- Overview
- Certificates
- Using Getter Objects
- Throttling
- Example Usage
- Getter Classes
- QuoteGetter
- QuotesGetter
- MarketHoursGetter
- MoversGetter
- HistoricalPeriodGetter
- HistoricalRangeGetter
- OptionChainGetter
- OptionChainStrategyGetter
- OptionChainAnalyticalGetter
- AccountInfoGetter
- PreferencesGetter
- UserPrincipalsGetter
- StreamerSubscriptionKeysGetter
- TransactionHistoryGetter
- IndividualTransactionHistoryGetter
- InstrumentInfoGetter
- OrderGetter
- OrdersGetter *UPDATED*
UPDATES
- On Jun 30 2018 API behavior was changed (by Ameritrade) to fix a bug w/ expired token messages. This will result in an
InvalidRequestexception being thrown with error code 401 in older versions of the library (before commit b75586). If so upgrade to a newer version of the library.
[C, C++]
#include "tdma_api_get.h"
[C++]
using namespace tdma;
[Python]
from tdma_api import get
[Java]
// for illustrative purposes (import individual classes as needed)
import io.github.jeog.tdameritradeapi.get.*;
The C++ Get Interface consists of 'Getter' objects - all derived from APIGetter and defined inline - that call through the ABI to the corresponding implementation objects. The implementation objects are built on top of object-oriented wrappers to libcurl found in curl_connect.h/cpp.
C uses a similar object-oriented approach where functions are passed a pointer to proxy objects that are manually created and destroyed by the client.
The Python and Java interfaces mirror C++ almost exactly.
Certificates are required to validate the hosts. If libcurl is built against the native ssl lib(e.g openssl on linux) or you use the pre-built dependencies for Windows(we built libcurl with -ENABLE_WINSSL) the default certificate store should take care of this for you. If this doesn't happen a ConnectException will be thrown in C++ (CLibException in Python and Java; the related error code in C) with code CURLE_SSL_CACERT(60). If so you'll have to use your own certificates via:
[C++]
void
SetCertificateBundlePath(const std::string& path)
path :: the path to a certificate bundle file (.pem)
[C]
inline int
SetCertificateBundlePath(const char* path)
returns -> 0 on success, error code on failure
[Python]
def auth.set_certificate_bundle_path(path):
[Java]
public class Auth{
...
public static void
setCertificateBundlePath(String path) throws CLibException;
...
}
There is a default 'cacert.pem' file in the base directory extracted from Firefox that you can use. (You can get updated versions from the curl site.)
Getter objects are fundamental to accessing the API and require a valid Credentials object.
The relevant fields are passed on construction and can be accessed with similarly named getter/setter methods. The instance will execute a request each time get()/Get() is called, until close()/Close() is called. C++, Java, and Python getters will call close() on destruction.
Symbol strings are automatically converted to upper-case.
Getter objects will use the default curl (initital) connection timeout of 300 seconds and will default to NO transfer timeout. To set/get the transfer timeout use the appropriately named functions. If a timeout occurs a 'Connect' error/exception will be returned/thrown.
Previously, for simplicity, Getter objects were built on top of conn::HTTPConnection and each instance created a new TCP/HTTPS connection - not ideal when using multiple instances simultaneously.
Now [after commit 724346], the default behavior is to share a connection using conn::SharedHTTPConnection which manages a single curl handle for a particular context group. Currently, all getter objects use context group '0' but in the future we may allow for custom context groups to be used so the interface may change slightly. .close should still be used when done with the instance; once there are no longer any references to the underlying connection it will be closed automatically.
This was designed to be thread-safe with respect to the context group but NOT the instance itself and has undergone limited testing so please report issues. Different instances within different threads should be safe to construct, destruct, access, and execute concurrently, but a particular instance's methods should only be used within a single thread.
If you still need to create an instance with its own connection you can alternate between this behavior and the old with the following api calls. (Keep in mind that only the instances created after this api call is made will be affected.)
[C++]
static void
APIGetter::share_connections(bool share);
[C]
static inline int
APIGetter_ShareConnections(int share);
[Python]
def get.share_connections(share):
[Java]
public class APIGetter implements AutoCloseable {
...
static public void
shareConnections(boolean share) throws CLibException;
...
}
To get the current beavior:
[C++]
static bool
APIGetter::is_sharing_connections();
[C]
static inline int
APIGetter_IsSharingConnections(int *share);
[Python]
def get.is_sharing_connections():
[Java]
public class APIGetter implements AutoCloseable {
...
static public boolean
isSharingConnections() throws CLibException;
...
}
-
Construct a Getter object
-
Use the
.get()method which returns anlohmann::jsonobject from the server OR throws an exception. -
Use the objects's accessor methods for querying the fields passed to the constructor and/or updating those to be used in subsequent
.get()calls.To make this more concrete here is the Getter interface for individual price quotes:
class QuoteGetter : public APIGetter { ... public: QuoteGetter( Credentials& creds, const string& symbol ); string get_symbol() const; void set_symbol(const string& symbol); json /* INHERITED FROM APIGetter */ get() const; void /* INHERITED FROM APIGetter */ close(); bool /* INHERITED FROM APIGetter */ is_closed() const; void /* INHERITED FROM APIGetter */ set_timeout(std::chrono::milliseconds msec); std::chrono::milliseconds /* INHERITED FROM APIGetter */ get_timeout() const; };
-
Define a a getter struct that will serve as the proxy instance, e.g:
QuoteGetter_C qg = {0,0}; -
Initialize the getter object using the appropriately named
Createfunction, e.g:inline int QuoteGetter_Create( struct Credentials *pcreds, const char* symbol, QuoteGetter_C *pgetter ) pcreds :: a pointer to your credentials struct symbol :: the symbol to get quotes for pgetter :: a pointer to a QuoteGetter_C struct to be populated returns -> 0 on success, error code on failure -
Use a pointer to the proxy instance to return (un-parsed) json data, e.g:
inline int QuoteGetter_Get(QuoteGetter_C *pgetter, char **buf, size_t *n) pgetter :: pointer to the getter object created by 'Create' buf :: address of a char* that will be populated by a char buffer *HEAP ALLOCATED VIA MALLOC* n :: address of a size_t to be populated with the size of the char buffer (size of data + 1 for the null term)Note that a heap allocated char buffer is returned. It's the caller's responsibility to free the object with:
inline int FreeBuffer( char* buf )Basic use of the Get call looks like:
char* raw; size_t n; int err = QuoteGetter_Get(&qg, &raw, &n); if( err ){ // } // do something with 'raw' before you free it FreeBuffer( raw ); // notice we are using the char* version for a single buffer -
To view or change the paramaters of the getter use the accessor methods, e.g:
inline int QuoteGetter_GetSymbol(QuoteGetter_C *pgetter, char **buf, size_t *n) inline int QuoteGetter_SetSymbol(QuoteGetter_C *pgetter, const char *symbol)Again, remember to free the char buffer returned by the 'GetSymbol' call.
-
When done you can close the object to end the connection and/or destroy it to release the underlying resources e.g:
inline int QuoteGetter_Close(QuoteGetter_C *pgetter) inline int QuoteGetter_Destroy(QuoteGetter_C *pgetter)Once
Destroyis called any use of the getter is UNDEFINED BEHAVIOR.To check the state(before
Destroyis called), e.g:inline int QuoteGetter_IsClosed(QuoteGetter_C *pgetter, int *b)
Each object has a similarly named stand-alone function for making a single get call(e.g GetQuote(...), GetAccountInfo(...)). This function calls Create, Get, and Destroy, populating a char buffer, as above.
-
Construct a Getter object (tdma_api/get.py)
-
Use the
.get()method which returns a parsed json object(dict, list, or None via json.loads()) from the server OR throws clib.CLibException. -
Use the object's accessor methods for querying the fields passed to the constructor and updating those to be used in subsequent
.get()call.To make this more concrete here is the Getter interface for individual price quotes:
class QuoteGetter(_APIGetter): def __init__(self, creds, symbol) def get_symbol(self) def set_symbol(self, symbol) def get(self) /* INHERITED */ def close(self) /* INHERITED */ def is_closed(self) /* INHERITED */ def set_timeout(self, msec) /* INHERITED */ def get_timeout(self) /* INHERITED */
-
Construct a Getter object (package
io.github.jeog.tdameritradeapi.get)- you can use Getter objects in a 'try-with-resources' block to close the connection immediately when done
-
Use the
.get()method which returns eitherorg.json.JSONObjectororg.json.JSONArrayOR throwsTDameritradeAPI.CLibException. Alternatively, usegetRaw()to get a json string to parse yourself. [Earlier versions of.get()returned anObject- last used in commit c15dd0f (Aug 4 2019)] -
Use the object's accessor methods for querying the fields passed to the constructor and updating those to be used in subsequent
.get()calls.To make this more concrete here is the Getter interface for individual price quotes:
public class QuoteGetter extends APIGetter{ public QuoteGetter( Credentials creds, String symbol ) throws CLibException; public String getSymbol() throws CLibException; public void setSymbol(String symbol) throws CLibException; @Override public JSONObject get() throws CLibException; public String getRaw() throws CLibException; /* INHERITED */ @Override public void close() throws CLibException /* INHERITED */ public boolean isClosed() throws CLibException /* INHERITED */ public void setTimeout(long msec) throws CLibException /* INHERITED */ public long getTimeout() throws CLibException /* INHERITED */ }
The API docs indicate a limit of two requests per second so we implement a throttling/blocking
mechanism across ALL Getter objects with a default wait of 500 milliseconds. If, for instance, we use the default
wait and make five .get() calls in immediate succession the group of calls will take
~2500 milliseconds to complete. This wait time can be accessed with:
[C++]
static chrono::milliseconds
APIGetter::get_wait_msec();
[C]
inline int
APIGetter_GetWaitMSec(unsigned long long *msec)
[Python]
def get.get_wait_msec()
[Java]
public class APIGetter {
...
static public long getWaitMSec() throws CLibException;
...
}
[C++]
static void
APIGetter::set_wait_msec(chrono::milliseconds msec);
[C]
inline int
APIGetter_SetWaitMSec(unsigned long long msec)
[Python]
def get.set_wait_msec(msec)
[Java]
public class APIGetter {
...
static public void setWaitMSec( long msec ) throws CLibException;
...
}
To check the number of milliseconds before the next .get() call can be executed(not block):
[C++]
static chrono::milliseconds
APIGetter::wait_remaining();
[C]
inline int
APIGetter_WaitRemaining(unsigned long long *msec);
[Python]
def get.wait_remaining()
[Java]
public class APIGetter {
...
static public long waitRemaining() throws CLibException;
...
}
This interface should not be used for streaming data, i.e. repeatedly making getter calls -
use StreamingSession for that.
#include <string>
#include <chrono>
#include <iostream>
#include "tdma_api_get.h"
using namespace tdma;
using namespace std;
...
{
CredentialsManager credentials_manager( "path/to/creds/file", "password" );
QuoteGetter qg(credentials_manager.credentials, "SPY");
json j;
try{
j = qg.get();
}catch( InvalidRequest& e){
// invalid symbol ?
}catch( ConnectException& e ){
// something more serious
}
cout<< qg.get_symbol() << ' ' << j << endl;
qg.set_symbol("QQQ");
j = qg.get();
cout<< qg.get_symbol() << ' ' << j << endl;
}
...
