A TD file is a partially downloaded file created by Thunder, an Internet download manager localized in Chinese. It stores the contents of a file as it is being received and uses the ".td" extension to mark the download as incomplete until it is finished, at which point the ".td" extension is removed.
The ".td" file extension is a temporary extension appended to a file being downloaded by Thunder. For example, the file sample.mp4 would have the name sample.mp4.td when it is being downloaded. When the download is complete, the ".td" extension is removed. If the ".td" extension is not removed, your download was most likely interrupted before finishing and the file is incomplete. You must resume the download or re-download the file.
NOTE: Thunder is also called "Xunlei," which is 迅雷 in Chinese. The software is developed by a Chinese company named Thunder Network Technologies.