Td Ameritrade download historical data with endDate startDate

I can't figure out how to get data for a given day. Using the annual line in my code, I know the milisecond value of give date.

1612159200000.00 AAPL 2/1/2021 6:00

1612418400000.00 AAPL 2/4/2021 6:00

But putting these value in the code doesn't work

data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily') 
import requests import pandas as pd import time import datetime # tickers_list= ['AAPL', 'AMGN', 'AXP'] # print(len(tickers_list)) key = '****' def get_price_history(**kwargs): url = '(kwargs.get('symbol')) params = {} params.update({'apikey': key}) for arg in kwargs: parameter = {arg: kwargs.get(arg)} params.update(parameter) return requests.get(url, params=params).json() tickers_list= ['AAPL', 'AMGN','WMT'] for i in tickers_list: # get data 1 year 1 day frequency -- good # data=get_price_history(symbol=i, period=1, periodType='year', frequency=1, frequencyType='daily') data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily') historical['date'] = pd.to_datetime(historical['datetime'], unit='ms') info=pd.DataFrame(data['candles']) historical=pd.concat([historical,info]) historical 
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1 Answer

From the Ameritrade Price History API documentation:

6 Months / 1 Day, including today's data:

Note that periodType=month is specified because the default periodType is day which is not compatible with the frequencyType daily

So it seems that this line in your code:

data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily') 

is missing a valid periodType parameter. Try:

data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, periodType='month', frequencyType='daily') 
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