only (this is only ed for a few all standard index options). months and leap YYYYMM = returns only the option month requests. months will be A date that does not have options will return an included. empty data set. range The Strike Price NO N - Near The Money range of the I - In The Money options to be O - Out of The Money returned ALL - All The following are for use with Straddes and Strangles: SNK - Strikes Near Market SBK - Strikes Below Market SAK - Strikes Above Market


76


quotes

15.3

A flag to request quote data. The default behavior is NO not to send quote data.

true/false - Default is false if not specified

BinaryOptionChain Response The response to the BinaryOptionChain request will be in Binary format. The Structure of the response will vary depending on whether or not quotes were requested with the chain and is documented at: BinaryOptionChain - With Quotes BinaryOptionChain - Without Quotes

15.3.1 BinaryOptionChain Response - Without Quotes The BinaryOptionChain response is in binary format. Refer to the Streaming Data Type Definitions for type reference

BinaryOptionChain Response - without Quotes FIELD

TYPE

LENGTH (8 BIT BYTES) DESCRIPTION

Error Code

Byte

1

Error Length

Short 2

Error Text

Strin Variab Only returned if Error Code=1. The string describing g le the error

Underlying Symbol Length

Short 2

Underlying Symbol

Strin Variab The Underlying symbol for which the option chain g le data is being returned

Underlying Symbol Description Length

Short 2

Underlying Symbol Description

Strin Variab The description of the Underlying Symbol (Company g le or Index Name)

Row Count

Integ 4 er

0=OK, 1=ERROR Only returned if Error Code=1. Length of the Error string

Length of the Underlying Symbol field

Length of the Underlying Symbol Description field

Number of option symbols returned

REPEATING Block for each Option Symbol

Option Date Length

Short 2

Option Date

Strin Variab YYYYMMDD g le


BinaryOptionChain

77


FIELD

TYPE

Expiration Type Length

Short 2

Expiration Type

Strin Variab R or L - Regular or LEAP g le

Strike Price

Doub 8 le

Standard Option Flag

Byte

Put/Call Indicator

Char 2

Option Symbol Length

Short 2

Option Symbol

Strin Variab g le

Option Description Length

Short 2

1

1 = true, 0=false P or C (2 bytes because it is Unicode)


15.3.2 BinaryOptionChain Response - With Quotes The BinaryOptionChain response is in binary format. Refer to the Streaming Data Type Definitions for type reference

BinaryOptionChain Response - with Quotes FIELD

TYPE


Error Code

Byte

1

Error Length

Short 2

Error Text

Strin g


Short 2

Underlying Symbol

Strin g

Underlying Symbol Description Length

Short 2


0=OK, 1=ERROR Only returned if Error Code=1. Length of the Error string

Variabl Only returned if Error Code=1. The string describing e the error Length of the Underlying Symbol field

Variabl The Underlying symbol for which the option chain e data is being returned Length of the Underlying Symbol Description field

78


FIELD

TYPE


Underlying Symbol Description

Strin g

Variabl The description of the Underlying Symbol (Company e or Index Name)

Bid

Doub 8 le

Ask

Doub 8 le

Bid/Ask Size Length Short 2 Bid/Ask Size

Strin g

Variabl e

Last

Doub 8 le

Open

Doub 8 le

High

Doub 8 le

Low

Doub 8 le

Close

Doub 8 le

Volume

Doub 8 le

Change

Doub 8 le

Real Time Quote Flag

Char 2

Quote Time Length

Short 2

Quote Time

Strin g

Row Count

Integ 4 er

R or D (2 bytes because it is Unicode)

Variabl e Number of option symbols returned

REPEATING Block for each Option Symbol

Option Date Length

Short 2

Option Date

Strin g

Expiration Type Length

Short 2

Variabl YYYYMMDD e


BinaryOptionChain

FIELD

TYPE


Expiration Type

Strin g

Variabl R or L - Regular or LEAP e

Strike Price

Doub 8 le

Standard Option Flag

Byte

Put/Call Indicator

Char 2

Option Symbol Length

Short 2

Option Symbol

Strin g

Option Description Length

Short 2

Option Description

Strin g

Bid

Doub 8 le

Ask

Doub 8 le

1

Variabl e

Variabl e

Bid/Ask Size Length Short 2 Bid/Ask Size

Strin g

Last

Doub 8 le

Last Trade Size Length

Short 2

Last Trade Size

Strin g

Last Trade Date Length

Short 2

Last Trade Date

Strin g

Volume

Long 8

Open Interest

Integ 4 er


Variabl e

Variabl e

Variabl e

1 = true, 0=false P or C (2 bytes because it is Unicode)

79

80


FIELD

TYPE


Real Time Quote Flag

Byte

1


Short 2

Underlying Symbol

Strin g

Delta

Doub 8 le

Gamma

Doub 8 le

Theta

Doub 8 le

Vega

Doub 8 le

Rho

Doub 8 le

Implied Volatility

Doub 8 le

Time Value Index

Doub 8 le

Multiplier

Doub 8 le

Change

Doub 8 le

Change Percentage

Doub 8 le

In The Money Flag

Byte

1

1 = true, 0=false

Near The Money Flag

Byte

1

1 = true, 0=false

Theoretical Value

Doub 8 le

Deliverable Note Length

Short 2

Deliverable Note

Strin g

CIL Dollar Amount

Doub 8 le

1 = true, 0=false

Variabl e

Variabl e


BinaryOptionChain

81


FIELD

TYPE

OP Cash Dollar Amount

Doub 8 le

Index Option Flag

Byte

Number of Deliverables

Integ 4 er

1

1 = true, 0=false

REPEATING Block for each Deliverable

Deliverable Symbol Length

Short 2

Deliverable Symbol

Strin g

Deliverable Shares

Integ 4 er

Variabl e

END OF REPEATING Deliverable Block END OF REPEATING Option Symbol Block END OF RESPONSE

15.4

Request/Response Examples

15.4.1 Sample - Without Quotes

Request URL https://apis.tdameritrade.com/apps/200/BinaryOptionChain?source=<#sourceID# >&symbol=AMTD&expire=201005&strike=17.5

Response: 00 44 00 35 20 80 37 20

00 47 01 32 31 00 2E 50

04 41 20 43 52 40 32 43 37 2E 00 00 35 00 75 74

4D 4F 31 31 35 00 18

54 52 80 37 20 00 54

44 50 00 2E 43 01 51

00 20 00 35 61 00 41

1B 43 00 00 6C 50 20

54 4F 00 19 6C 00 4D

44 4D 00 54 00 11 61

20 00 01 51 08 54 79

41 00 00 41 32 51 20

4D 00 43 20 30 41 32

45 02 00 4D 31 5F 32

52 00 11 61 30 32 20

49 08 54 79 30 30 32

54 32 51 20 35 31 30

52 30 41 32 32 30 31

41 31 5F 32 32 30 30

44 30 32 20 00 35 20

45 30 30 32 01 32 31

20 35 31 30 52 32 37

48 32 30 31 40 50 2E

4C 32 30 30 31 31 35


TYPE

DESCRIPTION

00

00 1B

1 byte 2 bytes 4 bytes 2 bytes

Error Code = 0 (OK) Underlying Symbol Length = 4 Underlying Symbol = AMTD Underlying Symbol Description Length = 27

54 44 20 41 4D 45 52 49 54 52 41 44 45 20 48 4C 44 47 20 43 4F 52 50 20 43 4F 4D

Underlying Symbol Description = 27 bytes TD AMERITRADE HLDG CORP COM

00 04 41 4D 54 44


82


00 00 00 02

4 bytes

Row Count = 2 FIRST OPTION

00 08 32 30 31 30 30 35 32 32 00 01 52 40 31 80 00 00 00 00 00 01 00 43 00 0F 54 51 41 5F 30 35 32 32 31 30 43 31 37 2E 35 00 19

2 bytes 8 bytes 2 bytes 1 byte 8 bytes 4 bytes 8 bytes 2 bytes

Option Date Length = 8 Option Date = 20100522 Expiration Type Length = 1 Expiration Type= R Strike Price = 17.50 Standard Option Flag = 1 Put/Call Indicator = C Option Symbol Length = 15

15 bytes Option Symbol = TQA_052210C17.5 2 bytes Option Symbol Description Length = 25

54 51 41 20 4D 61 79 20 32 32 20 32 30 31 30 20 31 37 2E 35 20 43 61 6C 6C

Option Symbol Description = 25 bytes TQA May 22 2010 17.5 Call SECOND OPTION

00 08

00 0F

2 bytes 8 bytes 2 bytes 1 byte 8 bytes 4 bytes 8 bytes 2 bytes

54 51 41 5F 32 30 31 30 30 35 32 32 50 31 37 2E 35

15 bytes Option Symbol = TQA_052210P17.5

00 18

2 bytes

54 51 41 20 4D 61 79 20 32 32 20 32 30 31 30 20 31 37 2E 35 20 43 61 6C 6C

Option Symbol Description = 24 bytes TQA May 22 2010 17.5 Put

32 30 31 30 30 35 32 32 00 01 52 40 31 80 00 00 00 00 00 01 00 50

Option Date Length = 8 Option Date = 20100522 Expiration Type Length = 1 Expiration Type= R Strike Price = 17.50 Standard Option Flag = 1 Put/Call Indicator = P Option Symbol Length = 15 Option Symbol Description Length = 24


15.4.2 Sample - With Quotes

Request URL https://apis.tdameritrade.com/apps/200/BinaryOptionChain?source=<#sourceID# >&symbol=AMTD&expire=201005&strike=17.5&quotes=true

Response: Sample not currently available


BinaryOptionChain

15.5

83

BinaryOptionChain Error Response Possible Errors If the symbol is not valid you will get

Response: 01 00 0E 49 6E 76 61 6C 69 64 20 53 79 6D 62 6F 6C


TYPE

DESCRIPTION

01 00 0E

1 byte 2 bytes

Error Code = 1 (FAILURE) Error Length = 14

49 6E 76 61 6C 69 64 20 53 79 6D 62 6F 6C

14 bytes Error = Invalid Symbol

NOTE: Invalid Session response will show up as an Internal Server Error with error code 500 in the HTTP Headers

16

Balances and Positions Service provides detailed information on positions and balances in the

16.1

B & P Request Request URL https://apis.tdameritrade.com/apps/100/BalancesAndPositions?source=<#sourceID#>

Parameters The only parameter required is the source assigned by TD Ameritrade. You can also specify the id for which the data is to be returned and the type of data to be returned - only balances, or only positions. Both are returned if not specified. If is not specified, then the data for the default "associated" will be returned.

16.2

B & P Parameters The only parameter required is the source assigned by TD Ameritrade. The type and id parameters are optional and can be specified togather

BalancesAndPositions Request Parameters PARAMETER


DESCRIPTION

REQUIRED

POSSIBLE VALUES

84

16.3


source

The Application ID of YES the software client assigned by Ameritrade.

id

The ID of the NO for which data is to be returned

type

Specifies the type of NO data to be returned balances or positions

suppressquotes

Flag indicating NO whether or not quotes should be suppressed on the positions

The value is assigned by TD AMERITRADE to the application developer for the specific application One of the IDs returned from the service. The default is the associated b or p. If not specified, then both balances and positions for the will be returned true/false. Defaults to false.

B & P Response The response to the Balances And Positions request will be in XML format

General Structure of XML Response OK <error> <-id rel="nofollow">-id>

<current>


Balances and Positions

<current> .......

<positions> <error> <-id rel="nofollow">-id> <stocks> <position> <error> <security> <symbol> <symbol-with-type-prefix> <description> <cusip> <-type rel="nofollow">-type> <position-type> <current-value> ......... ......... ......... ......... <money-market> ......... <savings> .........


85

86


Response Fields The Positions response fields are the same for all asset types. The Balances however differ depending on whether or not the is enabled for Margin and for Options trading. The fields are documented at: Balances for CASH Balances for MARGIN Positions

16.3.1 Response - BALANCE - CASH Many of the entries on Balances will be containers which will then contain tags for initial, current and change values. For example: 45678.00 <current>45792.45 114.45

For simplicity, the individual tags for initial, current and change will not be documented. The table below will just list the container tag as Complex/ICC type and for CALL types, Complex/IC (Initial, Current)

BALANCES Response Fields for CASH s XML Attribute Name Type result String

Definitions Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful.

balance error

Complex Container for all balance information for the String Contains error message, if any, related to retrieving the balances -id String day-trader String/Bo true/false olean round-trips Integer resticted-closing-trans String/Bo true/false actions-only olean cash-balance Complex/ The amount of liquid funds in the , including the ICC monetary value of trades that may not have settled, excluding any money market funds. There are two digits to the right of the decimal point. money-market-balanc Complex/ e ICC



long-stock-value short-stock-value long-option-value short-option-value mutual-fund-value

bond-value -value pending-deposits cash-for-withdrawal

Complex/ ICC Complex/ ICC Complex/ ICC Complex/ ICC Complex/ ICC

87

The total value of individual long stock positions based on the last price for those securities. The total value of individual short stock positions based on the last price for those securities. The total value of individual long options positions based on the last price for those securities.

The total current value of any mutual funds in the . There may be up to six digits to the right of the decimal point. Complex/ The total current value of any bonds in the . ICC Complex/ ICC Complex/ ICC Double

unsettled-cash savings-balance

Double Complex/ Savings Balance - CURRENT sub-tag only C cash-debit-call-value Complex/ IC available-funds-for-tra Double ding non-marginable-funds Double in-call String/Bo true/false - Indicates if the has any calls on it olean (CURRENT) in-potential-call String/Bo true/false - Indicates if the has any Potential calls olean on it (POTENTIAL)

16.3.2 Response - BALANCE - MARGIN Many of the entries on Balances will be containers which will then contain tags for initial, current and change values. For example: 45678.00 <current>45792.45 114.45

For simplicity, the individual tags for initial, current and change will not be documented. The table below will just list the container tag as Complex/ICC type and for CALL types, Complex/I (Initial, Current, Potential) or Complex/IP (Initial, Potential)


88


BALANCES Response Fields for MARGIN s XML Attribute Name Type result String

Definitions Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful.

balance error

Complex Container for all balance information for the String Contains error message, if any, related to retrieving the balances -id String day-trader String/Bo true/false olean round-trips Integer resticted-closing-trans String/Bo true/false actions-only olean cash-balance Complex/ The amount of liquid funds in the , including the ICC monetary value of trades that may not have settled, excluding any money market funds. There are two digits to the right of the decimal point. money-market-balanc Complex/ e ICC long-stock-value Complex/ The total value of individual long stock positions based on ICC the last price for those securities. long-option-value Complex/ The total value of individual long options positions based ICC on the last price for those securities. short-stock-value Complex/ The total value of individual short stock positions based ICC on the last price for those securities. short-option-value Complex/ ICC mutual-fund-value Complex/ The total current value of any mutual funds in the ICC . There may be up to six digits to the right of the decimal point. bond-value Complex/ The total current value of any bonds in the . ICC -value Complex/ ICC pending-deposits Complex/ ICC savings-balance Complex/ Savings Balance - CURRENT sub-tag only C margin-balance Complex/ A negative number that represents a debit balance or the ICC amount that is on loan. The debit balance is subject to margin interest charges. short-balance Complex/ ICC long-marginable-value Complex/ The total value of the long marginable positions ICC © TD Ameritrade Think Tech


89

short-marginable-valu Complex/ The total value of the short marginable positions e ICC margin-equity Complex/ The amount of marginable assets owned and paid for in ICC the equity-percentage Complex/ ICC stock-buying-power Double Projected total stock buying power, including any pending deposits option-buying-power day-trading-buying-po wer available-funds-for-tra ding maintenance-requirem ent maintenance-call-valu e regulation-t-call-value

Double Double Double

Complex/ ICC Complex/ I Complex/ I day-trading-call-value Complex/ IP day-equity-call-value Double in-call String/Bo olean in-potential-call String/Bo olean

The minimum amount of equity needed to hold the marginal positions in the Amount of equity needed to bring Margin Equity equal to Maintenance Requirement

true/false - Indicates if the has any calls on it (CURRENT) true/false - Indicates if the has any Potential calls on it (POTENTIAL)

16.3.3 Response - POSITIONS

NOTE:

You can have multiple position entries for the same symbol (one long and one short for example). You will need to handle that accordingly.

POSITIONS Response Fields XML Attribute Name error positions stocks options funds


Type String

Definitions

Contains error message, if any, related to retrieving all the positions. Comple Container for all types of position objects x Comple Container for all STOCK position objects x Comple Container for all OPTIONS position objects x Comple Container for all FUND position objects x

90


bonds money-market savings position error

Comple x Comple x Comple x Comple x String

Container for all BOND position objects Container for all MONEY-MARKET position objects Container for all SAVINGS position objects Container for the individual position fields

Contains an error message, if any, related to retrieving an individual security. quantity Double Number of units in the position. Field may have up to 3 digits to the right of the decimal point. security Comple Container for detailed information about the security. x symbol String Contains symbol. For example, AMTD. symbol-with-type-p String refix description String Contains a description of the symbol. For example, "TD AMERITRADE HLDG CORP COM"

asset-type

String

cusip

String

-type

Type of asset the symbol represents. It is a one character code, such as: E - Equity or ETF F - Mutual Fund O - Option B - Bond M - Money Market V - Savings

An identification number assigned to all stocks and ed bonds. The Committee on Uniform Securities Identification Procedures (CUSIP) oversees the entire CUSIP system. Integer Indicates the type for this security. Possible values are: 1 - Cash 2 - Margin 3 - Short 4 - Dividend/Interest

close-price

Double The price of the last trade for the symbol at the end of the previous trading session. position-type String LONG or SHORT average-price Double Contains the value calculated by dividing the total cost to acquire the position by the number of units in the position. The field may contain up to six digits to the right of the decimal point. current-value Double underlying-symbol String Underlying symbol if it is an Option position NOTE: Only returned if suppressquotes=true



put-call

91

String

P or C - For Option symbols, indicates if its a PUT or a CALL. Otherwise null maintenance-requi Double The minimum amount of equity needed to hold the marginal rement positions in the quote Comple Container for the quote fields for the symbol. Only returned if x suppressquotes=false is requested or if suppressquotes is not specified NOTE:The Quote response will be the same as what you would get from the Quote request for the same security, in the QUOTE container

16.4

Request/Response Examples Request: https://apis.tdameritrade.com/apps/100/BalancesAndPositions?source=<#sourceID#>

Response: OK <error> <-id rel="nofollow"> 123456789 -id> true

20

false

970.08 <current>46329.83 45359.75 <money-market-balance> 0 <current>0 0

45129 <current>0 -45129

0 <current>0 0 © TD Ameritrade Think Tech

92


<short-option-value> 0 <current>0 0 <mutual-fund-value> 0 <current>0 0 0 <current>0 0 <-value rel="nofollow"> 46142.25 <current>46373 230.75 -value> 0 <current>0 0

false

false <short-balance> 43.17 <current>43.17 0 <margin-balance> 0 <current>0 0 <short-stock-value> 0 <current>0 0 45129 <current>0 -45129 <short-marginable-value> 0 <current>0 0 © TD Ameritrade Think Tech


<margin-equity> 46329.83 <current>46373 230.75 <equity-percentage> 100.00 <current>100.00 0.00 46373 <stock-buying-power>132456.44 139440 46373 <maintenance-requirement> 13538.7 <current>0 -13538.7 <maintenance-call-value> 0 <current>0 <potential>0 0 <current>0 <potential>0

<potential>0 0

0

<positions> <error> <-id rel="nofollow"> 123456789 -id> <stocks> <position> <error> 100.0 <security> <symbol>CLN <symbol-with-type-prefix>CLN <description>CELSION CORPORATION COM E <cusip>15117N305 <-type rel="nofollow"> 2 -type> 6.36 <position-type>LONG 0.00 © TD Ameritrade Think Tech

93

94


<current-value>629.88 <position> <error> 200.0 <security> <symbol>MSFT <symbol-with-type-prefix>MSFT <description>MICROSOFT CORP COM E <cusip>594918104 <-type rel="nofollow"> 2 -type> 30.02 <position-type>LONG 0.00 <current-value>6022.00 <position> <error> 100.0 <security> <symbol>OKE <symbol-with-type-prefix>OKE <description>ONEOK INC CM (NEW) E <cusip>682680103 <-type rel="nofollow"> 2 -type> 50.07 <position-type>LONG 0.00 <current-value>4990.00 <position> <error> 5.0 <security> <symbol>FMD_20070930C8.70 <symbol-with-type-prefix>FMD_032010C8.70 <description>FMD Feb 20 2007 8.70 Call O <cusip>999FMDIF6 <-type rel="nofollow"> 2 -type> 8.70 <position-type>LONG 8.80 <current-value>4150.00 © TD Ameritrade Think Tech


95

<position> <error> 616.196 <security> <symbol>DODIX <symbol-with-type-prefix>DODIX <description>DODGE & COX INCOME FD COM F <cusip>256210105 <-type rel="nofollow"> 2 -type> 12.52 <position-type>LONG 0.00 <current-value>7714.77 <position> <error> 1693.48 <security> <symbol>VIPSX <symbol-with-type-prefix>VIPSX <description>VANGUARD FIXED INCOME SECS FD INFLATION PROTECTED SEC FD F <cusip>922031869 <-type rel="nofollow"> 2 -type> 11.77 <position-type>LONG 0.00 <current-value>19932.25 <position> <error> 700.405 <security> <symbol>VUSTX <symbol-with-type-prefix>VUSTX <description>VANGUARD FIXED INCOME SECS FD LONG TERM US TREASURY PORT F <cusip>922031505 <-type rel="nofollow"> 2 -type> 10.57 <position-type>LONG 0.00 <current-value>7403.28 © TD Ameritrade Think Tech

96


<position> <error> 25.0 <security> <symbol> <symbol-with-type-prefix> <description>WASHINGTON CNTY PA MUN FAC LEASE REV BDS B <cusip>938589BP2 <-type rel="nofollow"> 2 -type> 132.173996 <position-type>LONG 0.00 <current-value>33043.50

16.5

B & P Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


17

OrderStatus This service provides detailed order status for an , allowing filtering of orders by status, entry date, order id, and other criteria. OrderStatus is a synchronous request. If you need an update, you need to issue the request again. NOTE: You would want to use this in conjunction with the streaming asyncronous © TD Ameritrade Think Tech

OrderStatus

97

Activity request.

17.1

OrderStatus Request Request URL https://apis.tdameritrade.com/apps/100/OrderStatus?source=<#sourceID#>

Parameters The only parameter required is the source assigned by TD Ameritrade. You can also specify the id for which the data is to be returned as well as various other parameters to filter the results.

17.2

OrderStatus Parameters The only parameter required is the source assigned by TD Ameritrade. The rest are optional and are used to filter the data being returned. You can combine multiple parameters to filter the data unless stated otherwise in the parameter description.

OrderStatus Request Parameters PARAM DESCRIPTION ETER source The Application ID of the software client assigned by Ameritrade.

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application i The ID of the for which NO One of the IDs d data is to be returned returned from the Can be combined with any other service. The default is the parameter associated time This will return orders with activity since NO The format is and the time specified on the current day. The is assumed to be Eastern Time time request is exclusive. For example, if for the current day the time parameter is 13:05:00 only transactions occurring at 13:05:01 and later would be included. The time used is either the reported time or if it is not available, the received time NOTE: time overrides the type, days, fromdate, and todate parameters. The days value is set to 0


98


orderid

This will return the order or orders that NO match the ed orderids. Multiple orderids can be ed. E.g. orderid=1234&orderid=5678&orderid=999 9

NOTE: The orderid overrides the type, days, fromdate, and todate parameters. The days value is set to the maximum days back. However, in the case where time is paired with orderid, the days value is set to 0 type returns all orders that match the status NO type. If no date parameters are specified, the orders are filtered from all orders with activity in the current day and all open orders. fromdate This will return all orders that were NO / received in the date range specified todate days This returns all orders that were received NO beginning with the number of days back to the current day. If zero, and type includes open orders, then all open orders will be returned as well, regardless of date. Refers to calander days, NOT market days NOTE: This parameter is mutually exclusive with the date range parameters and takes precedence over them. numrec This returns the last number of records NO specified underlyin Indicates whether or not underlying NO g symbol for options should be returned

17.3

any legitimate order ID for the being queried. If the order is part of a conditional order or complex option order, the parent order will be returned along with all child orders, including the one being requested.

DEFAULT: all all open filled canceled

pending

The date format is YYYYMMDD. Maximum 60 days back. Dates are Inclusive DEFAULT: 0 Integer 0 to 60

Integer 1 to 5000 TRUE (Default is FALSE)

OrderStatus Response The response to the OrderStatus request will be in XML format


<-id rel="nofollow">-id>


OrderStatus

99

<requested-destination>

<stop-price>

Response Fields The OrderStatus response fields have nested orders in them for complex option and conditional orders. The table below will indicate fields that are specific to complex options or conditional orders


100


XML Attribute Name result

orderstatus-list -id orderstatus order-number cancelable editable complex-option enhanced-order enhanced-type

display-status

Type

Definitions

String

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Complex Container for all OrderStatus entries being returned for the String Complex Container for the order status for a single order. String Unique order number assigned by the Trading Platform String/Bo true/false - Indicates if the order can be canceled olean String/Bo true/false - Indicates if the order can be edited olean String/Bo true/false - Indicates if the order is part of a complex option olean order String/Bo true/false - Indicates if the order is part of an enhanced order olean (conditional order such as OTT, OCA, etc) String The type of enhanced order: OCA OTA OTT OTOCA OTOTA

String

NOTE: The list of possible enhanced order types can change Contains the current status of the order. Values returned are: Open Filled Expired Pending Pending Cancel Canceled Pending Replace Replaced Received Review/Release NOTE: "Pending" means the order is waiting to be manually reviewed "Review/Release" means the order is being manually reviewed. Once reviewed it will either switch to Open or Canceled

order-routing-statu String s order-received-dat String e-time reported-time String © TD Ameritrade Think Tech

OrderStatus

exp-date-time String cancel-date-time String remaining-quantity Double trailing-activation-p Double rice underlying-symbol String

101

Date/time when the order was expired

The current price at which the Trailing Stop will trigger

Underlying symbol for a given option. Only on option orders and only if underlying=true parameter is specified in the request order Complex Container for detailed information about the order security Complex Container for detailed information about the security symbol String Contains symbol. For example, AMTD. symbol-with-type-p String refix description String asset-type String Type of asset the symbol represents. It is a one character code where: E — Equity or ETF F — Mutual Fund O — Option B — Bond

quantity

Double

order-id action

String String

Number of units ordered. Field may have up to three digits to the right of the decimal point. Unique order number assigned by the Trading Platform Code indicating the order action requested. Values returned are: B — Buy S — Sell SS — Short Sell BC — Buy to Cover E — Exchange EX — Exercise Option

trade-type

Integer

NOTE: For options, also check the open-close field. Valid values are: 1 — Normal Market 2 — External Hour Market 4 — German Market 8 — AM Session 16 — Seamless Session

requested-destinat Complex ion actual-destination Complex routing-mode String SMART INET ECN NOTE: Can have other values


102


option-exchange

String

response-descripti String on

Auto NOTE: Can have other values AutoRoute ISLD ARCA NOTE: Can have other values

routing-display-siz Integer e order-type String

Values returned are: M — Market L — Limit S — Stop X — Stop Limit D — Debit C — Credit T — Trailing Stop EX — Exercise Option

limit-price stop-price trailing-stop-metho d special-conditions

Double Double String

time-in-force session

Complex String D - Day G - Good Till Canceled (same as GTD) GTD - Good Till Date (same as G) DX - Day+Extended GX - GTC+Extended XAM - Extended hours trading - AM XPM - Estended hours trading - PM MOC - Market On Close String

expiration

String

PERCENT,POINTS One or more of the following or "None": A - All Or None D - Do Not Reduce F - Fill Or Kill AD - Both AON and DNR


OrderStatus

strategy

String

open-close

String

put-call

String

fills

Complex Container for information about Fills that occurred on this

103

The type of complex option that the order is part of. Possible values are: Spread Straddle Buy Write Exercise Combo Exercise Swap Vertical Back Ratio Calendar Diagonal Butterfly Condor Iron Condor Vertical Roll Covered Stock Collar With Stock Collar Synthetic Double Diagonal Custom (This field is only returned on complex option orders) (This field is only returned on option orders) O or C P or C - For Option symbols, indicates if its a PUT or a CALL. Otherwise null (This field is only returned on option orders)

order. There will be one fills container for each fill for the given order, so if there were 5 partial fills, there will be 5 fills containers. (This field is only returned on orders that have fills) fill-id String (This field is only returned on orders that have fills) fill-quantity Double (This field is only returned on orders that have fills) fill-price Double (This field is only returned on orders that have fills) execution-reported String Example of the Date/Time format is: -date-time 2007-03-23 15:09:59 EDT NOTE: Timezone may be EDT or EST for now (This field is only returned on orders that have fills) related-orders Complex Container for OrderStatus objects of related orders. (This field is only returned on complex options orders and conditional orders) relationship-type String (This field is only returned on conditional orders)


104

17.4


Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/OrderStatus?source=<#sourceID#>

Response: OK

<-id rel="nofollow"> 123456789 -id>

2967109823

true <editable>true false <enhanced-order>false Open

Ready

2007-06-13 20:18:03 EDT

100.0

<security> <symbol>YHOO <symbol-with-type-prefix>YHOO <description> E 100

2967109823

B 1 <requested-destination> SMART

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

2.56 <stop-price>0.00 <special-conditions> <session>D © TD Ameritrade Think Tech

OrderStatus

2147591543

false <editable>false false <enhanced-order>false Pending Cancel

Routed

2007-05-24 13:42:43 EDT

2007-06-05 20:44:21 EDT

2.0

<security> <symbol>IBM <symbol-with-type-prefix>IBM <description> E 2

2147591543

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

3.00 <stop-price>0.00 <special-conditions> <session>GTD <expiration>2007-08-24

2147591539

false <editable>false false <enhanced-order>false Pending Replace © TD Ameritrade Think Tech

105

106


Routed

2007-05-24 13:42:34 EDT

2007-05-24 13:42:43 EDT

2.0

<security> <symbol>IBM <symbol-with-type-prefix>IBM <description> E 2

2147591539

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

2147594455

false <editable>false false <enhanced-order>true <enhanced-type>OTT Filled

Routed

2007-06-05 14:19:19 EDT

2007-06-05 14:19:22 EDT

0.0

<security> © TD Ameritrade Think Tech

OrderStatus

<symbol>AMTD <symbol-with-type-prefix>AMTD <description> E 1500

2147594455

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

214758730

600.0

11.00 <execution-reported-date-time>2007-06-05 14:19:22 EDT

2147594461

900.0

2147594456

false <editable>false false <enhanced-order>true <enhanced-type>OTT Canceled

Received

2007-06-05 14:22:03 EDT
107

108


order-received-date-time> 200.0 <security> <symbol>SCHW <symbol-with-type-prefix>SCHW <description> E 1500

2147594456

S 1 <requested-destination> SMART

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

Triggers

2147594457

Received

2007-06-05 14:22:03 EDT

1500.0

<security> <symbol>ETFC <symbol-with-type-prefix>ETFC <description> © TD Ameritrade Think Tech

OrderStatus

109

E

200

2147594457

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

Triggers

17.4.1 Response Sample - Simple, OPEN OK

4196528959

true <editable>true false <enhanced-order>false Open

Ready

2009-07-27 10:26:08 EDT

100.0


110


0

<symbol>YHOO <security> <symbol>YHOO <symbol-with-type-prefix>YHOO <description> E 100

4196528959

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

1.00 <stop-price> <special-conditions> <session>XPM <expiration>2009-07-27

17.4.2 Response Sample - Simple, PENDING OK

4196528804

false <editable>false true <enhanced-order>false Pending Cancel

Routed

2009-07-23 13:48:11 EDT


OrderStatus

111

2009-07-23 13:48:11 EDT

100.0

0 <strategy>Buy Write <symbol>IBM <security> <symbol>IBM <symbol-with-type-prefix>IBM <description> E 100

4196528804

Auto

AutoRoute

SMART

Auto

AutoRoute

0

C

17.00 <stop-price> <special-conditions> <session>D <expiration>2009-07-27

17.4.3 Response Sample - Conditional, FILLED Note the nested orders under the related-orders tag, as well as the enhanced-type and relationship-type tags. OK

2147594455

false


112


<editable>false false <enhanced-order>true <enhanced-type>OTT Filled

Routed

2007-06-05 14:19:19 EDT

2007-06-05 14:19:22 EDT

0.0

<symbol>AMTD <security> <symbol>AMTD <symbol-with-type-prefix>AMTD <description> E 700

2147594455

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

2147594461

400.0

2147594482

100.0

11.00 © TD Ameritrade Think Tech

OrderStatus

113

<execution-reported-date-time>2007-06-05 14:19:22 EDT

2147595193

200.0

2147594456

Received

2007-06-05 14:22:03 EDT

200.0

<symbol>SCHW <security> <symbol>SCHW <symbol-with-type-prefix>SCHW <description> E 200

2147594456

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

24.00 <stop-price>0.00 <special-conditions> <session>GTD © TD Ameritrade Think Tech

114


<expiration>2007-07-31

Triggers

2147594457

Received

2007-06-05 14:22:03 EDT

200.0

<symbol>ETFC <security> <symbol>ETFC <symbol-with-type-prefix>ETFC <description> E 200

2147594457

Auto

AutoRoute

SMART

Auto

AutoRoute

0

L

Triggers


OrderStatus

115

17.4.4 Response Sample - Complex Option Note the nested orders under the related-orders tag, as well as the complex-option and oe-strategy tags. OK <-id rel="nofollow"> 123456789 -id>

4196528728

true <editable>false true <enhanced-order>false Open

Routed

2009-07-22 14:19:38 EDT

1.0

0 <strategy>Iron Condor <symbol>IBM_20100822P110 <security> <symbol>IBM_20100822P110 <symbol-with-type-prefix>IBM_082210P110 <description>IBM Aug 22 2010 110.0 Put O 1

4196528728

Auto

AutoRoute

SMART

Auto

AutoRoute

0

M

<stop-price>


116


<special-conditions> <session>D <expiration>2009-07-23

P

O

4196528731

false <editable>false true <enhanced-order>false Open

Routed

2009-07-22 14:19:38 EDT

1.0

0 <strategy>Iron Condor <symbol>IBM_082210P110 <security> <symbol>IBM_082210P110 <symbol-with-type-prefix>IBM_082210P110 <description>IBM Aug 22 2010 110.0 Put O 1

4196528731

Auto

AutoRoute

SMART

Auto

AutoRoute

0

M

<stop-price> <special-conditions> <session>D <expiration>2009-07-23 © TD Ameritrade Think Tech

OrderStatus

P

O

4196528730

Routed

2009-07-22 14:19:38 EDT

1.0

0 <strategy>Iron Condor <symbol>IBM_082210C110 <security> <symbol>IBM_082210C110 <symbol-with-type-prefix>IBM_082210C110 <description>IBM Aug 22 2010 110.0 Call O 1

4196528730

Auto

AutoRoute

SMART

Auto

AutoRoute

0

M

<stop-price> <special-conditions> <session>D <expiration>2009-07-23

C

O


117

118


4196528729

Routed

2009-07-22 14:19:38 EDT

1.0

0 <strategy>Iron Condor <symbol>IBM_20100822C110 <security> <symbol>IBM_082210C110 <symbol-with-type-prefix>IBM_082210C110 <description>IBM Aug 22 2010 110.0 Call O 1

4196528729

Auto

AutoRoute

SMART

Auto

AutoRoute

0

M

<stop-price> <special-conditions> <session>D <expiration>2009-07-23

C

O


OrderStatus

119

17.5

OrderStatus Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


18

LastOrderStatus This call returns the date and time of the last order status activity for the primary associated with the ID, or the explicitly specified .