#include <stdio.h>
#include <stdlib.h>
#include "tdma_api_get.h"
...
int err = 0;
char *buf = NULL, *symbol = NULL;
size_t n = 0;
struct Credentials creds;
QuoteGetter_C qg = {0,0};
if( (err = LoadCredentials( "path/to/creds/file", "password", &creds) )
CHECK_AND_RETURN_ON_ERROR(err, "LoadCredentials");
if( (err = QuoteGetter_Create(creds, "SPY", &qg)) )
CHECK_AND_RETURN_ON_ERROR(err, "QuoteGetter_Create");
if( (err = QuoteGetter_Get(&qg, &buf, &n)) )
CHECK_AND_RETURN_ON_ERROR(err, "QuoteGetter_Get");
if( (err = QuoteGetter_GetSymbol(&qg, &symbol, &n)) )
CHECK_AND_RETURN_ON_ERROR(err, "QuoteGetter_GetSymbol");
if( symbol && buf )
printf( "Get: %s - %s \n", symbol, buf);
if(buf){
free(buf);
buf = NULL;
}
if(symbol){
free(symbol);
symbol = NULL;
}
if( (err = QuoteGetter_SetSymbol(&qg, "QQQ")) )
CHECK_AND_RETURN_ON_ERROR(err, "QuoteGetter_SetSymbol");
if( (err = QuoteGetter_Get(&qg, &buf, &n)) )
CHECK_AND_RETURN_ON_ERROR(err, "QuoteGetter_Get");
if( (err = QuoteGetter_GetSymbol(&qg, &symbol, &n)) )
CHECK_AND_RETURN_ON_ERROR(err, "QuoteGetter_GetSymbol");
if( symbol && buf )
printf( "Get: %s - %s \n", symbol, buf);
if(buf){
free(buf);
buf = NULL;
}
if(symbol){
free(symbol);
symbol = NULL;
}
if( (err = QuoteGetter_Destroy(&qg)) ){
memset(&qg, 0, sizeof(QuoteGetter_C));
CHECK_AND_RETURN_ON_ERROR(err, "QuoteGetter_Destroy");
}
memset(&qg, 0, sizeof(QuoteGetter_C));
...
from tdma_api import get, clib, auth
...
if not clib.is_loaded():
clib.init("path/to/lib/libTDAmeritrade.so")
with auth.CredentialManager("path/to/creds/file", "password") as cm:
try:
g = get.QuoteGetter(cm.credentials, "SPY")
j = g.get()
s = g.get_symbol()
assert s == "SPY"
print(s, j[s])
g.set_symbol("QQQ")
j = g.get()
s = g.get_symbol()
assert s == "QQQ"
print(s, j[s])
except clib.CLibException as e:
print( str(e) )
raise
...
import io.github.jeog.tdameritradeapi.TDAmeritradeAPI;
import io.github.jeog.tdameritradeapi.TDAmeritradeAPI.CLibException;
import io.github.jeog.tdameritradeapi.Auth.CredentialsManager;
import io.github.jeog.tdameritradeapi.get.QuoteGetter;
import org.json.JSONObject;
...
if( !TDAmeritradeAPI.libraryIsLoaded() )
TDAmeritradeAPI.init(libPath);
try( CredentialsManager cm = new CredentialsManager(credsPath, credsPassword) ){
try( QuoteGetter qGetter = new QuoteGetter(cm.getCredentials(), "SPY") ){
JSONObject j = qGetter.get();
System.out.println( qGetter.getSymbol() + ": " + j.toString(4) )
qGetter.setSymbol("QQQ");
j = (JSONObject)qGetter.get();
System.out.println( qGetter.getSymbol() + ": " + j.toString(4) )
}catch( CLibException exc ){
// ERROR
}
}
C++ Getter classes and the equivalent C interfaces are outlined below.
The C interface uses appropriately named functions to mimic the methods of the C++ classes. It requires explicit use of the Create functions for construction and Destroy functions for destruction.
The Python and Java interfaces match C++ almost exactly.
Retrieve a single quote for a single security. TDAmeritrade docs.
constructors
QuoteGetter::QuoteGetter(Credentials& creds, const string& symbol);
creds :: credentials struct received from RequestAccessToken / LoadCredentials
/ CredentialsManager.credentials
symbol :: (case sensitive) security symbol
types
class QuoteGetter : public APIGetter;
methods
virtual json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
QuoteGetter::get_symbol() const;
void
QuoteGetter::set_symbol(const string& symbol);
types
struct QuoteGetter_C;
functions
static inline int
QuoteGetter_Create(struct Credentials *pcreds,
const char* symbol,
QuoteGetter_C *pgetter);
static inline int
QuoteGetter_Destroy(QuoteGetter_C *pgetter);
static inline int
QuoteGetter_Get(QuoteGetter_C *pgetter, char** buf, size_t *n);
static inline int
QuoteGetter_Close(QuoteGetter_C *pgetter);
static inline int
QuoteGetter_IsClosed(QuoteGetter_C *pgetter, int*b);
static inline int
QuoteGetter_GetSymbol(QuoteGetter_C *pgetter, char **buf, size_t *n);
static inline int
QuoteGetter_SetSymbol(QuoteGetter_C *pgetter, const char* symbol);
static inline int
GetQuote(structCredentials *pcreds, const char* symbol, char **buf, size_t *n);
Retrieve a single quote for multiple securities. TDAmeritrade docs.
constructors
QuotesGetter::QuotesGetter(Credentials& creds, const set<string>& symbols);
creds :: credentials struct received from RequestAccessToken / LoadCredentials
/ CredentialsManager.credentials
symbol :: (case sensitive) set of security symbols
- empty symbol strings and/or symbol sets will throw ValueException
- if all symbols are removed, calling
.get()will return an empty json object
types
class QuotesGetter : public APIGetter;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
set<string>
QuotesGetter::get_symbols() const;
void
QuotesGetter::set_symbols(const set<string>& symbols);
void
QuotesGetter::add_symbol(const string& symbol);
void
QuotesGetter::remove_symbol(const string& symbol);
void
QuotesGetter::add_symbols(const set<string>& symbols);
void
QuotesGetter::remove_symbols(const set<string>& symbols);
types
struct QuotesGetter_C;
functions
static inline int
QuotesGetter_Create(struct Credentials *pcreds,
const char** symbols,
size_t nsymbols,
QuotesGetter_C *pgetter);
static inline int
QuotesGetter_Destroy(QuotesGetter_C *pgetter);
static inline int
QuotesGetter_Get(QuotesGetter_C *pgetter, char** buf, size_t *n);
static inline int
QuotesGetter_Close(QuotesGetter_C *pgetter);
static inline int
QuotesGetter_IsClosed(QuotesGetter_C *pgetter, int*b);
static inline int
QuotesGetter_GetSymbols(QuotesGetter_C *pgetter, char ***buf, size_t *n);
static inline int
QuotesGetter_SetSymbols(QuotesGetter_C *pgetter,
const char**
symbols, size_t nsymbols);
static inline int
QuotesGetter_AddSymbol(QuotesGetter_C *pgetter, const char* symbol);
static inline int
QuotesGetter_RemoveSymbols(QuotesGetter_C *pgetter, const char* symbol);
static inline int
QuotesGetter_AddSymbols(QuotesGetter_C *pgetter,
const char **symbols,
size_t nsymbols);
static inline int
QuotesGetter_RemoveSymbols(QuotesGetter_C *pgetter,
const char **symbols,
size_t nsymbols);
static inline int
GetQuotes(struct Credentials *pcreds,
const char** symbols,
size_t nysmbols,
char **buf,
size_t *n);
Retrieve market hours for a single market. TDAmeritrade docs.
constructors
MarketHoursGetter::MarketHoursGetter( Credentials& creds,
MarketType market_type,
const string& date );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
market_type :: market to get hours for
date :: date string to get hours for*
* yyyy-MM-dd or yyyy-MM-dd'T'HH::mm::ssz
types
class MarketHoursGetter : public APIGetter;
enum class MarketType : int{
equity,
option,
future,
bond,
forex
};
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
MarketHoursGetter::get_date() const;
void
MarketHoursGetter::set_date(const string& date);
MarketType
MarketHoursGetter::get_market_type() const;
void
MarketHoursGetter::set_market_type(MarketType market_type);
types
struct MarketHoursGetter_C;
enum MarketType {
MarketType_equity,
MarketType_option,
MarketType_future,
MarketType_bond,
MarketType_forex
};
functions
static inline int
MarketHoursGetter_Create( struct Credentials *pcreds,
MarketType market_type,
const char* date,
MarketHoursGetter_C *pgetter );
static inline int
MarketHoursGetter_Destroy(MarketHoursGetter_C *pgetter);
static inline int
MarketHoursGetter_Get(MarketHoursGetter_C *pgetter, char** buf, size_t *n);
static inline int
MarketHoursGetter_Close(MarketHoursGetter_C *pgetter);
static inline int
MarketHoursGetter_IsClosed(MarketHoursGetter_C *pgetter, int *b);
static inline int
MarketHoursGetter_GetMarketType( MarketHoursGetter_C *pgetter,
MarketType *market_type );
static inline int
MarketHoursGetter_SetMarketType( MarketHoursGetter_C *pgetter,
MarketType market_type );
static inline int
MarketHoursGetter_GetDate( MarketHoursGetter_C *pgetter, char **buf, size_t *n );
static inline int
MarketHoursGetter_SetDate( MarketHoursGetter_C *pgetter, const char* date );
static inline int
GetMarketHours( struct Credentials *pcreds,
MarketType market_type,
const char* date,
char **buf,
size_t *n );
Top 10 up or down movers by value or %. TDAmeritrade docs.
constructors
MoversGetter::MoversGetter( Credentials& creds,
MoversIndex index,
MoversDirectionType direction_type,
MoversChangeType change_type );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
index :: index(compx, dji, spx) to get movers for
direction_type :: direction of moves
change_type :: value or percent change
types
class MoversGetter : public APIGetter;
enum class MoversIndex : int{
compx, /* $COMPX */
dji, /* $DJI */
spx /* SPX */
};
enum class MoversDirectionType : int{
up,
down,
up_and_down
};
enum class MoversChangeType : int{
value,
percent
};
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
MoversIndex
MoversGetter::get_index() const;
void
MoversGetter::set_index(MoversIndex index);
MoversDirectionType
MoversGetter::get_direction_type() const;
void
MoversGetter::set_direction_type(MoversDirectionType direction_type);
MoversChangeType
MoversGetter::get_change_type() const
void
MoversGetter::set_change_type(MoversChangeType change_type);
types
struct MoversGetter_C;
enum MoversIndex {
MoversIndex_compx, /* $COMPX */
MoversIndex_dji, /* $DJI */
MoversIndex_spx /* SPX */
};
enum MoversDirectionType {
MoversDirectionType_up,
MoversDirectionType_down,
MoversDirectionType_up_and_down
};
enum MoversChangeType {
MoversChangeType_value,
MoversChangeType_percent
};
functions
static inline int
MoversGetter_Create( struct Credentials *pcreds,
MoversIndex index,
MoversDirectionType direction_type,
MoversChangeType change_type,
MoversGetter_C *pgetter );
static inline int
MoversGetter_Destroy( MoversGetter_C *pgetter)
{ return MoversGetter_Destroy_ABI(pgetter, 0); };
static inline int
MoversGetter_Get(MoversGetter_C *pgetter, char** buf, size_t *n);
static inline int
MoversGetter_Close(MoversGetter_C *pgetter);
static inline int
MoversGetter_IsClosed(MoversGetter_C *pgetter, int *b);
static inline int
MoversGetter_GetIndex( MoversGetter_C *pgetter, MoversIndex *index);
static inline int
MoversGetter_SetIndex( MoversGetter_C *pgetter, MoversIndex index);
static inline int
MoversGetter_GetDirectionType( MoversGetter_C *pgetter,
MoversDirectionType *direction_type );
static inline int
MoversGetter_SetDirectionType( MoversGetter_C *pgetter,
MoversDirectionType direction_type);
static inline int
MoversGetter_GetChangeType( MoversGetter_C *pgetter,
MoversChangeType *change_type );
static inline int
MoversGetter_SetChangeType( MoversGetter_C *pgetter,
MoversChangeType change_type);
static inline int
GetMovers( struct Credentials *pcreds,
MoversIndex index,
MoversDirectionType direction_type,
MoversChangeType change_type,
char **buf,
size_t *n );
Price history for a single security. TDAmeritrade docs.
