TradeTally trading journal API: From CSV imports to programmable trade analytics

You already import broker CSV files into your trading journal, but now you want to query that data programmatically. The practical question is not “what could an API do?” but “what does the TradeTally trading journal API expose after those imports?”

This article maps the supported path from CSV imports to REST API access, including available trade fields, filters, tags, P&L fields, and precomputed analytics. It does not cover trading advice, performance predictions, or unsupported automation.

Start with CSV imports, then query imported trades

TradeTally supports CSV imports from Lightspeed, Schwab, thinkorswim, IBKR, Webull, E*TRADE, Tradovate, Questrade, TradeStation, tastytrade, and more. For traders who already use broker exports as their source of journal data, that import step is the starting point for API access.

After import, trades are available through the REST API with full P&L fields. That means your API planning should begin with imported trades as the data source, then move to the API for querying the available records.

The official endpoint details belong in the TradeTally API Documentation. Use this article as a practical orientation, then verify exact API details in the docs before writing against the API.

Confirm your broker CSVs are supported before planning API queries

Before you write code around imported journal data, confirm that the broker data you import is covered by TradeTally’s supported CSV import options. The supplied broker examples include Lightspeed, Schwab, thinkorswim, IBKR, Webull, E*TRADE, Tradovate, Questrade, TradeStation, tastytrade, and more.

Keep the sequence narrow: supported broker CSV import first, then REST API access to the imported trades. This article does not assume automatic broker syncing, unsupported import formats, write operations, webhooks, SDKs, or integrations beyond the documented API access.

If you are evaluating the product more broadly, review the TradeTally features page alongside the API documentation. For API-specific work, rely on the official docs for endpoint behavior.

Know which imported trade fields are available

Programmatic access is easiest to plan when you design around the fields that are actually exposed. Each trade includes broker, symbol, side, quantity, entry and exit prices, dates, and tags.

After import, trades are available via the REST API with full P&L fields. That gives you a defined set of trade-level data to use when planning API queries or review tables based on the available records.

A practical way to think about this is to separate core trade identity from result fields. Broker, symbol, side, quantity, prices, and dates describe the trade record. Tags help identify labeled trades. P&L fields are available with imported trades through the API.

Data area	Available through the API
Trade source	Broker
Instrument	Symbol
Direction and size	Side and quantity
Prices	Entry and exit prices
Timing	Dates
Classification	Tags
Results	Full P&L fields after import

For the exact reference, use the TradeTally API Documentation rather than assuming every journal field is exposed.

Use /api/trades filters to narrow imported trade data

When querying imported trades, start with the filters that are explicitly supported. The /api/trades endpoint supports filtering by date range, broker, symbol, and tag.

You can plan a request around a specific date window, isolate one broker, focus on one symbol, or pull trades with a specific tag. Those examples are limited to the supported /api/trades filters.

For example, suppose you imported a hypothetical set of trades from IBKR for January. A narrow API query could request January trades, the IBKR broker value, a specific symbol, or a specific tag, depending on which supported filter you apply.

That example is intentionally limited. It does not assume how tags are created, edited, or managed. It only uses the stated fact that each trade includes tags and that /api/trades can filter by tag.

If you are thinking through how tags can structure a trading review, the related article Trading Setup Tags: Why They Matter More Than Tracking More Indicators covers tagging concepts. Treat that as educational reading, not as an expansion of the API specification.

Access API analytics without assuming extra filtering behavior

Not every API use case needs raw trade records first. Analytic summaries including expectancy and profit factor are precomputed and available via API.

The boundary is important. This article is not claiming additional metrics, recommendations, dashboards, custom formulas, or that analytics summaries can be filtered in the same way as the /api/trades endpoint. The supplied facts only establish that /api/trades supports filtering by date range, broker, symbol, and tag, and that analytic summaries including expectancy and profit factor are precomputed and available via API.

Before building anything, decide whether you need trade-level records or precomputed summaries. If the question is about individual imported trades, the /api/trades endpoint and its supported filters may be the relevant starting point. If the question is specifically about expectancy or profit factor summaries, use the API documentation to verify the available analytics details.

Here is a limited hypothetical example. Assume an API analytics response returns expectancy of $18 and profit factor of 1.35. Those numbers would be retrieved summary values for review; they are not a forecast, recommendation, or guarantee of future trading results.

For related educational reading on using setup data in a review process, see Trading Edge Report: Turn Setup Data Into One Weekly Action Item.

Plan a simple CSV-to-API review around supported data

Keep the first programmatic review narrow. A conservative sequence is: import CSVs from supported brokers, access the imported trades through the REST API, query available fields, apply supported /api/trades filters, and retrieve available analytics where expectancy or profit factor summaries match your question.

1. Import CSV files from supported brokers such as Lightspeed, Schwab, thinkorswim, IBKR, Webull, E*TRADE, Tradovate, Questrade, TradeStation, tastytrade, and more.
2. Use the REST API to access imported trades with full P&L fields.
3. Query trade fields such as broker, symbol, side, quantity, entry and exit prices, dates, and tags.
4. Use /api/trades filters for date range, broker, symbol, or tag.
5. Retrieve precomputed analytic summaries such as expectancy and profit factor when those are the metrics you need.

This structure keeps the review tied to supported data. It avoids assumptions about write operations, third-party destinations, SDKs, webhooks, automatic broker connections, or implementation details that are not established here.

If you are comparing journal tools and deciding how data access fits into your process, read How to Choose a Trading Journal: A Trading Journal Software Comparison Checklist. For API work, still validate the exact endpoint details in the API documentation.

Open the TradeTally API Documentation before you build

Before coding against the TradeTally trading journal API, open the official documentation and verify the endpoint details. This article has established only the supported facts: CSV imports are available for many brokers, imported trades are available through the REST API with full P&L fields, each trade includes core fields and tags, /api/trades supports date range, broker, symbol, and tag filters, and expectancy plus profit factor summaries are available via API.

Avoid planning around unstated assumptions such as authentication behavior, rate limits, SDKs, webhook support, pricing, write operations, or outside integrations. Start with the documented API reference: TradeTally API Documentation.

FAQ

Which broker CSV imports does TradeTally support?

TradeTally supports CSV imports from Lightspeed, Schwab, thinkorswim, IBKR, Webull, E*TRADE, Tradovate, Questrade, TradeStation, tastytrade, and more. If your API plan depends on imported broker data, confirm your import path first.

Are imported trades available through the TradeTally API?

Yes. After import, trades are available via the REST API with full P&L fields. This article is limited to imported trades and the API access described in the supplied facts.

What fields are included with each trade?

Each trade includes broker, symbol, side, quantity, entry and exit prices, dates, and tags. Imported trades are also available through the REST API with full P&L fields.

Can I filter API trade queries by broker, symbol, date, or tag?

Yes. The /api/trades endpoint supports filtering by date range, broker, symbol, and tag. Those filters apply to the /api/trades endpoint.

Can I access analytics through the API?

Analytic summaries including expectancy and profit factor are precomputed and available via API. This does not mean those analytics support the same filters as /api/trades unless the API documentation states that.

Ready to verify the endpoint details and plan your first query? Open the TradeTally API Documentation before you build.