I was in communication with someone in Europe associated with Wolfram Research's external API team. He provided the following tips:
What you need basically is URLRead. What kind of token authorization? If it's just a token parameter, add that to your HTTPRequest. If it's OAuth, just SecuredAuthenticationKey. Currently supports OAuth 1.0a but will soon be updated to support OAuth 2.0
Kerry Litvin From what I see in the TD Ameritrade documentation, here are the steps you need to follow to authenticate (https://developer.tdameritrade.com/content/simple-auth-local-apps). For that, you basically just need to build your request using HTTPRequest and executing the actual request with URLRead. Something like URLRead[HTTPRequest[<|...|>]]
Once you have that part ready, you can use the APIs here https://developer.tdameritrade.com/apis
The API you need depends on the type of data you want to extract.
Regarding the documentation, my team is working on expanding the documentation to add more examples (including OAuth 2.0 workflows). However, please note that the documentation pages, while they tend to have useful examples and use cases (Applications section), they are not meant to be tutorials. We do have tutorials and workflows for that.
In any case, I'm taking note of your feedback to have that into consideration when updating the docs.
Also, we are working on new functionalities that will allow users to easily connect to external APIs following a guided process.