Control the size and granularity of the historical period using the following fields:
- period_type - e.g day
- period - e.g 3 (days)
- frequency_type - e.g minute
- frequency - e.g 5 (minutes)
By default the period will be 'anchored' at an end point of yesterday (excluding today's data). To change this anchor point set the optional field:
- msec_since_epoch - e.g -1512108000000 to start on the 12/01/2017 bar
How these five parameters interact (what are valid combinations, what throws and when etc.) can be somewhat complex so please read the detailed comments in the C++ constructors and utilities sections below.
constructors
HistoricalPeriodGetter::HistoricalPeriodGetter( Credentials& creds,
const string& symbol,
PeriodType period_type,
unsigned int period,
FrequencyType frequency_type,
unsigned int frequency,
bool extended_hours,
long long msec_since_epoch = 0 );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
symbol :: (case sensitive) security symbol
period_type :: type of period (day, month etc.)
period :: # of periods **
frequency_type :: type of frequency (minute, daily etc.) *
frequency :: # of that frequency (e.g 10 or 100 minutes) *
extended_hours :: include extended hours data
msec_since_epoch :: milliseconds since epoch of period anchor **
* these args are restricted to certain values based on other args and will
throw ValueError if invalid, see the 'utilities' section below
** msec_since_epoch represents both the datetime that will serve to
anchor/bound the period and the position of the period with respect to it.
> 0 : milliseconds since epoch to END of period; the period will
end at the last full candle before this datetime
< 0 : -1 * milliseconds since epoch to START of period; the period
will begin at the first full candle after this datetime
= 0 : maintain/revert to default behavior(anchor end to yesterday,
ignoring todays candles; pass a current or future value to
include today)
e.g
(-1512108000000) w/ a monthly frequency will start the period
with the 12/01/17 monthly candle
(1512108000000) w/ a monthly frequency will end the period
with the 11/01/17 monthly candle
types
class HistoricalPeriodGetter : public HistoricalGetterBase;
enum class PeriodType : int{
day,
month,
year,
ytd
};
enum class FrequencyType : int{
minute,
daily,
weekly,
monthly
};
utilities
VALID_PERIODS_BY_PERIOD_TYPE - A mapping that provides the set of valid # of
periods for a particular period type. (e.g PeriodType::day allows for 1,2,3,4,5, and 10 periods)
const unordered_map<PeriodType, set<int>, EnumHash<PeriodType>>
VALID_PERIODS_BY_PERIOD_TYPE = {
{PeriodType::day, set<int>{1,2,3,4,5,10}},
{PeriodType::month, set<int>{1,2,3,6}},
{PeriodType::year, set<int>{1,2,3,5,10,15,20}},
{PeriodType::ytd, set<int>{1}},
};
VALID_FREQUENCY_TYPES_BY_PERIOD_TYPE - A mapping that provides the set of valid
frequency types for a particular period type. (e.g PeriodType::day only allows for FrequencyType::minute)
const unordered_map<PeriodType, set<FrequencyType, EnumCompare<FrequencyType>>,
EnumHash<PeriodType>>
VALID_FREQUENCY_TYPES_BY_PERIOD_TYPE ={
{PeriodType::day, {FrequencyType::minute} },
{PeriodType::month, {FrequencyType::daily, FrequencyType::weekly} },
{PeriodType::year, {FrequencyType::daily, FrequencyType::weekly,
FrequencyType::monthly} },
{PeriodType::ytd, {FrequencyType::daily, FrequencyType::weekly} },
};
VALID_FREQUENCIES_BY_FREQUENCY_TYPE - A mapping that provides the set of valid frequency amounts for a particular frequency type. (e.g FrequencyType::daily only allows for a frequency amount of 1, in other words: you can get data over some period one day at a time, but not 2,3 etc. days at a time)
const unordered_map<FrequencyType, set<int>, EnumHash<FrequencyType>>
VALID_FREQUENCIES_BY_FREQUENCY_TYPE = {
{FrequencyType::minute, set<int>{1,5,10,15,30}},
{FrequencyType::daily, set<int>{1}},
{FrequencyType::weekly, set<int>{1}},
{FrequencyType::monthly, set<int>{1}},
};
- invalid frequency-to-frequency-type combinations will THROW immediately
- invalid period-to-period-type combinations will THROW immediately
- invalid frequency-type-to-period-type combinations will only THROW immediately on construction; if passed to the 'set' methods they WILL NOT THROW UNTIL
.get()is called
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
HistoricalGetterBase::get_symbol() const;
void
HistoricalGetterBase::set_symbol(const string& symbol);
unsigned int
HistoricalGetterBase::get_frequency() const;
FrequencyType
HistoricalGetterBase::get_frequency_type() const;
void
HistoricalGetterBase::set_frequency( FrequencyType frequency_type,
unsigned int frequency );
bool
HistoricalGetterBase::is_extended_hours() const;
void
HistoricalGetterBase::set_extended_hours(bool extended_hours);
PeriodType
HistoricalPeriodGetter::get_period_type() const;
unsigned int
HistoricalPeriodGetter::get_period() const;
void
HistoricalPeriodGetter::set_period( PeriodType period_type,
usigned int period );
long long
HistoricalPeriodGetter::get_msec_since_epoch() const;
void
HistoricalPeriodGetter::set_msec_since_epoch( long long msec_since_epoch );
types
struct HistoricalPeriodGetter_C;
enum PeriodType {
PeriodType_day,
PeriodType_month,
PeriodType_year,
PeriodType_ytd
};
enum FrequencyType {
FrequencyType_minute,
FrequencyType_daily,
FrequencyType_weekly,
FrequencyType_monthly
};
utilities
VALID_PERIODS_BY_PERIOD_TYPE - A mapping that provides the set of valid # of
periods for a particular period type. (e.g PeriodType_day allows for 1,2,3,4,5, and 10 periods)
static const int
VALID_PERIODS_BY_PERIOD_TYPE[PeriodType_ytd + 1][8] = {
{1,2,3,4,5,10,-1,-1},
{1,2,3,6,-1,-1,-1,-1},
{1,2,3,5,10,15,10,-1},
{1,-1,-1,-1,-1,-1,-1,-1},
};
VALID_FREQUENCY_TYPES_BY_PERIOD_TYPE - A mapping that provides the set of valid
frequency types for a particular period type. (e.g PeriodType_day only allows for FrequencyType_minute)
static const FrequencyType
VALID_FREQUENCY_TYPES_BY_PERIOD_TYPE[PeriodType_ytd + 1][4] = {
{FrequencyType_minute, -1, -1, -1},
{FrequencyType_daily, FrequencyType_weekly, -1, -1},
{FrequencyType_daily, FrequencyType_weekly, FrequencyType_monthly, -1},
{FrequencyType_daily, FrequencyType_weekly, -1, -1}
};
VALID_FREQUENCIES_BY_FREQUENCY_TYPE - A mapping that provides the set of valid frequency amounts for a particular frequency type. (e.g FrequencyType_daily only allows for a frequency amount of 1, in other words: you can get data over some period one day at a time, but not 2,3 etc. days at a time)
static const int
VALID_FREQUENCIES_BY_FREQUENCY_TYPE[FrequencyType_monthly + 1][5] = {
{1, 5, 10, 15, 30},
{1, -1, -1, -1 ,-1},
{1, -1, -1, -1 ,-1},
{1, -1, -1, -1 ,-1}
};
- invalid frequency-to-frequency-type combinations will return error code immediately
- invalid period-to-period-type combinations will return error code immediately
- invalid frequency-type-to-period-type combinations will only return error code immediately from 'Create' function; if passed to the 'Set' methods it will not return an error code until the '_Get' function is called
functions
static inline int
HistoricalPeriodGetter_Create( struct Credentials *pcreds,
const char* symbol,
int period_type,
unsigned int period,
int frequency_type,
unsigned int frequency,
int extended_hours,
long long msec_since_epoch,
HistoricalPeriodGetter_C *pgetter );
static inline int
HistoricalPeriodGetter_Destroy( HistoricalPeriodGetter_C *pgetter );
static inline int
HistoricalPeriodGetter_Get(HistoricalPeriodGetter_C *pgetter,
char** buf,
size_t *n);
static inline int
HistoricalPeriodGetter_Close(HistoricalPeriodGetter_C *pgetter);
static inline int
HistoricalPeriodGetter_IsClosed(HistoricalPeriodGetter_C *pgetter, int *b);
static inline int
HistoricalPeriodGetter_GetSymbol( HistoricalPeriodGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
HistoricalPeriodGetter_SetSymbol( HistoricalPeriodGetter_C *pgetter,
const char *symbol );
static inline int
HistoricalPeriodGetter_GetFrequency( HistoricalPeriodGetter_C *pgetter,
unsigned int *frequency );
static inline int
HistoricalPeriodGetter_GetFrequencyType( HistoricalPeriodGetter_C *pgetter,
FrequencyType *frequency_type );
static inline int
HistoricalPeriodGetter_SetFrequency( HistoricalPeriodGetter_C *pgetter,
FrequencyType frequency_type,
unsigned int frequency );
static inline int
HistoricalPeriodGetter_IsExtendedHours( HistoricalPeriodGetter_C *pgetter,
int *is_extended_hours );
static inline int
HistoricalPeriodGetter_SetExtendedHours( HistoricalPeriodGetter_C *pgetter,
int is_extended_hours );
static inline int
HistoricalPeriodGetter_GetPeriodType( HistoricalPeriodGetter_C *pgetter,
PeriodType *period_type );
static inline int
HistoricalPeriodGetter_GetPeriod( HistoricalPeriodGetter_C *pgetter,
unsigned int *period );
static inline int
HistoricalPeriodGetter_SetPeriod( HistoricalPeriodGetter_C *pgetter,
PeriodType period_type,
unsigned int period );
static inline int
HistoricalPeriodGetter_SetMSecSinceEpoch( HistoricalPeriodGetter_C *pgetter,
long long msec_since_epoch );
static inline int
HistoricalPeriodGetter_GetMSecSinceEpoch( HistoricalPeriodGetter_C *pgetter,
long long *msec_since_epoch );
static inline int
GetHistoricalPeriod( struct Credentials *pcreds,
const char* symbol,
int period_type,
unsigned int period,
int frequency_type,
unsigned int frequency,
int extended_hours,
long long msec_since_epoch,
char **buf,
size_t *n );
Price history between a date range for a single security. TDAmeritrade docs.
constructors
HistoricalRangeGetter::HistoricalRangeGetter(
Credentials& creds,
const string& symbol,
FrequencyType frequency_type,
unsigned int frequency,
unsigned long long start_msec_since_epoch,
unsigned long long end_msec_since_epoch,
bool extended_hours
);
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
symbol :: (case sensitive) security symbol
frequency_type :: type of frequency (minute, daily etc.)
