TD Ameritrade Trading Service


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Introduction

Sierra Chart is fully integrated with the TD Ameritrade Trading service for US stock data and trading.

When using TD Ameritrade, you will have access to historical Daily and Intraday data, and streaming real-time data for US stocks.

Futures trading and futures market data is not supported. Although when using the Sierra Chart Real-Time and Historical Exchange Data Feed, you can access the futures data provided by this Sierra Chart data feed when using your TD Ameritrade account.

If you are here directly from the TD Ameritrade website, then visit the Sierra Chart Home Page for complete information about Sierra Chart and to get started.

What is Included

  • Streaming Real-Time Data: Yes.
  • Historical Intraday Data: Yes.
  • Real-time and Historical Intraday Futures Data: No. However, this can be obtained with the Sierra Chart Exchange Data Feed.
  • Historical Daily Data: Provided through the Sierra Chart Historical Daily Data service. Historical Daily data from the TD Ameritrade system is not supported.
  • Historical BidVolume and AskVolume: No.
  • Live Trading Services: Yes.
  • Simulated Trading: Yes.
  • Order Types Supported: All but MIT. Attached orders once submitted cannot be modified, they can only be cancelled.
  • Server Managed OCO (Order Cancels Order): Yes.
  • Automated Trading (applies to Live or Simulated): Yes.

Setup Instructions

  1. To use Sierra Chart with TD Ameritrade, you will need a TD Ameritrade account. If you do not have an account with TD Ameritrade, open a TD Ameritrade account now.
  2. If you have not already created a Sierra Chart account, then create a Sierra Chart account here.
  3. If you have not already downloaded and installed Sierra Chart, first download and install Sierra Chart.
  4. Once you have Sierra Chart installed, run it or if it is already running, go to Sierra Chart. Select Global Settings >> Data/Trade Service Settings on the menu. Click on the Service list box at the top of the window. Select the TD Ameritrade service name from the list.
  5. Enter your TD Ameritrade or Think or Swim trading account Username and Password in the corresponding boxes. For help with your Username and Password, contact TD Ameritrade.
  6. Enable the Connect On Program Startup and the Reconnect on failure options.
  7. Set the Time Zone setting to the time zone that you want times displayed in.
  8. Press OK to close the Data/Trade Service Settings window.
    TD Ameritrade Service Settings

  9. To connect to the data and trade servers, select File >> Connect to Data Feed on the menu.

    You cannot connect to the same TD Ameritrade account from more than one copy of Sierra Chart at the same time. Otherwise, you will have connection problems between the copies of Sierra Chart you are running that are connected to the same TD Ameritrade account.
  10. To open a chart, select File >>Find Symbol. Stock symbols will not be listed. In the case of a stock symbol you need to manually type the symbol into the Selected Symbol box and press either Open Historical Chart or Open Intraday Chart.

    For stock options, this is an example symbol format: VMF Jan 22 2011 25.0 Call. The letters are case-sensitive.
  11. Continue with step number 3 on the Getting Started documentation page. Note that the symbols you need to use in Sierra Chart are the same as the symbols you use on the TD Ameritrade website.
  12. For instructions for trading from Sierra Chart, refer to the Overview of Trading page. With the TD Ameritrade API that Sierra Chart uses, futures trading is not currently supported. Only stock trading.
  13. Note: Futures trading and market data is not supported when using TD Ameritrade because it is not supported by the TD Ameritrade API that Sierra Chart uses to connect to the TD Ameritrade systems. However, it is possible to use a separately paid for futures data feed for CME/CBOT/NYMEX/COMEX futures when using the TD Ameritrade trading service. For instructions to use this data feed, refer to Sierra Chart Real-Time and Historical Exchange Data Feed.

Ameritrade Data Feed Problems

The TD Ameritrade data feed only provides uS stock data. Some cash index data may be provided. If you encounter any problems with the TD Ameritrade data feed, depending upon the problem, Sierra Chart support may not be able to help with it. If it is a problem that Sierra Chart support cannot help with or is not willing to help with for various technical and time related reasons, then we recommend using the Sierra Chart Exchange Data Feed for data where you will instead have a reliable and accurate stock data feed.

From time to time, we do hear about problems at the TD Ameritrade data feed which Sierra Chart support can either not resolve, or not reasonably resolve without potentially creating other issues.

The TD Ameritrade data feed implementation in Sierra Chart uses the Simulate Trades to Match Daily Volume setting. It is considered always enabled.

When using Sierra Chart service package 3 or higher, the historical data when using TD Ameritrade always comes from the Sierra Chart Historical Data service other than the most recent 10 minutes. So that data is reliably delivered.



TD Ameritrade, Inc. and Sierra Chart are separate unaffiliated businesses and are not responsible for each other's products, services or policies. Brokerage services are provided exclusively by TD Ameritrade, Inc.

TD Ameritrade, Division of TD Ameritrade, Inc., member FINRA/SIPC. TD Ameritrade is a trademark jointly owned by TD Ameritrade IP Company, Inc. and The Toronto-Dominion Bank. Used with permission.


*Last modified Wednesday, 14th September, 2016.