TD Ameritrade Holding Market Data API

openapi: 3.0.3
info:
  title: TD Ameritrade and Trading Accounts Market Data API
  description: The TD Ameritrade Accounts and Trading API provided programmatic access to brokerage account information, order management, market data, instruments, watchlists, and trading operations. This API was discontinued following the Charles Schwab acquisition of TD Ameritrade, with full migration completed in May 2024. The successor API is the Charles Schwab Trader API at developer.schwab.com. Documentation preserved for historical reference.
  version: '1'
  contact:
    name: Charles Schwab (Successor)
    url: https://developer.schwab.com
  x-status: deprecated
servers:
- url: https://api.tdameritrade.com/v1
  description: TD Ameritrade API (Deprecated - Migrated to Charles Schwab)
security:
- OAuth2: []
tags:
- name: Market Data
  description: Quotes, price history, and market hours
paths:
  /marketdata/{symbol}/quotes:
    get:
      operationId: getQuote
      summary: Get Quote
      description: Get real-time quote data for a single security symbol.
      tags:
      - Market Data
      parameters:
      - name: symbol
        in: path
        required: true
        description: Security symbol (e.g., AAPL, SPY)
        schema:
          type: string
          example: AAPL
      responses:
        '200':
          description: Quote data for the symbol
          content:
            application/json:
              schema:
                type: object
                additionalProperties:
                  $ref: '#/components/schemas/Quote'
        '401':
          $ref: '#/components/responses/Unauthorized'
  /marketdata/quotes:
    get:
      operationId: getQuotes
      summary: Get Quotes
      description: Get real-time quote data for multiple security symbols.
      tags:
      - Market Data
      parameters:
      - name: symbol
        in: query
        required: true
        description: Comma-separated list of symbols
        schema:
          type: string
          example: AAPL,MSFT,GOOG
      responses:
        '200':
          description: Quote data for all requested symbols
          content:
            application/json:
              schema:
                type: object
                additionalProperties:
                  $ref: '#/components/schemas/Quote'
        '401':
          $ref: '#/components/responses/Unauthorized'
  /marketdata/{symbol}/pricehistory:
    get:
      operationId: getPriceHistory
      summary: Get Price History
      description: Get historical price data (OHLCV) for a security symbol.
      tags:
      - Market Data
      parameters:
      - name: symbol
        in: path
        required: true
        description: Security symbol
        schema:
          type: string
          example: AAPL
      - name: periodType
        in: query
        description: Type of period to show (day, month, year, ytd)
        schema:
          type: string
          enum:
          - day
          - month
          - year
          - ytd
      - name: period
        in: query
        description: Number of periods to show
        schema:
          type: integer
      - name: frequencyType
        in: query
        description: Type of frequency (minute, daily, weekly, monthly)
        schema:
          type: string
          enum:
          - minute
          - daily
          - weekly
          - monthly
      - name: frequency
        in: query
        description: Frequency of data points
        schema:
          type: integer
      - name: startDate
        in: query
        description: Start date in milliseconds since epoch
        schema:
          type: integer
          format: int64
      - name: endDate
        in: query
        description: End date in milliseconds since epoch
        schema:
          type: integer
          format: int64
      responses:
        '200':
          description: Historical price data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PriceHistory'
        '401':
          $ref: '#/components/responses/Unauthorized'
  /marketdata/hours:
    get:
      operationId: getHoursForMultipleMarkets
      summary: Get Hours For Multiple Markets
      description: Retrieve market hours for multiple markets on a specified date.
      tags:
      - Market Data
      parameters:
      - name: markets
        in: query
        required: true
        description: Comma-separated list of markets (EQUITY, OPTION, FUTURE, BOND, FOREX)
        schema:
          type: string
          example: EQUITY,OPTION
      - name: date
        in: query
        description: Date for which to retrieve market hours (yyyy-MM-dd)
        schema:
          type: string
          format: date
      responses:
        '200':
          description: Market hours for requested markets
          content:
            application/json:
              schema:
                type: object
        '401':
          $ref: '#/components/responses/Unauthorized'
  /marketdata/{market}/hours:
    get:
      operationId: getHoursForSingleMarket
      summary: Get Hours For Single Market
      description: Retrieve market hours for a specific market on a specified date.
