I contacted TD Ameritrade to get access to their API. They told me that Wolfram is not listed as a business partner of TDA (or at least they couldn't find it). Anyway, you need to have an account of $500k+ or trade more than 30 times/quarter to get access to the API. I would love to see TDA added to the ServiceConnect[], ServiceExecute[] etc.functions or similar

Conrad,

Another approach, suitable at least for passive applications, is to monitor real time market data within Excel using the RTD("tos.rtd", ...) function. "tos" is an acronym for Think Or Swim, an option trading subsidiary of TDAmeritrade. The market data, once in Excel, can be accessed from Mathematica using NetLink.

TraderXL sounds interesting.

Tom