frequency :: # of that frequency (e.g 10 or 100 minutes) *
start_msec_since_epoch :: start of historical range in milliseconds since epoch**
end_msec_since_epoch :: end of historical range in milliseconds since epoch**
extended_hours :: include extended hours data
* these args are restricted to certain values based on other args and will
throw ValueError if invalid, see the 'utilities' section below
** the epoch is 00:00 of Jan 1 1970
types
class HistoricalRangeGetter : public HistoricalGetterBase;
enum class FrequencyType : int{
minute,
daily,
weekly,
monthly
};
utilities
VALID_FREQUENCIES_BY_FREQUENCY_TYPE - A mapping that provides the set of valid
frequency amounts for a particular frequency type. (e.g FrequencyType::daily only allows for a frequency amount of 1, in other words: you can get data over some period one day at a time, but not 2,3 etc. days at a time)
const unordered_map<FrequencyType, set<int>, EnumHash<FrequencyType>>
VALID_FREQUENCIES_BY_FREQUENCY_TYPE = {
{FrequencyType::minute, set<int>{1,5,10,15,30}},
{FrequencyType::daily, set<int>{1}},
{FrequencyType::weekly, set<int>{1}},
{FrequencyType::monthly, set<int>{1}},
};
- invalid frequency-to-frequency-type combinations will THROW immediately
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
HistoricalGetterBase::get_symbol() const;
void
HistoricalGetterBase::set_symbol(const string& symbol);
unsigned int
HistoricalGetterBase::get_frequency() const;
FrequencyType
HistoricalGetterBase::get_frequency_type() const;
void
HistoricalGetterBase::set_frequency( FrequencyType frequency_type,
unsigned int frequency );
bool
HistoricalGetterBase::is_extended_hours() const;
void
HistoricalGetterBase::set_extended_hours(bool extended_hours);
PeriodType
HistoricalRangeGetter::get_end_msec_since_epoch() const;
void
HistoricalRangeGetter::set_end_msec_since_epoch(
usigned long long end_msec_since_epoch
);
unsigned int
HistoricalRangeGetter::get_start_msec_since_epoch() const;
void
HistoricalRangeGetter::set_stat_msec_since_epoch(
unsigned long long start_msec_since_epoch
);
types
struct HistoricalRangeGetter_C;
enum FrequencyType {
FrequencyType_minute,
FrequencyType_daily,
FrequencyType_weekly,
FrequencyType_monthly
};
utilities
VALID_FREQUENCIES_BY_FREQUENCY_TYPE - A mapping that provides the set of valid frequency amounts for a particular frequency type. (e.g FrequencyType_daily only allows for a frequency amount of 1, in other words: you can get data over some period one day at a time, but not 2,3 etc. days at a time)
static const int
VALID_FREQUENCIES_BY_FREQUENCY_TYPE[FrequencyType_monthly + 1][5] = {
{1, 5, 10, 15, 30},
{1, -1, -1, -1 ,-1},
{1, -1, -1, -1 ,-1},
{1, -1, -1, -1 ,-1}
};
- invalid frequency-to-frequency-type combinations will return error code immediately
functions
static inline int
HistoricalRangeGetter_Create( struct Credentials *pcreds,
const char* symbol,
FrequencyType frequency_type,
unsigned int frequency,
unsigned long long start_msec_since_epoch,
unsigned long long end_msec_since_epoch,
int extended_hours,
HistoricalRangeGetter_C *pgetter );
static inline int
HistoricalRangeGetter_Destroy( HistoricalRangeGetter_C *pgetter );
static inline int
HistoricalRangeGetter_Get( HistoricalRangeGetter_C *pgetter,
char** buf,
size_t *n);
static inline int
HistoricalRangeGetter_Close(HistoricalRangeGetter_C *pgetter);
static inline int
HistoricalRangeGetter_IsClosed(HistoricalRangeGetter_C *pgetter, int *b);
static inline int
HistoricalRangeGetter_GetSymbol( HistoricalRangeGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
HistoricalRangeGetter_SetSymbol( HistoricalRangeGetter_C *pgetter,
const char *symbol );
static inline int
HistoricalRangeGetter_GetFrequency( HistoricalRangeGetter_C *pgetter,
unsigned int *frequency );
static inline int
HistoricalRangeGetter_GetFrequencyType( HistoricalRangeGetter_C *pgetter,
FrequencyType *frequency_type );
static inline int
HistoricalRangeGetter_SetFrequency( HistoricalRangeGetter_C *pgetter,
FrequencyType frequency_type,
unsigned int frequency );
static inline int
HistoricalRangeGetter_IsExtendedHours( HistoricalRangeGetter_C *pgetter,
int *is_extended_hours );
static inline int
HistoricalRangeGetter_SetExtendedHours( HistoricalRangeGetter_C *pgetter,
int is_extended_hours );
static inline int
HistoricalRangeGetter_GetEndMSecSinceEpoch( HistoricalRangeGetter_C *pgetter,
unsigned long long *end_msec );
static inline int
HistoricalRangeGetter_SetEndMSecSinceEpoch( HistoricalRangeGetter_C *pgetter,
unsigned long long end_msec );
static inline int
HistoricalRangeGetter_GetStartMSecSinceEpoch( HistoricalRangeGetter_C *pgetter,
unsigned long long *start_msec );
static inline int
HistoricalRangeGetter_SetStartMSecSinceEpoch( HistoricalRangeGetter_C *pgetter,
unsigned long long start_msec );
static inline int
GetHistoricalRange( struct Credentials *pcreds,
const char* symbol,
FrequencyType frequency_type,
unsigned int frequency,
unsigned long long start_msec_since_epoch,
unsigned long long end_msec_since_epoch,
int extended_hours,
char **buf,
size_t *n );
Traditional Option chain for a single security. TDAmeritrade docs.
constructors
OptionChainGetter::OptionChainGetter(
Credentials& creds,
const string& symbol,
const OptionStrikes& strikes,
OptionContractType contract_type = OptionContractType::all,
bool include_quotes = false,
const string& from_date = "",
const string& to_date = "",
OptionExpMonth exp_month = OptionExpMonth::all,
OptionType option_type = OptionType::all
);
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
symbol :: (case sensitive) security symbol
strikes :: type of strikes (see types section below)
contract_type :: type of contracts (put, call)
include_quotes :: include underlying quotes
from_date :: start date of range of chains*
to_date :: end date of range of chains*
exp_month :: expiration month
option_type :: type of option (standard, non-standard)
* yyyy-MM-dd or yyyy-MM-dd'T'HH:mm:ssz
types
class OptionChainGetter : public APIGetter;
enum class OptionContractType : int{
call,
put,
all
};
enum class OptionRangeType : int{
null, /* this shouldn't be used directly */
itm, /* in-the-money */
ntm, /* near-the-money */
otm, /* out-of-the-monety */
sak, /* strikes-above-market */
sbk, /* strikes-below-market */
snk, /* strikes-near-market */
all
};
enum class OptionExpMonth : int{
jan,
feb,
mar,
apr,
may,
jun,
jul,
aug,
sep,
oct,
nov,
dec,
all
};
enum class OptionType : int{
s, /* standard */
ns, /* non-standard */
all
};
enum class OptionStrikesType : int {
n_atm,
single,
range,
none,
};
typedef union {
unsigned int _n_atm;
double _single;
OptionRangeType _range;
} OptionStrikesValue;
class OptionStrikes {
using Type = OptionStrikesType;
Type _type;
OptionStrikesValue _value;
...
};
utilities
OptionStrikes - Class used to represent one of three distinct strike
types and related values. Create with its static method:
N_ATM - return 'n' surrounding, at-the-money strikes.
static OptionStrikes
OptionStrikes::N_ATM(unsigned int n);
Single - return a single strike at a certain price.
static OptionStrikes
OptionStrikes::Single(double price);
Range - return a particular range (itm, sak etc.) of strikes.
static OptionStrikes
OptionStrikes::Range(OptionRangeType range);
The following instance methods can be used to get information about the object but the user must use the correct call or union field(first use get_type() then call the correct method or access the appropriate union field).
OptionStrikesType
OptionStrikes::get_type() const;
OptionStrikesValue
OptionStrikes::get_value() const;
unsigned int
OptionStrikes::get_n_atm() const;
double
OptionStrikes::get_single() const;
OptionRangeType
OptionStrikes::get_range() const;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
OptionChainGetter::get_symbol() const;
void
OptionChainGetter::set_symbol(const string& symbol);
OptionStrikes
OptionChainGetter::get_strikes() const;
void
OptionChainGetter::set_strikes(const OptionStrikes& strikes);
OptionContractType
OptionChainGetter::get_contract_type() const;
void
OptionChainGetter::set_contract_type(OptionContractType contract_type);
bool
OptionChainGetter::includes_quotes() const;
void
OptionChainGetter::include_quotes(bool includes_quotes);
string
OptionChainGetter::get_from_date() const;
void
OptionChainGetter::set_from_date(const string& from_date);
string
OptionChainGetter::get_to_date() const;
void
OptionChainGetter::set_to_date(const string& to_date);
OptionExpMonth
OptionChainGetter::get_exp_month() const;
void
OptionChainGetter::set_exp_month(OptionExpMonth exp_month);
OptionType
OptionChainGetter::get_option_type() const
void
OptionChainGetter::set_option_type(OptionType option_type);
types
struct OptionChainGetter_C;
enum OptionContractType {
OptionContractType_call,
OptionContractType_put,
OptionContractType_all
};
enum OptionRangeType {
OptionRangeType_null, /* this shouldn't be used directly */
OptionRangeType_itm, /* in-the-money */
OptionRangeType_ntm, /* near-the-money */
OptionRangeType_otm, /* out-of-the-monety */
OptionRangeType_sak, /* strikes-above-market */
OptionRangeType_sbk, /* strikes-below-market */
OptionRangeType_snk, /* strikes-near-market */
OptionRangeType_all
};
enum OptionExpMonth {
OptionExpMonth_jan,
OptionExpMonth_feb,
OptionExpMonth_mar,
OptionExpMonth_apr,
OptionExpMonth_may,
OptionExpMonth_jun,
OptionExpMonth_jul,
OptionExpMonth_aug,
OptionExpMonth_sep,
OptionExpMonth_oct,
OptionExpMonth_nov,
OptionExpMonth_dec,
OptionExpMonth_all
};
enum OptionType {
OptionType_s, /* standard */
OptionType_ns, /* non-standard */
OptionType_all
};
enum OptionStrikesType {
OptionStrikesType_n_atm,
OptionStrikesType_single,
OptionStrikesType_range,
OptionStrikesType_none, /* don't use */
};
typedef union {
unsigned int _n_atm;
double _single;
OptionRangeType _range;
} OptionStrikesValue;
- the OptionStrikesValue field used should match the OptionStrikesType
functions
static inline int
OptionChainGetter_Create( struct Credentials *pcreds,
const char* symbol,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value,
OptionContractType contract_type,
int include_quotes,
const char* from_date,
const char* to_date,
OptionExpMonth exp_month,
OptionType option_type,
OptionChainGetter_C *pgetter );
static inline int
OptionChainGetter_Destroy(OptionChainGetter_C *pgetter );
static inline int
OptionChainGetter_Get( OptionChainGetter_C *pgetter, char** buf, size_t *n);
static inline int
OptionChainGetter_Close(OptionChainGetter_C *pgetter);
static inline int
OptionChainGetter_IsClosed(OptionChainGetter_C *pgetter, int *b);
static inline int
OptionChainGetter_GetSymbol(OptionChainGetter_C *pgetter, char **buf, size_t *n);
static inline int
OptionChainGetter_SetSymbol(OptionChainGetter_C *pgetter, const char *symbol);
static inline int
OptionChainGetter_GetStrikes( OptionChainGetter_C *pgetter,
OptionStrikesType *strikes_type,
OptionStrikesValue *strikes_value );
static inline int
OptionChainGetter_SetStrikes( OptionChainGetter_C *pgetter,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value );
static inline int
OptionChainGetter_GetContractType( OptionChainGetter_C *pgetter,
OptionContractType *contract_type );
static inline int
OptionChainGetter_SetContractType( OptionChainGetter_C *pgetter,
OptionContractType contract_type );
static inline int
OptionChainGetter_IncludesQuotes( OptionChainGetter_C *pgetter,
int *includes_quotes );
static inline int
OptionChainGetter_IncludeQuotes( OptionChainGetter_C *pgetter, int include_quotes );
static inline int
OptionChainGetter_GetFromDate(OptionChainGetter_C *pgetter, char **buf, size_t *n);
static inline int
OptionChainGetter_SetFromDate(OptionChainGetter_C *pgetter, const char *date);
static inline int
OptionChainGetter_GetToDate(OptionChainGetter_C *pgetter, char **buf, size_t *n);
static inline int
OptionChainGetter_SetToDate(OptionChainGetter_C *pgetter, const char *date);
static inline int
OptionChainGetter_GetExpMonth( OptionChainGetter_C *pgetter,
OptionExpMonth *exp_month );
static inline int
OptionChainGetter_SetExpMonth( OptionChainGetter_C *pgetter,
OptionExpMonth exp_month );
static inline int
OptionChainGetter_GetOptionType( OptionChainGetter_C *pgetter,
OptionType *option_type );
static inline int
OptionChainGetter_SetOptionType( OptionChainGetter_C *pgetter,
OptionType option_type );
static inline int
GetOptionChain( struct Credentials *pcreds,
const char* symbol,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value,
OptionContractType contract_type,
int include_quotes,
const char* from_date,
const char* to_date,
OptionExpMonth exp_month,
OptionType option_type,
char **buf,
size_t *n );
Option chains of strategies (spreads) for a single security. TDAmeritrade docs.
