Skip to main content

This package extend from https://github.com/timkpaine/tdameritrade.

Project description

Information

This package extend from https://github.com/timkpaine/tdameritrade I crawled data options from TD Ameritrade API with thousand requests by hour and my application has generated over 11k tokens in the last few hours when I use tdameritrade package maybe when I send a get request to TDA then a token generated so TD Ameritrade API team notice me. Then I used redis to keep token and using it in 30minute before re-generated. I only modified session.py file and keep others. Bonus, I created 2 methods to get history stock price and options straddle as Yahoo Options.

Installation

pip install pip install tdameritrade_ext --upgrade

Get Options

  • Get options
from tdameritrade_ext.client import TDClient
import time
c = TDClient()
data = c.options('AAPL', fromDate=time.strftime("%Y-%m-%d"))

Get Options Chain as Straddle (similar Yahoo Options)

def get_option_chain(ticker):
    df = None
    try:
        c = TDClient()
        df = c.options(ticker, fromDate=time.strftime("%Y-%m-%d"))
    except AssertionError as e:
        print("error 1", e)
        log.exception(e)
    except Exception as e:
        print("error 2", e)
        log.exception(e)

    if df == None:
        return None

    putExp = df['putExpDateMap']
    puts = {}
    for date, put in putExp.items():
        dates = date.split(":")
        date_expiration = dates[0]
        itemputs = {}
        for strike, itemstrikes in put.items():
            if strike[-2:] == '.0':
                strike = round(float(strike))
            itemstrike = itemstrikes[0]
            itemput = {
                'strike': strike,
                'put': {
                    'contractSymbol': itemstrike['symbol'],
                    'strike': strike,
                    'lastPrice': itemstrike['last'],
                    'change': itemstrike['netChange'],
                    'percentChange': itemstrike['percentChange'],
                    'volume': itemstrike['totalVolume'],
                    'openInterest': itemstrike['openInterest'],
                    'impliedVolatility': itemstrike['volatility'],
                    'open': itemstrike['openPrice'],
                    'high': itemstrike['highPrice'],
                    'low': itemstrike['lowPrice'],
                    'close': itemstrike['closePrice'],
                    'date': itemstrike['tradeTimeInLong'],
                    'bid': itemstrike['bid'],
                    'ask': itemstrike['ask']
                }
            }
            itemputs[strike] = itemput
        puts[date_expiration] = itemputs

    callExp = df['callExpDateMap']
    calls = {}
    for date, call in callExp.items():
        dates = date.split(":")
        date_expiration = dates[0]

        put = puts[date_expiration] if date_expiration in puts else {}
        itemcalls = []
        for strike, itemstrikes in call.items():
            if strike[-2:] == '.0':
                strike = round(float(strike))
            itemstrike = itemstrikes[0]
            itemcall = {
                'strike': strike,
                'call': {
                    'contractSymbol': itemstrike['symbol'],
                    'strike': strike,
                    'lastPrice': itemstrike['last'],
                    'change': itemstrike['netChange'],
                    'percentChange': itemstrike['percentChange'],
                    'volume': itemstrike['totalVolume'],
                    'openInterest': itemstrike['openInterest'],
                    'impliedVolatility': itemstrike['volatility'],
                    'open': itemstrike['openPrice'],
                    'high': itemstrike['highPrice'],
                    'low': itemstrike['lowPrice'],
                    'close': itemstrike['closePrice'],
                    'date': itemstrike['tradeTimeInLong'],
                    'bid': itemstrike['bid'],
                    'ask': itemstrike['ask']
                },
                'put': put[strike]['put'] if strike in put else {}
            }
            itemcalls.append(itemcall)
        calls[date_expiration] = itemcalls

    return calls
  • Get history by ticker and interval: 1m, 5m, 10m, 15m, 30m, 1h, 1d
def get_data_ticker(ticker, interval):
    c = TDClient()
    period_type = 'day'
    period = 1
    frequency_type = 'minute'
    frequency = 1

    if (interval == '5m'):
        frequency = 5
        period = 2
    elif (interval == '10m'):
        frequency = 10
        period = 3
    elif (interval == '15m'):
        frequency = 15
        period = 5
    elif (interval == '30m'):
        frequency = 30
        period = 10
    elif (interval == '1h'):
        frequency = 30
        period = 2
    elif (interval == '1d'):
        period_type = 'month'
        period = 6
        frequency_type = 'daily'
        frequency = 1

    resp = c.history(symbol=ticker,
                               periodType=period_type,
                               period=period,
                               frequencyType=frequency_type,
                               frequency=frequency)

    if 'candles' not in resp:
        return None
    candles = resp['candles']

    if (interval == '1h'):
        datas = []
        for item in candles:
            date_time = datetime.fromtimestamp(item['datetime'] / 1000)
            m = date_time.minute
            if m == 0:
                datas.append(item)
    else:
        datas = candles
    
    return datas

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

tdameritrade_ext-0.0.2.tar.gz (24.5 kB view details)

Uploaded Source

Built Distribution

tdameritrade_ext-0.0.2-py3-none-any.whl (26.4 kB view details)

Uploaded Python 3

File details

Details for the file tdameritrade_ext-0.0.2.tar.gz.

File metadata

  • Download URL: tdameritrade_ext-0.0.2.tar.gz
  • Upload date:
  • Size: 24.5 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/3.7.1 importlib_metadata/4.10.1 pkginfo/1.8.2 requests/2.27.1 requests-toolbelt/0.9.1 tqdm/4.62.3 CPython/3.8.0

File hashes

Hashes for tdameritrade_ext-0.0.2.tar.gz
Algorithm Hash digest
SHA256 3350dbba0dfa386c0a0921142fc0ab0601e8695fbad99c4d63952d95c1dfd522
MD5 c92121afb59c1fd954ff24e07378e16b
BLAKE2b-256 36218e49f5eaac8b63b379d9eab0c54a912c91948e9f3842e448e4fdcaee7d4e

See more details on using hashes here.

File details

Details for the file tdameritrade_ext-0.0.2-py3-none-any.whl.

File metadata

  • Download URL: tdameritrade_ext-0.0.2-py3-none-any.whl
  • Upload date:
  • Size: 26.4 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/3.7.1 importlib_metadata/4.10.1 pkginfo/1.8.2 requests/2.27.1 requests-toolbelt/0.9.1 tqdm/4.62.3 CPython/3.8.0

File hashes

Hashes for tdameritrade_ext-0.0.2-py3-none-any.whl
Algorithm Hash digest
SHA256 aa0fe821307f8e5e262530ce7e51262aa919609999ceb4406259ae1d9e54ad74
MD5 afba24cf139e27574f32c522bea453bc
BLAKE2b-256 a626c03421635008755c4333e4bb4684159dd68310464ada83f8e5d512b3611f

See more details on using hashes here.

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page