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QT Trading API - TD AMERITRADE Specific (AMTRADE.TRD)
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SEND COMMANDS (Client Application to QT Server)
The following SEND TYPE commands are supported for TD Ameritrade:
| NEWORDER | - Sends a New Order to the broker |
| MODIFYORDER | - Modifies an existing order |
| CANCELORDER | - Cancels one or more orders |
| REFTRAN | - Forces a refresh of transactions. No parameters |
| REFBAL | - Forces a refresh of Balances and Positions. No parameters |
NOTIFICATION RESPONSES (QT Server to Application)
The following is a list of Notification TYPES that can be returned:
| ACK | - acknowledgement of a successful order transaction. |
| ERROR | - Error while parsing command or error returned from the broker |
| TRANSACTIONS | - List of transactions for the day |
| BALANCES | - Current Balances information |
| POSITIONS | - Current Positions information |
SEND COMMANDS DETAILS
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NEWORDER - Send a New Order to the broker |
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| Parameter Name | Parameter Values and Description |
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| SymbolType | STOCK or OPTION |
| Symbol | Symbol of the security to be traded |
| Action | For Stocks: BUY, SELL, SHORT, COVER
For Options: BUY_OPEN, BUY_CLOSE, SELL_OPEN, SELL_CLOSE |
| OrderType | LIMIT, MARKET, STOPMARKET, STOPLIMIT, TSTOP |
| Quantity | Number of Shares or Contracts in the transaction |
| LimitPrice | LIMIT Price for Limit orders |
| StopPrice | STOP Price (Activation Price) for STOP orders, or Trail Amount for Trailing Stop |
| StopBasis | If the OrderType is TSTOP, then specify either PERCENT or POINTS to indicate how the specified Trail Amount should be interpreted |
| DisplaySize | (INET Orders) Number of shares to dislay on Level II |
| TIF | Time In Force: DAY, DAY+, GTC, GTC+, MOC (Order type must be MARKET), PRE (Ext. Hours - Pre-Market), POST (Ext. Hours - Post-Market) |
| TIFDate | If the TIF is GTC, the DATE that the order should be good till (MM/DD/YYYY) |
| Route | For Stocks: SMART or AUTO, INET, ARCA
For Options: SMART or AUTO, BOSX, CBOE, AMEX, PHLX, PACX, ISEX |
| AON | All or None: YES if set. NO if omitted |
| DNR | Do Not Reduce: YES if set. NO if omitted |
| FOK | Fill or Kill: YES if set. NO if omitted |
NOTE: Very little error checking is done for API order prior to sending them to the broker.
Some parameter value combinations are not available, such as OrderType: MARKET Route: INET.
Invalid orders will be rejected by TD Ameritrade and the rejection will be returned to you in a NOTIFICATION message.
EXAMPLE:
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<TRADEAPI>
<ID>AMTDS1</ID>
<ACTION>SEND</ACTION>
<TYPE>NEWORDER</TYPE>
<PARAMS>
<SymbolType>STOCK</SymbolType>
<Symbol>DELL</Symbol>
<Action>BUY</Action>
<OrderType>LIMIT</OrderType>
<Quantity>500</Quantity>
<LimitPrice>41.72</LimitPrice>
<TIF>GTD</TIF>
<TIFDate>12/29/2004</TIFDate>
<Route>SMART</Route>
<AON>YES</AON>
</PARAMS>
</TRADEAPI>
{FF}
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MODIFYORDER - Modifies an existing order |
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| Parameter Name | Parameter Values and Description |
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| OrderID | The Order ID of the order being modified. Should be retrieved from TRANSACTIONS |
| SYMBOL | OPTIONAL - the symbol of the security being traded (MUST be the same as original order) |
| ACTION | OPTIONAL - BUY,SELL, etc... (MUST be the same as original order) |
| OrderType | LIMIT, MARKET, STOPMARKET, STOPLIMIT |
| Quantity | Number of Shares or Contracts in the transaction |
| LimitPrice | LIMIT Price for Limit orders |
| StopPrice | STOP Price for STOP orders |
| TIFDate | If the TIF is GTD, the DATE that the order should be good till (MM/DD/YYYY) |
NOTE: ALL Fields are required. If not changing a particular field, send the value that was returned in TRANSACTIONS.
EXAMPLE:
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<TRADEAPI>
<ID>AMTDS1</ID>
<ACTION>SEND</ACTION>
<TYPE>MODIFYORDER</TYPE>
<PARAMS>
<OrderID>1227175600</OrderID>
<OrderType>LIMIT</OrderType>
<Quantity>500</Quantity>
<LimitPrice>41.72</LimitPrice>
<TIFDate>05/14/05</TIFDate>
</PARAMS>
</TRADEAPI>
{FF}
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CANCELORDER - Cancels one or more orders |
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| Parameter Name | Parameter Values and Description |
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| OrderID | The Order ID of the order to be canceled. |
NOTE: To cancel more than one order at a time, just include multiple OrderID XML tags, one for each order
EXAMPLE:
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<TRADEAPI>
<ID>AMTDS1</ID>
<ACTION>SEND</ACTION>
<TYPE>CANCELORDER</TYPE>
<PARAMS>
<OrderID>1227175600</OrderID>
<OrderID>1228893440</OrderID>
<OrderID>1220327423</OrderID>
</PARAMS>
</TRADEAPI>
{FF}
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NOTIFICATION RESPONSES
NOTE: The examples below will not show Record ID or Record Length for simplicity, even though they are sent with every message.
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ACK - Acknowledgement of a successful order transaction |
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Result returned in XML.
