NinjaTrader Connection Guide for TD Ameritrade
- TD Ameritrade account
- TD Ameritrade account user name and password
Connection Configuration Instructions
- NinjaTrader must be installed
- Start NinjaTrader
- From the Control Center window, select the menu "Tools > Account Connections…"
- In the Account Connection Set Up window, press the "Add…" button
- The Connection Wizard will appear. Press the "Next >" button.
- As per the image below
- Connection Name: Create a name to identify your connection
- Provider: Select "TD Ameritrade" from the list
- Backup data feed connection: Select your backup datafeed or leave as "<None>"
- Connect on startup: Enable if you want NinjaTrader to automatically establish a connection on startup
- Select "Use TD Ameritrade servers" in the "Historical Data" section
- Press the "Next>" button
- As per the image below, enter your TD Ameritrade account user name and password
- The "Settings >>" button should only be pressed if advised by a technical support representative
- Press the "Next >" button followed by the "Finish" button to complete configuring your TD Ameritrade account.
- To connect to your account, go to the NinjaTrader Control Center window, select the menu "File > Connect" and select your account.
- Review the limitations of the TD Ameritrade connection below.
Limitations of the TD Ameritrade Connection
- Historical tick data is not supported
- Market orders submitted outside of standard trading hours are accepted and will remain unfilled until market re-opens
- Realized account PnL is reported excluding commissions
- Level II market data is aggregated and updated several times per second
- You can get "Unable to process request" messages when trying to connect during weekend server maintenance
- Some special TD Ameritrade order types are not supported
- DAY orders may appear to be active for approximately 20 minutes after a session close and can't be cancelled and they will expire automatically
- Order fill prices that in the 100th of a cent are rounded to the nearest penny
- Orders with a Time In Force of GTC actually have an expiration date 6 months out from the date the order is submitted