Request URL https://apis.tdameritrade.com/apps/100/LastOrderStatus?source=#sourceID#&id=123456 789

Parameters No parameters are needed other then the source. ID is optional. If not specified, then the result will be for the default associated

General Structure of XML Response The response to the request will be in XML format

<-id rel="nofollow">-id>


120


Response Fields XML Attribute Name result

Type String

last-order-status -id last

Complex String String

Definitions Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Container for the result data ID being checked The Date/Time of the last order status activity or "No Orders" if there are no open orders and no transactions for the current day

Response: OK

<-id rel="nofollow"> 123456789 -id> 2007-06-14 09:37:05 EDT

or OK

<-id rel="nofollow"> 123456789 -id> No Orders

19

History This service provides detailed order status for an , allowing filtering of orders by status, entry date, order id, and other criteria.

19.1

History Request Request URL https://apis.tdameritrade.com/apps/100/History?source=<#sourceID#>&type=<#type#> © TD Ameritrade Think Tech

History

121

Parameters The required parameters are the source assigned by TD Ameritrade and the type. You can also specify the id for which the data is to be returned as well as various other parameters to filter the results.

19.2

History Parameters The only parameters required are the source assigned by TD Ameritrade and the transaction type. The rest are optional and are used to filter the data being returned. You can combine multiple parameters to filter the data.

History Request Parameters PARAM DESCRIPTION ETER source The Application ID of the software client assigned by Ameritrade.

i The ID of the for which d data is to be returned Can be combined with any other parameter type Identifies the type of transactions that should be returned

startdate The date of the oldest transaction that should be returned enddate The date of the newest transaction that should be returned

19.3

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO One of the IDs returned from the service. The default is the associated YES 0 - All Trans types 1 - Trades 2 - Buy 3 - Sell 4 - Deposits & Withdrawals 5 - Checking 6 - Dividends 7 - Interest 8 - Other NO The date format is YYYYMMDD NO The date format is YYYYMMDD

History Response The response to the History request will be in XML format

General Structure of XML Response © TD Ameritrade Think Tech

122


<-id rel="nofollow">-id> <startDate> <endDate> <searchTransactionType> <requestType> <error> <subType> <symbol> <description> <cusip> <price> <parentChildIndicator> <sharesBefore> <sharesAfter>

History Response Fields XML Attribute Type Definitions Name result String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. history Compl Container for all History entries being returned for the request ex -id String ID of the for which history is being returned startDate String Search Criteria - Start Date © TD Ameritrade Think Tech

History

endDate searchTransact ionType requestType searchSymbols transaction-list error

123

String Search Criteria - End Date String Search Criteria - Transaction Type String Sting Compl ex String

Search Criteria - request Type Search Criteria - Symbols Container each individual transaction entry being returned

If an error occurred, the error text. Otherwise null. Date/Time of the transaction. For example: 2008-03-25 10:39:47 orderDateTime String EDT executedDate String Date/Time that the order was executed. For example: 2008-03-25 10:39:47 EDT AD – ACH Disbursements AR – ACH Receipt CD – Cash Disbursements CR – Cash Receipts DV – Dividend / Interest EF – Electronic Funds JN – Journal Entry MC – Margin Call type MI – Margin Interest MM – Money Market RD – Receive & Deliver SM – SMA Adjustment TR – Trade WI – Wire IN WO – Wire OUT subType buySellCode assetType symbol description cusip price quantity transactionId value commission orderNumber fees additionalFees cashBalanceEff ect bankingStatus © TD Ameritrade Think Tech

Transaction Sub-Type - Refer to Sub-Type documentation page Indication if the transaction was a BUY or a SELL. Values are B or S S – Stocks W – Rights, Warrants U – Units F – Funds O – Option B - Bonds Symbol of the security involved in the transaction

Price per share or per contract. (6 digits maximum to the right of the decimal point) Number of shares or contracts Unique identifier for each transaction. Net amount including commission or fees charged. It is the net value of the transaction. Cost of Commission charged for the transaction Order Key associated with the transaction if it is a trade. (same as the order ID used in OrderStatus and other trading commands) Fees that SEC charges the customer for the transaction Contains the total fees that the customer was charged for the trade. To indicate if the transaction effects balance calculations. N – Balance is not affected Y – Balance is affected.

124


openClose OptionExpireDa te optionUnderlyin gSymbol optionType optionStrike accruedInterest parentChildIndi cator splitRatio sharesBefore sharesAfter otherCharges redemptionFee cdscFee bondInterestRa te bondMaturityDa te

19.4

Option Open/Close Identifier C – Close O – Open Expiration Date. YYYYMMDD format This is the underlying symbol of the option or Base Symbol P – Put C – Call Strike Price of an Option Indicates if an order is a normal order, parent order or child order. (NOT for Conditional Orders) P – Parent C – Child Null - Normal Shares Before Trade Shares After Trade Other Charges that can be imposed to trades

History Response Sub-Types The response to the History request will be in XML format

History Response Fields Typ e AD AD AR AR AR CD CD CD CD CD

SubType AD NULL AR DD NULL AB AC AM AP CD

Type Description Sub-Type Description ACH Disbursement ACH Out ACH Disbursement NULL ACH Receipt ACH In ACH Receipt Direct Deposit ACH Receipt NULL Cash Disbursement Disbursement (Automatic Process) Cash Disbursement Disbursement (ACD Request) Cash Disbursement Cash Disbursement Alt Payee or Address Cash Disbursement Disbursement to Alternate Payee or Address Cash Disbursement Check (Manual Request)


History

CD CD CD CD CD CR CR CR CR CR CR CR CR CR CR CR CR CR CR CR DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV

CK DC TO TP NULL BD BP CH CR CU FF FX GC LB MO SC TC TI TP NULL AF CA CF CL DC DD DE DG DN DQ DS DX GN IG IN IS IX MA MF NC ND NI NP


Cash Disbursement Check (Written against Brokerage ) Cash Disbursement Debit Cards (against Brokerage ) Cash Disbursement Transfer Out (via Check) Cash Disbursement Third Party Cash Disbursement NULL Cash Receipt Bank Draft Received Cash Receipt Cash Receipt Bill Payments Cash Receipt Credit Card Check Received Cash Receipt Personal Check Receipt Cash Receipt Currency (Cash) Received Cash Receipt Foreign Funds Instrument Cash Receipt Cash Receipt Via Fax Cash Receipt Government Check Received Cash Receipt Lock Box Receipt Cash Receipt Money Order Received Cash Receipt Cash Receipts Starter Check Cash Receipt Travelers Check Received Cash Receipt Transfer Incoming (via Check) Cash Receipt Cash Receipts Third Party Cash Receipt NULL Dividend Receipt ADR Fees Dividend Receipt Free Balance Interest Adjustment Dividend Receipt Contract Fee Dividend Receipt Cash in Lieu of Fractional Shares Dividend Receipt Return of Capital Dividend Receipt Cash Liquidation Dividend Receipt Non-Taxable Dividends Dividend Receipt Long Term Gain Distribution Dividend Receipt Non-Cash Liquidation Value Dividend Receipt Qualified 5 Year Gain Dividend Receipt Short Term Capital Gains Dividend Receipt Investment Expense Dividend Receipt Section 1202 Gain Dividend Receipt US Treasury Interest Dividend Receipt Non-Taxable Interest Dividend Receipt Interest Income - Securities Dividend Receipt Investment Expense -- Interest Dividend Receipt Margin Interest Adjustment Dividend Receipt Management Fees Dividend Receipt Partnership Distribution Dividend Receipt Foreign Tax Withheld Dividend Receipt Foreign Interest Withholding Dividend Receipt Principal Credited

125

126


DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV DV EF EF EF

OD OI OX PI QF QI RB RE RG RI RM RO RP RY SH SI SP SR SS SW UR NULL CI DD FI

EF FO EF EF EF JN

NA RF NULL AD

JN AF JN AP JN AR JN AV JN BC JN BD

Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Dividend Receipt Electronic Funds In Electronic Funds In Electronic Funds In

Ordinary Dividend Other Income Investment Expense -- OID Price Improvement Qualified Dividend Qualified Interest Income Dividend Commission or Other Rebate Dividend Reinvestment 28% Gain Distribution Industrial Royalties Motion Picture Royalties Other Royalties Short-term Real Property Gain Natural Resource Royalties Dividend Short Sale Short Credit Interest Adjustment Substitute Payment Sale of Rights Sale of Stock Sale of Warrants Unrecaptured 1250 Gain NULL Incoming ACH (Customer initiated at the Bank - push) Direct Deposit Client Requested Electronic Funding Receipt (Funds NOW) Electronic Funds Client Requested Electronic Funding Disbursement Out (Funds NOW) Electronic Funds In Electronic New Funding Electronic Funds In Recurring Electronic Transfer Funding Electronic Funds In NULL Miscellaneous Accrued Dividend or Interest Payment Journal Action Miscellaneous Alternate Address or Payee Fee Journal Action Miscellaneous Appraisal or Dissenters Fee Journal Action Miscellaneous ACH Return Fee Journal Action Miscellaneous Amerivest Maintenance Fee Journal Action Miscellaneous Debit Client for Bounced Check Journal Action Miscellaneous Beneficiary Distribution Fee Journal Action © TD Ameritrade Think Tech

History

JN BI JN BN JN BP JN BW JN CA JN CB JN CD JN CF JN CL JN CR JN DC JN DD JN DF JN DP JN DR JN DS JN DT JN DV JN DW JN EF JN EP JN ER JN ES


Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action

Bond Interest Payment B-Notice Withholding Fee Bankruptcy Distribution Payment Backup Withholding (W-9) Commission Adjustment Credit Back Pre-Paid Trades Option Cash Distribution Roth Conversion Fee Cash in Lieu Payment Charge Refunding Fee for Pre-Paid Trades Craft Copy Request Fee ACH Direct Deposits Roth Distribution Fee Distribution Payment Reorganization Deposit Fee Short Term Capital Gains DWAC Fee Duplicate 1099 Fee Cash Movement of ESPP transaction Early Settlement Fee Early Payment Fee EF Return Fee Monetary Escheatment

127

128


JN FD JN FE JN FN JN FS JN FT JN FW JN GL JN IA JN IF JN IP JN IR JN IT JN IW JN JN JN LA JN LF JN LP JN LQ JN LR JN LT JN MF JN MI JN MK


Returned Draft Fee Transfer Out Fee Failed Statement Notification Fee Foreign Security Fee Free Trade Federal Withholding on IRA Distributions Transaction between two GL s Intra- Transfer Inactivity Fee Interest Payment Recharacterization Fee Internal Transfer of Cash International Wire Fee Miscellaneous Journal Entry LP Annual Fee Legal Fee Late Payment Fee Liquidation Payment LP Review Fee LP Transfer In Fee Mandatory Reorganization Fee Mortgage Interest Mark to the Market


History

JN MM JN MO JN MP JN NF JN ON JN OR JN PC JN PD JN PF JN PI JN PM JN PP JN PR JN PS JN QM JN QW JN RA JN RB JN RC JN RD JN RE JN RF JN RI



Money Market Movement Mortgage Principal Mandatory Reorg Payment Management Fee Overnight Fee Wire Out Returns Paper Confirmation Fee Premature Distribution Fee Reorganization Processing Fee Preferred Stock – Interest Payment Money Market Purchase Purchase Pre-Paid Trades Promotions Paper Statement Fee Quarterly Maintenance Fee Quarterly Maintenance Fee Write Off ACH Returns Rebate Return Check Fee Redemption Removal of Excess Fee IRA Termination Fee Wire in Returns

129

130


JN RJ JN RM JN RO JN RP JN RQ JN RR JN RS JN RT JN RW JN SF JN SL JN SO JN SP JN SR JN SS JN ST JN SW JN TC JN TD JN TI JN TO JN TP JN TR


DTC Reject Fee Money Market Redemption Check Reorder Fee Realize Pre-Paid Trades as Revenue Real Time Quote Fee Refund from Reorganization Restricted Stock Fee Reg T Extension Fee Reorg Withdrawal Fee Software Fee Sellout Fee ESOP Fee Stop Payment on Distribution Voluntary - Rights Subscription Fee Subscription Service Charge Stop Payment Fee State Withholding on IRA Distributions Security Transfer Fee TOD Fee Cash Movement of Incoming Transfer Cash Movement of Outgoing Transfer Third Party {none identified}


History

JN TT JN TW JN UI JN VC JN VD JN VF JN VP JN VR JN WB JN WC JN WD JN WE JN WF JN WI JN WO JN WT JN XC JN ZA JN ZB JN ZC JN ZD JN ZE JN ZF



Cash Movement of DVP transaction 12B-1 Fees UIT - Interest Payment Void Check Verification of Deposit Fee Voluntary Fee Voluntary - Reorganization Payment Voluntary - Reorganization Withdrawal Fee Write Off - Bankruptcy Wire Charge (Fee) Wells Fargo ACH Direct Deposits Voluntary - Warrant Exercise Fee W-8 Withholding Wired From Suspense to Client Write Off Outgoing wires to 401K customers Tax Correction Fee NRA Withholding - Ordinary Income NRA Withholding - Partnership Distribution NRA Withholding - REIT Capital Gains NRA Withholding - Substitute Payment NRA Withholding - Resource Royalties NRA Withholding - Industrial Royalties

131

132


JN ZG JN ZH JN NULL MI {Any} MC {Any}

RD AT RD BD RD CA RD CC RD CL RD CV RD DA RD DM RD DR RD DW RD EM RD EO RD ER RD ES RD EW RD EX RD FS

Miscellaneous Journal Action Miscellaneous Journal Action Miscellaneous Journal Action MARGIN INTEREST CLOSE MARGIN CALLS/ MAINTENANCE CALL Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver

NRA Withholding - Copyright Royalties NRA Withholding - Other Royalties NULL MARGIN INTEREST NULL

Transfer Request Entries Bankruptcy Distribution Recapitalization Mandatory - Cusip Change Reclassification Voluntary - Conversion Offer Voluntary - Dutch Auction Default Mandatory Move Position due to Reorganization Security movement for ESPP transaction Voluntary - Election Merger Voluntary - Exchange Offer Removal of Expired Rights Security Escheatment Removal of Expired Warrants Mandatory - Exchange Mandatory - Forward Split


History

RD HS RD IA RD IT RD LC RD LG RD MA RD MC RD MM RD MR RD NA RD NC RD NP RD NS RD OA RD OE RD OL RD OX RD PC RD PD RD PF RD PL RD PM RD PO


Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver

Movement involving Hard Seg location code 80 Internal Transfer between location codes Internal Transfer between s or types Leap Conversion Deposit of Non-Negotiable Securities Option Position Change Share Class Conversion Money Market Movement Mandatory - Rounding Option Name Change Mandatory - Name Change Non Pre-refunding Non-Taxable Spin off/Liquidation Distribution Removal of Option due to assignment Removal of Option due to exercise Voluntary - Odd Lot Offer Removal of Option due to expiration Move Position Due to Partial Call Physical Deposit of Negotiable Securities Pre-refunding Partial Call Lottery Money Market Purchase Remove Paid Out Securities

133

134


RD PR RD RC RD RD RD RE RD RM RD RN RD RO RD RP RD RS RD RT RD SA RD SD RD SE RD SN RD SO RD SP RD SU RD TD RD TI RD TO RD TP RD TR RD TS

Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver

Pre-refunding Option Reorganization/Corporate Action Redemption Option Right Expiration Money Market Redemption Option Right Distribution Voluntary - Rights Oversubscription Remove Position Per Client Request Mandatory Reverse Split Voluntary - Rights Subscription Scheme of Arrangement Stock Dividend Option Even Split Reorganization Option Spin Off Option Odd Split Reorganization Stock Split Rights Subscription Voluntary - Tender Offer Transfer of Security or Option In Transfer of Security or Option Out {none identified} Dividend Reinvestment (Shares) Taxable Spin off/Stock Dividend


History

RD TT RD US RD WE RD WS RD ZI RD ZO RD NULL SM TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR TR

{Any} AT BY CM CS DM DP DR DT FC LP MA OA OE OP PC PO RE RR RW SL SS TA TC TO UB US UT VO WI


Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver Receive and Deliver SMA Adjustment Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade Trade

Security movement for DVP transaction Mandatory - Unit Separation Voluntary - Warrant Exercise Removal of Worthless Securities Transfer of Security in Safekeeping Transfer of Security Out Safekeeping NULL SMA Adjustment Mandatory - ADR Termination Buy Trade Mandatory - Cash Merger Close Short Position {none identified} Voluntary - Dutch Auction Payment Dividend Reinvest DWAC Fee Bonds - Full Call Mandatory - Liquidation Payment Bonds - Maturity Option Assignment Option Exercise Voluntary - Odd Lot Tender Payment Bonds - Partial Call Voluntary - Odd Lot Purchase Payment Bonds - Redemption Redemption of Rights Redemption of Warrants Sell Trade Short Sale {none identified} Trade Correction Voluntary - Tender Payment UIT Rollover - Buy UIT Rollover - Sell Voluntary - UIT Termination Voluntary - Odd Lot Tender Payment When Issued Security

135

136


TR WI WI WO WO WO WO WO

19.5

NULL WI NULL AC IW TP WO NULL

Trade Wire In Wire In Wire Out Wire Out Wire Out Wire Out Wire Out

NULL Wire Incoming NULL Wire Outgoing (ACD Wire Disbursements) International Wire {none identified} Wire Outgoing (Non ACD Wire Disbursements) NULL

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/History?source=<#sourceID#>&type=1

Response: OK <-id rel="nofollow"> 123456789 -id> <startDate>Jan 01 2008 <endDate>Apr 08 2008 <searchTransactionType>1 <requestType>T <error> 2008-03-26 15:04:14 EDT TR <subType>BY B S <symbol>SSO <description>BUY TRADE <cusip>74347R107 <price>68.70 800 3759123456 -54,965.00 5.00 3741234567 Y <parentChildIndicator> <sharesBefore> <sharesAfter> © TD Ameritrade Think Tech

History

0.00

<error> 2008-03-25 15:36:33 EDT TR <subType>SL S S <symbol>SDS <description>SELL TRADE <cusip>74347R883 <price>61.1301 800 3756123456 48,898.54 5.00 3738123456 0.54 Y <parentChildIndicator> <sharesBefore> <sharesAfter> 0.00

19.6

History Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


137

138



20

QuoteDelayed This service provides clients the ability to retrieve delayed quotes; used by the wireless site to provide quotes to clients that are not logged in.

20.1

QuoteDelayed Request Request URL https://apis.tdameritrade.com/apps/100/QuoteDelayed?source=<#sourceID#>&symbol=< #symbol#>

For information on QuoteDelayed parameters, response, samples and errors, refer Snapshot (XML) Quotes

21

MarketOverview This service provides clients a snapshot of the five indices.

21.1

MarketOverview Request Request URL https://apis.tdameritrade.com/apps/100/MarketOverview?source=AMTDTest&format=compact&su bmit=Submit

Request Parameters No parameters required.

21.2

MarketOverview Parameters No parameters required.


MarketOverview

21.3

139

MarketOverview Response The response to the MarketOverview request will be in XML format, general structure of the response will be as follows:

General Structure of XML Response <market-snapshot> <markets> <error/> <symbol> <description>

......


140


21.4

MarketOverview Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/MarketOverview?source=AMTDTest&format=compact&su bmit=Submit

Response: OK <market-snapshot> 2009-07-20 13:35:25 CDT <markets> <error/> <symbol>$COMPX <description>NASDAQ COMPOSITE 1896.99 1906.24 1890.00 1898.64

2009-07-20 14:35:24 EDT

1886.61

2485.00

1265.52

true

I

12.03

0.64%

1336260384 <error /> <symbol>$DJI <description>DOW JONES INDUSTRIAL AVERAGE 8746.05 8827.07 8745.90 8809.46

2009-07-20 14:35:23 EDT

8743.94

12369.23

6469.95

true

I

65.52

0.75%

129705882 © TD Ameritrade Think Tech

MarketOverview

<error /> <symbol>$NYA.X <description>NYSE COMPOSITE INDEX NEW 6038.11 6128.91 6038.11 6117.68

2009-07-20 14:35:23 EDT

6038.11

9408.30

4181.75

true

I

79.57

1.32%

0 <error /> <symbol>$SPX.X <description>S&P 500 Index 942.07 948.90 940.99 946.70

2009-07-20 14:35:23 EDT

940.38

1370.63

666.79

true

I

6.32

0.67%

0 <error /> <symbol>$XAX.X <description>AMEX COMPOSITE INDEX-XAX 1624.55 1638.02 1622.48 1636.18

2009-07-20 14:35:19 EDT

1624.55

2374.66

354.60

true

I

11.63

0.72%

0 © TD Ameritrade Think Tech

141

142


22

News This service provides clients a list of the top news headlines. This command is provided "As Is" from CBS MarketWatch with minimal documentation.

22.1

News Request Request URL https://apis.tdameritrade.com/apps/100/NewsManager?source=AMTDTest&type=A&format=comp act&submit=Submit

Request Parameters There is a “type” parameter associated with the news headline retrieval. Type = A or empty means both the top ten and market headlines are returned. Type=M returns just the market news, and type= T returns just the top ten news headlines.

22.2

News Parameters News Request Parameters There is a “type” parameter associated with the news headline retrieval. Type = A or empty means both the top ten and market headlines are returned. Type=M returns just the market news, and type= T returns just the top ten news headlines. PARA DESCRIPTION METE R Source The Application ID of the software client assigned by Ameritrade. Type Type is a parameter that indicates what information you want.

22.3

REQ POSSIBLE VALUES UIRE D YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO Type = A or empty means both the top ten and market headlines are returned. Type=M returns just the market news. Type= T returns just the top ten news headlines.

News Response The response to the News request will be in XML format, the response is ed through as is from CBS MarketWatch.


News

22.4

143

News Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/NewsManager?source=AMTDTest&type=A&format=comp act&submit=Submit

Response: OK MarketWatch Databased News MarketWatch.com U.S. stocks up on earnings, less so on revenue Market Snapshot <SUBCHANNEL NAME="News & Commentary|Markets" ID=" 1025" />

Markets

Markets|U.S. &Canada

cbs

Markets/Exchanges Market News

With quarterly financial results now © TD Ameritrade Think Tech

144


reported by more than a fifth of S&P 500 companies, actual operating earnings are 10% ahead of estimates but rank nearly 30% behind year-ago figures, according to Standard &Poor's calculations. <SUMMARY ID=""> <SUMMARY-BODY> U.S. stocks up on earnings, less so on revenue With quarterly financial results now reported by more than a fifth of S&P 500 companies, actual operating earnings are 10% ahead of estimates but rank nearly 30% behind year-ago figures, according to Standard &Poor's calculations. 7/22/2009 4:21:00 PM 7/22/2009 4:21:00 PM Kate Gibson {AC9AF409-EF15-4AA4-BAC4-D84F773D819A} <STORAGE GUID="{AC9AF409-EF15-4AA4-BAC4-D84F773D819A}" SLUG ="snapshot" /> <SYMBOLS> <SYMBOL COUNTRY="US" TICKER="$INDU">$INDU <SYMBOL COUNTRY="US" TICKER="COMP">COMP <SYMBOL COUNTRY="US" TICKER="$SPX">$SPX

22.5

News Errors Possible Errors If the CBS feed is down, would get following error message: "System Unavailable"


FullStoryNews

23

145

FullStoryNews This service provides clients the full story of the headline they chose to view. This command is provided "As Is" from CBS MarketWatch with minimal documentation.

23.1

FullStoryNews Request Request URL https://apis.tdameritrade.com/apps/100/FullStoryNews?source=AMTDTest&GUID={AB904891-9A 58-48E1-8B35-2C35EEA45913}&format=compact&submit=Submit

Request Parameters The GUID is required to retrieve a specific story. The GUID is in the response from CBS market Watch from the headline news.

23.2

FullStoryNews Parameters FullStoryNews Parameters The GUID is required to retrieve a specific story. The GUID is in the response from CBS market Watch from the headline news. PARA DESCRIPTION METE R Source The Application ID of the software client assigned by Ameritrade. GUID GUID is a news story identification ID provided by CBS Marketwatch. That ID is used to retrieve a particular story. The format of the GUID is:

REQ POSSIBLE VALUES UIRE D YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES This is a unique ID provided by CBS. For example, {B4C52924-044D-41A3-9F22-629E3199 E4F8}

{B4C52924-044D-41A39F22-629E3199E4F8}

23.3

FullStoryNews Response The response to the FullStoryNews request will be in XML format, the response is ed through as is from CBS MarketWatch.