constructors
OptionChainStrategyGetter::OptionChainStrategyGetter(
Credentials& creds,
const string& symbol,
const OptionStrategy& strategy,
const OptionStrikes& strikes,
OptionContractType contract_type = OptionContractType::all,
bool include_quotes = false,
const string& from_date = "",
const string& to_date = "",
OptionExpMonth exp_month = OptionExpMonth::all,
OptionType option_type = OptionType::all
);
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
symbol :: (case sensitive) security symbol
strikes :: type of strikes (see types/utilities sections below)
strategy :: type of strategy (see types/utilities sections below)
contract_type :: type of contracts (put, call)
include_quotes :: include underlying quotes
from_date :: start date of range of chains*
to_date :: end date of range of chains*
exp_month :: expiration month
option_type :: type of option (standard, non-standard)
* yyyy-MM-dd or yyyy-MM-dd'T'HH:mm:ssz
types
class OptionChainStrategyGetter : public OptionChainGetter;
enum class OptionContractType : int{
call,
put,
all
};
enum class OptionStrategyType : int{
covered,
vertical,
calendar,
strangle,
straddle,
butterfly,
condor,
diagonal,
collar,
roll
};
enum class OptionRangeType : int{
null, /* this shouldn't be used directly */
itm, /* in-the-money */
ntm, /* near-the-money */
otm, /* out-of-the-monety */
sak, /* strikes-above-market */
sbk, /* strikes-below-market */
snk, /* strikes-near-market */
all
};
enum class OptionExpMonth : int{
jan,
feb,
mar,
apr,
may,
jun,
jul,
aug,
sep,
oct,
nov,
dec,
all
};
enum class OptionType : int{
s, /* standard */
ns, /* non-standard */
all
};
enum class OptionStrikesType : int {
n_atm,
single,
range,
none,
};
typedef union {
unsigned int _n_atm;
double _single;
OptionRangeType _range;
} OptionStrikesValue;
class OptionStrikes {
using Type = OptionStrikesType;
Type _type;
OptionStrikesValue _value;
...
};
class OptionStrategy {
OptionStrategyType _strategy;
double _spread_interval;
...
};
utilities
OptionStrikes - Object used to represent one of three distinct strike
types and related values. Create with its static method:
N_ATM - return 'n' surrounding, at-the-money strikes.
static OptionStrikes
OptionStrikes::N_ATM(unsigned int n);
Single - return a single strike at a certain price.
static OptionStrikes
OptionStrikes::Single(double price);
Range - return a particular range (itm, sak etc.) of strikes.
static OptionStrikes
OptionStrikes::Range(OptionRangeType range);
The following instance methods can be used to get information about the object but the user must use the correct call or union field(first use get_type() then call the correct method or access the appropriate union field).
OptionStrikesType
OptionStrikes::get_type() const;
OptionStrikesValue
OptionStrikes::get_value() const;
unsigned int
OptionStrikes::get_n_atm() const;
double
OptionStrikes::get_single() const;
OptionRangeType
OptionStrikes::get_range() const;
OptionStrategy - Object used to represent one of a number of distinct
option (spread) strategies and the spread size (in dollars), if applicable.
Create with its static method:
static OptionStrategy
OptionStrategy::Covered(); // covered call/put
static OptionStrategy
OptionStrategy::Calendar();
static OptionStrategy
OptionStrategy::Vertical(double spread_interval=1.0);
static OptionStrategy
OptionStrategy::Strangle(double spread_interval=1.0);
static OptionStrategy
OptionStrategy::Straddle(double spread_interval=1.0);
static OptionStrategy
OptionStrategy::Butterfly(double spread_interval=1.0);
static OptionStrategy
OptionStrategy::Condor(double spread_interval=1.0);
static OptionStrategy
OptionStrategy::Diagonal(double spread_interval=1.0);
static OptionStrategy
OptionStrategy::Collar(double spread_interval=1.0);
static OptionStrategy
OptionStrategy::Roll(double spread_interval=1.0);
The following methods can be used to get information about the instance:
OptionStrategyType
OptionStrategy::get_strategy() const
double
OptionStrategy::get_spread_interval() const
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
OptionChainGetter::get_symbol() const;
void
OptionChainGetter::set_symbol(const string& symbol);
OptionStrikes
OptionChainGetter::get_strikes() const;
void
OptionChainGetter::set_strikes(const OptionStrikes& strikes);
OptionContractType
OptionChainGetter::get_contract_type() const;
void
OptionChainGetter::set_contract_type(OptionContractType contract_type);
bool
OptionChainGetter::includes_quotes() const;
void
OptionChainGetter::include_quotes(bool includes_quotes);
string
OptionChainGetter::get_from_date() const;
void
OptionChainGetter::set_from_date(const string& from_date);
string
OptionChainGetter::get_to_date() const;
void
OptionChainGetter::set_to_date(const string& to_date);
OptionExpMonth
OptionChainGetter::get_exp_month() const;
void
OptionChainGetter::set_exp_month(OptionExpMonth exp_month);
OptionType
OptionChainGetter::get_option_type() const
void
OptionChainGetter::set_option_type(OptionType option_type);
OptionStrategy
OptionChainStrategyGetter::get_strategy() const;
void
OptionChainStrategyGetter::set_strategy(const OptionStrategy& strategy);
types
struct OptionChainStrategyGetter_C;
enum OptionContractType {
OptionContractType_call,
OptionContractType_put,
OptionContractType_all
};
enum OptionStrategyType {
OptionStrategyType_covered,
OptionStrategyType_vertical,
OptionStrategyType_calendar,
OptionStrategyType_strangle,
OptionStrategyType_straddle,
OptionStrategyType_butterfly,
OptionStrategyType_condor,
OptionStrategyType_diagonal,
OptionStrategyType_collar,
OptionStrategyType_roll
}
enum OptionRangeType {
OptionRangeType_null, /* this shouldn't be used directly */
OptionRangeType_itm, /* in-the-money */
OptionRangeType_ntm, /* near-the-money */
OptionRangeType_otm, /* out-of-the-monety */
OptionRangeType_sak, /* strikes-above-market */
OptionRangeType_sbk, /* strikes-below-market */
OptionRangeType_snk, /* strikes-near-market */
OptionRangeType_all
};
enum OptionExpMonth {
OptionExpMonth_jan,
OptionExpMonth_feb,
OptionExpMonth_mar,
OptionExpMonth_apr,
OptionExpMonth_may,
OptionExpMonth_jun,
OptionExpMonth_jul,
OptionExpMonth_aug,
OptionExpMonth_sep,
OptionExpMonth_oct,
OptionExpMonth_nov,
OptionExpMonth_dec,
OptionExpMonth_all
};
enum OptionType {
OptionType_s, /* standard */
OptionType_ns, /* non-standard */
OptionType_all
};
enum OptionStrikesType {
OptionStrikesType_n_atm,
OptionStrikesType_single,
OptionStrikesType_range,
OptionStrikesType_none, /* don't use */
};
typedef union {
unsigned int _n_atm;
double _single;
OptionRangeType _range;
} OptionStrikesValue;
- the OptionStrikesValue field used should match the OptionStrikesType
functions
static inline int
OptionChainStrategyGetter_Create( struct Credentials *pcreds,
const char* symbol,
OptionStrategyType strategy_type,
double spread_interval,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value,
OptionContractType contract_type,
int include_quotes,
const char* from_date,
const char* to_date,
OptionExpMonth exp_month,
OptionType option_type,
OptionChainStrategyGetter_C *pgetter );
static inline int
OptionChainStrategyGetter_Destroy( OptionChainStrategyGetter_C *pgetter );
static inline int
OptionChainStrategyGetter_Get( OptionChainStrategyGetter_C *pgetter,
char** buf,
size_t *n );
static inline int
OptionChainStrategyGetter_Close(OptionChainStrategyGetter_C *pgetter);
static inline int
OptionChainStrategyGetter_IsClosed(OptionChainStrategyGetter_C *pgetter, int *b);
static inline int
OptionChainStrategyGetter_GetSymbol( OptionChainStrategyGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
OptionChainStrategyGetter_SetSymbol( OptionChainStrategyGetter_C *pgetter,
const char *symbol );
static inline int
OptionChainStrategyGetter_GetStrikes( OptionChainStrategyGetter_C *pgetter,
OptionStrikesType *strikes_type,
OptionStrikesValue *strikes_value );
static inline int
OptionChainStrategyGetter_SetStrikes( OptionChainStrategyGetter_C *pgetter,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value );
static inline int
OptionChainStrategyGetter_GetContractType( OptionChainStrategyGetter_C *pgetter,
OptionContractType *contract_type );
static inline int
OptionChainStrategyGetter_SetContractType( OptionChainStrategyGetter_C *pgetter,
OptionContractType contract_type );
static inline int
OptionChainStrategyGetter_IncludesQuotes( OptionChainStrategyGetter_C *pgetter,
int *includes_quotes );
static inline int
OptionChainStrategyGetter_IncludeQuotes( OptionChainStrategyGetter_C *pgetter,
int include_quotes );
static inline int
OptionChainStrategyGetter_GetFromDate( OptionChainStrategyGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
OptionChainStrategyGetter_SetFromDate( OptionChainStrategyGetter_C *pgetter,
const char *date );
static inline int
OptionChainStrategyGetter_GetToDate( OptionChainStrategyGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
OptionChainStrategyGetter_SetToDate( OptionChainStrategyGetter_C *pgetter,
const char *date );
static inline int
OptionChainStrategyGetter_GetExpMonth( OptionChainStrategyGetter_C *pgetter,
OptionExpMonth *exp_month );
static inline int
OptionChainStrategyGetter_SetExpMonth( OptionChainStrategyGetter_C *pgetter,
OptionExpMonth exp_month );
static inline int
OptionChainStrategyGetter_GetOptionType( OptionChainStrategyGetter_C *pgetter,
OptionType *option_type );
static inline int
OptionChainStrategyGetter_SetOptionType( OptionChainStrategyGetter_C *pgetter,
OptionType option_type );
static inline int
OptionChainStrategyGetter_GetStrategy( OptionChainStrategyGetter_C *pgetter,
OptionStrategyType *strategy_type,
double *spread_interval );
static inline int
OptionChainStrategyGetter_SetStrategy( OptionChainStrategyGetter_C *pgetter,
OptionStrategyType strategy_type,
double spread_interval );
static inline int
GetOptionChainStrategy( struct Credentials *pcreds,
const char* symbol,
OptionStrategyType strategy_type,
double spread_interval,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value,
OptionContractType contract_type,
int include_quotes,
const char* from_date,
const char* to_date,
OptionExpMonth exp_month,
OptionType option_type,
char **buf,
size_t *n );
Option chains with analytics, for a single security. TDAmeritrade docs.
