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Date/Time: Thu, 16 Jan 2025 10:48:14 +0000



TD Ameritrade Futures Data Feed - filtering

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[2017-10-23 16:13:24]
Joel Wisdo - Posts: 15
Does anyone know how TD Ameritrade filters their Future's Data feed? We automated a TOS Strategy for SC so we could automate entries but the datafeed for SC and TOS are difference since SC is unfiltered. The issue is that the Strategy does well in TOS but it loses money in SC.

Does anyone if it's possible to access the TD future's data feed outside of TD in another trading platform that allows automated entries? TD has an API but we are not trying to build a custom platform to house the data feed.

Any insight would be much appreciated. Thank you!
[2017-10-23 16:20:42]
Xfanman1 - Posts: 320
To the best of my knowledge and from what I was told by TD Ameritrade they do not send Futures data via their API.
[2017-10-23 16:32:12]
Joel Wisdo - Posts: 15
Thanks Xfanman! Do you know if there is any code out there that would filter the datafeed according to TOS?
[2017-10-23 17:06:45]
Sierra Chart Engineering - Posts: 104368
In response to post #3, the answer is no.

You will need to use the Sierra Chart Exchange Data Feed for futures data when using TD Ameritrade:
Sierra Chart Exchange Data Feed

Not sure what you can do to resolve the differences between data feeds.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2017-10-23 17:07:28

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