Sigma Coding

Link: github.com/areed1192/td-ameritrade-api

If you're interested, I'm currently updating the TD Ameritrade API library to make it compatible with the Charles Schwab API. While it's still a work in progress and not yet fully functional, you can check it out on the "switch-to-schwab" branch. Stay tuned for updates!

1 year ago | [YT] | 10

Sigma Coding

Link: github.com/areed1192/trading-...

Good news on the Trading System Project, the repository is now public. With that being said, there is a still tons of work that needs to be done. However, for those of you more interested in the data factory side of things I would say most of the code is there and you can start digging around to see what's in there.

Additionally, I tried playing around with the RBAC object to see if I could help simplify the process of generating one, capturing the credentials, and generating the config files that we would use in our project. I'm curious to see what people thing about this approach.

Take a look, see what you think and provide any feedback that you might think is useful. It's a different approach in this project so I'm curious to see if you all think this is a good direction or maybe we should try something different.

4 years ago (edited) | [YT] | 17

Sigma Coding

Our prayers have finally been answered. I looked at this evening and so far, it looks promising. This will make grabbing the XBRL data much easier and you don't need to register for an API Key. The only downside of this is that it looks like the SEC is now getting extremely strict about web scraping. I was kicked back after making two requests saying that I had passed their threshold of ten requests per second.

If you get kicked back, you are unable to make requests for 10 minutes. Yes, you read that right, they won't let you make another request for 10 minutes. That's a little concerning because if they can't properly identify how many requests are being made it makes me worried that this API won't be useful. It might be best if they ask users to register with an API key so that they can better track the number of requests you make.

Our best bet is to just wait and see what happens and hope they get it under control. I'll be modifying the SEC library to incorporate these new endpoints, luckily, it's only like five endpoints. However, we might need to start consolidating XBRL "company facts" so we can generate some Enum files.

4 years ago | [YT] | 15

Sigma Coding

github.com/areed1192/us-federal-treasury-python-ap…



The new United States Federal Treasury library has been finished and published to PyPi. For those of you who want financial information like outstanding debt and revenue collection, then you'll want to look at this library. Lots of good data available and the best part is this is an open API and does not require an API key.

4 years ago | [YT] | 9

Sigma Coding

github.com/areed1192/interact...

Good news, the new Interactive Brokers Library is almost completed and if you're interested in testing it out feel free to go clone it. All the endpoints are mostly the same, but you'll see better documentation, more examples, and better structure for how the files are organized. I also tried to improve the Auth experience, try it and let me know what you think.

4 years ago (edited) | [YT] | 14

Sigma Coding

Link: github.com/areed1192/interact...

Good news, I'm making the revamped version of the Interactive Brokers library public. Still, lots of work to be done but as always, I want to get input to see what people would like added to it.

Couple things to keep in mind:

1. They seem to have updated their API to change URL paths and even add a few new endpoints.
2. Client portal gateway now has an Alpha setup.
3. Documentation still isn't consistent, bummed to see that. I thought they would fix this issue by now.
4. Still no regular authentication.

Also, if anyone wants to tackle the whole SSL cert or figured out how to set that up. I'd be extremely interested in seeing how you did that. Also, I will be adding a selenium component to the library so we can make the login process easier for paper accounts, it won't be available for regular accounts.

4 years ago (edited) | [YT] | 17

Sigma Coding

github.com/areed1192/td-ameritrade-api


More TD updates. Right now, I have added order and saved order functionality to the library. There are still a few things I want to add with orders, but I would say 90% of the functionality is there and can start being tested. Additionally, I have added around 60% of the streaming services, so you can also start looking over that. I tried to make the streaming services a little more intuitive by leveraging Enums. I would like some feedback on that to see what people think.

4 years ago | [YT] | 17

Sigma Coding

github.com/areed1192/td-ameritrade-api

Hey everyone, just wanted to give you a quick update on the refactored TD library. I would say at this point if you wanted to start exploring the code, you're more than welcome to. Most of the standard endpoints are now built in and the only one left is orders. Additionally, I still need to work on the streaming client but I know some people only use the standard API so I thought I would give the green light to go ahead and use it.

4 years ago (edited) | [YT] | 16

Sigma Coding

Bunch of updates, so bear with me.


The first update is that the TD Ameritrade Library will be refactored to help improve the quality of the library and make it easier to manage for other users. For those interested in following the new repo visit the following link:


github.com/areed1192/td-ameritrade-api


The old repo will still be there, but I will slowly be transitioning people to the new repo once it’s up and running.
The second update is that the Python Starter series will be slightly modified to NOT INCLUDE the email portion. After doing some research I found that it will require some more advanced topics and will be outside the scope of the series. Unfortunately, I will be skipping that portion of the series.


The third update, at some point I am going to be releasing a repository that will help those of you build orders using the trading libraries. One of the biggest challenges is writing an order once and using it with any API of your choice. What we need is a common language that converts a platform specific order to a more general framework and then convert a general framework order back into a platform specific order. This repo will help achieve that.


The fourth update, I hear a lot of people asking about doing a trading robot series with different brokerage APIs like TradeStation and Interactive Brokers. While we can do this, we must approach it in a way that is scalable and manageable. What we realistically must have is some that expands on the order framework outlined above. We need a common interface that works with and brokerage API and have that be used in the trading library. This is an ambition task, but I will try to start laying out some frameworks and see what works best.


The fifth update, because there is so much refactoring and enhancements going on I am going to put the Trading System Series on pause for the time being. The reason being that I do not want to record a bunch of videos that will not be using the new code.


The sixth update, the Power BI API library is coming along nicely, and I started adding data upload features. This is a confusing topic, and the documentation isn’t the clearest sometimes, but I think the library will help clear up that confusion and give real world examples that people can use and follow. I encourage you to check it out.


github.com/areed1192/power-bi-python-api

4 years ago | [YT] | 25

Sigma Coding

Link: github.com/areed1192/power-bi-python-api

I'm back with a new repo. For those of you who use Power BI, you may not be aware but there is a REST API that you can use to work with your Power BI Projects. The library I linked up above is supposed to act like the Microsoft Graph API library I'm working on, you call different services and then do certain actions.

It's still early in the process but the authentication process is taken care of and there are a few different endpoints available. As always if you have questions reach out or comment on the repo.

4 years ago (edited) | [YT] | 13