This leads me to believe that my Ubuntu install is fine, my codecs are ok, but the TD program just isn't able to find the codec and start video. When I hit the 'pop out' live video button however, my Totem player opens and the video plays fine. There doesn't seem to be any way to play the video in the program. I went to use it but the play button is greyed out.
There's one portion of the program that allows you to stream a CNBC live video feed inside the Thinkorswim interface. I installed it in my Ubuntu 9.04 and it works well. It's a very good program, with a lot of features. It's a java program, cross platform for Windows, Mac and Ubuntu.
So TD Ameritrade has a trading program called Thinkorswim (build 1585).