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| def get_quotes(self,symbol): | |
| access_token = self.get_access_token().json() | |
| access_token = access_token['access_token'] | |
| headers={'Content-Type': 'application/x-www-form-urlencoded', | |
| 'Authorization': 'Bearer {}'.format(access_token)} | |
| data = { 'symbol': symbol, 'apikey': self.apikey} | |
| authReply = requests.get('https://api.tdameritrade.com/v1/marketdata/quotes', | |
| headers=headers, params=data) | |
| # print(authReply) | |
| return (authReply.json()) |
akhan118
/ sinceEpoch.py
Created
July 27, 2018 21:20
Converting time stamps to milliseconds since epoch.
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| def unix_time_millis(self,dt): | |
| epoch = datetime.utcfromtimestamp(0) | |
| return int((dt - epoch).total_seconds() * 1000.0) |
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| def get_price_history(self,symbol,startDate=None,endDate=None): | |
| access_token = self.get_access_token().json() | |
| access_token = access_token['access_token'] | |
| headers={'Content-Type': 'application/x-www-form-urlencoded', | |
| 'Authorization': 'Bearer {}'.format(access_token)} | |
| data = { 'periodType': 'year','frequencyType':'daily', | |
| 'startDate':startDate,'endDate':endDate} | |
| authReply = requests.get('https://api.tdameritrade.com/v1/marketdata/'+symbol+'/pricehistory', | |
| headers=headers, params=data) | |
| # print(authReply.json()) |
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| def get_access_token(self): | |
| #Post Access Token Request | |
| headers = { 'Content-Type': 'application/x-www-form-urlencoded' } | |
| data = { 'grant_type': 'refresh_token', 'refresh_token': self.refresh_token, | |
| 'client_id': self.client_id, 'redirect_uri': 'http://localhost:8080'} | |
| authReply = requests.post('https://api.tdameritrade.com/v1/oauth2/token', headers=headers, data=data) | |
| return authReply |
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| close datetime high low open volume | |
| 0 14.08 1522731600000 14.9000 13.800 14.80 33231754 | |
| 1 14.59 1522818000000 14.7800 13.620 13.69 20131765 | |
| 2 14.39 1522904400000 14.9600 14.195 14.70 17015408 | |
| 3 14.25 1522990800000 14.5700 13.980 14.35 13533877 |
akhan118
/ kiki_how_to_use_it.py
Last active
July 27, 2018 20:10
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| token='xxxxxxx' | |
| apikey ='[email protected]' | |
| client_id = '[email protected]' | |
| p = Td(token,client_id,apikey) | |
| start_date = datetime.strptime('04 3 2018 1:33PM', '%m %d %Y %I:%M%p') | |
| end_date = datetime.strptime('05 3 2018 1:33PM', '%m %d %Y %I:%M%p') | |
| print(p.get_price_history('SNAP',p.unix_time_millis(start_date), | |
| p.unix_time_millis(end_date))) |
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| import pandas as pd | |
| import requests | |
| from pandas.io.json import json_normalize | |
| from datetime import datetime | |
| import time | |
| class Td: | |
| def __init__(self,refresh_token,client_id,apikey): | |
| # URL decoded refresh token | |
| self.refresh_token= refresh_token |