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1
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0answers
26 views

Changing timezones with historic forex data (Interactive Brokers API IBPy)

I would like to be able to change the timezone for my requests to the IB API, how can I do this? I am writing in Python, and thus use the IBPy wrapper found here. Supposedly, the third argument of ...
7
votes
2answers
130 views

Are there any integrated framework that I can back-test and paper/live trading in one place?

I'm trying to start working on a fully automated algorithmic trading system, and I'm a little struggling with the framework to use. The requirements I have in my mind are: Needs to support back-...
1
vote
1answer
38 views

How to get all securities in an asset class from IBPy (Interactive Brokers python API)

Would like to know how to request all securities in an asset class using IBpy, the python wrapper for the Interactive Brokers API. For example getting all currency pairs in the class forex ('CASH'), ...
1
vote
1answer
33 views

Trader Workstation on Ubuntu cannot be connected to via the API

I am using ibPy to connect to TWS on a fairly fresh ubuntu machine. I have been successful in logging into the paper trading account and submitting buy and sell orders programatically via the ibPy ...
0
votes
0answers
30 views

How to perform batch-trading using Interactive Broker API?

My definition of batch-trading: Given $N$ BUY orders, $M$ SELL orders and $O$ ($O < N$) as the max number of open positions to be held. Batch-trading should monitor the orders and when $O$ BUY ...
2
votes
0answers
22 views

How to request current Interactive Broker positions using VBnet/Activex and the API?

I'm trying to use the reqPositions() method but it doesn't have an event handler associated with it that it references in the API.
5
votes
4answers
2k views

IB TWS & API, without IB account?

I'll be starting a MFE grad program in Fall, and some of the classes have a lab that use the IB TWS & API. I'd like to play around with it for fun this summer. Unfortunately, I don't have an IB ...
1
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1answer
1k views

Downloading Data from Interactive Brokers using IbPy

I am trying to download data from Interactive Broker using the code below and I am able to create the connection with the Trader Work Station (I get a "True" after ...
0
votes
1answer
64 views

Extracting IB market data: bid and ask for greeks and IV

I wrote a piece of code to get option chains with volatility and greeks from IB market data. After testing yesteday, it seems to work, but I am surprised of seeing bid and ask for impliedVolatility ...
3
votes
0answers
79 views

Downloading IB futures data and then making a datapump to another program

I never have programmed before in my life but I wouldn't mind learning if I knew what i needed to do in order to solve my problem. I use neuroshell for day trading and use it extensively for trading ...
16
votes
8answers
20k views

Is the Interactive Brokers API suitable for hft?

By HFT here I mean anything with holding period less than 5 to 10 minutes. Any empirical/anecdotal evidence of using it successfully on even higher frequencies?
2
votes
1answer
111 views

How to get historical data for expired futures contracts in IbPy?

Does anyone know how to request historical data for futures contracts that have already expired in IbPy? There are plenty of examples for requesting historical data for example this post, however ...
1
vote
1answer
164 views

Broker or source of intraday futures data for a python API?

I am looking for a broker that offers a python API for downloading historical intraday data on futures. So far I have only seen Interactive Brokers and Tradestation. Are there some other brokers ...
1
vote
2answers
272 views

Aggregate interactive brokers data in matlab

I am using matlab and interactive brokers API. I am getting real time data using tickerID = ib.realtime({ct},'233',@(varargin)ibEventRealTimeData(varargin{:})); where ib is the interface to ...
2
votes
0answers
62 views

How can the time value portion of an option be higher than 100%?

Here's a screenshot from InteractiveBrokers TWS for the near-the-money put and call on the ES Dec '15 Future: The absolute value of the time value, 9.50, makes sense. But why is the percentage ...
2
votes
0answers
239 views

Send TRAIL STOP order when price hits a certain level, with IB TWS

Posting here after searching around and not finding any responses to basically the same question that I saw on EliteTrader, with another variant posted 10 years ago (update: the same question on Money)...
6
votes
4answers
6k views

Utility to download historical Implied Volatility data from Interactive Brokers?

Does anyone know of a utility that can download historical Implied Volatility (IV) data from Interactive Brokers' Trader Workstation?
1
vote
1answer
299 views

Market data for options

Looking for recommendations on places to get market data for options. I'm looking at NYSE and NASDAQ only. My current solution is my broker, Tradeking. I can request realtime data for 700 option ...
1
vote
1answer
1k views

IbPy download historical price data

How can i download historical price data from interactive brokers using IbPy and python?
1
vote
1answer
1k views

How to get positions of your portfolio from Interactive Brokers with python ibPy?

I am using ibpy to get the positions of my portfolio. I understand that I can do: ...
1
vote
1answer
613 views

IB with R which package?

I want to implement my models in R and trade according to them with my IB account. Now I am wondering, how I should solve this problem? Do I need to program with C an access (https://www....
1
vote
1answer
823 views

InteractiveBrokers server outage every Saturday

I am fetching some historical data from Interactive Brokers with their API. But I got a bit of annoying their HongKong history data server ('hkhdm' in the connection status window) get disconnected ...
3
votes
3answers
7k views

What is the difference between the Interactive Brokers demo account and a personal paper trader account?

I'm interested in testing my trading strategy using the Interactive Brokers API for Trader Workstation. A demo account is provided to play with TWS for free, but if I fund a real account I will be ...
1
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0answers
146 views

run time error 424 in IB TWS Excel DDE API; failed to add combo orders

I'm using an Excel DDE to connect to Interactive Brokers TWS via their API 9.72 sample, excel 2013. When I tried to create a combo order, the rum error code 424 said "object required". It seems that ...
2
votes
2answers
762 views

IP API Active X for Excel refresh rate

I have been working on the EXCEL DDE sample worksheet and works fine and now I would to upgrade to ActiveX instead of DDE as I heard it is more robust but I found the refresh rate of ActiveX is even ...
2
votes
1answer
737 views

IB API quotes and speed

The title says it all. I trade futures options exclusively and wanted to see if anyone had insight into the quote speedsrobustness coming into the API. I'm using the Excel DDE right now just building ...
25
votes
8answers
19k views

How should I store tick data?

How should I store tick data? For example, if I have an IB trading account, how should I download and store the tick data directly to my computer? Which software should I use?
2
votes
3answers
17k views

Which brokers offer a Python stock trading API?

I would like to automate my trading strategies. My strategies are not high-frequency and are written in Python. I have a trading account in Interactive Brokers, and I know some non-official Python ...
6
votes
6answers
7k views

Option trading API other than Interactive Brokers

I'm looking for an options broker that provides an execution API. I'd like to ideally test on a papertrading version of it before connecting to a real execution engine. I know IB offers that, but they ...
2
votes
1answer
566 views

Does DOM trading using broker data make any sense?

Can I use DOM information from Interactive Brokers? Does it make sense? I assume that it makes sense to apply some volume based algorithms only then when you know this order book, that you can get ...
3
votes
2answers
1k views

Does Interactive Brokers (IB) have a Web friendly API?

The requirement I am given is to implement a web ppplication which utilizes Interactive Brokers's API to fetch data. I went through the IB API web page and came across two viable methods: TWS and IB ...