akhan118

import pandas as pd
import requests
from pandas.io.json import json_normalize
from datetime import datetime
import time

class Td:
    def __init__(self,refresh_token,client_id,apikey):
        # URL decoded refresh token
        self.refresh_token= refresh_token

akhan118

    def get_quotes(self,symbol):
        access_token = self.get_access_token().json()
        access_token = access_token['access_token']
        headers={'Content-Type': 'application/x-www-form-urlencoded',
        'Authorization': 'Bearer {}'.format(access_token)}
        data = { 'symbol': symbol,  'apikey': self.apikey}
        authReply = requests.get('https://api.tdameritrade.com/v1/marketdata/quotes',
        headers=headers, params=data)
        # print(authReply)
        return (authReply.json())

akhan118

    def get_access_token(self):
        #Post Access Token Request
        headers = { 'Content-Type': 'application/x-www-form-urlencoded' }
        data = { 'grant_type': 'refresh_token',  'refresh_token': self.refresh_token,
        'client_id': self.client_id, 'redirect_uri': 'http://localhost:8080'}
        authReply = requests.post('https://api.tdameritrade.com/v1/oauth2/token', headers=headers, data=data)
        return authReply

akhan118

    def get_price_history(self,symbol,startDate=None,endDate=None):
        access_token = self.get_access_token().json()
        access_token = access_token['access_token']
        headers={'Content-Type': 'application/x-www-form-urlencoded',
         'Authorization': 'Bearer {}'.format(access_token)}
        data = { 'periodType': 'year','frequencyType':'daily',
        'startDate':startDate,'endDate':endDate}
        authReply = requests.get('https://api.tdameritrade.com/v1/marketdata/'+symbol+'/pricehistory',
        headers=headers, params=data)
        # print(authReply.json())

akhan118

    def unix_time_millis(self,dt):
        epoch = datetime.utcfromtimestamp(0)
        return int((dt - epoch).total_seconds() * 1000.0)

akhan118

    close       datetime     high     low   open     volume
0   14.08  1522731600000  14.9000  13.800  14.80   33231754
1   14.59  1522818000000  14.7800  13.620  13.69   20131765
2   14.39  1522904400000  14.9600  14.195  14.70   17015408
3   14.25  1522990800000  14.5700  13.980  14.35   13533877

akhan118

token='xxxxxxx'
apikey ='xxxxxx@AMER.OAUTHAP'
client_id = 'xxxxxxx@AMER.OAUTHAP'

p = Td(token,client_id,apikey)
start_date = datetime.strptime('04 3 2018  1:33PM', '%m %d %Y %I:%M%p')
end_date = datetime.strptime('05 3 2018  1:33PM', '%m %d %Y %I:%M%p')

print(p.get_price_history('SNAP',p.unix_time_millis(start_date),
                                 p.unix_time_millis(end_date)))