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pydata / pandas-datareader

Extract data from a wide range of Internet sources into a pandas DataFrame.
https://pydata.github.io/pandas-datareader/stable/index.html
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Integrate with https://developer.tdameritrade.com/ (ask tdameritrade for code contribution) #501

Open mrinterestfull opened 6 years ago

mrinterestfull commented 6 years ago

Would like to request an integration with https://developer.tdameritrade.com/

TDameritrade which recently merged with scottrade and now offers a new rest api set. Would be great if panda integrates with their API.

https://developer.tdameritrade.com/

http://pandas-datareader.readthedocs.io/en/latest/remote_data.html Solution description

option a) is to reach-out to tdameritrade and see if they are interested in making a code contribution. option b) is to have people who are already working with their api and want to use pandas, relate to this ticket and add their comments on python code they used so far.

Thank you Appreciate the great software ! Lucas

addisonlynch commented 6 years ago

This could actually be quite useful. There are a number of different endpoints (many are account-related, which can be skipped), but the following could be implemented pretty easily:

Quotes - (link)

Get quotes for one or more symbols

Options - (link)

Get option chain for an optionable symbol

Movers - (link)

Top 10 (up or down) movers by value or percent for a particular market

Market Hours - (link)

Retrieve market hours for specified markets

Instruments

Search or retrieve instrument data, including fundamental data.

addisonlynch commented 6 years ago

Must have a TD account (requires key), but the process to gain an account isn't quite as easy as many of the other services which require auth (Quandl, etc).

You may need to open a full brokerage account, in which case it's probably not best to implement in PDR. Looking into it.

mrinterestfull commented 5 years ago

So far: https://github.com/timkpaine/tdameritrade I think the gain here is that if you do have TD account, their API will be much more reliable then yahoo's. Or at least you won't be getting timeouts while looping throught stock options. Reached out to timkpaine to see if he can provide a patch to merge the code into here. Thanks Lucas