I am trying to implement a few new features for my trading system. My plan for now is to initially buy the stocks i wants (using Vwap) and when the order has closed (bought all the quantity) I want to collect 3 parameters(ticker name,avg price, quantity bought),of the order (in order to place TP\SL commands). Neither reqPosition nor orderStatus or reqExecutions seems to return all of them and I couldn't figure how how to do it yet. Any insight on my small problem would be great!

Thank a lot in advance!

  • 1
    $\begingroup$ If you are using Python, you may want to have a look at the ib-insync library. It's a wrapper for IB's native Python API. It has much better documentation and plenty of code examples and notebooks: ib-insync.readthedocs.io/readme.html $\endgroup$
    – amdopt
    Commented Nov 25, 2020 at 15:52
  • $\begingroup$ @amdopt Totally agree. I find the IB API to be abstract and difficult to use. Amir Ariely: ib_insync makes it easy to retrieve the portfolio and positions and will give you the three parameters you have an interest in. $\endgroup$ Commented Nov 25, 2020 at 16:57
  • $\begingroup$ Thank you both a lot! I am trying to change my code to ib_insync. Could you please tell me what it the function that returns the ticker'avg price and quantity when the position is fulfilled? $\endgroup$ Commented Nov 30, 2020 at 7:56


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