146

23.4


FullStoryNews Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/FullStoryNews?source=AMTDTest&GUID={AB904891-9A 58-48E1-8B35-2C35EEA45913}&format=compact&submit=Submit

Response: OK MarketWatch Databased News MarketWatch.com Investors warm to Geithner comments; banks stage turnaround Financial Stocks <SUBCHANNEL NAME="News & Commentary|Markets" ID="1025" />

cbs

Banks Financial Services

Markets/Exchanges Market News

The financial sector stages a dramatic turnaround on soothing words from Treasury Secretary Timothy Geithner, after banking stocks open lower with several key names reporting disappointing quarterly results. 4/21/2009 4:34:00 PM 4/21/2009 4:34:00 PM MarketWatch {AB904891-9A58-48E1-8B35-2C35EEA45913} <STORAGE GUID="{AB904891-9A58-48E1-8B35-2C35EEA45913}" SLUG="sector_financial" /> <SYMBOLS> <SYMBOL COUNTRY="US" TICKER="ZION">ZION <SYMBOL COUNTRY="US" TICKER="HBAN">HBAN <SYMBOL COUNTRY="US" TICKER="KEY">KEY <SYMBOL COUNTRY="US" TICKER="FITB">FITB <SYMBOL COUNTRY="US" TICKER="RF">RF <SYMBOL COUNTRY="US" TICKER="NTRS">NTRS <SYMBOL COUNTRY="US" TICKER="BK">BK <SYMBOL COUNTRY="US" TICKER="KBE">KBE <SYMBOL COUNTRY="US" TICKER="BAC">BAC <SYMBOL COUNTRY="US" TICKER="USB">USB <SYMBOL COUNTRY="US" TICKER="CMA">CMA <SYMBOL COUNTRY="US" TICKER="BLK">BLK <SYMBOL COUNTRY="US" TICKER="AMTD">AMTD <SYMBOL COUNTRY="US" TICKER="C">C <SYMBOL COUNTRY="US" TICKER="MS">MS <SECTION TYPE="HEADER"> Investors like what they hear from Geithner Financial sector bounces back from early losses; earnings in full swing <SECTION TYPE="INFORMATION"> By MarketWatch Last Update: 4:34 PM ET Apr 21, 2009 <SECTION TYPE="CONTENT"> BOSTON (MarketWatch) -- The financial sector staged a dramatic turnaround Tuesday on soothing words from Treasury Secretary Timothy Geithner, after banking stocks opened lower with several key names reporting disappointing quarterly results. © TD Ameritrade Think Tech

148


Geithner, speaking before the financial bailout package's congressional oversight , said most U.S. banks have adequate capital and that there are signals that credit markets are on the mend. Read more on Geithner's testimony. Investors were also mulling quarterly results from a bevy of regional and custody banks, including Zions Bancorp <SYMBOL TICKER="ZION" COUNTRY="US" /> , Huntington Bancshares Inc. <SYMBOL TICKER="HBAN" COUNTRY="US" /> , KeyCorp <SYMBOL TICKER="KEY" COUNTRY="US" /> , Fifth Third Bancorp <SYMBOL TICKER="FITB" COUNTRY="US" /> , Regions Financial Corp. <SYMBOL TICKER="RF" COUNTRY="US" /> , Northern Trust Corp. <SYMBOL TICKER="NTRS" COUNTRY="US" /> and Bank of New York Mellon Corp. <SYMBOL TICKER="BK" COUNTRY="US" /> The SPDR KBW Bank ETF <SYMBOL TICKER="KBE" COUNTRY="US" /> , an exchange-traded fund tied to banking stocks, closed up nearly 7% after declining earlier in the session. The bank ETF lost about 15% on Monday when Bank of America Corp.'s <SYMBOL TICKER="BAC" COUNTRY="US" /> warning about lingering credit losses spooked investors. After opening lower Tuesday, the financial sector shot higher in morning trading around the time Geithner's prepared remarks were released. <SIDEBAR PADDING="7"> In earnings news, custody banks © TD Ameritrade Think Tech

FullStoryNews

149

Northern Trust and Bank of New York Mellon, which slashed its dividend, saw their profits dinged by falling stock values. See earnings coverage. Several regional banks also released quarterly results. Zions Bancorp's shares fell after the bank swung to a first-quarter net loss on a write-down of goodwill and other charges, prompting Moody's Investors Service to slash its ratings. Read more on Moody's downgrade of Zions. KeyCorp of Cleveland reported a quarterly loss of nearly $500 million and set plans to cut its dividend to beef up its balance sheet. Regions Financial's first-quarter net income slid 77% on still-rising credit costs, while the company reported deposit growth. See complete article on Regions Financial. Also in regional banks, Ohio's Huntington Bancshares said Tuesday that it swung to a $2.49 billion loss in the first quarter after it took a goodwill-impairment charge and boosted losses for credit provisions. Read full story on Huntington Bancshares. Other financial-services firms reporting quarterly results included U.S. Bancorp <SYMBOL TICKER="USB" COUNTRY="US" /> , Comerica Inc. <SYMBOL TICKER="CMA" COUNTRY="US" /> , BlackRock Inc <SYMBOL TICKER="BLK" COUNTRY="US" /> and TD Ameritrade Holding Corp. <SYMBOL TICKER="AMTD" COUNTRY="US" /> © TD Ameritrade Think Tech

150


Aside from the crush of earnings reports, traders were looking ahead to results from the government's "stress tests" for banks, and also to a key Bank of America shareholder meeting with Chief Executive Ken Lewis, who is facing criticism over a string of high-profile acquisitions. Another bank CEO on the hot seat, Citigroup Inc.'s <SYMBOL TICKER="C" COUNTRY="US" /> Vikram Pandit, made headlines Tuesday. Senior officials at the Federal Deposit Insurance Corp. have privately discussed who might replace Pandit as Citigroup's CEO if the bank needed more government aid, the Financial Times reported, citing a person familiar with the matter. Citi was holding its shareholder meeting Tuesday. Separately, a report by the TARP watchdog said the Treasury Department should be more vigilant in managing its financial bailout so taxpayer dollars are protected and programs are more fraud-resistant, able and transparent. See more coverage at WSJ.com Also, Morgan Stanley <SYMBOL TICKER="MS" COUNTRY="US" /> is considering the acquisition of U.S. regional banks in a move to boost the company's retail banking operations, according to a published report. Read more on Morgan Stanley. <SECTION TYPE="FOOTER">

23.5

FullStoryNews Errors Possible Errors If has not entered the symbol, they would get the following message:


FullStoryNews

151

FAIL <error>Error -- No Symbol entered.

If MarketWatch feed is down, would get following error message: "System Unavailable"

24

QuoteNews This service displays to clients the top stories based on the symbol the client entered to retrieve news on. This command is provided "As Is" from CBS MarketWatch with minimal documentation.

24.1

QuoteNews Request Request URL https://apis.tdameritrade.com/apps/100/QuoteNews?source=AMTDTest&symbol=AMTD

Request Parameters PARA DESCRIPTION METE R Source The Application ID of the software client assigned by Ameritrade. Symbol List of symbols for which the quote news should be returned.

24.2

REQ POSSIBLE VALUES UIRE D YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES Any valid symbol. Symbols should be comma separated.

QuoteNews Parameters QuoteNews Request Parameters PARA DESCRIPTION METE R


REQ POSSIBLE VALUES UIRE D

152


Source The Application ID of the YES The value is assigned by TD AMERITRADE to software client assigned by the application developer for the specific Ameritrade. application Symbol List of symbols for which the YES Comma separated list of symbols. quote news should be returned.

24.3

QuoteNews Response The response to the FullStoryNews request will be in XML format, the response is ed through as is from CBS MarketWatch.

24.4

QuoteNews Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/QuoteNews?source=AMTDTest&symbol=AMT D&format=compact&submit=Submit

Response: OK <XML_MULTISYMBOL_NEWS> MarketWatch Databased News MarketWatch.com Financials remain higher on CIT rescue Financial Stocks <SUBCHANNEL NAME="News & Commentary|Markets" ID=" 1025" />

Markets


QuoteNews

153

cbs

Newsmakers SEC Earnings Markets/Exchanges Analyst Company Announcements Market News

Washington DC US

Investors in financial firms cheered news that CIT Group has secured financing, easing fears for the time being that the business lender will file for bankruptcy protection. <SUMMARY ID=""> <SUMMARY-BODY> Financials remain higher on CIT rescue Investors in financial firms cheered news that CIT Group has secured financing, easing fears for the time being that the business lender will file for bankruptcy protection. 7/20/2009 4:00:00 PM 7/20/2009 4:00:00 PM Ryan Williams {7A460343-08C5-4B1E-B870-57C3807C6BCF} © TD Ameritrade Think Tech

154


<STORAGE GUID="{7A460343-08C5-4B1E-B870-57C3807C6BCF}" SLUG="sector_financial" /> <SYMBOLS> <SYMBOL COUNTRY="US" TICKER="XLF">XLF <SYMBOL COUNTRY="US" TICKER="CIT">CIT <SYMBOL COUNTRY="US" TICKER="STT">STT <SYMBOL COUNTRY="US" TICKER="WFC">WFC <SYMBOL COUNTRY="US" TICKER="AXP">AXP <SYMBOL COUNTRY="US" TICKER="MTB">MTB <SYMBOL COUNTRY="US" TICKER="AMTD">AMTD <SYMBOL COUNTRY="US" TICKER="SCHW">SCHW MarketWatch Databased News MarketWatch.com Financials get lift from CIT emergency rescue Financial Stocks <SUBCHANNEL NAME="News & Commentary|Markets" ID=" 1025" />

Markets

cbs

Newsmakers Earnings Markets/Exchanges Analyst Company Announcements © TD Ameritrade Think Tech

QuoteNews

155

Market News

Washington DC US

The lenders efforts to get financing are alleviating fears for the time being that the business lender will file for bankruptcy protection. <SUMMARY ID=""> <SUMMARY-BODY> Financials get lift from CIT emergency rescue The lenders efforts to get financing are alleviating fears for the time being that the business lender will file for bankruptcy protection. 7/20/2009 12:28:00 PM 7/20/2009 12:28:00 PM Ryan Williams {D897B551-84C4-49A1-BEEB-058D1BDA2DBC} <STORAGE GUID="{D897B551-84C4-49A1-BEEB-058D1BDA2DBC} " SLUG="sector_financial" /> <SYMBOLS> <SYMBOL COUNTRY="US" TICKER="XLF">XLF <SYMBOL COUNTRY="US" TICKER="CIT">CIT <SYMBOL COUNTRY="US" TICKER="STT">STT <SYMBOL COUNTRY="US" TICKER="WFC">WFC <SYMBOL COUNTRY="US" TICKER="AXP">AXP <SYMBOL COUNTRY="US" TICKER="MTB">MTB <SYMBOL COUNTRY="US" TICKER="AMTD">AMTD <SYMBOL COUNTRY="US" TICKER="SCHW">SCHW © TD Ameritrade Think Tech

156


24.5

QuoteNews Errors Possible Errors OK <XML_MULTISYMBOL_NEWS> <SYMBOL>111

If has not entered the symbol, they would get the following message: OK <XML_MULTISYMBOL_NEWS> <ERROR>Please a symbol(s).

If MarketWatch feed is down, would get following error message: "System Unavailable"

25

EquityTrade Service provides the ability to trade equities. EquityTrade is used for simple, single leg orders. Conditional orders are handled by the ConditionalEquityTrade service

25.1

EquityTrade Request Request URL https://apis.tdameritrade.com/apps/100/EquityTrade?source=<##SourceID#>&orderstring=< #ORDERSTRING#>

Request Parameters The request must contain the source assigned by TD Ameritrade as well as one or more orderstring parameters, each one defining one order being sent.


EquityTrade

25.2

157

EquityTrade Parameters Each EquityTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

EquityTrade Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. orderstrin consists of variable=value pairs, g separated by ~ (tilde).

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES Values defined in the table below. NOTE: The contents of the orderstring MUST be URL Encoded prior to being added to the URL.

NOTE:

The id is specified inside the orderstring, not as a separate parameter

ORDERSTRING Trading Field Definitions PARAME DESCRIPTION TER clientorder Generated by the client id software. It gets returned in the response for order matching. id The ID of the in which the trade is being made action actprice

REQUI POSSIBLE VALUES RED NO Any integer value. Should be unique for that client YES

Order action YES The stop price for stop market or NO stop limit orders displaysiz Level II display size if routing is NO e INET otherwise null. expire Time in force YES exday Two digit expiration day, only NO specified if expire is set to gtc otherwise null exmonth Two digit expiration month, only NO specified if expire is set to gtc otherwise null. exyear Two digit expiration year, only NO specified if expire is set to gtc otherwise null. ordtype Case sensitive value for order YES type


One of the IDs returned from the service. The default is the associated sell, buy, sellshort, buytocover

Integer value 100 or higher, in increments of 100 day, moc, day_ext, gtc, gtc_ext, am, pm

market, limit, stop_market, stop_limit, tstoppercent, tstopdollar

158


price

Limit price for limit or stop limit orders otherwise null quantity The number of shares being bought or sold in the transaction routing specified order routing destination. Default is auto spinstructi Special Instructions for the order ons execution. Set to none if not specified symbol Symbol being bought or sold. UPPER CASE tsparam Trailing Stop parameter in dollars or percent depending on order type otherwise null.

25.3

NO YES NO

auto, inet, ecn_arca

NO

none, fok, aon, dnr, aon_dnr

YES NO

In case of percent, 5 means 5 percent

EquityTrade Validation Rules action, symbol, ordtype, quantity, id, and expire are required parameters if ordtype=market · expire must be day or moc · spinstructions must none · price must be empty or 0 · actprice must be empty or 0 · routing must be auto if ordtype=limit · price must be a valid value · actprice must be empty or 0 · expire must be day, day_ext, gtc, gtc_ext, am, or pm o if expire=day, spinstructions must be non, aon, fok o if expire=day_ext, gtc_ext, am, or pm, spinstructions must be none o if expire=gtc, spinstructions must be none, aon, dnr, aon_dnr if ordtype=stop_limit · price must be a valid value · actprice must be a valid value · expire must be day or gtc o if expire=day, spinstructions must be none if ordtype=stop_market · price must be empty or 0 · actprice must be a valid value · expire must be day or gtc · if ordtype=tstoppercent · price must be empty or 0 · actprice must be empty or 0 · tsparam must be a whole number between 1 and 99 © TD Ameritrade Think Tech

EquityTrade

159

· expire must be day or gtc if ordtype=tstopdollar · price must be empty or 0 · actprice must be empty or 0 · tsparam must be greater than 0 and a decimal value (#.##) · expire must be day or gtc if exday, exmonth, and exyear are not empty · all fields must contain valid date values · expire must be gtc or gtc_ext · the date cannot be before the current date · the date cannot be after six months from the current date if expire=gtc or gtc_ext · a valid expiration date (exday, exmont, and exyear) is required if does not have margin approval · action must not be buytocover or sellshort if displaysize is not empty (display size is not a required field and is only related to INET orders) · display size must be a valid quantity · the minimum display size is 100 · the maximum display size is the quantity if spinstructions is aon or fok · , then expire must be day or gtc if spinstructions is dnr · , then expire must be gtc if routing is not empty (auto is the default value) · routing must be auto, inet, or ecn_arca · if routing is not auto, then the must be enabled for direct routing if routing=inet or ecn_arca · the maximum quantity is 250000 · the ordtype must be limit · the expire must be day or day_ext · the spinstructions must be none if the equity being traded is an OTCBB · action must be buy, buytocover, or sell · if action is buy or buytocover o ordertype must be limit or stop_limit · if action is sell o ordertype must be market, limit, stop_market, or stop_limit


160

25.4


EquityTrade Response The response to the EquityTrade request will be in XML format


<requested-destination> <market-maker-id>

<stop-price> <session>


Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. © TD Ameritrade Think Tech

EquityTrade

161

order-wrapper Comp Container for the order information that is being submitted lex client-order-id String The ID Generated by the client software and submitted with the order. Used for order matching. orderstring String The orderstring used to submit this order error String Error message if an error occurred when placing the order order Comp Container for detailed information about the order lex id String The id in which the order was placed security Comp Container for detailed information about the security lex symbol String Contains symbol. For example, AMTD. symbol-with-ty String pe-prefix description String asset-type String Type of asset the symbol represents. It is a one character code: E —

Equity exchange quantity

String Doubl e String String

market-maker -id response-des cription routing-displa y-size

String

Number of units ordered. Field may have up to three digits to the right of the decimal point. order-id A unique number identifying the order. Generated by the servers action Code indicating the order action requested. Values returned are: B — Buy S — Sell SS — Short Sell BC — Buy to Cover E — Exchange EX — Exercise Option trade-type Intege Valid values are: r 1 — Normal Market 2 — External Hour Market 4 — German Market 8 — AM Session 16 — Seamless Session requested-des Comp tination lex routing-mode String


String Intege r

162


order-type

String Values returned are: M — Market L — Limit S — Stop X — Stop Limit T — Trailing Stop EX — Exercise Option limit-price Doubl e stop-price Doubl e special-conditi String ons time-in-force Comp lex session String expiration

25.5

String

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/EquityTrade?source=<#sourceID# >&orderstring=action%3Dbuy%7Equantity%3D400%7Esymbol%3DDELL%7Eordtype%3DLimit%7 Eprice%3D27.49%7Eactprice%3D%7Etsparam%3D%7Eexpire%3Dday%7Espinstructions%3Dnon e%7Erouting%3Dauto%7Edisplaysize%3D%7Eexmonth%3D%7Eexday%3D%7Eexyear%3D%7Ea ccountid%3D123456789 (Order String is URL Encoded version of

action=buy~quantity=400~symbol=DELL~ordtype=Limit~price=27.49~actpric e=~tsparam=~expire=day~spinstructions=none~routing=auto~displaysize=~e xmonth=~exday=~exyear=~id=123456789)

Response: OK

action=buy~quantity=400~symbol=DELL~ordtype=Limit~price=27.49~ actprice=~tsparam=~expire=day~spinstructions=none~routing=auto~d isplaysize=~exmonth=~exday=~exyear=~id=123456789 <error> <-id rel="nofollow"> 123456789 -id> <security> <symbol>DELL <symbol-with-type-prefix>DELL © TD Ameritrade Think Tech

EquityTrade

163

<description>DELL INC COM Status Alert: Delinquent E <exchange>NASDAQ 400

2148878993

B 1 <requested-destination> SMART <market-maker-id> AutoRoute

0

L

27.49 <stop-price> <session>D

25.6

EquityTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


Order not allowed because of positions/balances: OK

action=sell~quantity=100~symbol=DELL~ordtype=Limit~price=27.4~ac tprice=~tsparam=~expire=day~spinstructions=none~routing=auto~dis playsize=~exmonth=~exday=~exyear=~id=123456789 © TD Ameritrade Think Tech

164


<error>Please check your portfolio and/or open orders. Your sell order is greater than the quantity held in your .

26

OptionTrade Service provides the ability to trade options. OptionTrade is used for simple, single leg orders. Complex option orders and Conditional orders will be implemented separately

26.1

OptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/OptionTrade?source=<##SourceID#>&orderstring=< #ORDERSTRING#>


26.2

OptionTrade Parameters Each OptionTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

OptionTrade Request Parameters PARAM DESCRI REQUIRED POSSIBLE VALUES ETER PTION source The YES The value is assigned by TD AMERITRADE to the Applicati application developer for the specific application on ID of the software client assigne d by Ameritra de.


OptionTrade

orderstri consists YES ng of variable =value pairs, separat ed by ~ (tilde).

NOTE:

165

Values defined in the table below. NOTE: The contents of the orderstring MUST be URL Encoded prior to being added to the URL.


ORDERSTRING Trading Field Definitions PARAM DESCRI REQUIRED ETER PTION clientord Generat NO erid ed by the client software . It gets returned in the respons e for order matchin g. i The YES d ID of the in which the trade is being made action Order YES action actprice The NO stop price for stop market or stop limit orders expire Time in YES force © TD Ameritrade Think Tech

POSSIBLE VALUES Any integer value. Should be unique for that client

One of the IDs returned from the service. The default is the associated

buytoopen, buytoclose, selltoopen, selltoclose

day, gtc

166


exday

Two NO digit expiratio n day, only specifie d if expire is set to gtc otherwis e null exmont Two NO h digit expiratio n month, only specifie d if expire is set to gtc otherwis e null. exyear Two NO digit expiratio n year, only specifie d if expire is set to gtc otherwis e null. ordtype Case YES sensitiv e value for order type

market, limit, stop_market, stop_limit


OptionTrade

price

quantity

routing

spinstru ctions

symbol

26.3

Limit NO price for limit or stop limit orders otherwis e null The YES number of shares being bought or sold in the transacti on NO specifie d order routing destinati on. Default is auto Special NO Instructi ons for the order executio n. Set to none if not specifie d Symbol YES being bought or sold. UPPER CASE

auto, isex, cboe, amex, phlx, pacx, bosx

none, fok, aon

OptionTrade Validation Rules action, symbol, ordtype, quantity, id, and expire are required parameters if ordtype=market · expire must be day


167

168


· spinstructions must be none · price must be empty or 0 · actprice must be empty or 0 if ordtype=limit · price must be valid · actprice must be empty or 0 · expire must be day or gtc o if expire=gtc, spinstructions must be none or aon o if expire=day, spinstructions must be none, aon, fok if ordertype=stop_market · price must be empty or 0 · actprice must be valid · expire must be day or gtc · spinstructions must be none or aon if ordtype=stop_limit · price must be valid · actprice must be valid · expire must be day or gtc · spinstructions must be none or aon if routing is not empty (auto is the default value) · routing must be auto, isex, cboe, amex, phlx, pacx, or bosx · if routing is not auto, then the must be enabled for option direct routing if exday, exmonth, and exyear are not empty · all fields must contain valid date values · expire must be gtc or gtc_ext · the date cannot be before the current date · the date cannot be after the last day of the following month if expire=gtc or gtc_ext · a valid expiration date (exday, exmont, and exyear) is required

26.4

OptionTrade Response The response to the OptionTrade request will be in XML format. You will notice that its almost identical to the EquityTrade Response. In fact, the only 2 fields that are added are the and . Some of the values returned may be slightly different.



OptionTrade

Response Fields XML Attribute Type Definitions Name result String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. order-wrapper Compl Container for the order information that is being submitted ex client-order-id String The ID Generated by the client software and submitted with the order. Used for order matching. orderstring String The orderstring used to submit this order error String Error message if an error occurred when placing the order order Compl Container for detailed information about the order ex © TD Ameritrade Think Tech

169

170


id security

String The id in which the order was placed Compl Container for detailed information about the security ex symbol String Contains symbol. For example, KQM_082210P6.30 symbol-with-ty String pe-prefix description String asset-type String Type of asset the symbol represents. It is a one character code: O

— Option exchange quantity order-id action

trade-type


Number of units ordered. Field may have up to three digits to the right of the decimal point. Unique order number assigned by the Trading Platform Code indicating the order action requested. Values returned are: B — Buy S — Sell E — Exchange EX — Exercise Option (NOTE: Look at the OPEN-CLOSE tag too) Intege Valid values are: r 1 — Normal Market 2 — External Hour Market 4 — German Market 8 — AM Session 16 — Seamless Session

requested-dest Compl ination ex routing-mode String market-makerid response-desc ription routing-display -size order-type

limit-price stop-price

String String Intege r String Values returned are: M — Market L — Limit S — Stop X — Stop Limit T — Trailing Stop EX — Exercise Option Doubl e Doubl e


OptionTrade

171

special-conditi String ons time-in-force Compl ex session String

26.5

expiration

String

put-call

String

open-close

String

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/OptionTrade?source=<#sourceID# >&orderstring=action%3Dselltoclose%7Equantity%3D10%7Esymbol%3DKQM_082210P6.30%7Eo rdtype%3DLimit%7Eprice%3D6.3%7Eactprice%3D%7Eexpire%3Dday%7Espinstructions%3Dnone %7Erouting%3Dauto%7Eexmonth%3D%7Eexday%3D%7Eexyear%3D%7Eid%3D1234567 89 (Order String is URL Encoded version of action=selltoclose~quantity=10~symbol=

KQM_082210P6.30 ~ordtype=Limit~price=6.3~actprice=~expire=day~spinstructions=none~routing=auto ~exmonth=~exday=~exyear~id=123456789)

Response: OK

action=selltoclose~quantity=10~symbol=KQM_082210P6.30~ordtype=L imit~price=6.3~actprice=~expire=day~spinstructions=none~routing=a uto~exmonth=~exday=~exyear=~tabid=0~id=123456789 <error> <-id rel="nofollow"> 123456789 -id> <security> <symbol>KQM_082210P6.30 <symbol-with-type-prefix>KQM_082210P6.30 <description>KQM Feb 20 2010 6.30 Put O <exchange>OPRA 10

2148878993

S


172


1 <requested-destination> SMART <market-maker-id>Auto AutoRoute

0

L

6.30 <stop-price> <session>D

P

C

26.6

OptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .



action=sell~quantity=5~symbol=KQM_082210P6.30~ordtype=Limit~pri ce=3.4~actprice=~tsparam=~expire=day~spinstructions=none~routing =auto~exmonth=~exday=~exyear=~id=123456789 <error>Please check your portfolio and/or open orders. Your sell order is greater than the quantity held in your .


OptionTrade

27

173

EditOrder Service provides the ability to modify unfilled or partially filled orders. Only certain fields may be modified for an existing order. If non-modifiable fields require modification the order must be cancelled and replaced. NOTE: If editing an order that was just edited, make sure that the original order's status is "Canceled" before submitting a new EditOrder command

27.1

EditOrder Request Request URL https://apis.tdameritrade.com/apps/100/EditOrder?source=<#SourceID#>&orderstring=< #ORDERSTRING#>


27.2

EditOrder Parameters Each EditOrder request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent. Note: This operation can now be used on Equity, Option and Complex Option orders.

Edit Order Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. orderstrin consists of g variable=value pairs, separated by ~ (tilde).

REQUIR POSSIBLE VALUES ED YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES Values defined in the table below. NOTE: The contents of the orderstring MUST be URL Encoded prior to being added to the URL.

ORDERSTRING Trading Field Definitions PARAME DESCRIPTION TER © TD Ameritrade Think Tech

REQUIR POSSIBLE VALUES ED

174


clientorde Generated by the client NO rid software. It gets returned in the response for order matching. orderid The Order ID of an YES existing open order

actprice

The stop price for stop market or stop limit orders id The ID of the in which the trade is being made expire Time in force exday Two digit expiration day, only specified if expire is set to gtc otherwise null exmonth Two digit expiration month, only specified if expire is set to gtc otherwise null. exyear Two digit expiration year, only specified if expire is set to gtc otherwise null. ordtype Case sensitive value for order type

NO

price

NO

quantity

27.3

Limit price for limit, stop limit, net_credit, or net_debit orders otherwise null The number of shares being bought or sold in the transaction

Any integer value. Should be unique for that client

One of the existing open orders that is in one of the logged in s. The orderid would be either returned from EquityTrade or OptionTrade, or retrievied from the OrderStatus Response When editing a complex option order use the orderid of the first leg of the order.

YES


YES NO

day, day_ext, gtc, gtc_ext, am, pm

NO

NO

YES

YES

market, limit, stop_market, stop_limit, tstoppercent, tstopdollar, net_credit, net_debit

In cases where the original order was partially filled, the specified quantity needs to be the REMAINING quantity

EditOrder Validation Rules orderId, id, quantity, ordtype, and expire are required parameters For the order to be eligible for editing the following conditions must be met: · originalOrder assetType = Option or Equity · originalOrder status=Open, Pending, or Partially Filled if ordtype=limit or stop_limit or stop_market


EditOrder

175

· price must be a valid value · actprice must be empty or 0 if ordtype=stop_limit · price must be a valid value · actprice must be a valid value if ordtype=stop_market · price must be empty or 0 · actprice must be a valid value if ordtype=tstoppercent or ordtype=tstopdollar · not allowed to be edited if exday, exmonth, and exyear are not empty · all fields must contain valid date values · expire must be gtc or gtc_ext · the date cannot be before the current date · the date cannot be after the last day of the following month if expire=gtc or gtc_ext · a valid expiration date (exday, exmont, and exyear) is required if expire value cannot switch session. · If the original order is day or gtc, edit can be day or gtc. · If the original order is day+ext or gtc+ext, edit can be day+ext or gtc+ext. · If the original order is AM or PM, the expiration on the EditOrder must be the same as the original order.

27.4

EditOrder Response The response to the EditOrder request will be in XML format, and will be exactly the same as the response to EquityTrade Note: You can not edit Complex Option Order. You just need to cancel the order.

27.5

EditOrder Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


176




orderid=200635201~ordtype=limit~quantity=100~price=21~actprice= ~expire=day~exmonth=~exday=~exyear=~id=123456789 <error>When your equity is less than $2,000, only your cash balance is available for purchases.

If the order was already filled, you will get the following response OK

action=sell~quantity=100~symbol=DELL~ordtype=Limit~price=27.4~ac tprice=~tsparam=~expire=day~spinstructions=none~routing=auto~dis playsize=~exmonth=~exday=~exyear=~id=123456789 <error>Order cannot be replaced.

28

OrderCancel Service provides the ability to cancel one or more open orders or the balance of partially filled orders. NOTE: If canceling an order that was just edited, make sure that the original order's status is "Canceled" before submitting the OrderCancel command


OrderCancel

28.1

177

OrderCancel Request Request URL https://apis.tdameritrade.com/apps/100/OrderCancel?source=<#SourceID#>&orderid=< #order-id#>&orderid=<#order-id#>

Request Parameters The request must contain the source assigned by TD Ameritrade as well as one or more orderid parameters for existing open orders

28.2

OrderCancel Parameters The source assigned by TD Ameritrade is a required parameter, as well as one or more orderid paramethers

OrderCancel Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. id The ID of the for which the data is to be returned orderid The Order ID of an existing open order

28.3

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO


YES

One of the existing open orders that is in one of the logged in s. The orderid would be either returned from EquityTrade or OptionTrade , or retrievied from the OrderStatus Response If the orderid is not in the associated , then the id must be specified

OrderCancel Response The response to the OrderCancel request will be in XML format.


Response Fields XML Attribute Type Definitions Name result String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. cancel-order-m Compl Container for the canceled order information that was submitted essages ex -id String The ID in which the order was placed order String Container for the order information order-id String Unique ID identifying the order being canceled message String Status message to be displayed to the if the OrderCancel was successfully submitted:

error

28.4

NOTE: This does NOT mean the order was successfully canceled. Just successfully submitted String Error message if an error occurred when submitting the OrderCancel request. Null otherwise

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/OrderCancel?source=<#sourceID# >&orderid=2148881399&orderid=2147949999&orderid=2147949948

Response: OK

<-id rel="nofollow"> 123456789 -id> 2148881399 <message>The order was submitted for cancellation. Please check its status. <error> 2147949999 <message> <error>The order could not found. Please check its status. © TD Ameritrade Think Tech

OrderCancel

179

Note: If you want to cancel Complex Option Order, you need to Primary Legged Order ID.

28.5

OrderCancel Errors Possible Errors If the session is invalid, you will get FAIL <error>Invalid Session

if the order was closed or could not be found, you will get the following errors: OK

<-id rel="nofollow"> 123456789 -id> 2147949999 <message> <error>The order could not found. Please check its status.

If no orders were specified, then the following error will be returned: FAIL <error>No Orders have been selected to be canceled.

29

ConditionalEquityTrade Service provides the ability to trade equities. Unlike EquityTrade, this one is used to enter multi-leg conditional orders - where the execution of one order will trigger one or more other orders or cancellation of one or more orders

29.1

ConditionalEquityTrade Request Request URL https://apis.tdameritrade.com/apps/100/ConditionalEquityTrade?source=<##SourceID#


180


>&orderstring=<#ORDERSTRING#>

Request Parameters The request must contain the source assigned by TD Ameritrade as well as one or more orderstring parameters, each one defining one order group being sent.

29.2

ConditionalEquityTrade Parameters Each ConditionalEquityTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

EquityTrade Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. orderstring consists of variable=value pairs, separated by ~ (tilde).

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES Values defined in the table below. NOTE: The contents of the orderstring MUST be URL Encoded prior to being added to the URL.

ORDERSTRING Trading Field Definitions PARAMET DESCRIPTION REQUI ER RED clientorder Generated by the client software. NO id It gets returned in the response for order matching.

id The ID of the in YES which the trade is being made ordticket

The type of conditional order

YES

POSSIBLE VALUES Any integer value. Should be unique for that client. NOTE: only one clientorderid is specified for the entire conditional order, not one for each leg One of the IDs returned from the service. The default is the associated oca,ota,ott,otoca,otota NOTE: More conditional order types may be added in the future

totlegs

The number of legs of the YES 2 or 3. conditional order The rest of the parameters are the same as for EquityTrade, just followed by a Leg #. For example, instead of actionprice, it would be actionprice1, actionprice2


ConditionalEquityTrade

29.3

181

ConditionalEquityTrade Validation Rules All existing EquityTrade Validation Rules apply. Additional rules specific to Conditional Equity Trade orders are: if ordticket=oca

· expire must be the same for both legs · ordtype cannot be Market for either leg · symbol + action + ordertype cannot be the exact same for both legs · if symbol is the same for both legs and either leg has an ordtype=limit o other leg ordertype=stop_limit, stop_market, tstoppercent, tstopdollar · if symbol and action on both legs are the same and action is buy and if one leg is limit and other leg is stop limit or stop market o stop price must be higher than the limit price · if symbol and action on both legs are the same and action is sell and if one leg is limit and other leg is stop limit or stop market o stop price must be lower than the limit price

29.4

ConditionalEquityTrade Response The response to the ConditionalEquityTrade request will be in XML format. NOTE: the structure of the ORDER section is the same as what you get from EquityTrade Response



182


<requested-destination> <market-maker-id>

<stop-price> <session> .... ....


Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. order-wrapper Comp Container for the order information that is being submitted lex client-order-id String The ID Generated by the client software and submitted with the order. Used for order matching. orderstring String The orderstring used to submit this order error String Error message if an error occurred when placing the order enhanced-ord Comp Container for detailed information about the enhanced order er lex eot-type String The type of conditional order order Comp Container for detailed information about the order lex id String The id in which the order was placed security Comp Container for detailed information about the security lex symbol String Contains symbol. For example, AMTD. symbol-with-ty String pe-prefix description String © TD Ameritrade Think Tech


asset-type

183

String Type of asset the symbol represents. It is a one character code: E —

Equity exchange quantity order-id action


Number of units ordered. Field may have up to three digits to the right of the decimal point. Unique order number assigned by the Trading Platform Code indicating the order action requested. Values returned are: B — Buy S — Sell SS — Short Sell BC — Buy to Cover E — Exchange EX — Exercise Option

trade-type

Intege Valid values are: r 1 — Normal Market 2 — External Hour Market 4 — German Market 8 — AM Session 16 — Seamless Session requested-des Comp tination lex routing-mode String market-maker -id response-des cription routing-displa y-size order-type

String

expiration

String

String

Intege r String Values returned are: M — Market L — Limit S — Stop X — Stop Limit T — Trailing Stop EX — Exercise Option limit-price Doubl e stop-price Doubl e special-conditi String ons time-in-force Comp lex session String


184

29.5


Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/ConditionalEquityTrade?orderstring=ordticket%3Dota%7Etotle gs%3D2%7Eaction1%3Dbuy%7Equantity1%3D2%7Esymbol1%3Dibm%7Eordtype1%3Dlimit%7Epric e1%3D2%7Eactprice1%3D%7Etsparam1%3D%7Eexpire1%3Dday%7Espinstructions1%3Dnone%7Er outing1%3Dauto%7Edisplaysize1%3D%7Eexmonth1%3D%7Eexday1%3D%7Eexyear1%3D%7Eactio n2%3Dbuy%7Equantity2%3D4%7Esymbol2%3Ddis%7Eordtype2%3Dlimit%7Eprice2%3D25%7Eactpr ice2%3D%7Etsparam2%3D%7Eexpire2%3Dday%7Espinstructions2%3Dnone%7Erouting2%3Dauto %7Eexmonth2%3D%7Eexday2%3D%7Eexyear2%3D%7Eid%3D123456789%7Eclientorderid %3D1 (Order String is URL Encoded version of

ordticket=ota~totlegs=2~action1=buy~quantity1=2~symbol1=ibm~ordtype1= limit~price1=2~actprice1=~tsparam1=~expire1=day~spinstructions1=none~r outing1=auto~displaysize1=~exmonth1=~exday1=~exyear1=~action2=buy~q uantity2=4~symbol2=dis~ordtype2=limit~price2=25~actprice2=~tsparam2=~ expire2=day~spinstructions2=none~routing2=auto~exmonth2=~exday2=~exy ear2=~id=123456789~clientorderid=1)

Response: OK

1

ordticket=ota~totlegs=2~action1=buy~quantity1=2~symbol1=ibm~ordt ype1=limit~price1=2~actprice1=~tsparam1=~expire1=day~spinstructio ns1=none~routing1=auto~displaysize1=~exmonth1=~exday1=~exyear 1=~action2=buy~quantity2=4~symbol2=dis~ordtype2=limit~price2=25 ~actprice2=~tsparam2=~expire2=day~spinstructions2=none~routing2= auto~exmonth2=~exday2=~exyear2=~id= 123456789~clientorderid=1 <error> <enhanced-order> <eot-type>OTA <security> <symbol>IBM <symbol-with-type-prefix>IBM <description>INTERNATIONAL BUSINESS MACHS COM E <exchange>NYSE 2

2148123456

Auto

AutoRoute

0

L 2.00 <stop-price> <stop-limit-price>2.00 <session>D

<security> <symbol>DIS <symbol-with-type-prefix>DIS <description>DISNEY WALT CO COM DISNEY E <exchange>NYSE 4

2148123457

Auto

AutoRoute

0

29.6

ConditionalEquityTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


185

186




ordticket=ota~totlegs=2~action1=buy~quantity1=2~symbol1=ibm~ord type1=limit~price1=2~actprice1=~tsparam1=~expire1=day~spinstructi ons1=none~routing1=auto~displaysize1=~exmonth1=~exday1=~exyea r1=~action2=buy~quantity2=4~symbol2=dis~ordtype2=limit~price2=2 5~actprice2=~tsparam2=~expire2=day~spinstructions2=none~routing 2=auto~exmonth2=~exday2=~exyear2=~id= 123456789~clientorderid=1 <error>Please check your portfolio and/or open orders. Your sell order is greater than the quantity held in your .

30

ConditionalOptionTrade Service provides the ability to trade options. Unlike OptionTrade, this one is used to enter multi-leg conditional orders - where the execution of one order will trigger one or more other orders or cancellation of one or more orders. NOTE: This should not be confused with complex option orders (Vertical Spreads, Buy/Write, Butterflies, etc). Those are implemented separately

30.1

ConditionalOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/ConditionalOptionTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>



ConditionalOptionTrade

30.2

187

ConditionalOptionTrade Parameters The Parameters for the ConditionalOptionTrade service are the same as for ConditionalEquityTrade

30.3

ConditionalOptionTrade Validation Rules All existing OptionTrade Validation Rules apply. Additional rules specific to Conditional Option Trade orders are: if ordticket=oca

· expire must be the same for both legs · ordtype cannot be Market for either leg · symbol + action + ordertype cannot be the exact same for both legs · if symbol is the same for both legs and either leg has an ordtype=limit o other leg ordertype=stop_limit, stop_market · if symbol and action on both legs are the same and action is buy and if one leg is limit and other leg is stop limit or stop market o stop price must be higher than the limit price · if symbol and action on both legs are the same and action is sell and if one leg is limit and other leg is stop limit or stop market o stop price must be lower than the limit price

30.4

ConditionalOptionTrade Response The response to the ConditionalOptionTrade request will be in XML format. NOTE: the structure of the ORDER section is the same as what you get from OptionTrade Response


<error> <enhancled-order> <eot-type> <-id rel="nofollow">-id> <security> <symbol> <symbol-with-type-prefix> <description> © TD Ameritrade Think Tech

188


<exchange>

.... ....


Type Definitions

String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. order-wrapper Comp Container for the order information that is being submitted lex client-order-id String The ID Generated by the client software and submitted with the order. Used for order matching. orderstring String The orderstring used to submit this order error String Error message if an error occurred when placing the order enhanced-ord Comp Container for detailed information about the enhanced order er lex eot-type String The type of conditional order order Comp Container for detailed information about the order lex id String The id in which the order was placed © TD Ameritrade Think Tech


security

Comp lex symbol String symbol-with-ty String pe-prefix description String

189

Container for detailed information about the security Contains symbol. For example, GOOG_071010C520. Contains symbol. For example, GOOG_071010C520. Contains the option symbol description. For example: GOOG Jul 10 2010 520.0 Call

asset-type exchange quantity order-id action

String Type of asset the symbol represents. It is a one character code: O Option String Doubl Number of units ordered. Field may have up to three digits to the right e of the decimal point. String Unique order number assigned by the Trading Platform String Code indicating the order action requested. Values returned are: B — Buy S — Sell SS — Short Sell BC — Buy to Cover E — Exchange EX — Exercise Option

trade-type

Intege Valid values are: r 1 — Normal Market 2 — External Hour Market 4 — German Market 8 — AM Session 16 — Seamless Session requested-des Comp tination lex routing-mode String market-maker -id response-des cription routing-displa y-size order-type

limit-price stop-price


String String Intege r String Values returned are: M — Market L — Limit S — Stop X — Stop Limit T — Trailing Stop EX — Exercise Option Doubl e Doubl e

190


special-conditi String ons time-in-force Comp lex session String expiration

30.5

String

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/ConditionalOptionTrade?orderstring=ordticket%3Dota%7Etotle gs%3D2%7Eaction1%3Dbuytoopen%7Equantity1%3D2%7Esymbol1%3DGOOG_071010C520%7Eor dtype1%3Dlimit%7Eprice1%3D10%7Eactprice1%7Eexpire1%3Dday%7Espinstructions1%3Dnone%7 Erouting1%3Dauto%7Eexmonth1%3D%7Eexday1%3D%7Eexyear1%3D%7Eaction2%3Dbuytoopen% 7Equantity2%3D4%7Esymbol2%3DGOOG_071010C520%7Eordtype2%3Dlimit%7Eprice2%3D8%7E actprice2%3D%7Eexpire2%3Dday%7Espinstructions2%3Dnone%7Erouting2%3Dauto%7Eexmonth2 %3D%7Eexday2%3D%7Eexyear2%3D%7Eid%3D123456789%7Eclientorderid%3D1 (Order String is URL Encoded version of

ordticket=ota~totlegs=2~action1=buytoopen~quantity1=2~symbol1=GOOG_0 71010C520~ordtype1=limit~price1=10~actprice1~expire1=day~spinstructions 1=none~routing1=auto~exmonth1=~exday1=~exyear1=~action2=buytoopen ~quantity2=4~symbol2=GOOG_071010C520~ordtype2=limit~price2=8~actpri ce2=~expire2=day~spinstructions2=none~routing2=auto~exmonth2=~exday2 =~exyear2=~id=123456789~clientorderid=1)

Response: OK

1

ordticket=ota~totlegs=2~action1=buytoopen~quantity1=2~symbol1=G OOG_071010C520~ordtype1=limit~price1=10~actprice1~expire1=day~ spinstructions1=none~routing1=auto~exmonth1=~exday1=~exyear1=~ action2=buytoopen~quantity2=4~symbol2=GOOG_071010C520~ordtype 2=limit~price2=8~actprice2=~expire2=day~spinstructions2=none~routi ng2=auto~exmonth2=~exday2=~exyear2=~id=123456789~clie ntorderid=1 <error> <enhanced-order> <eot-type>OTA <security> <symbol>GOOG_071010C520 <symbol-with-type-prefix>GOOG_071010C520 <description>GOOG Jul 10 2010 520.0 Call O <exchange>OPRA © TD Ameritrade Think Tech


2

2148883013

Auto

AutoRoute

0

C

O

<security> <symbol>GOOG_071010C520 <symbol-with-type-prefix>GOOG_071010C520 <description>GOOG Jul 10 2010 520.0 Call O <exchange>OPRA 4

2148883014

Auto

AutoRoute

0

C

O


191

192

30.6


ConditionalOptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .



ordticket=ota~totlegs=2~action1=buytoopen~quantity1=2~symbol1=G OOG_071010C520~ordtype1=limit~price1=10~actprice1~expire1=day~ spinstructions1=none~routing1=auto~exmonth1=~exday1=~exyear1= ~action2=buytoopen~quantity2=4~symbol2=GOOG_071010C520~ordty pe2=limit~price2=8~actprice2=~expire2=day~spinstructions2=none~r outing2=auto~exmonth2=~exday2=~exyear2=~id=123456789 ~clientorderid=1 <error>Please check your portfolio and/or open orders. Your sell order is greater than the quantity held in your .

31

BuyWriteOptionTrade Service provides the ability to trade complex orders. Unlike OptionTrade, this one is used to enter a buy on the underlying symbol and a sell of the corresponding option in one transaction. NOTE: This should not be confused with conditional option orders (where execution of one order can trigger one or more other orders). Those are implemented separately


BuyWriteOptionTrade

31.1

193

BuyWriteOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/BuyWriteOptionTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>


31.2

BuyWriteOptionTrade Parameters Each BuyWriteOptionTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

OptionTrade Request Parameters PARAM DESCRI REQUIRED ETER PTION source The YES Applicati on ID of the software client assigne d by Ameritra de. orderstri consists YES ng of variable =value pairs, separat ed by ~ (tilde).

POSSIBLE VALUES The value is assigned by TD AMERITRADE to the application developer for the specific application


ORDERSTRING Trading Field Definitions PARAM DESCRI REQUIRED POSSIBLE VALUES ETER PTION


194


clientord Generat NO erid ed by the client software . It gets returned in the respons e for order matchin g. i The YES d ID of the in which the trade is being made action Equity YES Order action action2 Option YES Order action ordtype Case YES sensitiv e value for order type price Limit NO price for net_deb it or net_cre dit orders. Otherwi se null

Any integer value. Should be unique for that client


buy, sell

selltoopen, buytoclose

net_debit,net_credit,market


BuyWriteOptionTrade

quantity The YES number of equity shares being bought or sold in the transacti on. quantity The NO 2 number of option contract s to be bought or sold. symbol The YES symbol for the Equity security to be traded symbol2 The YES symbol for the option security to be traded expire Time-in- NO force exday Two NO digit expiratio n day, only specifie d if expire is set to GTC otherwis e null


195

Integer in multiples of 100

If empty, the default number of contracts will be 1/100 of the number of shares (rounded down to the nearest integer). E.g. 100 shares = 1 contract 150 shares = 1 contract 199 shares = 1 contract 200 shares = 2 contracts

D or GTC, if not supplied defaults to day expiration (D)

196


exmont Two NO h digit expiratio n day, only specifie d if expire is set to GTC otherwis e null exyear Two NO digit expiratio n day, only specifie d if expire is set to GTC otherwis e null

31.3

BuyWriteOptionTrade Validation Rules The validation rules specific to BuyWriteOptionTrade are: · action, action2, symbol, symbol2, ordtype, quantity, and id are required parameters · must be approved for option trading. · if action=buy action2 must be selltoopen ordtype must be net_debit or market · if action=sell action2 must be buytoclose ordtype must be net_credit or market · if ordtype=net_debit or netcredit, a valid price is required · The underlying symbol of the option leg must be the same as the equity leg. · The option must be a call.


BuyWriteOptionTrade

31.4

197

BuyWriteOptionTrade Response The response to the BuyWriteOptionTrade request will be in XML format. NOTE: the structure of the ORDER section is the same as what you get from OptionTrade Response


<strategy> <> <security2> <symbol> <symbol-with-type-prefix> <description> <exchange>


198



Type

Definitions

String

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Container for the order information that is being submitted

order-wrappe Complex r client-order-id String orderstring error order id security symbol symbol-with-t ype-prefix description asset-type

String String Complex String Complex String String

exchange quantity order-id action

String Double String String

String String

The ID Generated by the client software and submitted with the order. Used for order matching. The orderstring used to submit this order Error message if an error occurred when placing the order Container for detailed information about the order The id in which the order was placed Container for detailed information about the EQUITY security Contains the EQUITY symbol. For example, DELL

Type of asset the symbol represents. It is a one character code: E — Equity Number of shares ordered of the Equity leg of the order Unique order number assigned to this order Code indicating the order action requested. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE tag too)

requested-de Complex stination routing-mode String market-make String r-id response-des String cription routing-displa Integer y-size


BuyWriteOptionTrade

order-type

String

limit-price

Double

stop-price

Double

199

Values returned are: D — Net Debit C — Net Credit M — Market

time-in-force Complex session

String

put-call

String

strategy action2 open-close2 security2

String String String String Complex

symbol

String

symbol-with-t String ype-prefix

31.5

description

String

asset-type exchange

String String

Buy Write

O or C depending if the OPTION order is to Open or Close Container for detailed information about the OPTION security Contains OPTION symbol. For example, AMTD_20090922P12.5. Contains OPTION symbol. For example, AMTD_20090922P12.5. Description of the option symbol. For example: AMTD Sep 22 2009 12.5 Call

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/BuyWriteOptionTrade?orderstring=id%3D123456789 %7Esymbol%3DIBM%7Eordtype%3Dnet_debit%7Eaction%3Dbuy%7Equantity%3D100%7Esymbol2I BM_111010C113.5%7Eaction2%3Dselltoopen%7Eprice%3D113.54%7Eclientorderid%3D1 (Order String is URL Encoded version of

id=123456789~symbol=IBM~ordtype=net_debit~action=buy~quantity =100~symbol2=IBM_111010C113.5~action2=selltoopen~price=113.54~client orderid=1)

Response: OK

1

id=123456789~symbol=IBM~ordtype=net_debit~action=buy~qu antity=100~symbol2=IBM_111010C113.5~action2=selltoopen~price=11 3.54~clientorderid=1 © TD Ameritrade Think Tech

200


<error> <-id rel="nofollow"> 123456789 -id> <security> <symbol>IBM <symbol-with-type-prefix>IBM <description>INTERNATIONAL BUSINESS MACHS COM E 100

2147607354

B <requested-destination> SMART

Auto

AutoRoute

0

D

<session>D

C

<strategy>Buy Write <>113.54 S O <security2> <symbol>IBM_111010C113.5 <symbol-with-type-prefix>IBM_111010C113.5 <description>IBM Nov 10 2010 113.5 Call O <exchange>OPR

31.6

BuyWriteOptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


BuyWriteOptionTrade

201



id=123456789~symbol=IBM~ordtype=net_debit~action=buy~q uantity=100~symbol2=IBM_111010C113.5~action2=selltoopen~price= 113.54~clientorderid=1 <error>Your order was not accepted. Funds are not available for this transaction of a non-marginable security.

32

SpreadOptionTrade Service provides the ability to trade complex orders. Unlike OptionTrade, this one is used to enter a buy on one option symbol and a sell of another option in one transaction. NOTE: This should not be confused with conditional option orders (where execution of one order can trigger one or more other orders). Those are implemented separately

32.1

SpreadOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/SpreadOptionTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>


32.2

SpreadOptionTrade Parameters Each SpreadOptionTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

OptionTrade Request Parameters © TD Ameritrade Think Tech

202


PARAM DESCRI REQUIRED ETER PTION source The YES Applicati on ID of the software client assigne d by Ameritra de. orderstri consists YES ng of variable =value pairs, separat ed by ~ (tilde).



ORDERSTRING Trading Field Definitions PARAM DESCRI REQUIRED ETER PTION clientord Generat NO erid ed by the client software . It gets returned in the respons e for order matchin g. i The YES d ID of the in which the trade is being made




SpreadOptionTrade

action

action2

ordtype

price

quantity

quantity 2

Leg 1 YES Option Order action Leg 2 YES Option Order action Case YES sensitiv e value for order type Limit NO price for net_deb it or net_cre dit orders. Otherwi se null The YES number of option contract s to bought or sold in the first leg of the transacti on. The NO number of contract s for the second leg.


203




If not provided, the number of contracts in quantity is used.

204


symbol The YES symbol for the option security to be traded Leg 1 symbol2 The YES symbol for the option security to be traded Leg 2 expire Time-in- NO force exday Two NO digit expiratio n day, only specifie d if expire is set to GTC otherwis e null exmont Two NO h digit expiratio n day, only specifie d if expire is set to GTC otherwis e null



SpreadOptionTrade

205

exyear Two NO digit expiratio n day, only specifie d if expire is set to GTC otherwis e null

32.3

SpreadOptionTrade Validation Rules The validation rules specific to SpreadOptionTrade are: · action, action2, symbol, symbol2, ordtype, quantity, and id are required parameters · must be approved for option trading. · if action=buytoopen or buytoclose action2 must be selltoopen or selltoclose · if action=selltoopen or selltoclose action2 must be buytoopen or buytoclose · if ordtype=net_debit or netcredit, a valid price is required · if the first leg is a put, the second leg must be a put · if the first leg is a call, the second leg must be a call

32.4

SpreadOptionTrade Response The response to the SpreadOptionTrade request will be in XML format. NOTE: the structure of the ORDER section is the same as what you get from OptionTrade Response



206




Type

Definitions

String


order-wrappe Complex r


SpreadOptionTrade

client-order-id String orderstring error order id security

String String Complex String Complex

symbol

String

symbol-with-t String ype-prefix description String asset-type

String



207

The ID Generated by the client software and submitted with the order. Used for order matching. The orderstring used to submit this order Error message if an error occurred when placing the order Container for detailed information about the order The id in which the order was placed Container for detailed information about the OPTION security for LEG 1 Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5 Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5 Description of the Leg 1 option symbol. For example: AMTD Sep 22 2009 12.5 Call Type of asset the symbol represents. It is a one character code: O — Option Number of contracts ordered of the first leg of the order Unique order number assigned to this order Code indicating the order action requested for Leg 1 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE tag too)

requested-de Complex stination routing-mode String market-make String r-id response-des String cription routing-displa Integer y-size order-type String

limit-price

Double

stop-price

Double



String

put-call

String


P or C depending if the Leg 1 OPTION order is a Put or a Call

208


open-close

String

strategy

String String

action2

String

open-close2 String security2

Complex

symbol

String


32.5

description

String

asset-type exchange

String String

O or C depending if the Leg 1 OPTION order is to Open or Close Spread Code indicating the order action requested for Leg 2 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE2 tag too) O or C depending if the Leg 2 OPTION order is to Open or Close Container for detailed information about the OPTION security for Leg 2 Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5 Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5 Description of the Leg 2 option symbol. For example: AMTD Sep 22 2009 12.5 Call

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/StraddleOptionTrade?orderstring=id%3D123456789% 7EsymbolIBM_061910C110%7Eordtype%3Dnet_debit%7Eaction%3Dbuytoopen%7Equantity%3D2%7 Esymbol2IBM_061910C120%7Eaction2%3Dselltoopen%7Eprice%3D3.9%7Eclientorderid%3D1 id=123456789~symbol=IBM_061910C110~ordtype=net_debit~action= buytoopen~quantity=2~symbol2=IBM_061910C120~action2=selltoopen~price =3.9~clientorderid=1)

Response: OK

1

id=123456789~symbol=IBM_061910C110~ordtype=net_debit~a ction=buytoopen~quantity=2~symbol2=IBM_061910C120~action2=sellt oopen~price=3.9~clientorderid=1 <error> <-id rel="nofollow"> 123456789 -id> <security> <symbol>IBM_061910C110 <symbol-with-type-prefix>IBM_061910C110
SpreadOptionTrade

209

> <description>IBM Jun 19 2010 110.0 Call O <exchange>OPR 2

2147607354

Auto

AutoRoute

0

D

<session>D

C

O <strategy>Spread <>3.90 S O <security2> <symbol>IBM_061910C120 <symbol-with-type-prefix>IBM_061910C120 <description>IBM Jun 19 2010 120.0 Call O <exchange>OPR

32.6

SpreadOptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .

If the session is invalid, you will get FAIL © TD Ameritrade Think Tech

210


<error>Invalid Session


id=123456789~symbol=IBM_061910C110~ordtype=net_debit~ action=buytoopen~quantity=2~symbol2=IBM_061910C120~action2=se lltoopen~price=3.9~clientorderid=1 <error>Your order was not accepted. Funds are not available for this transaction of a non-marginable security.

33

StraddleOptionTrade Service provides the ability to trade complex orders. Unlike OptionTrade, this one is used to enter a buy or a sell on two options on the same underlying symbol in one transaction. NOTE: This should not be confused with conditional option orders (where execution of one order can trigger one or more other orders). Those are implemented separately

33.1

StraddleOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/StraddleOptionTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>


33.2

StraddleOptionTrade Parameters Each StraddleOptionTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

OptionTrade Request Parameters PARAM DESCRI REQUIRED POSSIBLE VALUES ETER PTION


StraddleOptionTrade

source The YES Applicati on ID of the software client assigne d by Ameritra de. orderstri consists YES ng of variable =value pairs, separat ed by ~ (tilde).

211

The value is assigned by TD AMERITRADE to the application developer for the specific application


ORDERSTRING Trading Field Definitions PARAM DESCRI REQUIRED ETER PTION clientord Generat NO erid ed by the client software . It gets returned in the respons e for order matchin g. i The YES d ID of the in which the trade is being made action Leg 1 YES Option Order action





212


action2 Leg 2 YES Option Order action ordtype Case YES sensitiv e value for order type price Limit NO price for net_deb it or net_cre dit orders. Otherwi se null quantity The YES number of option contract s to bought or sold in the transacti on. The number of contract s for the 2nd leg is automat ically calculat ed at 1:1 ratio quantity The NO 2 number of contract s for the second leg.






StraddleOptionTrade

symbol The YES symbol for the option security to be traded Leg 1 symbol2 The YES symbol for the option security to be traded Leg 2 expire Time-in- NO force exday Two NO digit expiratio n day, only specifie d if expire is set to GTC otherwis e null exmont Two NO h digit expiratio n day, only specifie d if expire is set to GTC otherwis e null



213

214



33.3

StraddleOptionTrade Validation Rules The validation rules specific to StraddleOptionTrade are: · action, action2, symbol, symbol2, ordtype, quantity, and id are required parameters · must be approved for option trading. · if action=buytoopen or buytoclose action2 must be buytoopen or buytoclose · if action=selltoopen or selltoclose action2 must be selltoopen or selltoclose · if ordtype=net_debit or netcredit, a valid price is required · if the first leg is a put, the second leg must be a call · if the first leg is a call, the second leg must be a put

33.4

StraddleOptionTrade Response The response to the StraddleOptionTrade request will be in XML format. NOTE: the structure of the ORDER section is the same as what you get from OptionTrade Response



StraddleOptionTrade

215



Type

Definitions

String


order-wrappe Complex r


216


client-order-id String orderstring error order id security


symbol

String


String



The ID Generated by the client software and submitted with the order. Used for order matching. The orderstring used to submit this order Error message if an error occurred when placing the order Container for detailed information about the order The id in which the order was placed Container for detailed information about the OPTION security for LEG 1 Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5 Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5 Description of the Leg 1 option symbol. For example: AMTD Sep 22 2009 12.5 Call Type of asset the symbol represents. It is a one character code: O — Option Number of contracts ordered of the first leg of the order Unique order number assigned to this order Code indicating the order action requested for Leg 1 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE tag too)


limit-price

Double

stop-price

Double



String

put-call

String



StraddleOptionTrade

open-close

String

strategy

String String

action2

String


Complex

symbol

String


33.5

description

String

asset-type

String

exchange

String

217

O or C depending if the Leg 1 OPTION order is to Open or Close Straddle Code indicating the order action requested for Leg 2 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE2 tag too) O or C depending if the Leg 2 OPTION order is to Open or Close Container for detailed information about the OPTION security for Leg 2 Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5 Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5 Description of the Leg 1 option symbol. For example: AMTD Sep 22 2009 12.5 Call Type of asset the symbol represents. It is a one character code: O — Option

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/StraddleOptionTrade?orderstring=id%3D123456789% 7Esymbol%3DIBM_071710C110%7Eordtype%3Dnet_debit%7Eaction%3Dbuytoopen%7Equantity%3 D2%7Esymbol2%3DIBM_071710P110%7Eaction2%3Dbuytoopen%7Eprice%3D4.15%7Eclientorderid %3D1 (Order String is URL Encoded version of

id=123456789~symbol=IBM_071710C110~ordtype=net_debit~action= buytoopen~quantity=2~symbol2=IBM_071710P110~action2=buytoopen~price =4.15~clientorderid=1)

Response: OK

1

id=123456789~symbol=IBM_071710C110~ordtype=net_debit~a ction=buytoopen~quantity=2~symbol2=IBM_071710P110~action2=buyt oopen~price=4.15~clientorderid=1 <error> <-id rel="nofollow"> 123456789 -id> © TD Ameritrade Think Tech

218


<security> <symbol>IBM_071710C110 <symbol-with-type-prefix>IBM_071710C110 <description>IBM Jul 17 2010 110 Call O <exchange>OPR 100

2147607354

Auto

AutoRoute

0

D

<session>D

C

O <strategy>Straddle <>4.15 B O <security2> <symbol>IBM_071710P110 <symbol-with-type-prefix>IBM_071710P110 <description>IBM Jul 17 2010 110 Put O <exchange>OPR

33.6

StraddleOptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .

If the session is invalid, you will get © TD Ameritrade Think Tech

StraddleOptionTrade

219

FAIL <error>Invalid Session


id=123456789~symbol=IBM_071710C110~ordtype=net_debit~ action=buytoopen~quantity=100~symbol2=IBM_071710P110~action2= buytoopen~price=5.1~clientorderid=1 <error>Your order was not accepted. Funds are not available for this transaction of a non-marginable security.

34

StrangleOptionTrade Service provides the ability to trade complex orders. Unlike OptionTrade, this one is used to enter a buy or a sell on two options on the same underlying symbol in one transaction. NOTE: This should not be confused with conditional option orders (where execution of one order can trigger one or more other orders). Those are implemented separately

34.1

StrangleOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/StrangleOptionTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>


34.2

StrangleOptionTrade Parameters Each StrangleOptionTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

OptionTrade Request Parameters


220









StrangleOptionTrade

action

Leg 1 YES Option Order action action2 Leg 2 YES Option Order action ordtype Case YES sensitiv e value for order type price Limit NO price for net_deb it or net_cre dit orders. Otherwi se null quantity The YES number of option contract s to bought or sold in the transacti on. The number of contract s for the 2nd leg is automat ically calculat ed at 1:1 ratio





221

222


quantity The NO 2 number of contract s for the second leg. symbol The YES symbol for the option security to be traded Leg 1 symbol2 The YES symbol for the option security to be traded Leg 2 expire Time-in- NO force exday Two NO digit expiratio n day, only specifie d if expire is set to GTC otherwis e null exmont Two NO h digit expiratio n day, only specifie d if expire is set to GTC otherwis e null




StrangleOptionTrade

223


34.3

StrangleOptionTrade Validation Rules The validation rules specific to StrangleOptionTrade are: · action, action2, symbol, symbol2, ordtype, quantity, and id are required parameters · must be approved for option trading. · if action=buytoopen or buytoclose action2 must be buytoopen or buytoclose · if action=selltoopen or selltoclose action2 must be selltoopen or selltoclose · if ordtype=net_debit or netcredit, a valid price is required · if the first leg is a put, the second leg must be a call · if the first leg is a call, the second leg must be a put · the order cannot be a straddle order, i.e. the first and second legs cannot have the same strike price in the same expiration month

34.4

StrangleOptionTrade Response The response to the StrangleOptionTrade request will be in XML format. NOTE: the structure of the ORDER section is the same as what you get from OptionTrade Response



224



Type

Definitions

String

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful.


StrangleOptionTrade

order-wrappe Complex r client-order-id String orderstring error order id security


symbol

String


String



Container for the order information that is being submitted The ID Generated by the client software and submitted with the order. Used for order matching. The orderstring used to submit this order Error message if an error occurred when placing the order Container for detailed information about the order The id in which the order was placed Container for detailed information about the OPTION security for LEG 1 Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5. Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5. Description of the Leg 1 option symbol. For example: AMTD Sep 22 2009 12.5 Call Type of asset the symbol represents. It is a one character code: O — Option Number of contracts ordered of the first leg of the order Unique order number assigned to this order Code indicating the order action requested for Leg 1 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE tag too)


limit-price

Double

stop-price

Double



String

225


226


put-call open-close

String String

strategy

String String

action2

String


Complex

symbol

String


34.5

description

String

asset-type exchange

String String

P or C depending if the Leg 1 OPTION order is a Put or a Call O or C depending if the Leg 1 OPTION order is to Open or Close Strangle Code indicating the order action requested for Leg 2 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE2 tag too) O or C depending if the Leg 2 OPTION order is to Open or Close Container for detailed information about the OPTION security for Leg 2 Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5. Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5. Description of the Leg 2 option symbol. For example: AMTD Sep 22 2009 12.5 Call

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/StrangleOptionTrade?orderstring=id%3D123456789% 7EsymbolIBM_061910C110%7Eordtype%3Dnet_credit%7Eaction%3Dselltoopen%7Equantity%3D100 %7Esymbol2IBM_061910P100%7Eaction2%3Dselltoopen%7Eprice%3D3.7%7Eclientorderid%3D1 (Order String is URL Encoded version of

id=123456789~symbol=IBM_061910C110~ordtype=net_credit~action =selltoopen~quantity=100~symbol2=IBM_061910P100~action2=selltoopen~p rice=3.7~clientorderid=1)

Response: OK

1

id=123456789~symbol=IBM_061910C110~ordtype=net_credit~ action=selltoopen~quantity=100~symbol2=IBM_061910P100~action2=s elltoopen~price=3.7~clientorderid=1 <error> <-id rel="nofollow"> 123456789 -id> <security> © TD Ameritrade Think Tech

StrangleOptionTrade

227

<symbol>IBM_061910C110 <symbol-with-type-prefix>IBM_061910C110 <description>IBM Jun 19 2010 110.0 Call O <exchange>OPR 100

2147694954

S <requested-destination> SMART

Auto

AutoRoute

0

C

<session>D

C

O <strategy>Strangle <>3.70 S O <security2> <symbol>IBM_061910P100 <symbol-with-type-prefix>IBM_061910P100 <description>IBM Jun 19 2010 100.0 Put O <exchange>OPR

34.6

StrangleOptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .

If the session is invalid, you will get © TD Ameritrade Think Tech

228




id=123456789~symbol=IBM_061910C110~ordtype=net_credit~ action=selltoopen~quantity=100~symbol2=IBM_061910P100~action2= selltoopen~price=3.7~clientorderid=1 <error>Your order was not accepted. Funds are not available for this transaction of a non-marginable security.

35

ComboOptionTrade Service provides the ability to trade complex orders. Unlike the other complex option order commands (BuyWrite, Straddle, etc), This one will accept any two option legs without specifying the strategy NOTE: This should not be confused with conditional option orders (where execution of one order can trigger one or more other orders). Those are implemented separately

35.1

ComboOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/ComboOptionTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>


35.2

ComboOptionTrade Parameters Each ComboOptionTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, which define the order being sent

OptionTrade Request Parameters


ComboOptionTrade


229







230


action

Leg 1 YES Option Order action action2 Leg 2 YES Option Order action ordtype Case YES sensitiv e value for order type price Limit NO price for net_deb it or net_cre dit orders. Otherwi se null quantity The YES number of option contract s to bought or sold in the transacti on. The number of contract s for the 2nd leg is automat ically calculat ed at 1:1 ratio





ComboOptionTrade

quantity The NO 2 number of contract s for the second leg. symbol The YES symbol for the option security to be traded Leg 1 symbol2 The YES symbol for the option security to be traded Leg 2 expire Time-in- NO force exday Two NO digit expiratio n day, only specifie d if expire is set to GTC otherwis e null exmont Two NO h digit expiratio n day, only specifie d if expire is set to GTC otherwis e null


231



232



35.3

ComboOptionTrade Validation Rules The validation rules specific to ComboOptionTrade are: · action, action2, symbol, symbol2, ordtype, quantity, and id are required parameters · must be approved for option trading. · The options must have the same underlying equity · The first and second leg symbols must be different

35.4

ComboOptionTrade Response The response to the ComboOptionTrade request will be in XML format. NOTE: the structure of the ORDER section is the same as what you get from OptionTrade Response


<error> <-id rel="nofollow">-id> <security> <symbol> <symbol-with-type-prefix> <description> <exchange> © TD Ameritrade Think Tech

ComboOptionTrade

233

<> <security2> <symbol> <symbol-with-type-prefix> <description> <exchange>


Type

Definitions

String


order-wrappe Complex r client-order-id String orderstring error order id security


symbol

String


The ID Generated by the client software and submitted with the order. Used for order matching. The orderstring used to submit this order Error message if an error occurred when placing the order Container for detailed information about the order The id in which the order was placed Container for detailed information about the OPTION security for LEG 1 Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5.

234



String



Contains OPTION symbol for Leg 1. For example, AMTD_092209P12.5. Description of the Leg 1 option symbol. For example: AMTD Sep 22 2009 12.5 Call Type of asset the symbol represents. It is a one character code: O — Option Number of contracts ordered of the first leg of the order Unique order number assigned to this order Code indicating the order action requested for Leg 1 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE tag too)


limit-price

Double

stop-price

Double



String

put-call open-close

String String

String

action2

String

open-close2 String

P or C depending if the Leg 1 OPTION order is a Put or a Call O or C depending if the Leg 1 OPTION order is to Open or Close Code indicating the order action requested for Leg 2 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE2 tag too) O or C depending if the Leg 2 OPTION order is to Open or Close


ComboOptionTrade

security2

Complex

symbol

String


35.5

description

String

asset-type exchange

String String

235

Container for detailed information about the OPTION security for Leg 2 Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5. Contains OPTION symbol for Leg 2. For example, AMTD_092209P12.5. Description of the Leg 1 option symbol. For example: AMTD Sep 22 2009 12.5 Call

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/ComboOptionTrade?orderstring=id%3D123456789%7 Esymbol%3DIBM_091010C120%7Eordtype%3Dnet_debit%7Eaction%3Dbuytoopen%7Equantity%3D 10%7Esymbol2%3DIBM_081010P110%7Eaction2%3Dbuytoopen%7Eprice%3D3.5%7Eclientorderid %3D1 (Order String is URL Encoded version of

id=123456789~symbol=IBM_091010C120~ordtype=net_debit~action= buytoopen~quantity=10~symbol2=IBM_081010P110~action2=buytoopen~pric e=3.5~clientorderid=1)

Response: OK

1

id=123456789~symbol=IBM_091010C120~ordtype=net_debit~a ction=buytoopen~quantity=10~symbol2=IBM_20100810P110~action2= buytoopen~price=3.5~clientorderid=1 <error> <-id rel="nofollow"> 123456789 -id> <security> <symbol>IBM_091010C120 <symbol-with-type-prefix>IBM_091010C120 <description>IBM Sep 10 2010 120.0 Call O <exchange>OPR 10

1234567890

AutoRoute

0

D

<session>D

C

O <>3.50 B O <security2> <symbol>IBM_081010P110 <symbol-with-type-prefix>IBM_081010P110 <description>IBM Aug 10 2010 110.0 Put O <exchange>OPR

35.6

ComboOptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .



id=123456789~symbol=IBM_091010C120~ordtype=net_debit~ action=buytoopen~quantity=10~symbol2=IBM_081010P110~action2=b uytoopen~price=3.5~clientorderid=1 © TD Ameritrade Think Tech

ComboOptionTrade

237

<error>Your order was not accepted. Funds are not available for this transaction of a non-marginable security.

36

MultiLegOptionTrade Service provides the ability to trade complex orders. Unlike other complex option order commands (BuyWrite, Straddle, etc), this will accept multiple option legs. NOTE: This should not be confused with conditional option orders (where execution of one order can trigger one or more other orders). Those are implemented separately.

36.1

MultiLegOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/MultiLegOptionTrade?source=<##SourceID# >&message=<#messagexml#> where messagexml contains parameters as it is shown in the Request Sample

Request Parameters The request must contain the source assigned by TD Ameritrade as well as one or more message parameters, each one defining one order group being sent.

36.2

MultiLegOptionTrade Parameters Each MultiLegOptionTrade request must contain the source id assigned by TD Ameritrade as well as one or more messagexml parameters, which define the order being sent

MultiLegOptionTrade Request Parameters PARAMETER DESCRIPTION REQUIRE POSSIBLE VALUES D source The Application YES The value is assigned by TD AMERITRADE to ID of the the application developer for the specific software client application assigned by Ameritrade. message consists of YES Values defined in the table below. variable=value pairs, separated NOTE: The contents of the message MUST be by ~ (tilde). URL Encoded prior to being added to the URL.

MESSAGEXML Trading Field Definitions © TD Ameritrade Think Tech

238


The following parameters have to be POSTed: PARAMETER DESCRIPTION REQUIRE D clientorderid Generated by NO the client software. It gets returned in the response for order matching. id The ID YES of the in which the trade is being made order-type Case sensitive YES value for order type price Limit price for NO net_debit or net_credit orders. Otherwise null expiration Time-in-force YES exday Two digit NO expiration day, only specified if expiration is set to GTC otherwise null exmonth Two digit NO expiration month, only specified if expiration is set to GTC otherwise null. exyear Two digit NO expiration year, only specified if expiration is set to GTC otherwise null. legs orderleg




Price per share or per contract. (6 digits maximum to the right of the decimal point)

D or GTC


MultiLegOptionTrade

symbol

action quantity

assettype

strategy

The symbol for YES the option security to be traded - Leg 1 Leg 1 Option YES Order action The number of YES option contracts to bought or sold in the transaction. The number of contracts for the 2nd leg is automatically calculated at 1:1 ratio The type of asset that is being traded YES


any positive integer value

Equities or Options

Any of the following values: Spread Straddle Buy Write Combo Vertical Back Ratio Calendar Butterfly Condor Iron Condor Vertical Roll Covered Stock Collar With Stock Diagonal Collar Synthetic Double Diagonal Custom

36.3

MultiLegOptionTrade Validation Rules The validation rules specific to MultiLegOptionTrade are: · The options must have the same underlying equity · The first and second leg symbols must be different


239

240

36.4


MultiLegOptionTrade Response The response to the MultiLegOptionTrade request will be in XML format.


<-id rel="nofollow">-id> <symbol> <security> <symbol> <symbol-with-type-prefix> <description> <exchange> © TD Ameritrade Think Tech

MultiLegOptionTrade


<>

<security> <symbol> <symbol-with-type-prefix> <description/> O



Type

Definitions

String

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful.

241

242


order-wrappe Complex r client-order-id String order id symbol

Complex String String

security

Complex


String



Container for the order information that is being submitted The ID Generated by the client software and submitted with the order. Used for order matching. Container for detailed information about the order The id in which the order was placed Contains OPTION symbol. For example, AMTD_092210P12.5. Container for detailed information about the OPTION security for LEG 1 Contains OPTION symbol. For example, AMTD_092210P12.5. Description of the OPTION symbol. For example: AMTD Sep 22 2010 12.5 Call Type of asset the symbol represents. It is a one character code: O — Option Number of contracts ordered of the first leg of the order Unique order number assigned to this order Code indicating the order action requested for Leg 1 of the order. Values returned are: B — Buy S — Sell (NOTE: Look at the OPEN-CLOSE tag too)

requested-de Complex stination routing-mode String optionexchan ge response-des String cription routing-displa Integer y-size order-type String

limit-price

Double

stop-price

Double



String

put-call

String



MultiLegOptionTrade

36.5

open-close

String

String

O or C depending if the Leg 1 OPTION order is to Open or Close

MultiLegOptionTrade Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/MultiLegOptionTrade

POSTED DATA: source=<##SourceID#>&message=<#messagexml#> where message contains parameters as it is shown below:

<-id rel="nofollow"> 123456789 -id> <strategy>Butterfly net_debit <price>3.00 1 <expiration>day

<symbol>IBM_061910C85 buytoopen 1

O

<symbol>IBM_061910C115 selltoopen 2

O

Response: OK

4196530660 <request>


243

244


<-id rel="nofollow"> 123456789 -id> <strategy>Butterfly net_debit <price>3.00 1 <expiration>D

O

<symbol>IBM_061910C115 selltoopen 2

O

<-id rel="nofollow"> 123456789 -id> <symbol>IBM_061910C85 <security> <symbol>IBM_061910C85 <symbol-with-type-prefix>IBM_061910C85 <description>IBM Jun 19 2010 85.0 Call O <exchange>OPRA 1

4196530660

Auto

AutoRoute

0

D

C

O <>3.00

S 2.0 O <security> <symbol>IBM_061910C115 <symbol-with-type-prefix>IBM_061910C115 <description>IBM Jun 19 2010 115.0 Call O

B 1.0 O <security> <symbol>IBM_061910C140 <symbol-with-type-prefix>IBM_061910C140 <description>IBM Jun 19 2010 140.0 Call O

36.6

MultiLegOptionTrade Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .



246


Order not allowed because of positions/balances: FAIL

<error>Your order was not accepted. Funds are not available for this transaction of a non-marginable security.

If the is not enabled for n-legged option trading: FAIL

<error> not enabled for n-legged option trading.

37

SavedOrders (list of saved orders) This service provides a way to view the previously saved Equity and Options orders

37.1

SavedOrders Request Request URL https://apis.tdameritrade.com/apps/100/SavedOrders?source=<#sourceID#>

Parameters The only parameter required is the source assigned by TD Ameritrade. You can also specify the id for which the data is to be returned

37.2

SavedOrders Parameters The only parameter required is the source assigned by TD Ameritrade.

OrderStatus Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade.

id The ID of the for which data is to be returned

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO One of the IDs returned from the service. The default is the associated


SavedOrders (list of saved orders)

37.3

247

SavedOrders Response The response to the SavedOrders request will be in XML format

General Structure of XML Response <savedorder-list> <-id rel="nofollow">-id> <savedorder>

<expiration-day> <expiration-month> <expiration-year> <price> <stop-param> <symbol> <description> <special-conditions>


savedorder-list -id savedorder action © TD Ameritrade Think Tech

Type String

Definitions

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Complex Container for all saved order entries being returned for the String Complex Contains all the fields for one saved order String Order action

248


activation-price asset-type

Float String

date-saved display-size expiration-day

String Integer Integer

expiration-month

Integer

expiration-year

Integer

id order--type

Integer

price quantity

String Float Float

routing stop-param

Float

symbol String description String special-conditions String time-in-force String dividend-reinvest Boolean capital-gains-reinv Boolean est

37.4

The stop price for stop market or stop limit orders Type of asset the symbol represents. It is a one character code where: E — Equity or ETF F — Mutual Fund O — Option B — Bond The date this order was saved Integer value 100 or higher, in increments of 100 Two digit expiration day, only specified if expire is set to gtc otherwise Two digit expiration month, only specified if expire is set to gtc otherwise null. Two digit expiration year, only specified if expire is set to gtc otherwise null. the unique ID of the saved order Order Type string Limit price for limit or stop limit orders otherwise null The number of shares being bought or sold in the transaction specified order routing destination. Default is auto Trailing Stop parameter in dollars or percent depending on order type otherwise null. Symbol being bought or sold. UPPER CASE Special Instructions for the order execution. Set to none if not specified The time in force for the order true/false true/false

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/SavedOrders?source=<#sourceID#>

Response: OK <savedorder-list> <-id rel="nofollow"> 123456789 -id> <saved-order> BUY © TD Ameritrade Think Tech

SavedOrders (list of saved orders)

E

2008-05-19 22:40:29 EST

0

23299 LIMIT <price>43.01 70 AUTO <stop-param> <symbol>CVS <description> DAY

<saved-order> BUY

E

2008-05-19 22:51:31 EST

0 <expiration-day>1 <expiration-month>11 <expiration-year>2008 23300 LIMIT <price>43.01 70 AUTO <stop-param> <symbol>CVS <description> <special-conditions>CVS GTC_EXT

CVS

<saved-order> SELL

2.00

E

2008-05-19 22:53:27 EST

0

37.5

SavedOrders Errors Possible Errors If the ID specified is not valid you will get FAIL <error>Not a valid for this .


38

SaveEquityTrade Service provides the ability to Save an Equity Trade order on the servers for use in the future. Refer to SavedOrders command for retrieving saved orders.

38.1

SaveEquityTrade Request Request URL https://apis.tdameritrade.com/apps/100/SaveEquityTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>

Request Parameters The request must contain the source assigned by TD Ameritrade as well as one or more orderstring parameters, each one defining one order being saved. The orderstring parameter is exactly the same as what is used for the EquityTrade command.


SaveEquityTrade

38.2

251

SaveEquityTrade Parameters Each SaveEquityTrade request must contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, each one defining an order being saved

SaveEquityTrade Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. orderstrin consists of variable=value g pairs, separated by ~ (tilde).

NOTE: 38.3

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES orderstring definitions and validation rules are exactly the same as for the EquityTrade command


SaveEquityTrade Response The response to the SaveEquityTrade request will be in XML format

General Structure of XML Response <saved-order-wrapper> <error>

Response Fields XML Attribute Name Type result String

Definitions Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. saved-order-wrapper Complex Container for the order information that is being submitted orderstring String The orderstring used to submit this order error String Error message if an error occurred when placing the order order-saved String true if successfully saved, false otherwise


252

38.4


Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/SaveEquityTrade?source=<#sourceID# >&orderstring=action%3Dbuy%7Equantity%3D400%7Esymbol%3DDELL%7Eordtype%3DLimit%7 Eprice%3D27.49%7Eactprice%3D%7Etsparam%3D%7Eexpire%3Dday%7Espinstructions%3Dnon e%7Erouting%3Dauto%7Edisplaysize%3D%7Eexmonth%3D%7Eexday%3D%7Eexyear%3D%7Ea ccountid%3D123456789 (Order String is URL Encoded version of

action=buy~quantity=400~symbol=DELL~ordtype=Limit~price=27.49~actpric e=~tsparam=~expire=day~spinstructions=none~routing=auto~displaysize=~e xmonth=~exday=~exyear=~id=123456789)

Response: OK <saved-order-wrapper> action=buy~quantity=400~symbol=DELL~ordtype=Limit~price=27.49~ actprice=~tsparam=~expire=day~spinstructions=none~routing=auto~d isplaysize=~exmonth=~exday=~exyear=~id=123456789 <error> <saved-order>true

38.5

SaveEquityTrade Errors Possible Errors If the ID specified is not valid you will get OK <saved-order-wrapper> action=buy~quantity=400~symbol=DELL~ordtype=Limit~price=27.49~ actprice=~tsparam=~expire=day~spinstructions=none~routing=auto~d isplaysize=~exmonth=~exday=~exyear=~id=123456789 <error>Not a valid for this <saved-order>false

If the session is invalid, you will get


SaveEquityTrade

253


39

SaveOptionTrade Service provides the ability to Save an Option Trade order on the servers for use in the future. Refer to SavedOrders command for retrieving saved orders.

39.1

SaveOptionTrade Request Request URL https://apis.tdameritrade.com/apps/100/SaveOptionTrade?source=<##SourceID# >&orderstring=<#ORDERSTRING#>

Request Parameters The request must contain the source assigned by TD Ameritrade as well as one or more orderstring parameters, each one defining one order being saved. The orderstring parameter is exactly the same as what is used for the OptionTrade command.

39.2

SaveOptionTrade Parameters Each SaveOptionTrade request much contain the source id assigned by TD Ameritrade as well as one or more orderstring parameters, each one defining an order being saved

SaveOptionTrade Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. orderstrin consists of variable=value pairs, g separated by ~ (tilde).

NOTE:

39.3

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application YES orderstring definitions and validation rules are exactly the same as for the OptionTrade command


SaveOptionTrade Response The response to the SaveOptionTrade request will be in XML format


254


General Structure of XML Response <saved-order-wrapper> <error>


Type

Definitions

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. saved-order-wrappe Complex Container for the order information that is being submitted r orderstring String The orderstring used to submit this order error String Error message if an error occurred when placing the order order-saved String true if successfully saved, false otherwise

39.4

String

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/SaveOptionOrder?source=<#sourceID# >&orderstring=action%3Dselltoclose%7Equantity%3D10%7Esymbol%3D%2BIBM_061910C85%7 Eordtype%3DLimit%7Eprice%3D6.3%7Eactprice%3D%7Eexpire%3Dday%7Espinstructions%3Dno ne%7Erouting%3Dauto%7Eexmonth%3D%7Eexday%3D%7Eexyear%3D%7Etabid%3D0%7Eacco untid%3D123456789 (Order String is URL Encoded version of action=selltoclose~quantity=10~symbol= IBM_061910C85 ~ordtype=Limit~price=6.3~actprice=~expire=day~spinstructions=none~routing=auto ~exmonth=~exday=~exyear=~tabid=0~id=123456789)

Response: OK <saved-order-wrapper> action=selltoclose~quantity=10~symbol=IBM_061910C85 ~ordtype=Limit~price=6.3~actprice=~expire=day~spinstructions=none~routin g=auto~exmonth=~exday=~exyear=~tabid=0~id=123456789

<error> <saved-order>true © TD Ameritrade Think Tech

SaveOptionTrade

255

39.5

SaveOptionTrade Errors Possible Errors If the ID specified is not valid you will get OK <saved-order-wrapper> action=selltoclose~quantity=10~symbol=IBM_20071010C85 ~ordtype=Limit~price=6.3~actprice=~expire=day~spinstructions=none ~routing=auto~exmonth=~exday=~exyear=~tabid=0~id=1234 56789 <error>Not a valid for this <saved-order>false


40

DeleteSavedOrders Service provides the ability to delete one or more previously saved orders.

40.1

DeleteSavedOrders Request Request URL https://apis.tdameritrade.com/apps/100/DeleteSavedOrders?source=<#SourceID#>&orderid=< #order-id#>&orderid=<#order-id#>

Request Parameters The request must contain the source assigned by TD Ameritrade as well as one or more orderid parameters for previously saved orders


256

40.2


DeleteSavedOrders Parameters The source assigned by TD Ameritrade is a required parameter, as well as one or more orderid paramethers

DeleteSavedOrders Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. id The ID of the for which the data is to be returned orderid The Order ID of an existing saved order

40.3

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO


YES

One of previously saved orders that is to be deleted. The orderid would be either returned from SaveEquityTrade or SaveOptionTrade, or retrievied from the SavedOrders response

DeleteSavedOrders Response The response to the DeleteSavedOrders request will be in XML format.


Response Fields XML Attribute Type Definitions Name result String Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful.

40.4

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/DeleteSavedOrders?source=<#sourceID# >&orderid=21481399&orderid=21479999&orderid=21479448


DeleteSavedOrders

257

Response: OK <deleted-savedorder-list> <-id rel="nofollow"> 123456789 -id> <deleted-saved-order> 2148881399 <deleted-saved-order> 2147949999 <deleted-saved-order> 2147949948

40.5

DeleteSavedOrders Errors Possible Errors If the session is invalid, you will get FAIL <error>Invalid Session

if the order was closed or could not be found, or a cancel for a conditional order was submitted, you will get the following errors: OK

<-id rel="nofollow"> 123456789 -id> 2147949999 <message> <error>The order could not found. Please check its status. 2147949948 <message> <error>Conditional orders cannot be cancelled through this interface.


258


If no orders were specified, then the following error will be returned: FAIL <error>No Orders have been selected to be canceled.

41

GetWatchlists This service provides a way to view the previously saved WatchLists

41.1

GetWatchlists Request Request URL https://apis.tdameritrade.com/apps/100/GetWatchlists?source=<#sourceID#>

Parameters The only parameter required is the source assigned by TD Ameritrade. Other parameters are available

41.2

GetWatchlists Parameters The only parameter required is the source assigned by TD Ameritrade.

OrderStatus Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade. id The ID of the for which data is to be returned listid The ID of the previously saved watchlist

41.3

REQUIR POSSIBLE VALUES ED YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO One of the IDs returned from the service. The default is the associated Any valid ID of a Watchlist saved for the particular

GetWatchlists Response The response to the GetWatchlists request will be in XML format


GetWatchlists

General Structure of XML Response <watchlist-result> <error> <-id rel="nofollow">-id> <watchlist> <symbol-list> <watched-symbol> <security> <symbol> <symbol-with-type-prefix> <description> <position-type> .....


watchlist-list error -id watchlist name id symbol-list watched-symbol


Type String

Definitions

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. Comple Container for all WatchList entries being returned x String Error string in case of an error String Comple Contains all the fields for one watchlist x String The name assigned to the given watchlist Integer Numeric ID that identifies the watchlist Comple Container for all the symbols in the watchlist x Comple Container for one symbol in the watchlist x

259

260


quantity

Double Number of units in the position. Field may have up to 3 digits to the right of the decimal point. security Comple Container for detailed information about the security. x symbol String Contains symbol. For example, AMTD. symbol-with-type-p String refix description String Contains a description of the symbol. For example "TD AMERITRADE HLDG CORP COM" asset-type String Type of asset the symbol represents. It is a one character code where: E — Equity or ETF F — Mutual Fund O — Option B — Bond position-type String LONG or SHORT average-price Double Contains the value calculated by dividing the total cost to acquire the position by the number of units in the position. The field may contain up to six digits to the right of the decimal point. commission Double open-date String Date the "position" was opened

41.4

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/GetWatchlists?source=<#sourceID#>

Response: OK <watchlist-result> <error> <-id rel="nofollow"> 123456789 -id> <watchlist> Sample WatchList 1 1234561 <symbol-list> <watched-symbol> 0 <security> <symbol>BBBY <symbol-with-type-prefix>BBBY <description>BED BATH & BEYOND INC COM E <position-type>LONG © TD Ameritrade Think Tech

GetWatchlists

0

0 <watchlist> Some Other Test 1234562 <symbol-list> <watched-symbol> 100 <security> <symbol>DELL <symbol-with-type-prefix>DELL <description>DELL INC COM E <position-type>LONG 11.11 10 01-11-2008 <watched-symbol> 2 <security> <symbol>INTC <symbol-with-type-prefix>INTC <description>INTEL CORP COM E <position-type>LONG 12.12 20 02-22-2006 <watched-symbol> 3 <security> <symbol>T <symbol-with-type-prefix>T <description>AT&T INC COM E <position-type>LONG 13.13 30

03-30-2007


261

262

41.5


GetWatchlists Errors Possible Errors If an invalid listid is specified FAIL <error>Watchlist id not found.

If the ID specified is not valid you will get FAIL <error>Not a valid for this .


42

CreateWatchlist This service provides a way to create new Watchlists containing one or more entries. Each entry consists of a symbol, quantity, price, Purchase Month, Day, Year, and commission. All entries other than symbol can be null.

42.1

CreateWatchlist Request Request URL https://apis.tdameritrade.com/apps/100/CreateWatchlist?source=<#sourceID# >&watchlistname=<#PortfolioName#>&symbollist=<#SymbolList#>

Parameters You must specify the watchlistname and symbollist parameters, with at least one symbol, as well as the source assigned by TD Ameritrade. Other parameters are available

42.2

CreateWatchlist Parameters The only parameters that are required are the watchlistname, symbollist and the source assigned by TD Ameritrade.


CreateWatchlist

263

The Watchlist can contain one or more entries. Each entry consists of a symbol, quantity, price, Purchase Month, Day, Year, and commission. All entries other than symbol can be null. When creating the Watchlist, you need to specify a list values for all entries for each of the fields. Unspecified entries will be added as null values. So if you want to create a Watchlist with the following entries: Symbol: DELL Quantity: Commission: 9.99 Symbol: ABCD Quantity: Symbol: EFGH Quantity: Commission: 9.99 Symbol: IBM Quantity: Symbol: XYZ

100 Purchase Date 02/21/2008 Price Paid: 20.23 200 Purchase Date 02/22/2008 Price Paid: 23.68 300 Purchase Date 02/23/2008 Price Paid: 10.82 400

You would specify: watchlistname=Some+Portfolio+Name+Example symbollist=DELL,ABCD,EFGH,IBM,ZYZ quantitylist=100,200,300,400 monthlist=2,2,2 daylist=21,22,23 yearlist=2008,2008,2008 pricelist=20.23,23.68,10.82 commissionlist=9.99,,9.99 NOTE: All the list parameters are comma delimited with no spaces NOTE: that a null entry is added in the commissionlist. A zero could have been used as well

OrderStatus Request Parameters PARAMET DESCRIPTION ER source The Application ID of the software client assigned by TD Ameritrade. id The ID of the for which data is to be returned watchlistna The name to assign the me watchlist as it will be displayed to the end-

REQUIRE POSSIBLE VALUES D YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO One of the IDs returned from the service. The default is the associated YES Text string for the watchlist name that is not already in use by another watchlist. NOTE: names are not case sensitive

The list of symbols that will YES comprise the WatchList The list of Quantity values quantitylist for each of the entries in the NO WatchList. symbollist


list of symbols list of Quantity values. Leave each value as null if not specified.

264


The list of Purchase Price values for each of the entries NO in the WatchList. The list of Purchase Month monthlist values for each of the entries NO in the WatchList. The list of Purchase Day daylist values for each of the entries NO in the WatchList. The list of Purchase Year yearlist values for each of the entries NO in the WatchList. The list of Commission commissio values for each of the entries NO nlist in the WatchList. pricelist

42.3

list of Price Values. Leave each value as null if not specified. list of Month Values. Leave each value as null if not specified. list of Day Values. Leave each value as null if not specified. list of Year Values. Leave each value as null if not specified. list of Commission Values. Leave each value as null if not specified.

CreateWatchlist Response The response to the CreateWatchlist request will be in XML format



CreateWatchlist

265


Type

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. create-watchlist-re Comple Container for the Result of the CreateWatchlist command sult x being returned error String Error string in case of an error -id String created-watchlist Comple Contains all the fields for the watchlist that was created x NOTE: The rest of the fields are exactly the same as contained inside the watchlist tag in the result from the GetWatchLists command name String The name assigned to the given watchlist id Integer Numeric ID that identifies the watchlist symbol-list Comple Container for all the symbols in the watchlist x watched-symbol Comple Container for one symbol in the watchlist x quantity Double Number of units in the position. Field may have up to 3 digits to the right of the decimal point. security Comple Container for detailed information about the security. x symbol Contains symbol. For example, AMTD. symbol-with-type-p refix description Contains a description of the symbol. For example "TD AMERITRADE HLDG CORP COM" asset-type String Type of asset the symbol represents. It is a one character code where: E — Equity or ETF F — Mutual Fund O — Option B — Bond position-type String LONG or SHORT average-price Double Contains the value calculated by dividing the total cost to acquire the position by the number of units in the position. The field may contain up to six digits to the right of the decimal point. commission Double open-date String Date the "position" was opened


String

Definitions

266

42.4


Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/CreateWatchlist?source=<#sourceID# >&watchlistname=<#PortfolioName#>&symbollist=<#SymbolList#>

Response: OK

<error> <-id rel="nofollow"> 123456789 -id> Some Portfolio Name Example 1234567 <symbol-list> <watched-symbol> 100 <security> <symbol>DELL <symbol-with-type-prefix>DELL <description>DELL INC COM E <position-type>LONG 20.23 9.99 2-21-2008 <watched-symbol> 200 <security> <symbol>ABCD <symbol-with-type-prefix>ABCD <description> E <position-type>LONG 23.68 0 2-22-2008 <watched-symbol> 300 <security> <symbol>EFGH <symbol-with-type-prefix>EFGH <description> E © TD Ameritrade Think Tech

CreateWatchlist

267

<position-type>LONG 10.82 9.99 2-23-2008 <watched-symbol> 400 <security> <symbol>IBM <symbol-with-type-prefix>IBM <description>INTERNATIONAL BUSINESS MACHS COM E <position-type>LONG 0 0 <watched-symbol> 0 <security> <symbol>ZYZ <symbol-with-type-prefix>ZYZ <description> E <position-type>LONG 0 0

42.5

CreateWatchlist Errors Possible Errors If one of the numeric parameter lists has a non-numeric value, you will get get the following error, with the given parameter filled in FAIL <error>Invalid value ed in parameter_name request parameter.

if there was an error while trying to perform the save of a new watchlist, provided an more explicit error is not returned. FAIL © TD Ameritrade Think Tech

268


<error>Error creating watchlist.

if the watchlist being created has the same name as an existing watchlist. FAIL <error>Error requested watchlist name already in use.



43

EditWatchlist This service provides a way to Edit a previously saved Watchlist

43.1

EditWatchlist Request Request URL https://apis.tdameritrade.com/apps/100/EditWatchlist?source=<#sourceID#>&listid=< #ListID#>&symbollist=<#SymbolList#>

Parameters You must specify the listid and symbollist parameters, with at least one symbol, as well as the source assigned by TD Ameritrade. Other parameters are available

43.2

EditWatchlist Parameters The only parameters that are required are the listid, symbollist and the source assigned by TD Ameritrade. When editing the Watchlist, you need to specify the new values for all the entries in the watchlist. You identify the watchlist being edited with the listid parameter that you get from the GetWatchlists command. The rest of the parameters are the same as in the CreateWatchlist command

OrderStatus Request Parameters © TD Ameritrade Think Tech

EditWatchlist

PARAMET DESCRIPTION ER source The Application ID of the software client assigned by TD Ameritrade. id The ID of the for which data is to be returned watchlistn The name to assign the ame watchlist as it will be displayed to the end-

listid

REQUIR POSSIBLE VALUES ED YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO One of the IDs returned from the service. The default is the associated Text string for the watchlist name that is YES * not already in use by another watchlist. CAN BE NULL, but must have at least "watchlistname=" in the request

Numeric ID that identifies YES the watchlist The list of symbols that will symbollist YES comprise the WatchList The list of Quantity values quantitylist for each of the entries in the NO WatchList. The list of Purchase Price pricelist values for each of the NO entries in the WatchList. The list of Purchase Month monthlist values for each of the NO entries in the WatchList. The list of Purchase Day daylist values for each of the NO entries in the WatchList. The list of Purchase Year yearlist values for each of the NO entries in the WatchList. The list of Commission commissio values for each of the NO nlist entries in the WatchList.

