NinjaTrader Connection Guide for TD Ameritrade

Requirements

• TD Ameritrade account
• TD Ameritrade account user name and password

Connection Configuration Instructions

1. NinjaTrader must be installed
2. Start NinjaTrader
3. From the Control Center window, select the menu "Tools > Account Connections…"
4. In the Account Connection Set Up window, press the "Add…" button
5. The Connection Wizard will appear. Press the "Next >" button.
6. 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

7. Press the "Next>" button
8. As per the image below, enter your TD Ameritrade account user name and password

9. The "Settings >>" button should only be pressed if advised by a technical support representative
10. Press the "Next >" button followed by the "Finish" button to complete configuring your TD Ameritrade account.
11. To connect to your account, go to the NinjaTrader Control Center window, select the menu "File > Connect" and select your account.
12. 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