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TD Ameritrade API change causes a problem when "Get data from server" active

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    TD Ameritrade API change causes a problem when "Get data from server" active

    In recent weeks I have experienced two issues which I thought we separate and unrelated, but upon further review I believe that are actually intrinsically tied. The ultimate result is that since the TDA api change, charts will not show all of my historical data if using a TDA connection.

    I recently files these two issues:

    "Historical data disappearing when connection active" - https://ninjatrader.com/support/foru...nection-active

    TD Ameritrade seems to have new, very stingy limits on data requests now - https://ninjatrader.com/support/foru...a-requests-now

    I believe that I have now confirmation that this is TDA-specific issue by turning off the TDA connection and letting an IB connection run with "Get data from server", in which case all of my historical data from 1999 to present reappears. It is a mystery to me why historical data should to be tied to specific connections in terms of what is loaded/shown on a chart, but that does seem to be the case. For now I guess I will not use TDA for historical data in any way since it makes my historical data not appear.
    Last edited by Calebg; 08-03-2020, 10:58 AM.

    #2
    Hello Calebg,

    Thank you for your post.

    You are correct. TD Ameritrade has implemented new limitations for data requests on it's API. Currently, 50 days of minute data is available and daily data is available back to 1985. If you select 'get data from sever', historical data will come directly from TD Ameritrade's servers and will not load more than what is available from the servers. If that option is not enabled, it will use the historical data that is available locally. In NinjaTrader 8, it is possible to designate a specific data source per instrument type for both real-time and historical data when establishing multiple connections. I have included a link to this section of our help guide;

    https://ninjatrader.com/support/help...ataConnections
    Last edited by NinjaTrader_Zachary; 08-03-2020, 02:56 PM.
    Zachary S.NinjaTrader Customer Service

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      #3
      Calebg - How much do data fees cost for TDA?

      Comment


        #4
        NinjaTrader_Zachary: thanks for the clarification.

        iq200: No separate data fees, but sadly it's worth exactly what is paid for at this point. I can not recommend integrating TDA with Ninjatrader unless the only thing you care about is merely executing orders to a TDA account. (e.g., you don't care about getting data from TDA)

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