constructors
OptionChainAnalyticalGetter::OptionChainAnalyticalGetter(
Credentials& creds,
double volatility,
double underlying_price,
double interest_rate,
unsigned int days_to_exp,
const OptionStrikes& strikes,
OptionContractType contract_type = OptionContractType::all,
bool include_quotes = false,
const string& from_date = "",
const string& to_date = "",
OptionExpMonth exp_month = OptionExpMonth::all,
OptionType option_type = OptionType::all
);
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
symbol :: (case sensitive) security symbol
volatility :: volatility to use in calculations
underlying_price :: price of underlying asset to use in calculations
interest_rate :: interest rate to use in calculations
days_to_exp :: # of days to expiration to use in calculations
strikes :: type of strikes (see types/utilities sections below)
strategy :: type of strategy (see types/utilities sections below)
contract_type :: type of contracts (put, call)
include_quotes :: include underlying quotes
from_date :: start date of range of chains*
to_date :: end date of range of chains*
exp_month :: expiration month
option_type :: type of option (standard, non-standard)
* yyyy-MM-dd or yyyy-MM-dd'T'HH:mm:ssz
types
class OptionChainAnalyticalGetter : public OptionChainGetter;
enum class OptionContractType : int{
call,
put,
all
};
enum class OptionRangeType : int{
null, /* this shouldn't be used directly */
itm, /* in-the-money */
ntm, /* near-the-money */
otm, /* out-of-the-monety */
sak, /* strikes-above-market */
sbk, /* strikes-below-market */
snk, /* strikes-near-market */
all
};
enum class OptionExpMonth : int{
jan,
feb,
mar,
apr,
may,
jun,
jul,
aug,
sep,
oct,
nov,
dec,
all
};
enum class OptionType : int{
s, /* standard */
ns, /* non-standard */
all
};
enum class OptionStrikesType : int {
n_atm,
single,
range,
none,
};
typedef union {
unsigned int _n_atm;
double _single;
OptionRangeType _range;
} OptionStrikesValue;
class OptionStrikes {
using Type = OptionStrikesType;
Type _type;
OptionStrikesValue _value;
...
};
utilities
OptionStrikes - Object used to represent one of three distinct strike
types and related values. Create with its static method:
N_ATM - return 'n' surrounding, at-the-money strikes.
static OptionStrikes
OptionStrikes::N_ATM(unsigned int n);
Single - return a single strike at a certain price.
static OptionStrikes
OptionStrikes::Single(double price);
Range - return a particular range (itm, sak etc.) of strikes.
static OptionStrikes
OptionStrikes::Range(OptionRangeType range);
The following instance methods can be used to get information about the object but the user must use the correct call or union field(first use get_type() then call the correct method or access the appropriate union field).
OptionStrikesType
OptionStrikes::get_type() const;
OptionStrikesValue
OptionStrikes::get_value() const;
unsigned int
OptionStrikes::get_n_atm() const;
double
OptionStrikes::get_single() const;
OptionRangeType
OptionStrikes::get_range() const;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
OptionChainGetter::get_symbol() const;
void
OptionChainGetter::set_symbol(const string& symbol);
OptionStrikes
OptionChainGetter::get_strikes() const;
void
OptionChainGetter::set_strikes(const OptionStrikes& strikes);
OptionContractType
OptionChainGetter::get_contract_type() const;
void
OptionChainGetter::set_contract_type(OptionContractType contract_type);
bool
OptionChainGetter::includes_quotes() const;
void
OptionChainGetter::include_quotes(bool includes_quotes);
string
OptionChainGetter::get_from_date() const;
void
OptionChainGetter::set_from_date(const string& from_date);
string
OptionChainGetter::get_to_date() const;
void
OptionChainGetter::set_to_date(const string& to_date);
OptionExpMonth
OptionChainGetter::get_exp_month() const;
void
OptionChainGetter::set_exp_month(OptionExpMonth exp_month);
OptionType
OptionChainGetter::get_option_type() const
void
OptionChainGetter::set_option_type(OptionType option_type);
double
OptionChainAnalyticalGetter::get_volatility() const;
void
OptionChainAnalyticalGetter::set_volatility(double volatility);
double
OptionChainAnalyticalGetter::get_underlying_price() const;
void
OptionChainAnalyticalGetter::set_underlying_price(double underlying_price);
double
OptionChainAnalyticalGetter::get_interest_rate() const;
void
OptionChainAnalyticalGetter::set_interest_rate(double interest_rate);
unsigned int
OptionChainAnalyticalGetter::get_days_to_exp() const;
void
OptionChainAnalyticalGetter::set_days_to_exp(unsigned int days_to_exp);
types
struct OptionChainAnalyticalGetter_C;
enum OptionContractType {
OptionContractType_call,
OptionContractType_put,
OptionContractType_all
};
enum OptionRangeType {
OptionRangeType_null, /* this shouldn't be used directly */
OptionRangeType_itm, /* in-the-money */
OptionRangeType_ntm, /* near-the-money */
OptionRangeType_otm, /* out-of-the-monety */
OptionRangeType_sak, /* strikes-above-market */
OptionRangeType_sbk, /* strikes-below-market */
OptionRangeType_snk, /* strikes-near-market */
OptionRangeType_all
};
enum OptionExpMonth {
OptionExpMonth_jan,
OptionExpMonth_feb,
OptionExpMonth_mar,
OptionExpMonth_apr,
OptionExpMonth_may,
OptionExpMonth_jun,
OptionExpMonth_jul,
OptionExpMonth_aug,
OptionExpMonth_sep,
OptionExpMonth_oct,
OptionExpMonth_nov,
OptionExpMonth_dec,
OptionExpMonth_all
};
enum OptionType {
OptionType_s, /* standard */
OptionType_ns, /* non-standard */
OptionType_all
};
enum OptionStrikesType {
OptionStrikesType_n_atm,
OptionStrikesType_single,
OptionStrikesType_range,
OptionStrikesType_none, /* don't use */
};
typedef union {
unsigned int _n_atm;
double _single;
OptionRangeType _range;
} OptionStrikesValue;
- the OptionStrikesValue field used should match the OptionStrikesType
functions
static inline int
OptionChainAnalyticalGetter_Create( struct Credentials *pcreds,
const char* symbol,
double volatility,
double underlying_price,
double interest_rate,
unsigned int days_to_exp,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value,
OptionContractType contract_type,
int include_quotes,
const char* from_date,
const char* to_date,
OptionExpMonth exp_month,
OptionType option_type,
OptionChainAnalyticalGetter_C *pgetter );
static inline int
OptionChainAnalyticalGetter_Destroy( OptionChainAnalyticalGetter_C *pgetter );
static inline int
OptionChainAnalyticalGetter_Get( OptionChainAnalyticalGetter_C *pgetter,
char** buf,
size_t *n );
static inline int
OptionChainAnalyticalGetter_Close(OptionChainAnalyticalGetter_C *pgetter);
static inline int
OptionChainAnalyticalGetter_IsClosed(OptionChainAnalyticalGetter_C *pgetter, int *b);
static inline int
OptionChainAnalyticalGetter_GetSymbol( OptionChainAnalyticalGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
OptionChainAnalyticalGetter_SetSymbol( OptionChainAnalyticalGetter_C *pgetter,
const char *symbol );
static inline int
OptionChainAnalyticalGetter_GetStrikes( OptionChainAnalyticalGetter_C *pgetter,
OptionStrikesType *strikes_type,
OptionStrikesValue *strikes_value );
static inline int
OptionChainAnalyticalGetter_SetStrikes( OptionChainAnalyticalGetter_C *pgetter,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value );
static inline int
OptionChainAnalyticalGetter_GetContractType( OptionChainAnalyticalGetter_C *pgetter,
OptionContractType *contract_type );
static inline int
OptionChainAnalyticalGetter_SetContractType( OptionChainAnalyticalGetter_C *pgetter,
OptionContractType contract_type );
static inline int
OptionChainAnalyticalGetter_IncludesQuotes( OptionChainAnalyticalGetter_C *pgetter,
int *includes_quotes );
static inline int
OptionChainAnalyticalGetter_IncludeQuotes( OptionChainAnalyticalGetter_C *pgetter,
int include_quotes );
static inline int
OptionChainAnalyticalGetter_GetFromDate( OptionChainAnalyticalGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
OptionChainAnalyticalGetter_SetFromDate( OptionChainAnalyticalGetter_C *pgetter,
const char *date );
static inline int
OptionChainAnalyticalGetter_GetToDate( OptionChainAnalyticalGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
OptionChainAnalyticalGetter_SetToDate( OptionChainAnalyticalGetter_C *pgetter,
const char *date );
static inline int
OptionChainAnalyticalGetter_GetExpMonth( OptionChainAnalyticalGetter_C *pgetter,
OptionExpMonth *exp_month );
static inline int
OptionChainAnalyticalGetter_SetExpMonth( OptionChainAnalyticalGetter_C *pgetter,
OptionExpMonth exp_month );
static inline int
OptionChainAnalyticalGetter_GetOptionType( OptionChainAnalyticalGetter_C *pgetter,
OptionType *option_type );
static inline int
OptionChainAnalyticalGetter_SetOptionType( OptionChainAnalyticalGetter_C *pgetter,
OptionType option_type );
static inline int
OptionChainAnalyticalGetter_GetVolatility(
OptionChainAnalyticalGetter_C *pgetter,
double *volatility
);
static inline int
OptionChainAnalyticalGetter_SetVolatility(
OptionChainAnalyticalGetter_C *pgetter,
double volatility
);
static inline int
OptionChainAnalyticalGetter_GetUnderlyingPrice(
OptionChainAnalyticalGetter_C *pgetter,
double *underlying_price
);
static inline int
OptionChainAnalyticalGetter_SetUnderlyingPrice(
OptionChainAnalyticalGetter_C *pgetter,
double underlying_price
);
static inline int
OptionChainAnalyticalGetter_GetInterestRate(
OptionChainAnalyticalGetter_C *pgetter,
double *interest_rate
)
static inline int
OptionChainAnalyticalGetter_SetInterestRate(
OptionChainAnalyticalGetter_C *pgetter,
double interest_rate
);
static inline int
OptionChainAnalyticalGetter_GetDaysToExp( OptionChainAnalyticalGetter_C *pgetter,
unsigned int *days_to_exp );
static inline int
OptionChainAnalyticalGetter_SetDaysToExp( OptionChainAnalyticalGetter_C *pgetter,
unsigned int days_to_exp );
static inline int
GetOptionChainAnalytical( struct Credentials *pcreds,
const char* symbol,
double volatility,
double underlying_price,
double interest_rate,
unsigned int days_to_exp,
OptionStrikesType strikes_type,
OptionStrikesValue strikes_value,
OptionContractType contract_type,
int include_quotes,
const char* from_date,
const char* to_date,
OptionExpMonth exp_month,
OptionType option_type,
char **buf,
size_t *n );
Account balances, positions, and orders. TDAmeritrade docs.
