I just shared / checked-in some code that can use the Ameritrade API and
convert a list of transactions to Beancount:
https://github.com/blais/ameritrade/commit/1b5ddae18ba3abbff19a9538e2e4f1cab3fed84a

This has worked a lot better for me than parsing the CSV downloads they
provide (I switched at some point).
The API yields structured data in JSON that's reasonably straightforward to
use.
Hopefully this is useful for someone else,

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