43.3

NOTE: names are not case sensitive A valid ID as returned by the GetWatchlists command list of symbols list of Quantity values. Leave each value as null if not specified. list of Price Values. Leave each value as null if not specified. list of Month Values. Leave each value as null if not specified. list of Day Values. Leave each value as null if not specified. list of Year Values. Leave each value as null if not specified. list of Commission Values. Leave each value as null if not specified.

EditWatchlist Response The response to the EditWatchlist request will be in XML format

General Structure of XML Response © TD Ameritrade Think Tech

269

270


<edit-watchlist-result> <-id rel="nofollow">-id> <edited-atchlist> <symbol-list> <watched-symbol> <security> <symbol> <symbol-with-type-prefix> <description> <position-type> .....


Type

Definitions

String

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. edit-watchlist-list Comple Container for the Result of the EditWatchlist command being x returned -id String edited-watchlist Comple Contains all the fields for the edited watchlist x NOTE: The rest of the fields are exactly the same as contained inside the watchlist tag in the result from the GetWatchLists command name String The name assigned to the given watchlist id Integer Numeric ID that identifies the watchlist symbol-list Comple Container for all the symbols in the watchlist x watched-symbol Comple Container for one symbol in the watchlist x quantity Double Number of units in the position. Field may have up to 3 digits to the right of the decimal point. security Comple Container for detailed information about the security. x © TD Ameritrade Think Tech

EditWatchlist

symbol symbol-with-type-p refix description asset-type

position-type average-price

commission open-date

43.4

Contains symbol. For example, AMTD.

Contains a description of the symbol. For example "TD AMERITRADE HLDG CORP COM" String Type of asset the symbol represents. It is a one character code where: E — Equity or ETF F — Mutual Fund O — Option B — Bond String LONG or SHORT Double Contains the value calculated by dividing the total cost to acquire the position by the number of units in the position. The field may contain up to six digits to the right of the decimal point. Double String Date the "position" was opened

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/EditWatchlist?source=<#sourceID#>&listid=< #ListID#>&symbollist=<#SymbolList#>

Response: OK <edit-watchlist-result> <error> <-id rel="nofollow"> 123456789 -id> <edited-watchlist> Some Other Test 1234567 <symbol-list> <watched-symbol> 100 <security> <symbol>DELL <symbol-with-type-prefix>DELL <description>DELL INC COM E <position-type>LONG 11.11 10

01-11-2008


271

272


<watched-symbol> 2 <security> <symbol>INTC <symbol-with-type-prefix>INTC <description>INTEL CORP COM E <position-type>LONG 12.12 20 02-22-2006 <watched-symbol> 3 <security> <symbol>T <symbol-with-type-prefix>T <description>AT&T INC COM E <position-type>LONG 13.13 30

03-30-2007

43.5

EditWatchlist Errors Possible Errors If one of the numeric parameter lists has a non-numeric value, you will get get the following error, with the given parameter filled in FAIL <error>Invalid value ed in parameter_name request parameter.

if there was an error while trying to perform the save of the watchlist, provided an more explicit error is not returned. FAIL <error>Error creating watchlist. © TD Ameritrade Think Tech

EditWatchlist

273

if the new watchlist name is the same as an existing watchlist. FAIL <error>Error requested watchlist name already in use.

If an invalid listid is specified FAIL <error>Watchlist id not found.

if the listid is not ed FAIL <error>Request did not contain watchlist id.



44

DeleteWatchlist This service provides a way to delete a previously saved WatchList

44.1

DeleteWatchlist Request Request URL https://apis.tdameritrade.com/apps/100/DeleteWatchlist?source=<#sourceID#>&listid=< #ListID#>

Parameters You must specify the listid parameter, as well as the source assigned by TD Ameritrade. © TD Ameritrade Think Tech

274


Other parameters are available

44.2

DeleteWatchlist Parameters The parameters required are the listid and the is the source assigned by TD Ameritrade.

OrderStatus Request Parameters PARAME DESCRIPTION TER source The Application ID of the software client assigned by Ameritrade.

id The ID of the for which data is to be returned listid

44.3

The ID of the previously saved watchlist that is to be deleted

REQUI POSSIBLE VALUES RED YES The value is assigned by TD AMERITRADE to the application developer for the specific application NO One of the IDs returned from the service. The default is the associated YES Any valid ID of a Watchlist saved for the particular

DeleteWatchlist Response The response to the DeleteWatchlist request will be in XML format

General Structure of XML Response <delete-watchlist-result> <error> <-id rel="nofollow">-id> <deleted-watchlist>


Type

Definitions

String

Contains the overall result for the request. OK - indicates the request was successful FAIL - indicates the request was unsuccessful. © TD Ameritrade Think Tech

DeleteWatchlist

delete-watchlist-list Comple x error String -id String deleted-watchlist Comple x name String id Integer

44.4

275

Container for the Result of the DeleteWatchlist command being returned Error string in case of an error Containder for the fields identifying the deleted watchlist The name assigned to the given watchlist Numeric ID that identifies the watchlist

Request/Response Samples Request: https://apis.tdameritrade.com/apps/100/DeleteWatchlist?source=<#sourceID#>&listid=< #ListID#>

Response: OK <delete-watchlist-result> <error> <-id rel="nofollow"> 123456789 -id> <deleted-watchlist> Sample WatchList 1 1234567

44.5

DeleteWatchlist Errors Possible Errors if there was an error while trying to perform the command, provided an more explicit error is not returned. FAIL <error>Error creating watchlist.

If an invalid listid is specified FAIL <error>Watchlist id not found. © TD Ameritrade Think Tech

276


if the listid is not ed FAIL <error>Request did not contain watchlist id.



45

Streaming Data This section provides the API and protocol needed to communicate with the Streamer Server.

Structural Specification The data requests is made in the context of a valid session where the has successfully logged into the TD Ameritrade Trading Platform. The streaming server responds with continuous data in binary format. When the end of each segment is encountered it is followed by the next segment Some data may be compressed. It will be indicated as such in the documentation. When the data is compressed, standard GZIP deflate/inflate is used. The server performs DEFLATE and the client conducts INFLATE. This is the same method used by IE, ASP, Java and other applications and other programming languages. Refer to http://www.gzip.org/zlib/zlib_faq.html for additional information. Refer to Data Type Definitions for all datatypes used in the Streaming Protocol

Request URL All commands to streamer can use either HTTP protocol (port 80) or HTTPS protocol (port 443), and begin with the domain from streamer-url (retrieved from StreamerInfo command). All REQUEST URLs must be URL Encoded. For example: GET

http://ameritrade.streamer.com/command.....


Streaming Data

277

or POST http://ameritrade.streamer.com/ DATA command...../n/n

NOTE: If using a GET, you have a restriction on the URL length If using a POST, you MUST have two newline characters (ascii 10) on the end of the posted data If ACCT_ACTIVITY is one of the streaming requests, then the request MUST BE on a SSL secure connection (HTTPS)

Authentication All commands to the Streamer Server start with the authentication information, such as name, encoded , and other parameters. Data is in key=value pair, delimited by &

PARAMET DESCRIPTION ER !U number - corresponds to "-id" returned from command W encoded - corresponds to "token" returned from StreamerInfo command A=id number - corresponds to "-id" returned from command (same as the !U parameter) token corresponds to "token" returned from StreamerInfo command company corresponds to "company" returned from command segment corresponds to "segment" returned from command cddomain corresponds to "cd-domain-id" returned from StreamerInfo command group corresponds to "group" returned from StreamerInfo command accesslev corresponds to "access-level" returned from StreamerInfo command el authorize corresponds to "authorized" returned from StreamerInfo command d acl Customer's entitlement information - corresponds to "acl" returned from StreamerInfo command timestamp Application server generated timestamp - corresponds to "timestamp" returned from StreamerInfo command appid Application Server ID - corresponds to "app-id" returned from StreamerInfo command

Request Sections Requests for multiple types of data have to be submitted in one URL. The different data requests are separated by the "|" (bar) character. For the detailed description, refer to the Request Format section


278


FIRST REQUEST The first streaming data request for an application needs to have MONOPOLIZE request in it.

Request Sample The following is a sample for constructing generic request that just has the authentication info, but no actual data requests: "!U=" + _number + "&W=" + StreamingToken + "&A=id=" + _number + "&token=" + StreamingToken + "&company=" + company + "&segment=" + segment + "&cddomain=" + cddomain + "&group=" + group + "&accesslevel=" + accesslevel + "&authorized=" + authorized + "&acl=" + acl + "&timestamp=" + timestamp + "&appid=" + appId + "|"

URL Result (NOT URL Encoded) http://ameritrade02.streamer.com/!U=123456789&W =b3cb690339ba220bde92c9f42e4e75bbaf5615db&A=id=123456789&token =b3cb690339ba220bde92c9f42e4e75bbaf5615db&company=AMER&segment=UAMER& cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl =ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp =1143132528988&appid=testapp1|

URL Result (URL Encoded) http://ameritrade02.streamer.com/!U%3D123456789%26W %3Db3cb690339ba220bde92c9f42e4e75bbaf5615db%26A%3Did%3D123456789 %26token%3Db3cb690339ba220bde92c9f42e4e75bbaf5615db%26company %3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26 group%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl %3DADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp %3D1143132528988%26appid%3Dtestapp1|

45.1

Debugging A useful practice during the development cycle is to compare the URL generated by your application software to one generated by a program that is already known to work. The simplest way to do that is to look at the log files generated by the TESTDLL sample app that is included with the DLL/ActiveX components.

45.2

Programming Tips

Java Developers -

Use the DataInputStream, and the GetUTF, GetByte, GetInt, GetShort, etc. functions to decode data. Strings are captured automatically: the length, and then the string as UTF characters.

.NET Developers -

All numeric values must be loaded and reversed as they are read from the response stream. ("big-endian" to "little-endian"). For example, GetBytes(4) to get values: 00 00 00 04, save the bytes into an array, reverse the array © TD Ameritrade Think Tech

Streaming Data

279

(Array.Reverse(myArray)), and then use BitConverter class to convert the array into an Int32 value -- in this case, 4. Strings are handled like above: bytes (a byte array) = binaryStream.GetBytes(2) -> Array.Reverse(bytes) -> int len = BitConverter.GetInt16 (bytes, 0). To load the string, convert the characters using System.Text.Encoding.ASCII.GetString(bytes, len). Float values: grab the 4 bytes, reverse them, and use BitConverter's GetSingle function

45.3

Data Type Definitions

KEYWORD DESCRIPTION

SIZE/FORMAT

Integers Byte

Byte-length integer

8-bit two's complement

Short

Short integer


Int

Integer


Long

Long integer


Real numbers Float

Single-precision floating point

32-bit IEEE 754

Double

Double-precision floating point

64-bit IEEE 754

Other types

45.4

Char

A single character

16-bit Unicode character

Boolean

A Boolean value (true or false)

true or false, appears in the datastream as an 8-bit byte, where 0 is FALSE and any other value is TRUE.

Service IDs The following table lists the services available from Streamer Server. Service Name is sent in the request to Streamer Server, while SID (Streaming ID) is used to identify response data. There are two types of connections to the Streamer Server, Snapshot and Streaming. Some of the services snapshot, some streaming, and others both.


280


Streaming Services SID = Streaming ID S = Streaming N = Snapshot SERVICE NAME SI D

COMMAND

S/ N

DESCRIPTION

QUOTE

1

QUOTE

S, N

Level I quotes (EQUITIES)

TIMESALE

5

TIMESALE

S

Last sale quotes

RESPONSE

10 n/a (response)

N

General response

AUTHORIZER

16 AUTHORIZER

N

Entitlement

OPTION

18 OPTION

S

level 1 quotes (OPTIONS)

ACTIVES_ISLA ND

14 ACTIVES_ISLA ND

S

INET actives (deprecated)

ACTIVES_NYSE 23 ACTIVES_NYS E

S

NYSE actives

ACTIVES_NAS DAQ

25 ACTIVES_NAS DAQ

S

NASDAQ actives

ACTIVES_OTC BB

26 ACTIVES_OTC BB

S

OTCBB actives

NEWS

27 NEWS

S

News

NEWS_HISTOR 28 n/a Y

N

Historical news for the day

OPTION_LOOK 33 n/a UP

N

Option symbol lookup

ACTIVES_OPTI 35 ACTIVES_OPTI S ONS ONS

Options actives

ADAP_NASDAQ 62 ADAP_NASDAQ S

NASDAQ aggregated data

NYSE_BOOK

81 NYSE_BOOK

S, N

NYSE level 2 book

NYSE_CHART

82 NYSE_CHART

S, N

NASDAQ chart

NASDAQ_CHA RT

83 NASDAQ_CHA RT

S, N

NYSE chart

INDEX_CHART

85 INDEX_CHART

S, N

Indices chart

OPRA_BOOK

84 OPRA

S

Options level 2 book

TOTAL_VIEW

87 TOTAL_VIEW

S

NASDAQ TotalView and Level II data


Streaming Data

SERVICE NAME SI D ACCT_ACTIVIT Y

COMMAND

90 ACCT_ACTIVIT S Y

STREAMER_SE 10 n/a (response) RVER 0

45.5

S/ N

S, N

281

DESCRIPTION Activity Notifications Streamer response

Request Format Request Format S = Service Name (QUOTE, LEVELII, OPTION etc…) C = GET (snapshot) or SUBS (streaming) P = Parameters (optional) T = Field #'s (optional) Multiple commands are delimited by "|". Example: S=QUOTE&C=SUBS&P=DELL+AMTD&T= 0+1+2+3+8+10+11+12+13+15+16+19+20

IMPORTANT: There can only be ONE streaming URL request at a time. Requests for multiple types of data, and thus multiple sections, have to be submitted in one URL. For example if you want to request quotes on DELL and some Indices as well as NASDAQ Level II for DELL, you would request S=QUOTE&C=SUBS&P=DELL+$SPX.X+$INX+$INDU&T=0+1+2+3+8+10+11+12+13+15 +16+19+20|S=TOTAL_VIEW&C=SUBS&P=DELL>L2&T=0+1+2+3| If you have one streaming request and submit make another request, the first request will be terminated.

NOTE: symbol formats for some symbols are different for streaming data vs snapshot and what is entered by the on the web site. For example, streaming servers would expect BRK/A, while the snapsnot quote servers would expect BRK.A. The application should always accept the symbol in the "Snapshot" format and convert for streaming as needed, since that is what the end- would enter on the TD AMERITRADE web site. Here are some sample conversions: Entered Symbol => Actual Symbol submitted to stream server BRK.A => BRK/A (class A - can be other than A) MET-B => METpB (preferred with lower case p. Can be other than B) AXG+ => AXG/WS (warrants - always /WS suffix instead of the + on the end) QGP+A=>QGP/WS/A (warrants with a Class) PFL^=>PFLr (Rights)


282


NOTE: OPTIONS SYMBOL FORMAT: PRIOR TO FEB 05, 2010 +ABCDE => ABC.DE (option) - last 2 characters of the option symbol go after the period. So, +CIQ => C.IQ AFTER FEB 12, 2010 AMTD_092209P12.5 gets submitted unchanged, but end should NEVER see this symbol. Option Description should always be shown to the .

45.6

Response Format Streamer response returns in bytes. All streaming responses begin with the following fields:

Common Streaming Response Header FIELD

TYPE

VALUE


Header ID

Byte

S

1

Streaming

Message length

Short

2

Streaming ID Length

SID

Short

2

ID from Server IDs list identifying the response content

DESCRIPTION

Snapshot responses begin with the following fields:

Snapshot Response FIELD

TYPE

VALUE


Header ID

Byte

N

1

Snapshot

Snapshot ID length

Short

2

next string length

Snapshot ID

Strin g

Payload Length

Int

Payload

Byte[]

Delimiter

Byte

0xFF

1

Last field

Ending Delim

Byte

0x0A

1

Ending delimiter for this data stream

DESCRIPTION

Snapshot ID - usually ASCI version of the Streamable ID (SID) 4

Payload length The actual data (Starting with SID)

Heartbeat/Timestamp responses begin with the following fields:


Streaming Data

283

Heartbeat Response

45.7

FIELD

TYPE

LENGTH (8 BIT VALUE BYTES)

Header ID

Byte

H

1

Heartbeat

Sub Type

Byte

T or H

1

T indicates next field is time; H indicates no time value is given

Timestamp

Long

8


DESCRIPTION

MONOPOLIZE The MONOPOLIZE server ID is used to identify a new streaming connection client. Other client applications connected with the same will be notified to disconnect. This allows for proper notification to disconnect for the other applications, instead of them just getting the connections terminated. The monopolize request should be attached to the first streaming connection made by an application. It should NOT be sent with every streaming request. Just the first one.

45.7.1 Request

Parameters S = QUOTE C = MONOPOLIZE

Request Example !U=123456789&W=104256ff2f0aa06195fdc225908c05b34450703b&A=id=123456789 &token=104256ff2f0aa06195fdc225908c05b34450703b&company=AMER&segment=UAME R&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl =ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143663111397&a ppid=testapp1|S=QUOTE&C=MONOPOLIZE

Request Example (URL Encoded) !U%3D123456789%26W%3D104256ff2f0aa06195fdc225908c05b34450703b%26A%3Dus erid%3D123456789%26token%3D104256ff2f0aa06195fdc225908c05b34450703b%26co mpany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26 group%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRESG KIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143663111397%26appid% 3Dtestapp1%7CS%3DQUOTE%26C%3DMONOPOLIZE


284


Request Example with a Level I request !U=123456789&W=104256ff2f0aa06195fdc225908c05b34450703b&A=id=123456789 &token=104256ff2f0aa06195fdc225908c05b34450703b&company=AMER&segment=UAME R&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl =ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143663111397&a ppid=testapp1|S=QUOTE&C=MONOPOLIZE| S=QUOTE&C=SUBS&P=DELL+$SPX.X+$INX+$INDU&T=0+1+2+3+8+10+11+12+13+15 +16+19+20

45.7.2 Response MONOPOLIZE Response will be a STREAMER SERVER message with MONOPOLIZE_ACK return code

45.8

Activity The ACCT_ACTIVITY server ID is used to request streaming updates for one or more s associated with the logged in ID. Common usage would involve issuing the OrderStatus request to get all transactions for an , and subscribing to ACCT_ACTIVITY to get any updates.The messages returned for the ACCT_ACTIVITY subscription may not contain all the fields that you may be interested in for a transaction. Upon receipt of such a message, you may want to issue another OrderStatus request for the specific orderid referenced in the message in order to get the full update. In order to subscribe to ACCT_ACTIVITY, you must first request a MessageKey for the s that you wish to get the updates on. NOTE: If ACCT_ACTIVITY is one of the streaming requests, then the request MUST BE on a SSL secure connection (HTTPS)

45.8.1 Request

Parameters S = ACCT_ACTIVITY C = SUBS P = Token returned from the MessageKey command T = 0+1+2+3

Request Example !U=#chen5582&W=acd04d27e1ebe685fc3a3d4286103fcdebefa589&A=id=123456789 &token=acd04d27e1ebe685fc3a3d4286103fcdebefa589&company=AMER&segment=UAME R&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl =ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143136132906&a ppid=testapp1| S=ACCT_ACTIVITY&C=SUBS&P=adfl457kg2342s9045U&T=0+1+2+3

Request Example (URL Encoded) !U%3D%23chen5582%26W%3Dacd04d27e1ebe685fc3a3d4286103fcdebefa589%26A%3D


Streaming Data

285

id%3D123456789%26token%3Dacd04d27e1ebe685fc3a3d4286103fcdebefa589%26c ompany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26use rgroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRES GKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143136132906%26appid %3Dtestapp1%7CS%3DACCT_ACTIVITY&C%26C%3DSUBS%26P%3D adfl457kg2342s9045U%26T%3D0%2B1%2B2%2B3

NOTE: If ACCT_ACTIVITY is one of the streaming requests, then the request MUST BE on a SSL secure connection (HTTPS) All 4 field numbers should be requested

ACCT_ACTIVITY Request Fields FIELD NAME

COLUMN NUMBER

DATA TYPE

DESCRIPTION

SUBSCRIPTION KEY

0

String

#

1

String

# that the message is for

MESSAGE TYPE

2

String

XML Document Tag name describing the message

MESSAGE DATA

3

String

XML Message data

45.8.2 Response

Activity Response FIELD

TYPE

VALUE


Header ID

Byte

S

1

Streaming

Message Length

Short

2

Message length

SID

Short 0x005A 2

SID for Activity

Column #

Byte

1

Field ID for Subscription Key

Subscription Key length

Short

2

Length of Subscription Key string

Subscription Key

Strin g

Column #

Byte

# Length

Short


0x00

Subscription Key value 0x01

1

Field ID for #

2

Length of the #

286


VALUE


FIELD

TYPE

#

Strin g

Column #

Byte

Message Type Length

Short

Message Type

Strin g

Column #

Byte

Message Data Length

Short

Core Message Data

Strin g

Delimiter

Byte

0xFF

1

Last field

Ending Delim

Byte

0x0A

1


# Value 0x02

1

Field ID for Message Type

2

Length of the Message Type String Message Type Value (Refer to table below)

0x03

1

Field ID for XML Message Data

2

Length of the XML Message Data The core data for the message. Either XML Message data describing update, NULL in some cases, or plain text in case of ERROR

Message Type - Possible values MESSAGE TYPE

DESCRIPTION

SUBSCRIBED

First message returned when a subscription for ACCT_ACTIVITY is returned. NOTE: NO XML DATA will be returned with this message type

ERROR

Indicates some sort of error. NOTE: For this message type, the core data would contain error type. It will NOT be XML. Currently, possible values are: INVALID_KEY - If the Message Key used in the subscription is invalid EXPIRED_KEY - If the key is more than 24 hours old at the time of subscription (can also happen overnight). You need to get a new Key from the MessageKey Command SYSTEM_ERROR - Some internal server error

BrokenTrade

After an order was filled, the trade is reversed or "Broken" and the order is changed to Canceled.

ManualExecution

The order is manually entered (and filled) by the broker. Usually due to some system issue.

OrderActivation

A Stop order has been Activated


Streaming Data

MESSAGE TYPE

287

DESCRIPTION

OrderCancelReplaceRequest A request to modify an order (Cancel/Replace) has been received (You will also get a UROUT for the original order) OrderCancelRequest

A request to cancel an order has been received

OrderEntryRequest

A new order has been submitted

OrderFill

An order has been completely filled

OrderPartialFill

An order has been partial filled

OrderRejection

An order was rejected

TooLateToCancel

A request to cancel an order has been received but the order cannot be canceled either because it was already canceled, filled, or for some other reason

UROUT

Indicates "You Are Out" - that the order has been canceled

45.8.3 XML Messages

NOTE:

The response messages are in XML format and contain some fields that may not be relevant. We are only documenting the fields that are relevant. Any other fields should be ignored during processing. Majority portion of the XML message will be the same regardless of the message type. The extra fields that will differ for each message type are documented explicitly at the end of the XML structure

General Structure of XML Response <SubType> <Security> <Symbol> <SecurityType> <SecurityCategory>


288


<ShortDescription> <SymbolUnderlying> <SpecialInstructions> <Solicited> <MarketCode>

General Activity XML Message Response Fields XML Attribute Name *Message

OrderGroupID Firm Branch ClientKey Key SubType

ActivityTimestamp Order OrderKey

Type

Definitions

Compl The main container will be named the same as the Message ex Type, followed by "Message". For example OrderCancelReplaceRequestMessage Compl ex Integer Internal Integer Internal String Internal String # of the in which the order is in String One of the following values: Cash Margin Income Short DVP/RVP Dividend String Compl ex String The Order Number of the order for which the activity message is sent


Streaming Data

289

Security

Compl ex CUSIP String Symbol String SecurityType String One of the following values: Common Stock Preferred Stock Convertible Preferred Stock Rights Warrant Mutual Fund Call Option Put Option Bank Call Option (Other values are also possible) String One of the following values: SecurityCategory Equity Option Hybrid Rights Warrant Mutual Fund Fixed Income Commercial Paper Other String Description of the Symbol. Particularly important for option ShortDescription symbols String If the symbol is an option, then this field is the underlying SymbolUnderlying symbol for that option OrderPricing Compl ex Last Float Ask Float Bid Float Limit Float Only returned for orders where LIMIT price is relevant Method String The Method for Trailing Stop orders: Points or Percent Amount Float The amount used for Trailing Stop. If trails 2%, it would be 2. OrderType String One of the following values: MarketLimit Stop Stop Limit On Close Trailing Stop Excercised OrderDuration

String Day Good Till Date Good Till Cancel Good Till Night Fill Or Kill Immediate Or Cancel End Of Month End Of Week Market At Open Next End Of Month NOTE: Refer to MarketCode as well. OrderDuration and MarketCode together translate to the usually entered expiration values

OrderEnteredDateTi String me OrderInstructions OriginalQuantity © TD Ameritrade Think Tech

Buy Sell String Short ExemptBuy To Cover Exchange Exercise Float

Short

290


Compl Container for various special instructions flags ex AllOrNone Integer Value will either be 1, or the tag will not be returned String Value will either be "Do Not Reduce", or tag will not be DoNotReduceIncrea returned seFlag NotHeld Integer Value will either be 1, or the tag will not be returned TryToStop Integer Value will either be 1, or the tag will not be returned Discretionary Integer Internal OrderSource String Internal Solicited Boolea Internal n MarketCode String Normal Seamless Extended PreSession German SpecialInstructions

NOTE: Seamless refers to DAY+Ext and GTC+Ext AM orders will be OrderDuration=DAY, MarketCode= PreSession PM orders will be OrderDuration=GTC, MarketCode= Extended Capacity String Internal GoodTilDate String Expiration date of the order ActivationPrice Float The price at which the order was activated Only returned for Message Type: OrderActivation The date/time when the order was last updated LastUpdated String Only returned for Message Type: OrderCancelReplaceRequest, OrderEntryRequest OriginalOrderId Integer The Order ID of the original order being replaced. Only returned for Message Type: OrderCancelReplaceRequest The Quantity of the order that being canceled. PendingCancelQua Float Only returned for Message Type: ntity OrderCancelReplaceRequest, OrderCancelRequest CancelledQuantity Float The Quantity of the order that was canceled. Only returned for Message Type: UROUT RejectCode Integer The code indicating why the order was rejected Only returned for Message Type: OrderRejection RejectReason String Plain text reason why the order was rejected Only returned for Message Type: OrderRejection ReportedBy String The ID of the person reporting the order rejection Only returned for Message Type: OrderRejection RemainingQuantity Float The size of the order that remains to be filled Only returned for Message Type: OrderPartialFill OrderCompletionCo String Description of completion. For example: Normal Completion de Only returned for Message Type: OrderFill and TooLateToCancel © TD Ameritrade Think Tech

Streaming Data

Charges

Compl ex Charge Compl ex Type String Float Amount OrderAssociation Compl ex Type Compl AssociatedOrders ex

291

Container for multiple "Charge" entries Container for a single Charge entry The description of the type of charge The amount of the chart Container for fields describing relationship of multiple legs of a Complex Option order Complex - for Complex Options Container for Associated order description fields Order ID of the associated Order (child order)

OrderKey Parent, Child, Other Leg, Contingent, Enhanced, Cancel Other Spread Straddle Strangle Buy-Writes Combo Exercise Swap OCA Vertical Back Ratio Calendar Diagonal Butterfly Condor Iron Condor Vertical Roll Covered Stock Collar With Stock Collar Synthetic Double Diagonal Custom CreditOrDebit Credit or Debit All subsequent tags are inside the ExecutionInformation container ExecutionInformatio Compl Container for the Execution information n ex All subsequent tags are inside this container only returned for Message Types: OrderPartialFill and OrderFill Type String Bought Sold Sold Short Sold Short Exempt Buy To CoverExchange Exercised Timestamp String Quantity Float Relationship ComplexOrderType

ExecutionPrice

Float

Boolea true/false - Indicates if the price represents an average price AveragePriceIndicat n of multiple fills or LeavesQuantity ID © TD Ameritrade Think Tech

Float

The size of the order that remains to be filled

String Execution ID

292


45.8.4 Sample Response In the following sample, data is shown in mixed format. Bytes represented in alpha are shown as alphabetic characters. The {XX} represents non-alpha data where XX is the hex value of the byte. DATA

TYPE

DESCRIPTION

S

1 byte

Identifies a streaming record

{05}{CD}

2 bytes

Length of message through delimiter

{00}{5A}

2 bytes

{00}{5A} indicates ACCT_ACTIVITY

{00}

1 byte

FieldID: Message Key

{00}{41} 2 bytes a19351dd6c64a4e786376b435 842a06fb889ae091e1c7863428 b66385ced04e3f variable

Message Key length (65)

{01}

1 byte

FieldID: #

{00}{09}

1 bytes

# length (9)

150340610

variable

# value (150340610)

{02}

1 byte

FieldID: Message Type

{00}{11}

2 bytes

Message Type Length (17(

OrderEntryRequest

variable

Message Type (OrderEntryRequest)

{03}

1 byte

FieldID: XML Message

{05}{64}

2 bytes

XML Message Length (1380)

XML Data String (not shown)

variable XML Message - 1380 bytes. Not shown for clarity

{FF}

1 byte

FieldID: final field

{0A}

1 byte

End of record

Message Key Value

The following is the XML Message Returned 111 111 123456789 150340610 <SubType>Margin A000000001234567 2008-03-28T14:12:06Z
Streaming Data

293

="EquityOrderT"> 2148111147 <Security> 458140100 <Symbol>INTC <SecurityType>Common Stock <SecurityCategory>Equity 21.33000 21.34000 21.33000 21.09000 Limit Day 2008-03-28T14:11:42Z Buy 150.000 <SpecialInstructions> 0 Web <Solicited>false <MarketCode>Seamless Agency Commission 8.000 SEC Fee 0.000 2008-03-28T14:12:06Z

45.9

Level I Quote The QUOTE server ID is used to request Level I quotes on stocks, indices and mutual funds. For options, you would use the OPTION Service ID

45.9.1 Request

Parameters S = QUOTE C = SUBS or GET P = symbol+symbol+symbol….. T = fieldNum+fieldNum+…. © TD Ameritrade Think Tech

294


Request Example !U=#chen5582&W=acd04d27e1ebe685fc3a3d4286103fcdebefa589&A=id=123456789 &token=acd04d27e1ebe685fc3a3d4286103fcdebefa589&company=AMER&segment=UAME R&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl =ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143136132906&a ppid=testapp1| S=QUOTE&C=SUBS&P=DELL+$SPX.X+$INX+$INDU&T=0+1+2+3+8+10+11+12 +13+15+16+20

Request Example (URL Encoded) !U%3D%23chen5582%26W%3Dacd04d27e1ebe685fc3a3d4286103fcdebefa589%26A%3D id%3D123456789%26token%3Dacd04d27e1ebe685fc3a3d4286103fcdebefa589%26c ompany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26use rgroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRES GKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143136132906%26appid %3Dtestapp1%7CS%3DQUOTE%26C%3DSUBS%26P%3DDELL%2B%24SPX.X%2B %24INX%2B%24INDU%26T%3D0%2B1%2B2%2B3%2B8%2B10%2B11%2B12%2B 13%2B15%2B16%2B20

Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not returned.

IMPORTANT: There can only be ONE streaming URL request at a time. Requests for multiple types of data, and thus multiple sections, have to be submitted in one URL.