EXAMPLES:
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<TRADEAPI>
<ID>AMTDS1</ID>
<TYPE>ACK</TYPE>
<MESSAGE>
TD Ameritrade Received* your order to: BUY 500 shares of DELL, Dell Inc at LIMIT of 41.72 GOOD THRU 12/29/2004 on Account xxxxxxxx
Your order number is: 1372343999
*TD Ameritrade reserves the right to review your order pursuant to applicable federal, exchange and TD Ameritrade rules. The order will be directed to the exchange or market maker for execution, unless TD Ameritrade cancels the order as per the review.
This order may be executed only during normal market hours.
</MESSAGE>
</TRADEAPI>
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OR
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<TRADEAPI>
<ID>AMTDS1</ID>
<TYPE>ACK</TYPE>
<MESSAGE>
The following order(s) have been submitted for cancellation, on Account xxxxxxxx
1372343999
1372034923
</MESSAGE>
</TRADEAPI>
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ERROR - Error while parsing command or error returned from the broker |
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Result returned in XML.
EXAMPLES:
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<TRADEAPI>
<ID>AMTDS1</ID>
<TYPE>ERROR</TYPE>
<MESSAGE>Unable to get Positions data</MESSAGE>
</TRADEAPI>
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TRANSACTIONS - List of transactions on the account for the day |
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Result returned in XML.
| Parameter Name | Parameter Values and Description |
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| OrderID | Order ID of the order |
| OrderStatus | Current Status of the order |
| Open | YES/NO - Whether or not this is an OPEN order - Still being processed |
| Symbol | Symbol of the security being traded |
| SymbolType | Type security being traded (STOCK, OPTION) |
| Action | BUY,SELL,(Same as in NEWORDER)... |
| OrderType | LIMIT, MARKET, STOPMARKET, STOPLIMIT, TSTOP |
| Quantity | Number of Shares or Contracts in the transaction |
| LimitPrice | LIMIT Price for Limit orders |
| StopPrice | STOP Price for STOP orders, or Trail Amount for Trailing Stop |
| StopBasis | For TSTOP order, specifies either PERCENT or POINTS to indicate how the Trail Amount is specified |
| DisplaySize | (INET Orders) Number of shares to dislay on Level II |
| TIF | Time In Force: DAY, DAY+, GTC... (Same as in NEWORDER) |
| TIFDate | The date that the order expires |
| TIFTime | The Time that the order expires |
| Route | AUTO, INET, etc... (Same as in NEWORDER) |
| AON | All or None: YES if set. NO if omitted |
| DNR | Do Not Reduce: YES if set. NO if omitted |
| FOK | Fill or Kill: YES if set. NO if omitted |
| OrderDate | Date the order was Placed |
| OrderTime | Time the order was Placed |
| FillDate | Date the order was filled (If Partial Fills, last fill) |
| FillTime | Time the order was filled (If Partial Fills, last fill) |
| FilledQuantity | The # of shares/contracts of the order that have been filled |
| UnfilledQuantity | # of Shares or Contracts yet to be filled |
| FillPrice | The average price of the filled shares/contracts |
| PartialFills | The list of each partial fill - QTY@Price format, comma separated |
EXAMPLES:
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<TRADEAPI>
<ID>AMTDS1</ID>
<TYPE>TRANSACTIONS</TYPE>
<TRANSACTIONS>
<ORDER>
<OrderID>1374443999</OrderID>
<Action>SELL</Action>
<Quantity>500</Quantity>
<FilledQuantity>0</FilledQuantity>
<UnfilledQuantity>500</UnfilledQuantity>
<Symbol>DELL</Symbol>
<SymbolType>STOCK</SymbolType>
<OrderType>TSTOP</OrderType>
<StopPrice>2.50</StopPrice>
<StopBasis>POINTS</StopBasis>
<TIF>GTD</TIF>
<TIFDate>06/29/2005</TIFDate>
<TIFTime>16:00:00</TIFTime>
<AON>YES</AON>
<OrderStatus>Canceled</OrderStatus>
<Open>NO</Open>
<Route>AUTO</Route>
<OrderDate>05/05/05</OrderDate>
<OrderTime>16:00:00</OrderTime>
</ORDER>
</TRANSACTIONS>
</TRADEAPI>
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BALANCES - Current Balances information |
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Result returned in XML.
NOTE: The values for the NAME Field are coming directly from TD Ameritrade. They can change without notice.
EXAMPLES:
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<TRADEAPI>
<ID>AMTDS1</ID>
<TYPE>BALANCES</TYPE>
<BALANCES>
<Entry>
<Name>Available Funds</Name>
<Current>23,129.19</Current>
<Change>00129.00</Change>
</Entry>
<Entry>
<Name>Buying Power</Name>
<Current>23,129.19</Current>
<Change>129</Change>
</Entry>
... More Entries ...
</BALANCES>
</TRADEAPI>
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POSITIONS - Current Positions information |
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Result returned in XML.
EXAMPLES:
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<TRADEAPI>
<ID>AMTDS1</ID>
<TYPE>POSITIONS</TYPE>
<POSITIONS>
<POSITION>
<Symbol>DELL</Symbol>
<SymbolType>STOCK</SymbolType>
<Name>Dell Inc</Name>
<Quantity>400</Quantity>
<ClosePrice>41.61</ClosePrice>
<PositionType>LONG</PositionType>
<Commission>10.99</Commission>
<Cost>41.00</Cost>
</POSITION>
<POSITION>
<Symbol>GOOG</Symbol>
<SymbolType>STOCK</SymbolType>
<Name>Google Inc</Name>
<Quantity>500</Quantity>
<ClosePrice>183.75</ClosePrice>
<PositionType>LONG</PositionType>
<Commission>10.99</Commission>
<Cost>174.23</Cost>
</POSITION>
... More POSITION records ...
</POSITIONS>
</TRADEAPI>
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