constructors
AccountInfoGetter::AccountInfoGetter( Credentials& creds,
const string& account_id,
bool positions,
bool orders );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
account_id :: id string of account to get info for
positions :: include positions
orders :: include orders
types
class AccountInfoGetter : public AccountGetterBase;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
AccountGetterBase::get_account_id() const;
void
AccountGetterBase::set_account_id(const string& account_id);
bool
AccountInfoGetter::returns_positions() const;
void
AccountInfoGetter::return_positions(bool positions);
bool
AccountInfoGetter::returns_orders() const
void
AccountInfoGetter::return_orders(bool orders);
types
struct AccountInfoGetter_C;
functions
static inline int
AccountInfoGetter_Create( struct Credentials *pcreds,
const char* account_id,
int positions,
int orders,
AccountInfoGetter_C *pgetter );
static inline int
AccountInfoGetter_Destroy( AccountInfoGetter_C *pgetter);
static inline int
AccountInfoGetter_Get(AccountInfoGetter *pgetter, char** buf, size_t *n);
static inline int
AccountInfoGetter_Close(AccountInfoGetter *pgetter);
static inline int
AccountInfoGetter_IsClosed(AccountInfoGetter_C *pgetter, int *b);
static inline int
AccountInfoGetter_GetAccountId(AccountInfoGetter_C *pgetter, char **buf, size_t *n);
static inline int
AccountInfoGetter_SetAccountId(AccountInfoGetter_C *pgetter, const char *symbol);
static inline int
AccountInfoGetter_ReturnsPositions( AccountInfoGetter_C *pgetter,
int *returns_positions );
static inline int
AccountInfoGetter_ReturnPositions( AccountInfoGetter_C *pgetter,
int return_positions );
static inline int
AccountInfoGetter_ReturnsOrders( AccountInfoGetter_C *pgetter,
int *returns_orders );
static inline int
AccountInfoGetter_ReturnOrders( AccountInfoGetter_C *pgetter,
int return_orders )
static inline int
GetAccountInfo( struct Credentials *pcreds,
const char* account_id,
int positions,
int orders,
char **buf,
size_t *n );
Account preferences. TDAmeritrade docs.
constructors
PreferencesGetter::PreferencesGetter( Credentials& creds,
const string& account_id );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
account_id :: id string of account to get preferences for
types
class PreferencesGetter : public AccountGetterBase;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
AccountGetterBase::get_account_id() const;
void
AccountGetterBase::set_account_id(const string& account_id);
types
struct PreferencesGetter_C;
functions
static inline int
PreferencesGetter_Create( struct Credentials *pcreds,
const char* account_id,
PreferencesGetter_C *pgetter );
static inline int
PreferencesGetter_Destroy( PreferencesGetter_C *pgetter );
static inline int
PreferencesGetter_Get( PreferencesGetter *pgetter, char** buf, size_t *n );
static inline int
PreferencesGetter_Close(PreferencesGetter *pgetter);
static inline int
PreferencesGetter_IsClosed(PreferencesGetter_C *pgetter, int *b);
static inline int
PreferencesGetter_GetAccountId(PreferencesGetter_C *pgetter, char **buf, size_t *n);
static inline int
PreferencesGetter_SetAccountId(PreferencesGetter_C *pgetter, const char *symbol);
static inline int
GetPreferences( struct Credentials *pcreds,
const char* account_id,
char **buf,
size_t *n );
User Principal details. TDAmeritrade docs.
constructors
UserPrincipalsGetter::UserPrincipalsGetter( Credentials& creds,
bool streamer_subscription_keys,
bool streamer_connection_info,
bool preferences,
bool surrogate_ids );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
streamer_subscription_keys :: include streamer keys
streamer_connection_info :: include streamer connection info
preferences :: include streamer preferences
surrogate_ids :: include surrogate_ids
types
class UserPrincipalsGetter : public APIGetter;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
bool
UserPrincipalsGetter::returns_streamer_subscription_keys() const;
void
UserPrincipalsGetter::return_streamer_subscription_keys(
bool streamer_subscription_keys
);
bool
UserPrincipalsGetter::returns_streamer_connection_info() const;
void
UserPrincipalsGetter::return_streamer_connection_info(
bool streamer_connection_info
);
bool
UserPrincipalsGetter::returns_preferences() const;
void
UserPrincipalsGetter::return_preferences(bool preferences);
bool
UserPrincipalsGetter::returns_surrogate_ids() const;
void
UserPrincipalsGetter::return_surrogate_ids(bool surrogate_ids);
types
struct UserPrincipalsGetter_C;
functions
static inline int
UserPrincipalsGetter_Create( struct Credentials *pcreds,
int streamer_subscription_keys,
int streamer_connection_info,
int preferences,
int surrogate_ids,
UserPrincipalsGetter_C *pgetter);
static inline int
UserPrincipalsGetter_Destroy(UserPrincipalsGetter_C *pgetter);
static inline int
UserPrincipalsGetter_Get(UserPrincipalsGetter *pgetter, char** buf, size_t *n);
static inline int
UserPrincipalsGetter_Close(UserPrincipalsGetter *pgetter);
static inline int
UserPrincipalsGetter_IsClosed(UserPrincipalsGetter_C *pgetter, int *b);
static inline int
UserPrincipalsGetter_ReturnsSubscriptionKeys( UserPrincipalsGetter_C *pgetter,
int *returns_subscription_keys );
static inline int
UserPrincipalsGetter_ReturnSubscriptionKeys( UserPrincipalsGetter_C *pgetter,
int return_subscription_keys);
static inline int
UserPrincipalsGetter_ReturnsConnectionInfo( UserPrincipalsGetter_C *pgetter,
int *returns_connection_info );
static inline int
UserPrincipalsGetter_ReturnConnectionInfo( UserPrincipalsGetter_C *pgetter,
int return_connection_info );
static inline int
UserPrincipalsGetter_ReturnsPreferences( UserPrincipalsGetter_C *pgetter,
int *returns_preferences);
static inline int
UserPrincipalsGetter_ReturnPreferences( UserPrincipalsGetter_C *pgetter,
int return_preferences );
static inline int
UserPrincipalsGetter_ReturnsSurrogateIds( UserPrincipalsGetter_C *pgetter,
int *returns_surrogate_ids );
static inline int
UserPrincipalsGetter_ReturnSurrogateIds( UserPrincipalsGetter_C *pgetter,
int return_surrogate_ids );
static inline int
GetUserPrincipals( struct Credentials *pcreds,
int streamer_subscription_keys,
int streamer_connection_info,
int preferences,
int surrogate_ids,
char **buf,
size_t *n );
Subscription keys. TDAmeritrade docs.
constructors
StreamerSubscriptionKeysGetter::StreamerSubscriptionKeysGetter(
Credentials& creds,
const string& account_id
);
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
account_id :: id string of account to get subscription keys for
types
class StreamerSubscriptionKeysGetter : AccountGetterBase;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
AccountGetterBase::get_account_id() const;
void
AccountGetterBase::set_account_id(const string& account_id);
types
struct StreamerSubscriptionKeysGetter_C;
functions
static inline int
StreamerSubscriptionKeysGetter_Create( struct Credentials *pcreds,
const char* account_id,
StreamerSubscriptionKeysGetter_C *pgetter );
static inline int
StreamerSubscriptionKeysGetter_Destroy(StreamerSubscriptionKeysGetter_C *pgetter);
static inline int
StreamerSubscriptionKeysGetter_Get( StreamerSubscriptionKeysGetter_C *pgetter,
char** buf,
size_t *n );
static inline int
StreamerSubscriptionKeysGetter_Close(StreamerSubscriptionKeysGetter_C *pgetter);
static inline int
StreamerSubscriptionKeysGetter_IsClosed(
StreamerSubscriptionKeysGetter_C *pgetter,
int *b
);
static inline int
StreamerSubscriptionKeysGetter_GetAccountId(
StreamerSubscriptionKeysGetter_C *pgetter,
char **buf,
size_t *n
);
static inline int
StreamerSubscriptionKeysGetter_SetAccountId(
StreamerSubscriptionKeysGetter_C *pgetter,
const char *symbol
);
static inline int
GetStreamerSubscriptionKeys( struct Credentials *pcreds,
const char* account_id,
char **buf,
size_t *n );
Transactions within a date range. TDAmeritrade docs.
constructors
TransactionHistoryGetter::TransactionHistoryGetter(
Credentials& creds,
const string& account_id
TransactionType transaction_type = TransactionType::all,
const string& symbol="",
const string& start_date="",
const string& end_date=""
);
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
account_id :: id string of account to get transactions for
transaction_type :: type of transactions (trade, dividend etc.)
symbol :: only transactions that match this symbol
start_date :: only transactions after this date (yyyy-MM-dd)
end_date :: only transactions before this date (yyyy-MM-dd)
types
class TransactionHistoryGetter : public AccountGetterBase;
enum class TransactionType : int{
all,
trade,
buy_only,
sell_only,
cash_in_or_cash_out,
checking,
dividend,
interest,
other,
advisor_fees
};
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
AccountGetterBase::get_account_id() const;
void
AccountGetterBase::set_account_id(const string& account_id);
TransactionType
TransactionHistoryGetter::get_transaction_type() const;
void
TransactionHistoryGetter::set_transaction_type(TransactionType transaction_type);
string
TransactionHistoryGetter::get_symbol() const;
void
TransactionHistoryGetter::set_symbol(const string& symbol);
string
TransactionHistoryGetter::get_start_date() const;
void
TransactionHistoryGetter::set_start_date(const string& start_date);
string
TransactionHistoryGetter::get_end_date() const;
void
TransactionHistoryGetter::set_end_date(const string& end_date);
types
struct TransactionHistoryGetter_C;
enum TransactionType {
TransactionType_all,
TransactionType_trade,
TransactionType_buy_only,
TransactionType_sell_only,
TransactionType_cash_in_or_cash_out,
TransactionType_checking,
TransactionType_dividend,
TransactionType_interest,
TransactionType_other,
TransactionType_advisor_fees
};
functions
static inline int
TransactionHistoryGetter_Create( struct Credentials *pcreds,
const char* account_id,
TransactionType transaction_type,
const char* symbol,
const char* start_date,
const char* end_date,
TransactionHistoryGetter_C *pgetter );
static inline int
TransactionHistoryGetter_Destroy( TransactionHistoryGetter_C *pgetter );
static inline int
TransactionHistoryGetter_Get( TransactionHistoryGetter_C *pgetter,
char** buf,
size_t *n );
static inline int
TransactionHistoryGetter_Close(TransactionHistoryGetter_C *pgetter);
static inline int
TransactionHistoryGetter_IsClosed(TransactionHistoryGetter_C *pgetter, int *b);
static inline int
TransactionHistoryGetter_GetAccountId( TransactionHistoryGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
TransactionHistoryGetter_SetAccountId( TransactionHistoryGetter_C *pgetter,
const char *symbol );
static inline int
TransactionHistoryGetter_GetTransactionType( TransactionHistoryGetter_C *pgetter,
TransactionType *transaction_type );
static inline int
TransactionHistoryGetter_SetTransactionType( TransactionHistoryGetter_C *pgetter,
TransactionType transaction_type );
static inline int
TransactionHistoryGetter_GetSymbol( TransactionHistoryGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
TransactionHistoryGetter_SetSymbol( TransactionHistoryGetter_C *pgetter,
const char* symbol );
static inline int
TransactionHistoryGetter_GetStartDate( TransactionHistoryGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
TransactionHistoryGetter_SetStartDate( TransactionHistoryGetter_C *pgetter,
const char* start_date );
static inline int
TransactionHistoryGetter_GetEndDate( TransactionHistoryGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
TransactionHistoryGetter_SetEndDate( TransactionHistoryGetter_C *pgetter,
const char* end_date );
static inline int
GetTransactionHistory( struct Credentials *pcreds,
const char* account_id,
TransactionType transaction_type,
const char* symbol,
const char* start_date,
const char* end_date,
char **buf,
size_t *n );
Transactions by id. TDAmeritrade docs.