Level I Quote Request Fields FIELD NAME

COLUMN NUMBER

DATA TYPE

SYMBOL

0

String

BID

1

Float

ASK

2

Float

LAST

3

Float

BIDSIZE

4

Int

ASKSIZE

5

Int

BIDID

6

Char

ASKID

7

Char

VOLUME

8

Long

LASTSIZE

9

Int

TRADETIME

10

Int

DESCRIPTION

# of seconds since midnight, eastern time


Streaming Data

295

FIELD NAME

COLUMN NUMBER

DATA TYPE

DESCRIPTION

QUOTETIME

11

Int

# of seconds since midnight, eastern time

HIGH

12

Float

LOW

13

Float

TICK

14

Char

CLOSE

15

Float

EXCHANGE

16

Char

MARGINABLE

17

Boolea n

SHORTABLE

18

Boolea n

QUOTEDATE

22

Int

# of days sine 1/1/1970

TRADEDATE

23

Int

# of days sine 1/1/1970

VOLATILITY

24

Float

DESCRIPTION

25

String

TRADE_ID

26

Char

DIGITS

27

Int

OPEN

28

Float

CHANGE

29

Float

WEEK_HIGH_52

30

Float

WEEK_LOW_52

31

Float

P_E_RATIO

32

Float

DIVIDEND_AMT

33

Float

DIVIDEND_YIELD

34

Float

NAV

37

Float

FUND

38

Float

EXCHANGE_NAME

39

String

DIVIDEND_DATE

40

String

max # of digits to display after the decimal

The following will be available soon. Currently only in the GET request LAST_MARKET_HOURS 41

Float

LASTSIZE_MARKET_H OURS

Int


42

296


FIELD NAME

COLUMN NUMBER

DATA TYPE

TRADEDATE_MARKET_ 43 HOURS

Int

TRADETIME_MARKET_ 44 HOURS

Int

CHANGE_MARKET_HO 45 URS

Float

IS_REGULAR_MARKET 46 _QUOTE

Boolea n

IS_REGULAR_MARKET 47 _TRADE

Boolea n

DESCRIPTION

45.9.2 Response

Level I STREAMING Quote Response FIELD

TYPE

VALUE


Header ID

Byte

S

1

Streaming

Message Length

Short

2

Message length

SID

Short

0x0012

2

SID for QUOTE

Column #

Byte

0x00

1

Symbol Column always returned

Symbol length

Short

2

Length of symbol string

Symbol

String

Symbol

DESCRIPTION

Symbol value

REPEATING DATA

Column #

Byte

0x01 – 0x28

Column Value

Depend depend s s

1

Next field as defined in the Level I Quote Request Depends on column #, string response fields will be preceded with a ‘short’ length field (2 bytes) indicating the length of the string that follows

REPEATS UNTIL DELIMITER IS ENCOUNTERED

Delimiter

Byte

0xFF

1

Last field

Ending Delim

Byte

0x0A

1



Streaming Data

297

Level I SNAPSHOT Quote Response Refer to SNAPSHOT RESPONSE FORMAT for the core format for the response. The PAYLOAD is documented in the table below

FIELD

TYPE

VALUE


DESCRIPTION

REPEATING BLOCK OF DATA FOR EACH SYMBOL - Blocks separated by semicolon delimiter

SID

Short

0x0012

2

SID for QUOTE

Column #

Byte

0x00

1

Symbol Column always returned

Symbol length

Short

2


Symbol

String

Symbol

Symbol value

REPEATING DATA

Column #

Byte

0x01 – 0x28

Column Value

Depend depend s s

1

Next field as defined in the Level I Quote Request Depends on column #, string response fields will be preceded with a ‘short’ length field (2 bytes) indicating the length of the string that follows

REPEATS FIELD DATA UNTIL DELIMITER IS ENCOUNTERED

Delimiter

Byte

0x3B

1

Semicolon - separator between symbols

45.9.3 Sample Response In the following sample, data is shown in mixed format. Bytes represented in alpha are shown as alphabetic characters. The {XX} represents non-alpha data where XX is the hex value of the byte. DATA

TYPE

DESCRIPTION

{'H' 'T'}

2 bytes

HEARTBEAT

{00 00 01 0c c5 5b 00 9a}

8 bytes

timestamp

'N'

1 byte

SNAPSHOT

{00 03}

2 bytes

next field length

'100'

variable

next field value (STREAMER_SERVER_ID)

{00 00 00 0e}

4 bytes

message length

{00 0a}

2 bytes

SID (RESPONSE)


298


{00}

1 byte

field #1 (Service ID)

{00 64}

2 bytes

value

{01}

1 byte

field #2 (Return code)

{00 12}

2 bytes

value (STREAMER_SERVER_ID)

{02}

1 byte

field #3 (Description)

{00 03}

2 bytes

length of following field

'118'

variable

value

S

1 byte

Identifies a streaming record

{00}{62}

2 bytes

Length of message through delimiter

{00}{01}

2 bytes

{00}{01} indicates L1 quote

{00}

1 byte

FieldID: symbol

{00}{04}

2 bytes

symbol length

MSFT

variable

symbol value

{01}

1 byte

FieldID: Bid

{41}{BB}{EB}{85}

4 bytes

float (23.49)

{02}

1 byte

FieldID: Ask

{41}{BC}{00}{00}

4 bytes

float (23.5)

{03}

1 byte

FieldID: Last

{41}{BC}{00}{00}

4 bytes

float (23.5)

{04}

1 byte

FieldID: Bid Size

{00}{00}{00}{48}

4 bytes

integer (72)

{05}

1 byte

FieldID: Ask Size

{00}{00}{02}{49}

4 bytes

integer (585)

{06}

1 byte

FieldID: Bid exchange

{00}{51}

2 bytes

the exchange

{07}

1 byte

FieldID: Ask exchange

{00}{51}

2 bytes

the exchange

{08} 1 byte {00}{00}{00}{00}{02}{0C}{4C}{0 9} 8 bytes

FieldID: Volume

{09}

1 byte

FieldID: Last Volume

{00}{00}{00}{03}

4 bytes

integer (3)

{0B}

1 byte

FieldID: Timestamp

{00}{00}{C2}{75}

4 bytes

# of seconds since midnight (49781 or 1:49:41 pm)

{0C}

1 byte

FieldID: High

{41}{BD}{33}{33}

4 byte

float (23.65)

{0D}

1 byte

FieldID: Low

{41}{BB}{0A}{A6}

4 byte

float (23.3802)

long integer (34360329)


Streaming Data

{0E}

1 byte

FieldID: Bid Tick

{00}{44}

2 bytes

D - down

{0F}

1 byte

FieldID: prev close

{41}{BB}{C2}{F8}

4 bytes

float (23.4702)

{19}

1 byte

FieldID: Company Name

{00}{12} 2 bytes MICROSOFT{20}CORP{20}CO M variable

length of string (18)

{FF}

1 byte

FieldID: final field

{0A}

1 byte

End of record

299

the company name string

45.10 OPTION Quote The QUOTE server ID is used to request Level I quotes on Options

45.10.1 Request

Parameters S = OPTION C = SUBS P = symbol+symbol+symbol….. T = fieldNum+fieldNum+….

Request Example NOTE: Option symbols change based on time. Do not use the symbols in this example for testing application software. Use current symbols for testing. !U=123456789&W=104256ff2f0aa06195fdc225908c05b34450703b&A=id=123456789 &token=104256ff2f0aa06195fdc225908c05b34450703b&company=AMER&segment=UAME R&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl =ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143663111397&a ppid=testapp1|S=OPTION&C=SUBS&P=AMTD_092209P12.5+QQQQ _092210P30+SPY_032110P80&T=0+1+2+3+4+5+6+7+8+11+12+16+17+28

Request Example (URL Encoded) !U%3D123456789%26W%3D104256ff2f0aa06195fdc225908c05b34450703b%26A%3Dus erid%3D123456789%26token%3D104256ff2f0aa06195fdc225908c05b34450703b%26co mpany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26 group%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRESG KIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143663111397%26appid% 3Dtestapp1%7CS%3DOPTION%26C%3DSUBS%26P%3DAMTD_092209P12.5%2B QQQQ_092210P30%2BSPY_032110P80%26T%3D0%2B1%2B2%2B3%2B4%2B5 %2B6%2B7%2B8%2B11%2B12%2B16%2B17%2B28

Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not © TD Ameritrade Think Tech

300


returned.

Level I OPTION Request Fields FIELD

VALUE TYPE

SYMBOL

0

String

CONTRACT

1

String

BID

2

Float

ASK

3

Float

LAST

4

Float

HIGH

5

Float

LOW

6

Float

CLOSE

7

Float

VOLUME

8

Long

DESCRIPTION

Description of the option

OPEN_INTERE 9 ST

Int

VOLATILITY

10

Float

QUOTETIME

11

Int

TRADETIME

12

Int

IN_THE_MON EY

13

Float

QUOTEDATE

14

Int

TRADEDATE

15

Int

YEAR

16

Int

MULTIPLIER

17

Float

OPEN

19

Float

BIDSIZE

20

Int

ASKSIZE

21

Int

LASTSIZE

22

Int

CHANGE

23

Float

STRIKE

24

Float

CONTRACT_T 25 YPE

Char

C or P (NOTE: 2 bytes - Unicode) - NOT USED ANYMORE

UNDERLYING

String

Underlying Symbol. NOTE: be careful with Index options, you'll get SPX instead of $SPX.X, for example

26


Streaming Data

FIELD

VALUE TYPE

MONTH

27

Int

NOTE

28

String

TIMEVALUE

29

Float

DAYS_TO_EX P

31

Int

DELTA_INDEX 32

Float

GAMMA_INDE 33 X

Float

THETA_INDEX 34

Float

VEGA_INDEX

35

Float

RHO_INDEX

36

Float

301

DESCRIPTION

Contains description of the DELIVERABLES for nonstandard options. Standard options will not have this field returned

Days To Expiration

45.10.2 Response Level I OPTION Response format is exactly the same Level I (QUOTE) Response for stocks.

45.10.3 Sample Response Level I OPTION Sample Response format is exactly the same Level I (QUOTE) Sample Response for stocks, except different field IDs will be returned

45.11 Time & Sales The TIMESALE server ID is used to request Time & Sales data for all ed symbols

45.11.1 Request

Parameters S = TIMESALE C = SUBS P = symbol+symbol+symbol….. T = fieldNum+fieldNum+…. Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not returned.

Time & Sale Request Fields FIELD


VALUE

TYPE

302


SYMBOL

0

String

TIME

1

Int

PRICE

2

Float

VOLUME

3

Long

SEQUENCE

4

Int

UPDATED

5

Int

Request Example !U=#chen5582&W=3b2fcefd18b9913d2987d19e811c20251bf87eb4&A=id=12345678 9&token=3b2fcefd18b9913d2987d19e811c20251bf87eb4&company=AMER&segment=UA MER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y& acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143564221288 &appid=testapp1|S=TIMESALE&C=SUBS&P=DELL+AMTD&T=0+1+2+3+4

Request Example (URL Encoded) !U%3D%23chen5582%26W%3D3b2fcefd18b9913d2987d19e811c20251bf87eb4%26A%3 Did%3D123456789%26token%3D3b2fcefd18b9913d2987d19e811c20251bf87eb4%2 6company%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26 group%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DR ESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143564221288%26appi d%3Dtestapp1%7CS%3DTIMESALE%26C%3DSUBS%26P%3DDELL%2BAMTD%26T %3D0%2B1%2B2%2B3%2B4

45.11.2 Response

Time & Sales Response

FIELD

TYPE

Header ID Message Length SID Column # Symbol length Symbol Column #

Byte S Short

Column Value

VALUE

LENGT H (8 BIT BYTES ) DESCRIPTION

1 2

Streaming Message Length

Short 0x0005 2 Byte 0x00 1 Short 2

SID for TIMESALE Symbol Column always returned Length of symbol string

String Symbol Byte 0x01 – 1 0x05 Depen depends ds

Symbol value Next field as defined in the Time & Sales Request Depending on column #, string response fields will be preceded with a ‘short’ length field (two bytes) indicating the length of the string that follows © TD Ameritrade Think Tech

Streaming Data

FIELD

TYPE

Repeat….. Delimiter Byte Ending Byte Delim

VALUE

0xFF 0x0A

303

LENGT H (8 BIT BYTES ) DESCRIPTION

1 1

Repeat Column # and Column Value Last field Ending delimiter for this data stream

Repeat column # and column value of the fields subscribed.

45.12 Level II - OPRA, NYSE_BOOK For OPTIONS market depth, use OPRA Service ID. For NYSE and AMEX symbols, use NYSE_BOOK. 45.12.1 Request

Parameters S = OPRA, NYSE_BOOK C = SUBS P = symbol+symbol+symbol….. T = fieldNum+fieldNum+…. Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not returned.

Level II Quote Request Fields FIELD

VALUE

TYPE

SYMBOL

0

String

TIME

1

Int

Data

2

Short, Byte[]

Request Example - NYSE_BOOK !U=123456789&W=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&A=id=123456789& token=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&company=AMER&segment=UAMER& cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl=A DAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143580609994&appi d=testapp1|S=NYSE_BOOK&C=SUBS&P=IBM&T=0+1

Request Example (URL Encoded) - NYSE_BOOK !U%3D123456789%26W%3Decdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9%26A%3D id%3D123456789%26token%3Decdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9%26compa


304


ny%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26grou p%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRESGKIP MAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143580609994%26appid%3Dt estapp1%7CS%3DNYSE_BOOK%26C%3DSUBS%26P%3DIBM%26T%3D0%2B1

Request Example - OPTIONS !U=123456789&W=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&A=id=123456789& token=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&company=AMER&segment=UAMER& cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl=A DAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143580609994&appi d=testapp1|S=OPRA&C=SUBS&P=AMTD_092209P12.5&T=0+1

Request Example (URL Encoded) - OPTIONS !U%3D123456789%26W%3Decdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9%26A%3D id%3D123456789%26token%3Decdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9%26compa ny%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26grou p%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRESGKIP MAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143580609994%26appid%3Dt estapp1%7CS%3DOPRA%26C%3DSUBS%26P%3DAMTD_092209P12.5%26T%3D0 %2B1

45.12.2 Response

Level II Response (with compressed data) FIELD

TYPE

VALUE


Header ID

Byte

S

1

Streaming

Message Length

Short

2

Message length

SID

Short

0x0051 0x0054

2

NYSE Level II Book (NYSE_BOOK) Options Level II Book (OPRA)

Column #

Byte

0x00

1

SYMBOL Field ID - Symbol Column always returned

Symbol length

Short

2


Symbol

String Symbol

Column #

Byte

Column Value

Int

Column #

Byte

Book Length Short Book Data

Binary

0x01

0x02

DESCRIPTION

Symbol value 1

TIME Field ID

4

Time for level 2 book in seconds from midnight

1

DATA Field ID

2

Length of level 2 book compressed data Compressed data; length is Book Length


Streaming Data

FIELD

TYPE

VALUE


Delimiter

Byte

0xFF

1

Final field

Ending Delim

Byte

0x0A

1

Ending delimiter for this data stream – ‘\n’

DESCRIPTION

Level II Response Compressed Data Format After Uncompress FIELD

TYPE

Bid Count

Int

Delimiter

Byte

Bid Total

Int

Delimiter

Byte

VALUE

;

;


DESCRIPTION

varies

Counts how many bid rows in book

1

Field delimiter for book data

varies

Counts how many total bids in book

1


BEGINNING OF REPEAT BID DATA – repeat Bid Count times

Bid MMID

String

Delimiter

Byte

Bid Price

Double

Delimiter

Byte

Bid Size

Int

Delimiter

Byte

;

;

;

4

Market Maker ID

1


varies

One bid price level

1


varies

One bid size

1


varies

Counts how many ask rows in book

1


varies

Counts how many total asks in book

1


END OF REPEAT BID DATA

Ask Count

Int

Delimiter

Byte

Ask Total

Int

Delimiter

Byte

;

;

BEGINNING OF REPEAT ASK DATA – repeat Ask Count times

Ask MMID

String

Delimiter

Byte

Ask Price

String

Delimiter

Byte

Ask Size

String

Delimiter

Byte


;

;

;

4

Market Maker ID

1


varies

One ask price level

1


varies

One ask size

1


305

306


FIELD

TYPE

VALUE


DESCRIPTION

END OF REPEAT ASK DATA

45.12.3 Sample Response In the following sample, data is shown in mixed format. Bytes represented in alpha are shown as alphabetic characters. The {XX} represents non-alpha data DATA

TYPE

DESCRIPTION

S {00}{66}

1 byte 2 bytes

Shows it's a streaming record Message Length {00}{51} indicates it is a NYSE_BOOK quote

{00}{51} {00} {00}{03} IBM {01} {00}{00}{7C}{70} {02}

2 bytes 1 byte 2 bytes variable 1 byte 4-byte 1 byte

{00}{56} ...207 bytes

2 bytes integer - length of compressed data (86) variable the compressed data

FieldID: symbol symbol length the symbol FieldID: timestamp integer (31856) FieldID: the L2 compressed data record

When uncompressed, it is: 4;4;NASDAQ;90.7;1;PACX;90.52;16;ISE;89.48;30;NASD;0.01;1;4;4;NASDAQ;90.89;16;PACX;90 .9;1;ISE;92.05;30;NASD;301000.0;1; {FF} {0A}

1 byte 1 byte

FieldID: final field End of record

45.13 NASDAQ LEVEL II The TOTAL_VIEW subscription is used to request NASDAQ Level II and Aggregated Depth data on NASDAQ Stocks. For OPTIONS market depth, use OPRA Service ID. For NYSE and AMEX symbols, use NYSE_BOOK. 45.13.1 Request

Parameters S = TOTAL_VIEW © TD Ameritrade Think Tech

Streaming Data

307

C = SUBS P = symbol+symbol+symbol….. T = fieldNum+fieldNum+…. Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not returned. Since data can return in 3 formats: Total View Aggregate, Level 2, and Aggregated Depth at Price (aka Depth Chart), we will need to overload the symbol field (P) of the command. The following suffixes have to be attached to each symbol to indicate which type of data is to be returned

Symbol Attachment FIELD

VALUE

TotalView Aggregate >TV (NOT AVAILABLE) Level II

>L2

Aggregated Depth

>AD

Level II Quote Request Fields FIELD

VALUE

TYPE

SYMBOL

0

String

TIME

1

Int

Bid Book

2

Multi-field Data

Ask Book

3

Multi-field Data

NOII Data 4

Multi-field Data (NOT AVAILABLE)

Request Example - Level II data for AMTD !U=123456789&W=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&A=id=123456789& token=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&company=AMER&segment=UAMER& cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl=A DAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143580609994&appi d=testapp1|S=TOTAL_VIEW&C=SUBS&P=AMTD>L2&T=0+1+2+3

Request Example - Aggregated Depth data for AMTD !U=123456789&W=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&A=id=123456789& token=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&company=AMER&segment=UAMER& cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl=A DAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143580609994&appi d=testapp1|S=TOTAL_VIEW&C=SUBS&P=AMTD>AD&T=0+1+2+3


308


Request Example - Combined !U=123456789&W=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&A=id=123456789& token=ecdcdfc7c79fc9dbdbadf0af2e9697d19c0bead9&company=AMER&segment=UAMER& cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl=A DAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143580609994&appi d=testapp1|S=TOTAL_VIEW&C=SUBS&P=DELL>AD+AMTD>L2&T=0+1+2+3

45.13.2 Response

TotalView Response FIELD

TYPE

VALUE


Header ID

Byte

S

1

Streaming

2

Message length

Message Length Short SID

Short

0x0057

2

TOTAL_VIEW

Column #

Byte

0x00

1

SYMBOL Field ID

Symbol length

Short

2


Symbol

String

Column #

Byte

Timestamp

Int

Column #

Byte

BID Book Length

Short

BID Book Data

String Multi-fiel d

Column #

Byte

ASK Book Length

Short

ASK Book Data

String Multi-fiel d

Column #

Byte

NOII Data Length

Short

NOII Data

Binar y

Multi-fiel d

Delimiter

Byte

0xFF

Symbol value 0x01

0x02

0x03

0x04

1

TIME Field ID

4

Time for TV in milliseconds from midnight

1

BID BOOK Field ID

2

Length of the BID Side Book BID Side Book data. Please see Bid/Ask Book Table below

1

DATA Field ID

2

Length of the ASK Side Book ASK Side Book data. Please see Bid/Ask Book Table below

1

NOII Field ID

2

Length of the NOII Data NOII data. Please see HNOII Table below

1

Final field


Streaming Data

FIELD

TYPE

VALUE


Ending Delim

Byte

0x0A

1

309

Ending delimiter for this data stream – ‘\n’

BID/ASK Response Data Format FIELD

TYPE

Total Row Count

Int

Delimiter

Byte

Level Count

Int

Delimiter

Byte

VALUE

;

;


DESCRIPTION

varies

Total number of rows for this side of the book. Can be more than the total # returned in subsequent sections, in which case, just display "X more rows" and use this field to compute that

1


varies

Counts how many levels in the book

1


BEGINNING OF REPEAT LEVEL DATA – repeat Level Count times

Price

Double

Delimiter

Byte

;

Aggregate Size Int Delimiter

Byte

MPID Count

Int

Delimiter

Byte

;

;

Varies

Price for this level

1


varies

Aggregate size of this level

1


varies

Number of MPID's in this level

1


BEGINNING OF REPEAT Quote for each MPID – repeat MPID Count times

MPID

String

Delimiter

Byte

Size

Int

Delimiter

Byte

Time

Long

Delimiter

Byte

;

;

;

varies

Market Participant ID, "?" if empty

1


varies

Size of this quote

1


varies

Time in milliseconds since midnight

1


END OF REPEAT BID/ASK DATA

NOII Response Data Format


310


FIELD

TYPE

DESCRIPTION

Cross Type

Char

Cross Type

Shares Paired

Int

Shares Paired

Shares Imbalance

Int

Shares Imbalance

Imbalance Side

Char

Imbalance Side

Reference Price

Double

Reference Price

Far Indicative Price

Double

Far Indicative Price

Near Indicative Price

Double

Near Indicative Price

Price Variation Indicator Char

Price Variation Indicator

45.13.3 Sample Response In the following sample, data is shown in mixed format. Bytes represented in alpha are shown as alphabetic characters. The {XX} represents non-alpha data DATA

TYPE

DESCRIPTION

S {00}{4F}{00}{08} {00} {00}{04} MSFT {01} {00}{00}{C7}{EA}

1 byte 4 bytes 1 byte 2 bytes variable 1 byte 4-byte

Shows it's a streaming record the 4th byte {08} indicates it is a NASDAQ L2 quote FieldID: symbol symbol length the symbol FieldID: timestamp integer (51178)


Streaming Data

{02} {00}{CF} ...207 bytes

311

1 byte FieldID: the L2 data record 2 bytes integer - length of data (207) variable The multi-field data

Where the multi-field data is: 15;91;arcx;23.51;41;BRUT;23.51;40;cinn;23.51;31;SIZE;23.51;10;EDGX;23.51;10;TRAC;23.5;9 ;UBSS;23.5;5;LEHM;23.5;1;WCHV;23.5;1;PERT;23.49;22;FBCO;23.49;1;NFSC;23.49;1;amex;23. 48;500;MOKE;23.48;1;BOFA;23.47;1;15;91;cinn;23.52;847;arcx;23.52;700;BRUT;23.52;213;SI ZE;23.52;142;TRAC;23.52;43;BTRD;23.52;8;SBSH;23.53;11;MOKE;23.53;1;WCHV;23.53;1;NFS C;23.54;100;TMBR;23.54;50;PERT;23.54;5;BOFA;23.54;1;LEHM;23.54;1;COWN;23.54;1; {FF} {0A}

1 byte 1 byte

FieldID: final field End of record

45.14 Option Lookup THIS COMMAND IS NO LONGER ED

45.15 ACTIVES The ACTIVES_* server IDs are used to request the "Most Actives" lists of symbols based on various criteria

45.15.1 Request

Parameters S = ACTIVES_NYSE, ACTIVES_NASDAQ, ACTIVES_OTCBB, ACTIVES_OPTIONS C = SUBS P = Venue-Duration+Venue-Duration.... T = 0+1 Field numbers should always be 0+1 for this request. The Service ID and Venue has to correspond. For example, if the select ACTIVES_NYSE, then the Venue must be NYSE as well. You can specify multiple Venue-Duration combinations for each exchange. For example, NASDAQ-ALL+NASDAQ-3600. They have to be separated by a + sign

ACTIVES Request Fields FIELDS

VALUE

TYPE

Actives Type

0

String

Data

1

String


312


ACTIVES Venue Duration ACTIVES TYPE

VALUE

TYPE

DESCRIPTION

Venue

NASDAQ NYSE OTCBB CALLS-DESC* PUTS-DESC* OPTS-DESC*

String

Parameter to determine which venue/exchange

Duration

ALL 3600 1800 600 300 60

String

ALL = all day 3600 = 60 min 1800 = 30 min 600 = 10 min 300 = 5 min 60 = 1 min

* Options

Request Example NASDAQ Actives All day !U=123456789&W=4416e81d1ac9b5e9203d1bcbd5e05844aa208894&A=id=1234567 89&token=4416e81d1ac9b5e9203d1bcbd5e05844aa208894&company=AMER&segment=U AMER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y &acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=114373678919 5&appid=testapp1|S=ACTIVES_NASDAQ&C=SUBS&P=NASDAQ-ALL&T=0+1

Request Example NASDAQ Actives All day (URL Encoded) !U%3D123456789%26W%3D4416e81d1ac9b5e9203d1bcbd5e05844aa208894%26A%3D id%3D123456789%26token%3D4416e81d1ac9b5e9203d1bcbd5e05844aa208894%2 6company%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26 group%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DR ESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143736789195%26appi d%3Dtestapp1%7CS%3DACTIVES_NASDAQ%26C%3DSUBS%26P%3DNASDAQ-ALL %26T%3D0%2B1

Request Example NYSE 10 minutes !U=123456789&W=054ba633eb878596346ab7acd825454f7ae131f5&A=id=12345678 9&token=054ba633eb878596346ab7acd825454f7ae131f5&company=AMER&segment=UA MER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y& acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143740871398 &appid=testapp1|S=ACTIVES_NYSE&C=SUBS&P=NYSE-600&T=0+1

Request Example NYSE 10 minutes (URL Encoded) !U%3D123456789%26W%3D054ba633eb878596346ab7acd825454f7ae131f5%26A%3Du serid%3D123456789%26token%3D054ba633eb878596346ab7acd825454f7ae131f5%26c ompany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26use rgroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRES GKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143740871398%26appid %3Dtestapp1%7CS%3DACTIVES_NYSE%26C%3DSUBS%26P%3DNYSE-600%26T %3D0%2B1

Request Example OTCBB 1 minute © TD Ameritrade Think Tech

Streaming Data

313

!U=123456789&W=054ba633eb878596346ab7acd825454f7ae131f5&A=id=12345678 9&token=054ba633eb878596346ab7acd825454f7ae131f5&company=AMER&segment=UA MER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y& acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143740871398 &appid=testapp1|S=ACTIVES_OTCBB&C=SUBS&P=OTCBB-60&T=0+1

Request Example OTCBB 1 minute (URL Encoded) !U%3D123456789%26W%3D054ba633eb878596346ab7acd825454f7ae131f5%26A%3Du serid%3D123456789%26token%3D054ba633eb878596346ab7acd825454f7ae131f5%26c ompany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26use rgroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRES GKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143740871398%26appid %3Dtestapp1%7CS%3DACTIVES_OTCBB%26C%3DSUBS%26P%3DOTCBB-60%26T %3D0%2B1

Request Example Options Calls 60 min !U=123456789&W=054ba633eb878596346ab7acd825454f7ae131f5&A=id=12345678 9&token=054ba633eb878596346ab7acd825454f7ae131f5&company=AMER&segment=UA MER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y& acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143740871398 &appid=testapp1|S=ACTIVES_OPTIONS&C=SUBS&P=CALLS-DESC-3600&T=0+1

Request Example Options Calls 60 min (URL Encoded) !U%3D123456789%26W%3D054ba633eb878596346ab7acd825454f7ae131f5%26A%3Du serid%3D123456789%26token%3D054ba633eb878596346ab7acd825454f7ae131f5%26c ompany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26use rgroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRES GKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143740871398%26appid %3Dtestapp1%7CS%3DACTIVES_OPTIONS%26C%3DSUBS%26P%3D CALLS-DESC-3600%26T%3D0%2B1

Request Example Options Puts All day !U=123456789&W=054ba633eb878596346ab7acd825454f7ae131f5&A=id=12345678 9&token=054ba633eb878596346ab7acd825454f7ae131f5&company=AMER&segment=UA MER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y& acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143740871398 &appid=testapp1|S=ACTIVES_OPTIONS&C=SUBS&P=OPTS-DESC-ALL&T=0+1

Request Example Options Puts All day (URL Encoded) !U%3D123456789%26W%3D054ba633eb878596346ab7acd825454f7ae131f5%26A%3Du serid%3D123456789%26token%3D054ba633eb878596346ab7acd825454f7ae131f5%26c ompany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26use rgroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRES GKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143740871398%26appid %3Dtestapp1%7CS%3DACTIVES_OPTIONS%26C%3DSUBS%26P%3D OPTS-DESC-ALL%26T%3D0%2B1


314


45.15.2 Response

ACTIVES Response

FIELD

TYP E

LENG TH (8 BIT BYTES VALUE ) DESCRIPTION

Header ID Byt S e

1

Streaming

Message Length

Sho rt

2

SID Length

SID

Sho 0x00 2 rt 17 0x00 18 0x00 19 0x00 1A 0x00 23

NYSE Actives AMEX Actives NASDAQ Actives OTCBB Actives Options Actives

Column #

Byt 0x00 1 e

ACTIVES Field ID

Actives Type

Stri ng

String response fields will be preceded with a ‘short’ length field (2 bytes) indicating the length of the string that follows

Column #

Byt 0x01 1 e

DATA Field ID

Data

Stri ng

Actives Data delimited by ‘;’ and ‘:’

Delimiter

Byt 0xFF 1 e

Last field

Ending Delim

Byt 0x0A 1 e


Actives Data Parsing The data is returned in groups. Each group is delimited by a semicolon ‘;’. The returned groups are the following (in the order that they are returned: INITIAL GROUP: Descriptor Group. It contains information about the rest of the groups being returned If number of groups (not counting the first one) is 2, then: GROUP 0: Most Active Stocks based on “# of trades” GROUP 1: Most Active Stocks based on “# of Shares” traded © TD Ameritrade Think Tech

Streaming Data

315

If number of groups (not counting the first one) is 6, then: GROUP GROUP GROUP GROUP GROUP GROUP

0: 1: 2: 3: 4: 5:

Most Most Most Most Most Most

Active Active Active Active Active Active

Stocks Stocks Stocks Stocks Stocks Stocks

based based based based based based

on on on on on on

“Buy # of Trades” “Sell # of Trades” “Buy # of Shares” “Sell # of Shares” “# of trades” “# of Shares” traded

