E*Trade

1. Get an account.
2. Invest.
3. Become a developer. https://developer.etrade.com/getting-started/developer-guides
4. Get an API key.
5. Download the Python samples. Follow the instructions therein.
   1. Install the API key in the config.ini file
   2. Run the sample client
6. Learn about OAUTH 1. They are still using OAUTH 1, not the more popular OAUTH 2.
7. Write some apps.

The sample Python client has the following features.

1. OAUTH authentication
2. Accounts API
3. Market API - Give it a stock symbol and it returns information
4. Ordering API

The Alerts API appears to be missing.

Software

https://github.com/QuantConnect/Lean

Information services

https://www.interactivebrokers.com/