TD Ameritrade Intraday Volatility and Portfolio Value Calculator

This is a Python script that retrieves intraday prices for symbols in a TD Ameritrade watchlist and calculates their intraday volatility, as well as the total value of the portfolio.

The script uses the TD Ameritrade API to retrieve historical prices and quotes, and requires a TD Ameritrade API key and access token.

Installation

Clone the repository:

git clone https://github.com/nodermann/tdameritrade-volatility.git Install the required Python packages:

cd tdameritrade-volatility
pip install -r requirements.txt

Usage

Set your TD Ameritrade API key and access token in the consumer_key and access_token variables in the script.

Set the account ID and watchlist ID in the account_id and watchlist_id variables in the script.

Set the number of days of historical prices to retrieve in the days variable in the script.

Set the number of minutes between intraday price updates in the interval variable in the script.

Run the script:

python tdameritrade_volatility.py

The script will retrieve the symbols in the watchlist, retrieve intraday prices for each symbol, calculate their intraday volatility, and print the results to the console. It will also calculate the total value of the portfolio and print it to the console.

License

This script is released under the MIT License. Feel free to use it, modify it, and redistribute it as you like.