NOTE: Groups 0, 1, 2, 3 are not returned now. Deprecated If the DATA parameter contains the following: 57510;0;00:00:00;15:58:30;6;0:0:0;1:0:0;2:0:0;3:0:0;4:10:5234081:AAPL:230692:4.41:SYMC :87008:1.66:LVLT:86452:1.65:GOOG:79025:1.51:INTC:75896:1.45:QQQQ:73049:1.4:ATYT:7155 4:1.37:BRCM:68573:1.31:CSCO:59819:1.14:VPHM:58947:1.13;5:10:2096769681:QQQQ:112137 833:5.35:LVLT:101695066:4.85:SUNW:68187431:3.25:INTC:65462262:3.12:JDSU:55355659:2. 64:CSCO:50843090:2.42:MSFT:49805550:2.38:AAPL:48921314:2.33:ORCL:47951340:2.29:SIRI: 35386791:1.69; Then it should be interpreted as: ID: 57510 sampleDuration: 0 Start Time: 00:00:00 Display Time: 15:58:30 Num Groups: 6 followed by the strings for each group 0:0:0 1:0:0 2:0:0 3:0:0 4: 10:5234081:AAPL:230692:4.41:SYMC:87008:1.66:LVLT:86452:1.65:GOOG:79025:1.51:INTC:75 896:1.45:QQQQ:73049:1.4:ATYT:71554:1.37:BRCM:68573:1.31:CSCO:59819:1.14:VPHM:58947: 1.13 5: 10:2096769681:QQQQ:112137833:5.35:LVLT:101695066:4.85:SUNW:68187431:3.25:INTC:654 62262:3.12:JDSU:55355659:2.64:CSCO:50843090:2.42:MSFT:49805550:2.38:AAPL:48921314:2 .33:ORCL:47951340:2.29:SIRI:35386791:1.69 Data within each Group is separated by colons ‘:’

FOR STOCKS: The first 3 entries are: Group #: (0-based, 0 to Num) - the Group Number - refer to the list above. NumEntries: # of actives entries (triplets) that follow TotVol: Total volume (or total # of trades) for the exchange followed by NumEntries of triplets, each of which is: Symbol Volume Percent - same as Volume/TotVol © TD Ameritrade Think Tech

316


Example: 4:10:5234081:AAPL:230692:4.41:SYMC:87008:1.66:LVLT:86452:1.65:GOOG:79025:1.51:INTC:7 5896:1.45:QQQQ:73049:1.4:ATYT:71554:1.37:BRCM:68573:1.31:CSCO:59819:1.14:VPHM:5894 7:1.13 would be interpreted as: GROUP 4: Most Active Stocks based on “# of trades” 10 Entries Total Volume is 5,234,081 AAPL 230,692 trades 4.41% SYMC 87,008 trades 1.66% LVLT 86,452 trades 1.65% GOOG 79,025 trades 1.51% INTC 75,896 trades 1.45% QQQQ 73,049 trades 1.4% ATYT 71,554 trades 1.37% BRCM 68,573 trades 1.31% CSCO 59,819 trades 1.14% VPHM 58,947 trades 1.1%

FOR OPTIONS: Actives for OPTIONS are handled almost the same way as for stocks. The difference is that the Symbol Description is returned as well as the symbol The first 3 entries are: Group #: (0-based, 0 to Num) - the Group Number - refer to the list above. NumEntries: # of actives entries (triplets) that follow TotVol: Total volume (or total # of trades) for the exchange followed by NumEntries of 4 value groups, each of which is: Symbol Symbol Description Volume Percent - same as Volume/TotVol Example: 0:10:347642:APV_112109C200:APV Nov 21 2009 200.0 Call:3233:0.93:APV_112109P200:APV Nov 21 2009 200.0 Put:2669:0.77:SPY_112109C110:SPY Nov 21 2009 110.0 Call:1973:0.57:SPY_112109P110:SPY Nov 21 2009 110.0 Put:1846:0.53:AJL_121909C210:AJL Dec 19 2009 210.0 Call:1708:0.49:SWG_112109P109:SWG Nov 21 2009 109.0 Put:1651:0.47:SWG_112109C109:SWG Nov 21 2009 109.0 Call:1359:0.39:APV_121909C200:APV Dec 19 2009 200.0 Call:1276:0.37:SPY_112109C111:SPY Nov 21 2009 111.0 Call:1227:0.35:SWG_121909P109:SWG Dec 19 2009 109.0 Put:1214:0.35; would be interpreted as: GROUP 0: Most Active Stocks based on “# of trades” 10 Entries Total Volume is 347,642 APV_112109C200 APV_112109P200

"APV Nov 21 2009 200.0 Call" 3233 trades 0.93% "APV Nov 21 2009 200.0 Put" 2669 trades 0.77% © TD Ameritrade Think Tech

Streaming Data

SPY_112109C110 SPY_112109P110 AJL_121909C210 SWG_112109P109 SWG_112109C109 APV_121909C200 SPY_112109C111 SWG_121909P109

"SPY Nov 21 2009 110.0 Call" "SPY Nov 21 2009 110.0 Put" "AJL Dec 19 2009 210.0 Call" "SWG Nov 21 2009 109.0 Put" "SWG Nov 21 2009 109.0 Call" "APV Dec 19 2009 200.0 Call" "SPY Nov 21 2009 111.0 Call" "SWG Dec 19 2009 109.0 Put"

1973 1846 1708 1651 1359 1276 1227 1214

trades trades trades trades trades trades trades trades

317

0.57% 0.53% 0.49% 0.47% 0.39% 0.37% 0.35% 0.35;%

45.16 News The NEWS server ID is used to request streaming news headlines for various stocks and indices

45.16.1 Request

Parameters S = NEWS C = SUBS P = symbol+symbol+symbol....*ALL*+*HOT* T = fieldNum+fieldNum+…. Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not returned.

News Request Fields FIELD

VALUE

TYPE

SYMBOL

0

String

TIME

1

Int

DATA

2

String

FIELD SIZE

3

Int

Request Example !U=123456789&W=36a7b62ce5f82d8bd07443f62d02277c4da41f03&A=id=12345678 9&token=36a7b62ce5f82d8bd07443f62d02277c4da41f03&company=AMER&segment=UA MER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y& acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1143830624229 &appid=testapp1|S=NEWS&C=SUBS&P=DELL+AMTD&T=0+1+2+3

Request Example (URL Encoded) !U%3D123456789%26W%3D36a7b62ce5f82d8bd07443f62d02277c4da41f03%26A%3Dus erid%3D123456789%26token%3D36a7b62ce5f82d8bd07443f62d02277c4da41f03%26co mpany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26 group%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRESG KIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1143830624229%26appid% 3Dtestapp1%7CS%3DNEWS%26C%3DSUBS%26P%3DDELL%2BAMTD%26T%3D0%2B © TD Ameritrade Think Tech

318


1%2B2%2B3

45.16.2 Response

NEWS Response

FIELD

TYPE VALUE

LENGT H (8 BIT BYTES) DESCRIPTION

Header ID

Byte S

1

Streaming

Message Length

Shor t

2

Message Length

SID

Shor 0x001 2 t B

SID for News

Column #

Byte 0x00

1

Symbol Field ID - always returned

Symbol length

Shor t

2

Length of symbol string.

Symbol

Strin Symb variab Symbol value g ol le

Column #

Byte 0x01

1

Timestamp Field ID - always returned

Timestamp Length

Shor t

2

Length of the timestamp string

Timestamp String

Strin g

variab Timestamp – an integer - # of milliseconds since le 1/1/1970 UTC

REPEATING DATA

Data Column # Byte 0x02

1

Data Column #

Data Length

Shor t

2

Length of the timestamp string

Column Value

Byte Arra y

Compressed Data (see News Data Fields table below)


Delimiter

Byte 0xFF

1

Last field

Ending Delim

Byte 0x0A

1


News Data Fields delimited by 0x02 FIELDS

VALUES/DESCRIPTION

Modifier

A, R (for resetting news from the previous day)

Delimiter

0x02


Streaming Data

319

FIELDS

VALUES/DESCRIPTION

Source

News source: DJN, BW, PR

Delimiter

0x02

Headline

News Story Headline

Delimiter

0x02

News URL

News story URL

Delimiter

0x02

Vendor ID

Vendor ID

Delimiter

0x02

Count

News Count – accumulated number of headlines per symbol generated by News Publisher (from Midnight). For display with symbol in Level 1.

Delimiter

0x02

Keywords

A list of keywords delimited by 0x03

Delimiter

0x02

45.17 News History The NEWS_HISTORY server ID is used to return a list of headlines that have already occurred for the current day for a specific symbol.

45.17.1 Request

Parameters S = NEWS C = GET P = symbol;FromTime (Number of milliseconds since 1/1/1970)

Request Example !U=123456789&W=ba59869373ede93dec6486e284cfc3a8e805853a&A=id=12345678 9&token=ba59869373ede93dec6486e284cfc3a8e805853a&company=AMER&segment=DA TEK&cddomain=A000000009663628&group=ACCT&accesslevel=ACCT&authorized=Y& acl=AQC1DRESGKMAONQSRFSPTETFTOTTUAWSQ2NS&timestamp=1144073528716&ap pid=prd_lapp3|S=NEWS&C=GET&P=DELL;1144036800306

Request Example (URL Encoded) !U%3D123456789%26W%3Dba59869373ede93dec6486e284cfc3a8e805853a%26A%3Du serid%3D123456789%26token%3Dba59869373ede93dec6486e284cfc3a8e805853a%26c ompany%3DAMER%26segment%3DDATEK%26cddomain%3DA000000009663628%26use rgroup%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DAQC1DRESGK MAONQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1144073528716%26appid%3Dp rd_lapp3%7CS%3DNEWS%26C%3DGET%26P%3DDELL%3B1144036800306 © TD Ameritrade Think Tech

320


45.17.2 Response

NOTE:

The HTTP request for NEWS HISTORY may return multiple snapshot records. It may return one or more STREAMER SERVER records followed by the NEWS HISTORY record. Please make sure that you properly handle any records returned and do NOT just assume that it will be only News History response

News History Response

FIELD

TYPE

VALUE


Header ID

Byte

N

1

Snapshot

SID Length

Short 0x02

2

Length of the SID string that follows

SID String

String 28

2

The Service ID of News history in ASCI format

Payload Length

Int

4

The length of the payload - all data following this field, not including the terminating delimiters

SID

Short 0x001 2 C

SID for News History - binary version of the one received before

Symbol Length

Short

2

Length of the symbol string

Symbol

String Symb ol

variab Symbol value le

Message Type

Short 0x00

2

0 = successful retrieval

Length

Short

2

Length of the DATA sting

Data

Byte Array

variab Compressed News History (see Data Fields table le below)

Delimiter

Byte

0xFF

1

Ending delimiter

Byte

0x0A

1

News History Data Fields FIELDS

VALUES/DESCRIPTION

Headline ID Delimiter Headline Delimiter Timestamp

Headline ID 0x02 News headline 0x02 News headline timestamp


Streaming Data

FIELDS

VALUES/DESCRIPTION

Delimiter Source Delimiter News URL Delimiter

0x02 News source 0x02 News story URL 0x01

321

45.18 CHART Data (Backfill) The CHART data (also known as Backfill Data and Historical Intraday data) for a specific symbol is retrieved using NYSE_CHART, NASDAQ_CHART and INDEX_CHART server IDs The specific Service ID that needs to be used depends on the symbol. NASDAQ_CHART would be NASDAQ symbols. NYSE_CHART for NYSE and AMEX symbols and INDEX_CHART for all Indices (symbols starting with $) This data can be requested as a snapshot history, or as streaming bars.

45.18.1 STREAMING Bars 45.18.1.1 Request

Parameters S = NYSE_CHART, NASDAQ_CHART, INDEX_CHART C = SUBS P = symbol+symbol+symbol.... T = fieldNum+fieldNum+…. Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not returned. Charts Field Requests FIELD

VALUE

TYPE

SYMBOL

0

String

SEQUENCE

1

Int (0 - 629) (minutes since 8:00 AM US Eastern time)

OPEN

2

Float

HIGH

3

Float

LOW

4

Float

CLOSE

5

Float

VOLUME

6

Int


322


FIELD

VALUE

TYPE

TIME

7

Int (seconds since midnight)

DATE

8

Int (days since 1/1/1970)

Request Example !U=123456789&W=c11fa0e798aba3b9d65866befce078537dc3ed18&A=id=12345678 9&token=c11fa0e798aba3b9d65866befce078537dc3ed18&company=AMER&segment=UA MER&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y& acl=ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1144091133399 &appid=testapp1|S=NASDAQ_CHART&C=SUBS&P=DELL&T=0+1+2+3+4+5+6+7

Request Example (URL Encoded) !U%3D123456789%26W%3Dc11fa0e798aba3b9d65866befce078537dc3ed18%26A%3Dus erid%3D123456789%26token%3Dc11fa0e798aba3b9d65866befce078537dc3ed18%26co mpany%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26 group%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRESG KIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1144091133399%26appid% 3Dtestapp1%7CS%3DNASDAQ_CHART%26C%3DSUBS%26P%3DDELL%26T%3D0 %2B1%2B2%2B3%2B4%2B5%2B6%2B7

45.18.1.2 Response

NOTE:

There are a few notes to consider when processing the responses: 1. Use the bar sequence for the time on each bar instead of the time 2. Only complete bars will be returned. If you get historical bars, the last bar returned may be newer than the last returned Streaming CHART bar since historical request can return partial data for the most current bar 3. You can get out of sequence or duplicate bars. This occurs if there is a correction

Streaming Chart Response FIELD

TYPE

VALUE


Header ID

Byte

S

1

Streaming

Message Length

Short

2

Message Length

SID

Short

0x005 2 0x005 3 0x005 5

2

NASDAQ Chart NYSE Chart Indices Chart

Column #

Byte

0x00

1

SYMBOL Field ID - Always returned

Symbol length

Short

2


DESCRIPTION


Streaming Data

FIELD

TYPE

Symbol

String

Column #

Byte

Sequence

Int

Column #

Byte

Open

Float

Column #

Byte

High

Float

Column #

Byte

Low

Float

Column #

Byte

Close

Float

Column #

Byte

Volume

Int

Column #

Byte

Time

Int

Column #

Byte

Date

Int

VALUE


323

DESCRIPTION

Symbol 0x01

1

SEQUENCE Field ID - Always returned 0 – 629 (minutes since 8:00 AM US Eastern time)

0x02

1

OPEN Field ID - Always returned OPEN price for the chart bar

0x03

1

HIGH Field ID - Always returned Highest trade price for the chart bar

0x04

1

LOW Field ID - Always returned Lowest trade price for the chart bar

0x05

1

CLOSE Field ID - Always returned closing price for the chart bar

0x06

1

VOLUME Field ID - Always returned Number of shares traded during the chart bar

0x07

1

TIME Field ID - Always returned Seconds since midnight

0x08

1

DATE Field ID - Always returned Days since 1/1/1970

REPEATS UNTIL DELIMITER IS ENCOUNTERED Delimiter

Int

0xFF

1

Last field

Ending Delim

Byte

0x0A

1


45.18.2 SNAPSHOT History 45.18.2.1 Request

NOTE: snapshot History via the stream server should no longer be used. Please use PriceHistory instead

Parameters S = NYSE_CHART, NASDAQ_CHART, INDEX_CHART C = GET P = symbol, first bar sequence,last bar sequence,5d,1m (parameters – “last chart period” is number of bars to return per day, 610 returns all; next two parameters are interpreted as 5 days of data, 1 minute frequency) T = N/A. © TD Ameritrade Think Tech

324


Field numbers must be listed in ascending order. A symptom that there is a lower number following a higher number – the fields from the out of order number to the end are not returned. NOTE: Here is some background in order to understand the data being requested/returned: The servers return 1 minute bar data for each day, starting at 8:00AM. Each bar has a sequence number, starting with Zero for each day. The Nth bar is always for data for N minutes from 8:00 AM. The request allows you to specify the start and end sequence of the bars that you want returned for each day. FREQUENCY should always be 1m. that parameter is not used at this time NOTE: we strongly suggest you serialize this request. If you need to get data on multiple symbols at the same time you should do this request one at a time, NOT concurrently

Request Example !U=123456789&W=0f4907562c6fdcf69b31e2e63cf149eccee4608d&A=id=123456789 &token=0f4907562c6fdcf69b31e2e63cf149eccee4608d&company=AMER&segment=UAME R&cddomain=A000001111111111&group=ACCT&accesslevel=ACCT&authorized=Y&acl =ADAQC1DRESGKIPMAOLPNQSRFSPTETFTOTTUAWSQ2NS&timestamp=1144091069407&a ppid=testapp1|S=NASDAQ_CHART&C=GET&P=DELL,0,720,5d,1m

Request Example (URL Encoded) !U%3D123456789%26W%3D0f4907562c6fdcf69b31e2e63cf149eccee4608d%26A%3Duse rid%3D123456789%26token%3D0f4907562c6fdcf69b31e2e63cf149eccee4608d%26comp any%3DAMER%26segment%3DUAMER%26cddomain%3DA000001111111111%26gro up%3DACCT%26accesslevel%3DACCT%26authorized%3DY%26acl%3DADAQC1DRESGKIP MAOLPNQSRFSPTETFTOTTUAWSQ2NS%26timestamp%3D1144091069407%26appid%3Dt estapp1%7CS%3DNASDAQ_CHART%26C%3DGET%26P%3DDELL%2C0%2C720%2C 5d%2C1m

45.18.2.2 Response

NOTE:

The HTTP request for CHART data may return multiple snapshot records. It may return one or more STREAMER SERVER records followed by the Snapshot CHART record. Please make sure that you properly handle any records returned and do NOT just assume that it will be only Snapshot CHART response

Chart History Snapshot Response FIELD

TYPE

VALUE


Header ID

Byte

N

1

Snapshot

Snapshot ID length

Short

0x02

2

Skip these 4 bytes

Snapshot ID

String

82 83 85

2

ASCI version of the Streamable ID (SID) being returned


Streaming Data

VALUE

325


FIELD

TYPE

Message Length

Int

SID

Short

0x005 2 2 0x005 3 0x005 5

Symbol length

Short

2

Symbol

String

Symb ol

Symbol value

Status

Short

0x000 2 0

0 = success

Length

Int

Data

Byte Array

Delimiter

Byte

0xFF

1

Ending delimiter Byte

0x0A

1

4

4

Message Length NYSE Chart NASDAQ Chart Indices Chart


Length of compressed message Compressed Chart Bar Data (Refer to table below)

NOTE: each bar is terminated with a semicolon. You may get NULL values for a bar, with just the semicolon terminator. For example, ;;;;;;;;. This happens because there were no trades for a particular minute, yet the server has to return a "Bar" for that minute. In that situation, just skip the null bar.

Bar Data Format FIELD

TYPE

Symbol

String

Delimiter

Char

Sequence

Int

Delimiter

Char

Open

Float

Delimiter

Char


VALUE


variabl e ,

1

Delimiter for bar data

variabl 0 – 629 (minutes since 8:00 AM US Eastern e time) ,

1


variabl Opening price for symbol e ,

1


326


FIELD

TYPE

High

Float

Delimiter

Char

Low

Float

Delimiter

Char

Close

Float

Delimiter

Char

Volume

Int

Delimiter

Char

Time

Int

Delimiter

Char

Date

Int

Delimiter

Char

VALUE


variabl Highest trade price for symbol at this time e ,

1


variabl Lowest trade price for symbol at this time e ,

1


variabl Previous trading session closing price e ,

1


variabl Share volume at this time e ,

1


variabl Seconds since midnight. e NOTE: DO NOT USE THIS FIELD. Use the Sequence instead ,

1


variabl Days since 1/1/1970 e ;

1

Delimiter for chart bar

45.19 STREAMER SERVER STREAMER SERVER Response comes in Snapshot RESPONSE format This is a general response from the Streamer Server that may include messages from service providers, entitlement information or issues encountered (such as the service provider is not returning data etc). These messages are NOT necessarily errors. Please review the Return Code Values table for the intent of the response NOTE: When receiving this N, string length, 100 value, consider it a Streamer Server Response message

Streamer Server Response


Streaming Data

327

FIELD

TYPE

VALUE


Header ID

Byte

N

1

Next string length

Short

Snapshot ID

Strin g

Message Length

Int

4

Message Length

SID

Short 0x0A

2

N/A

Column #

Byte

1

Column ID for "Service ID"

Service ID

Short

2

The Server SID of the request for which to which this Server reply applies

Column #

Byte

1

Column ID for Return code

Return code

Short 0x0000 – 0x0012

2

Return code value (see Table below)

Column #

Byte

1

Description

Description Length

Short

2

Length of description string

Description

Strin g

Delimiter

Byte

0xFF

1

Last field

Ending Delim

Byte

0x0A

1


Snapshot

2 100

0x00

0x01

0x02

100 ascii in this case

Return Code description string (see Table below )

Return Code Values RETURN CODE DESCRIPTION

CODE VALUE

SUCCESS SERVICE_DOWN SERVICE_TIMEOUT _DENIED AUTHORIZER_BUSY AUTHORIZER_DOWN _NOT_FOUND _ON_HOLD _FROZEN UNKNOWN_FAILURE FAILURE

0 1 2 3 4 5 6 7 8 9 10


328


RETURN CODE DESCRIPTION

CODE VALUE

SERVICE_NOT_AVAILABLE 11 CLOSE_APPLET 12 _STATUS 13 _EMPTY 14 MONOPOLIZE_ACK 15 NOT_AUTHORIZED_FOR_SERVICE 16 NOT_AUTHORIZED_FOR_QUOTE 17 STREAMER_SERVER_ID 18 REACHED_SYMBOL_LIMIT 19 STREAM CONNECTION NOT FOUND 20 BAD_COMMAND_FORMAT 21 FAILED_COMMAND_SUBS 22 FAILED_COMMAND_UNSUBS 23 FAILED_COMMAND_ADD 24 FAILED_COMMAND_VIEW 25 SUCCEEDED_COMMAND_SUBS 26 SUCCEEDED_COMMAND_UNSUBS 27 SUCCEEDED _COMMAND_ADD 28 SUCCEEDED _COMMAND_VIEW 29


Index

Index -AACCT_ACTIVITY 284 ACTIVES 311 ACTIVES Request 311 ACTIVES Response 314 ADAP_INET 303 API Messaging 34 associated 26

-BBackfill 53, 321 Balances 83 Balances and Positions 83 Balances and Positions Errors 96 Balances and Positions Examples 91 Balances and Positions Parameters 83 Balances and Positions Request 83 Balances and Positions Response 84 BalancesAndPositions 83 BinaryOptionChain 74 BinaryOptionChain Errors 83 BinaryOptionChain Parameters 75 BinaryOptionChain Request 74 BinaryOptionChain Response 76 BuyWriteOptionTrade 192 BuyWriteOptionTrade Errors 200 BuyWriteOptionTrade Parameters 193 BuyWriteOptionTrade Request 193 BuyWriteOptionTrade Response 197 BuyWriteOptionTrade Samples 199 BuyWriteOptionTrade Validation Rules 196

-CC# 16 Cancel 176 Cancel Order 176 Cancel/Replace 173 Chain 63, 74 CHART 321 ComboOptionTrade 228 © TD Ameritrade Think Tech

ComboOptionTrade Errors 236 ComboOptionTrade Parameters 228 ComboOptionTrade Request 228 ComboOptionTrade Response 232 ComboOptionTrade Samples 235 ComboOptionTradeValidationRules 232 Complex Option Order 115 Conditional Order 111 ConditionalEquityTrade 179 ConditionalEquityTrade Errors 185 ConditionalEquityTrade Parameters 180 ConditionalEquityTrade Request 179 ConditionalEquityTrade Response 181 ConditionalEquityTrade Samples 184 ConditionalEquityTrade Validation Rules 181 ConditionalOptionTrade 186 ConditionalOptionTrade Errors 192 ConditionalOptionTrade Parameters 187 ConditionalOptionTrade Request 186 ConditionalOptionTrade Response 187 ConditionalOptionTrade Samples 190 ConditionalOptionTrade Validation Rules 187 Cookies 18 CreateWatchlist 262 CreateWatchlist Errors 267 CreateWatchlist Parameters 262 CreateWatchlist Request 262 CreateWatchlist Response 264 CreateWatchlist Samples 266

-DData Type Definitions 279 Debugging 278 DeleteSavedOrders 255 DeleteSavedOrders Errors 257 DeleteSavedOrders Parameters 256 DeleteSavedOrders Request 255 DeleteSavedOrders Response 256 DeleteSavedOrders Samples 256 DeleteWatchlist 273 DeleteWatchlist Errors 275 DeleteWatchlist Parameters 274 DeleteWatchlist Request 273 DeleteWatchlist Response 274 DeleteWatchlist Samples 275 Development Considerations 16 Development Resources 17

329

330


-EEditOrder 173 EditOrder Errors 175 EditOrder Parameters 173 EditOrder Request 173 EditOrder Response 175 EditOrder Validation Rules 174 EditWatchlist 268 EditWatchlist Errors 272 EditWatchlist Parameters 268 EditWatchlist Request 268 EditWatchlist Response 269 EditWatchlist Samples 271 Equity Trade 156 EquityTrade 156 EquityTrade Errors 163 EquityTrade Parameters 157 EquityTrade Request 156 EquityTrade Response 160 EquityTrade Samples 162, 252 EquityTrade Validation Rules 158

124

-IIintraday History data 321 INDEX_CHART 321 INET 303 Intended Audience 11 Introduction 11

-JJava 16 JSESSIONID

18

-K-

-FFullStoryNews 145 FullStoryNewsErrors 150 FullStoryNewsParameters 145 FullStoryNewsRequest 145 FullStoryNewsResponse 145 FullStoryNewsSamples 146

-GGeneral Considerations 16 GetWatchlists 258 GetWatchlists Errors 262 GetWatchlists Parameters 258 GetWatchlists Request 258 GetWatchlists Response 258 GetWatchlists Samples 260

-HHeavy Volume Historical data

History 120, 138 History data 321 History Errors 137 History Parameters 121 History Request 120, 138 History Response 121 History Response Sub-Types History Samples 136 How to URL Encode 21

17 53

KeepAlive

31

-LLanguage Specific HTTP Specs LastOrderStatus 119 LEVELII 303, 306 24 Errors 30 Examples 28 Parameters 25 Request 25 Response 26 30

16

-MMarketOverview 138 MarketOverviewParameters 138 MarketOverviewRequest 138 MarketOverviewResponse 139 © TD Ameritrade Think Tech

Index

MarketOverviewSamples 140 MessageKey 34 MessageKey Errors 36 MessageKey Examples 36 MessageKey Request 35 MessageKey Response 35 MONOPOLIZE 283 MOST ACTIVES 311 MultiLeggedOptionTrade 237 MultiLeggedOptionTrade Errors 245 MultiLeggedOptionTrade Parameters 237 MultiLeggedOptionTrade Request 237 MultiLeggedOptionTrade Response 240 MultiLeggedOptionTrade Samples 243 MultiLeggedOptionTrade Validation Rules 239

-NNASDAQ Level II 306 NASDAQ_CHART 321 NEWS 142, 317 News History 319 NewsErrors 144 NewsParameters 142 NewsRequest 142 NewsResponse 142 NewsSamples 143 Notational Conventions 12 NYSE_BOOK 303 NYSE_CHART 321

-OOpen Order 109 OPRA 303 OPTION 299 OPTION_LOOKUP 311 OptionChain 63, 74 OptionChain Errors 74 OptionChain Parameters 63 OptionChain Request 63 OptionChain Response 64 OptionTrade 164 OptionTrade Errors 172 OptionTrade Parrameters 164 OptionTrade Request 164 OptionTrade Response 168 © TD Ameritrade Think Tech

331

OptionTrade Samples 171 OptionTrade Validation Rules 167 Order Cancel 176 Order Status 96 OrderCancel 176 OrderCancel Errors 179 OrderCancel Parameters 177 OrderCancel Request 177 OrderCancel Response 177 OrderCancel Samples 178 OrderStatus 96 OrderStatus Errors 119 OrderStatus Parameters 97 OrderStatus Request 97 OrderStatus Response 98 OrderStatus Samples 104, 109, 110, 111, 115 Organization of This Document 11 OTT 111 Overview of the TDAPI Model 18

-PPending Order 110 Perl 16 PHP 16 Positions 83 Preface 11 PriceHistory 53 PriceHistory Error Response 58 PriceHistory Parameters 53 PriceHistory Request 53 PriceHistory Response 56 PriceHistory Samples 56 PriceHistory Validation Rules 55 Programming Guide 18 Python 16

-QQUOTE 37, 293 Quote Errors 49 Quote Examples 45 Quote Parameters 37 Quote Request 37 Quote Response 37 QuoteNews 151 QuoteNewsErrors 156

332


QuoteNewsParameters 151 QuoteNewsRequest 151 QuoteNewsResponse 152 QuoteNewsSamples 152 Quotes 37

-RResources 17 Response 253 Response Type 17 Revision History 13

-SSamples 254 SavedOrders 246 SavedOrders Errors 250 SavedOrders Parameters 246 SavedOrders Request 246 SavedOrders Response 247 SavedOrders Samples 248 SaveEquityTrade 250 SaveEquityTrade Errors 252 SaveEquityTrade Parameters 251 SaveEquityTrade Request 250 SaveEquityTrade Response 251 SaveOptionTrade 253 SaveOptionTrade Errors 255 SaveOptionTrade Parameters 253 SaveOptionTrade Request 253 Service IDs 279 Session Control 18 Snapshot 37 Snapshot Quotes 37 Source 19 Source ID 19 SpreadOptionTrade 201 SpreadOptionTrade Errors 209 SpreadOptionTrade Parameters 201 SpreadOptionTrade Request 201 SpreadOptionTrade Response 205 SpreadOptionTrade Samples 208 SpreadOptionTrade Validation Rules 205 Static vs. Dynamic Access 17 Stock Trade 156 Straddle 115

StraddleOptionTrade 210 StraddleOptionTrade Errors 218 StraddleOptionTrade Parameters 210 StraddleOptionTrade Request 210 StraddleOptionTrade Response 214 StraddleOptionTrade Samples 217 StraddleOptionTrade Validation Rules 214 StrangleOptionTrade 219 StrangleOptionTrade Errors 227 StrangleOptionTrade Parameters 219 StrangleOptionTrade Request 219 StrangleOptionTrade Response 223 StrangleOptionTrade Samples 226 StrangleOptionTrade Validation Rules 223 Streamer Time & Sales Response 302 STREAMER_SERVER 326 StreamerInfo 31 StreamerInfo Errors 34 StreamerInfo Examples 34 StreamerInfo Parameters 32 StreamerInfo Request 32 StreamerInfo Response 32 Streaming Activity 284 Streaming Authentication 277 Streaming Data 276 Streaming Debugging 278 Streaming Level I Quote 293 Streaming Level II Request Request 303 Streaming Level II Response 304 Streaming Level II Sample Response 306 Streaming News 317 Streaming Programming Tips 278 Streaming Request Format 281 Streaming Response Format 282 Streaming Service IDs 279 Streaming Time & Sales Request 301 Streaming TIMESALE 301 Streaming TOTALVIEW Request Request 306 Streaming TOTALVIEW Response 308 Streaming TOTALVIEW Sample Response 310 Symbol Lookup 50 SymbolLookup Examples 52 SymbolLookup Parameters 51 SymbolLookup Request 50 SymbolLookup Response 51 SymbolLookupErrors 52


Index

-TTime & Sales Request 301 Time & Sales Response 302 TIMESALE 301 TotalView 306 Trade 156 Transaction History 120, 138 Transactions 96, 120, 138 Typeface Conventions 12

-UURL Encoding 19 URL Encoding Substitutions URL Rewriting 18

22

-VVB 16 VolatilityHistory 58 VolatilityHistory Parameters 58 VolatilityHistory Request 58 VolatilityHistory Response 61 VolatilityHistory Samples 62 VolatilityHistory Validation Rules 60 VolatilityHistoryError Response 62

-WWhat needs URL Encoding

-XXML Quote Errors 49 XML Quote Examples 45 XML Quote Parameters 37 XML Quote Request 37 XML Quote Response 37 XML Quotes 37


20

333

Tda Api Docs 6y391m

Overview 6h3y3j

More details h6z72

Related Documents 543cg

Tda Api Docs 6y391m

Jolo Recharge Api Docs 3j4h18

Rediplus Api Docs 6i2n5l

Jolo Recharge Api Docs 3j4h18

Docs 6j5a5

Tda 7298 5t724w