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areed1192 / td-ameritrade-python-api

Unofficial Python API client library for TD Ameritrade. This library allows for easy access of the Standard API and allows users to build data pipelines for the Streaming API.
MIT License
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Futures data not being returned #126

Closed elliotvilhelm closed 3 years ago

elliotvilhelm commented 3 years ago 
data = session.get_price_history(
        symbol='/ES',
        period_type='day',
        period=5,
        frequency_type='minute',
        frequency=1
    )

does not return futures data but actual "$ES" data

image

elliotvilhelm commented 3 years ago

Ok I dont think td api even supports historical futures data

areed1192 commented 3 years ago

Sadly no, the documentation on TD is misleading they say you can but unfortunately when we reached out the feature isn't there.

elliotvilhelm commented 3 years ago

Thanks, closing issue.