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If I am going to use TD Ameritrade for my orders, is there a way to connect that to the Orders & Portfolio collections? Or should I create my own collections for this and ignore that part of the Algorithm Framework?
If there is a way to tie them together, is there any example?
thanks - dave
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Mak K
Hi Dave,
TD Ameritrade is currently not supported by QuantConnect, there is work being done on integrating it I believe but it is not yet available, sorry.
Here is a list of the supported brokerages.
Or did you mean something else here?
Fred Painchaud
Hi David,
A quick addition to Mak's comment.
“a way to connect that to the Orders & Portfolio collections” and “should I create my own collections for this and ignore that part of the Algorithm Framework”
While you cannot live trade with TD (TD's API has not been integrated into LEAN) and while you cannot model TD out of the box (no TD fee model has been canned in a class in LEAN), you can:
I thought maybe that's what you meant.
Fred
Jared Broad
The TDA connection is almost done thanks to an open-source contribution by @BMello. We're going to polish it to be production-ready and then add it to the platform.
Hacking up a python script is easy, but not compatible with what we offer =) We're a full professional-caliber quantitative trading platform. Many of the issues you'd eventually have with the script we've already solved 10x.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Asanka K Mananayaka
Jared Broad I am eagerly waiting for the TDA connection to go live. Anything you can do to expedite that is greatly appreciated. I am sure I am not alone in that request.
Varad Kabade
Hi Asanka K Mananayaka,
Thank you for being so patient. We have an open GH issue. Please subscribe to the following for updates:
https://github.com/QuantConnect/Lean/issues/4647
Best,
Varad Kabade
Jared Broad
Hi all, to help prioritize our development please sponsor the Github project.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Nottakumasato
Jared Broad I am thinking of sponsoring the project but not sure which is the lowest I can go for when sponsoring to prioritize the TDA integration? Any info is appreciated
Varad Kabade
Hi Nottakumasato,
Please get in touch with support@quantconnect.com for assistance regarding the above.
Best,
Varad Kabade
David Thielen
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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