Open blais opened 3 years ago
Here, for you and all the others using the APIs: https://github.com/blais/ameritrade-api-schemas
BTW I've asked the APIfolk for a package like this a year ago and they said they'd provide a clean one but they've never done it. 2021 goals is to start selling vol in earnest so I did this a few days ago to finish building up my API. Scraping was a bit of a pain, hopefully it saves you some time. I'll be parsing this and generating a corresponding set of Protocol Buffer definitions. You can Haskell the bejeezus out of it, whatever concrete message format is most useful there.
Thank you, Martin!
Hi John, FYI, I have written code to scrape down the schemas recently. Code: https://github.com/blais/ameritrade/tree/master/tools Output: https://github.com/blais/ameritrade/tree/master/ameritrade/schemas
There's still a few quirks, I'll be cleaning them up over the next few days or weeks. If it's useful to you, I can sync them to a dedicated repository.