constructors
IndividualTransactionHistoryGetter::IndividualTransactionHistoryGetter(
Credentials& creds,
const string& account_id
const string& transaction_id
);
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
account_id :: id string of account to get transactions for
transaction_id :: id string of transaction
types
class IndividualTransactionHistoryGetter : public AccountGetterBase;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
AccountGetterBase::get_account_id() const;
void
AccountGetterBase::set_account_id(const string& account_id);
string
IndividualTransactionHistoryGetter::get_transaction_id() const;
void
IndividualTransactionHistoryGetter::set_transaction_id(const string& transaction_id);
types
struct IndividualTransactionHistoryGetter_C;
functions
static inline int
IndividualTransactionHistoryGetter_Create(
struct Credentials *pcreds,
const char* account_id,
const char* transaction_id,
IndividualTransactionHistoryGetter_C *pgetter );
static inline int
IndividualTransactionHistoryGetter_Destroy(
IndividualTransactionHistoryGetter_C *pgetter
)
static inline int
IndividualTransactionHistoryGetter_Get(
IndividualTransactionHistoryGetter_C *pgetter,
char** buf,
size_t *n
);
static inline int
IndividualTransactionHistoryGetter_Close(
IndividualTransactionHistoryGetter_C *pgetter
);
static inline int
IndividualTransactionHistoryGetter_IsClosed(
IndividualTransactionHistoryGetter_C *pgetter,
int *b
);
static inline int
IndividualTransactionHistoryGetter_GetAccountId(
IndividualTransactionHistoryGetter_C *pgetter,
char **buf,
size_t *n
);
static inline int
IndividualTransactionHistoryGetter_SetAccountId(
IndividualTransactionHistoryGetter_C *pgetter,
const char *symbol
);
static inline int
IndividualTransactionHistoryGetter_GetTransactionId(
IndividualTransactionHistoryGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
IndividualTransactionHistoryGetter_SetTransactionId(
IndividualTransactionHistoryGetter_C *pgetter,
const char* transaction_id );
static inline int
GetIndividualTransactionHistory( struct Credentials *pcreds,
const char* account_id,
const char* transaction_id,
char **buf,
size_t *n );
Instrument information. TDAmeritrade docs.
constructors
InstrumentInfoGetter::InstrumentInfoGetter( Credentials& creds,
InstrumentSearchType search_type,
const string& query_string );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
search_type :: type of search (by symbol_regex, cusip etc.)
query_string :: search string
types
class InstrumentInfoGetter : public APIGetter;
enum class InstrumentSearchType : int{
symbol_exact,
symbol_search,
symbol_regex,
description_search,
description_regex,
cusip
};
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
InstrumentInfoGetter::get_query_string() const;
InstrumentSearchType
InstrumentInfoGetter::get_search_type() const;
void
InstrumentInfoGetter::set_query( InstrumentSearchType search_type,
const string& query_string );
types
struct InstrumentInfoGetter_C;
enum InstrumentSearchType {
InstrumentSearchType_symbol_exact,
InstrumentSearchType_symbol_search,
InstrumentSearchType_symbol_regex,
InstrumentSearchType_description_search,
InstrumentSearchType_description_regex,
InstrumentSearchType_cusip
};
functions
static inline int
InstrumentInfoGetter_Create( struct Credentials *pcreds,
InstrumentSearchType search_type,
const char* query_string,
InstrumentInfoGetter_C *pgetter );
static inline int
InstrumentInfoGetter_Destroy(InstrumentInfoGetter_C *pgetter);
static inline int
InstrumentInfoGetter_Get(InstrumentInfoGetter_C *pgetter, char** buf, size_t *n);
static inline int
InstrumentInfoGetter_Close(InstrumentInfoGetter_C *pgetter);
static inline int
InstrumentInfoGetter_IsClosed(InstrumentInfoGetter_C *pgetter, int *b);
static inline int
InstrumentInfoGetter_GetSearchType( InstrumentInfoGetter_C *pgetter,
InstrumentSearchType *search_type );
static inline int
InstrumentInfoGetter_GetQueryString( InstrumentInfoGetter_C *pgetter,
char **buf,
size_t *n );
static inline int
InstrumentInfoGetter_SetQuery( InstrumentInfoGetter_C *pgetter,
InstrumentSearchType search_type,
const char* query_string );
static inline int
GetInstrumentInfo( struct Credentials *pcreds,
InstrumentSearchType search_type,
const char* query_string,
char **buf,
size_t *n );
Order information by order id. TDAmeritrade docs.
constructors
OrderGetter::OrderGetter( Credentials& creds,
const string& account_id
const string& order_id );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
account_id :: id string of account to get order for
order_id :: id string of order
types
class OrderGetter : public AccountGetterBase;
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
AccountGetterBase::get_account_id() const;
void
AccountGetterBase::set_account_id(const string& account_id);
string
OrderGetter::get_order_id() const;
void
OrderGetter::set_order_id(const string& order_id);
types
struct OrderGetter_C;
functions
static inline int
OrderGetter_Create( struct Credentials *pcreds,
const char* account_id,
const char* order_id,
OrderGetter_C *pgetter );
static inline int
OrderGetter_Destroy(OrderGetter_C *pgetter);
static inline int
OrderGetter_Get(OrderGetter_C *pgetter, char** buf, size_t *n);
static inline int
OrderGetter_Close(OrderGetter_C *pgetter);
static inline int
OrderGetter_IsClosed(OrderGetter_C *pgetter, int *b);
static inline int
OrderGetter_GetAccountId(OrderGetter_C *pgetter, char **buf, size_t *n);
static inline int
OrderGetter_SetAccountId(OrderGetter_C *pgetter, const char *symbol);
static inline int
OrderGetter_GetOrderId(OrderGetter_C *pgetter, char **buf, size_t *n);
static inline int
OrderGetter_SetOrderId(OrderGetter_C *pgetter, const char *order_id);
static inline int
GetOrder( struct Credentials *pcreds,
const char* account_id,
const char* order_id,
char **buf,
size_t *n );
Search for orders of a certain type, within a date/time range. TDAmeritrade docs.
constructors
OrdersGetter::OrdersGetter( Credentials& creds,
const string& account_id
unsigned int nmax_results,
const std::string& from_entered_time,
const std::string& to_entered_time,
OrderStatusType order_status_type = OrderStatusType::ALL );
creds :: credentials struct received from RequestAccessToken
/ LoadCredentials / CredentialsManager.credentials
account_id :: id string of account to get orders for
nmax_results :: max number of (order) results to return
from_entered_time :: time(<= 60 days ago) before which no orders will be returned*
to_entered_time :: time(<= 60 days ago) after which no orders will be returned*
order_status_type :: status type of orders to return
* yyyy-MM-dd or yyyy-MM-dd'T'HH:mm:ssz
types
class OrdersGetter : public AccountGetterBase;
enum class OrderStatusType : int{
AWAITING_PARENT_ORDER,
AWAITING_CONDITION,
AWAITING_MANUAL_REVIEW,
ACCEPTED,
AWAITING_UR_OUT,
PENDING_ACTIVATION,
QUEUED,
WORKING,
REJECTED,
PENDING_CANCEL,
CANCELED,
PENDING_REPLACE,
REPLACED,
FILLED,
EXPIRED,
ALL
};
methods
json
APIGetter::get();
void
APIGetter::close();
bool
APIGetter::is_closed() const;
string
AccountGetterBase::get_account_id() const;
void
AccountGetterBase::set_account_id(const string& account_id);
unsigned int
OrdersGetter::get_nmax_results() const;
void
OrdersGetter::set_nmax_results(unsigned int nmax_results);
string
OrdersGetter::get_from_entered_time() const;
void
OrdersGetter::set_from_entered_time(const std::string& from_entered_time);
string
OrdersGetter::get_to_entered_time() const;
void
OrdersGetter::set_to_entered_time(const std::string& to_entered_time);
OrderStatusType
OrdersGetter::get_order_status_type() const;
void
OrdersGetter::set_order_status_type(OrderStatusType order_status_type);
types
struct OrdersGetter_C;
enum OrderStatusType {
OrderStatusType_AWAITING_PARENT_ORDER,
OrderStatusType_AWAITING_CONDITION,
OrderStatusType_AWAITING_MANUAL_REVIEW,
OrderStatusType_ACCEPTED,
OrderStatusType_AWAITING_UR_OUT,
OrderStatusType_PENDING_ACTIVATION,
OrderStatusType_QUEUED,
OrderStatusType_WORKING,
OrderStatusType_REJECTED,
OrderStatusType_PENDING_CANCEL,
OrderStatusType_CANCELED,
OrderStatusType_PENDING_REPLACE,
OrderStatusType_REPLACED,
OrderStatusType_FILLED,
OrderStatusType_EXPIRED,
OrderStatusType_ALL,
};
functions
static inline int
OrdersGetter_Create( struct Credentials *pcreds,
const char* account_id,
unsigned int nmax_results,
const char* from_entered_time,
const char* to_entered_time,
OrderStatusType order_status_type,
OrdersGetter_C *pgetter );
static inline int
OrdersGetter_Destroy(OrdersGetter_C *pgetter );
static inline int
OrdersGetter_Get(OrdersGetter_C *pgetter, char** buf, size_t *n);
static inline int
OrdersGetter_Close(OrdersGetter_C *pgetter);
static inline int
OrdersGetter_IsClosed(OrdersGetter_C *pgetter, int *b);
static inline int
OrdersGetter_GetAccountId(OrdersGetter_C *pgetter, char **buf, size_t *n);
static inline int
OrdersGetter_SetAccountId(OrdersGetter_C *pgetter, const char *symbol);
static inline int
OrdersGetter_GetNMaxResults(OrdersGetter_C *pgetter, unsigned int *nmax_results);
static inline int
OrdersGetter_SetNMaxResults(OrdersGetter_C *pgetter, unsigned int nmax_results);
static inline int
OrdersGetter_GetFromEnteredTime(OrdersGetter_C *pgetter, char** buf, size_t *n);
static inline int
OrdersGetter_SetFromEnteredTime( OrdersGetter_C *pgetter,
const char* from_entered_time );
static inline int
OrdersGetter_GetToEnteredTime(OrdersGetter_C *pgetter, char** buf, size_t *n);
static inline int
OrdersGetter_SetToEnteredTime( OrdersGetter_C *pgetter,
const char* to_entered_time );
static inline int
OrdersGetter_GetOrderStatusType( OrdersGetter_C *pgetter,
OrderStatusType *order_status_type );
static inline int
OrdersGetter_SetOrderStatusType( OrdersGetter_C *pgetter,
OrderStatusType order_status_type );
static inline int
GetOrders( struct Credentials *pcreds,
const char* account_id,
unsigned int nmax_results,
const char* from_entered_time,
const char* to_entered_time,
OrderStatusType order_status_type,
char **buf,
size_t *n );