      tags:
      - Market Data
      parameters:
      - name: market
        in: path
        required: true
        description: Market identifier
        schema:
          type: string
          enum:
          - EQUITY
          - OPTION
          - FUTURE
          - BOND
          - FOREX
      - name: date
        in: query
        description: Date for which to retrieve market hours (yyyy-MM-dd)
        schema:
          type: string
          format: date
      responses:
        '200':
          description: Market hours for the specified market
          content:
            application/json:
              schema:
                type: object
        '401':
          $ref: '#/components/responses/Unauthorized'
  /marketdata/{index}/movers:
    get:
      operationId: getMovers
      summary: Get Market Movers
      description: Get the top 10 movers (up or down) by value or percentage for a market index.
      tags:
      - Market Data
      parameters:
      - name: index
        in: path
        required: true
        description: Market index symbol
        schema:
          type: string
          enum:
          - $DJI
          - $COMPX
          - $SPX.X
      - name: direction
        in: query
        description: Direction of movement to filter
        schema:
          type: string
          enum:
          - up
          - down
      - name: change
        in: query
        description: Type of change to measure
        schema:
          type: string
          enum:
          - value
          - percent
      responses:
        '200':
          description: Top movers for the index
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: '#/components/schemas/Mover'
        '401':
          $ref: '#/components/responses/Unauthorized'
components:
  schemas:
    Mover:
      type: object
      description: A market mover (top gainer or loser)
      properties:
        change:
          type: number
          format: double
        description:
          type: string
        direction:
          type: string
          enum:
          - up
          - down
        last:
          type: number
          format: double
        symbol:
          type: string
        totalVolume:
          type: integer
          format: int64
    Quote:
      type: object
      description: Market quote data for a security
      properties:
        assetType:
          type: string
        assetMainType:
          type: string
        cusip:
          type: string
        symbol:
          type: string
        description:
          type: string
        bidPrice:
          type: number
          format: double
        bidSize:
          type: integer
        bidId:
          type: string
        askPrice:
          type: number
          format: double
        askSize:
          type: integer
        askId:
          type: string
        lastPrice:
          type: number
          format: double
        lastSize:
          type: integer
        lastId:
          type: string
        openPrice:
          type: number
          format: double
        highPrice:
          type: number
          format: double
        lowPrice:
          type: number
          format: double
        closePrice:
          type: number
          format: double
        netChange:
          type: number
          format: double
        totalVolume:
          type: integer
          format: int64
        tradeTimeInLong:
          type: integer
          format: int64
        quoteTimeInLong:
          type: integer
          format: int64
        mark:
          type: number
          format: double
        exchange:
          type: string
        exchangeName:
          type: string
        volatility:
          type: number
          format: double
        digits:
          type: integer
        52WkHigh:
          type: number
          format: double
        52WkLow:
          type: number
          format: double
        peRatio:
          type: number
          format: double
        divAmount:
          type: number
          format: double
        divYield:
          type: number
          format: double
        divDate:
          type: string
        securityStatus:
          type: string
        regularMarketLastPrice:
          type: number
          format: double
        regularMarketLastSize:
          type: integer
        regularMarketNetChange:
          type: number
          format: double
        regularMarketTradeTimeInLong:
          type: integer
          format: int64
    Error:
      type: object
      properties:
        error:
          type: string
          description: Error message
        message:
          type: string
          description: Detailed error description
    PriceHistory:
      type: object
      description: Historical price data for a security
      properties:
        candles:
          type: array
          items:
            type: object
            properties:
              open:
                type: number
                format: double
              high:
                type: number
                format: double
              low:
                type: number
                format: double
              close:
                type: number
                format: double
              volume:
                type: integer
                format: int64
              datetime:
                type: integer
                format: int64
        symbol:
          type: string
        empty:
          type: boolean
  responses:
    Unauthorized:
      description: Unauthorized - Valid OAuth2 token required
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
  securitySchemes:
    OAuth2:
      type: oauth2
      description: TD Ameritrade uses OAuth 2.0 token-based authentication
      flows:
        authorizationCode:
          authorizationUrl: https://auth.tdameritrade.com/auth
          tokenUrl: https://api.tdameritrade.com/v1/oauth2/token
          scopes:
            PlaceTrades: Place trades on behalf of the user
            AccountAccess: Access account information
            MoveMoney: Transfer funds between accounts