Questions tagged [interactive-brokers]

Questions about Interactive Brokers, a retail brokerage, and its API for automated trading.

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23 views

Is there a way to access ESG data from interactive brokers' TWS API?

I have been playing around with IBKR's TWS' python API and know how to get fundamental data. The code is given below. I can't see this having ESG ratings (and to be fair it ought not to as its not ...
3
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1answer
2k views

Interactive Brokers - Tracking High Relative Trading Volume

I'm new to Interactive Brokers (and day trading), I am trying to setup my different charts etc. How can I have alerts/monitor for any stock that is trading at above average volume - compared to X? ...
4
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1answer
701 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 ...
4
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3answers
1k 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 ...
6
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2answers
4k 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)...
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41 views

IB API - get data on position that close

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 ...
1
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0answers
58 views

How to merge Trade ticks with Bid_Ask ticks from IB API reqHistoricalTicks, like the Time&Sales window?

reqHistoricalTicks returns data with 1 second precision, so only looking at timestamp is not enough to merge them. But it seems that the Time&Sales window in ...
4
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2answers
239 views

Whats the need of Executing brokers if Prime brokers are the protagonist?

I am trying to read some literature on Prime Brokerage. In context of prime brokerage, primarily we have 4 participants Customer Executing Broker (EB) Prime Broker (PB) DTC (it could be specific to ...
2
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0answers
366 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 ...
1
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1answer
230 views

Interactive Broker API error 321?

Hi I'm having trouble with the Interactive Broker python API. I'm using python 3.8 and connecting to IB TWS ver. 979 when I run this symbol script I get the following error: ...
1
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1answer
48 views

how to calculate/retrieve the number of sell orders (and buys orders as well) to detect iceberg orders

As a manual trader, i could identify the iceberg orders because my interface provided me in real time the number of buys and the number of sells at best ask and best bid. For instance, when the ...
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0answers
26 views

Close not adjusted for splits and dividends - Interactive Brokers

Interactive brokers allows me to download several historical bar data types. Can somebody tell me, which of the historical data types are not adjusted for splits and dividends or anything else? I ...
0
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1answer
268 views

How to hedge PLN account on Interactive Brokers

I know that you can't have PLN account on IB, the PLN input is exchanged into USD, GBP etc. currency. However I would like to hedge the other currency exposure against PLN, or at least find out how to ...
3
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2answers
5k 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: ...
3
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1answer
4k 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 ...
2
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2answers
2k 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....
0
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0answers
45 views

Charting & Trading platform with 3rd party integration

so it's 2020 and I'm surprised that there don't seem to be any platforms that provide clear and easy integration with a 3rd party backend for indicator/signal generation, charting, trade execution, ...
9
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4answers
16k 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
94 views

Interactive Brokers: Is Flex Web Service with Paper Account possible?

I am testing an automated system each day and I want to pull daily trade reports. The Flex Query is perfect, and works with my Live Account, but I cannot figure out how to make it work with the Paper ...
0
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0answers
491 views

How can I export intraday stock data into CSV from Interactive Broker or Yahoo Finance?

Google Finance API seems to be down forever. Are there instructions or manuals for downloading intraday stock data into CSV files from Interactive Broker OR Yahoo Finance?
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2answers
144 views

What exactly is a contract's “trading class”?

Web searches for this are drowned in pages offering trading courses, and the InteractiveBrokers API doesn't expand at all on the term. So what are contract trading classes, and what are some examples,...
2
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1answer
398 views

After hours data - Interactive Brokers

I just started using Interactive Brokers because of their API. I'm using the IBrokers package in R. I've managed to get data for S&P 500 and other indices but now I want data for S&P 500 after ...
0
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1answer
192 views

What is the best way to connect R with IB?

I am looking to connect my trading models to trade in IB. my models are R based. what is the best (and fastest) way to create a system that get data from IB and based on this data create trades in IB. ...
0
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1answer
615 views

Interactive brokers historical data availability

I'm considering Interactive Brokers because of the IBrokers package for R. On this site there is a small section on data availability and I'm having a hard time understanding the table. Lets say I ...
3
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1answer
1k views

How do I change the time zone in the interactive brokers API?

I am using the Interactive Brokers API, TWS release 974, with IBC and the ib_insync library. I would like to change the time zone inside one of these, in order to get market data and history according ...
4
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2answers
2k 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 ...
0
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1answer
168 views

Keep Saved IB Historical Data Accurately Adjusted

How have you dealt with adjusting saved historical data, specifically using the IB API? As far as I can tell, currently, I need to perform the calculations described on Quandl's blog. I haven't ...
4
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1answer
2k views

Market Making Strategy to Interact with IB API

I was thinking to connect a market making software to the Interactive Brokers API (see IB API), but it seems it is not the best solution as per the information provided by this question: Is the ...
4
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2answers
837 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. How to reproduce the problem: ...
2
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1answer
2k views

3rd party API like IBPy for Interactive Brokers python API?

I've read some tutorial of the Interactive Brokers API's TWS and it seems very low level and requires so much work just to place a simple market order. I've come across IBPy and just wondering how ...
3
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1answer
483 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
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0answers
63 views

IBrokers: How to assign trail amount for order type 'TRAIL'?

I'm using R package IBrokers with IB TWS. I'm trying to create a twsOrder object using twsOrder function: twsOrder(...., orderType = 'TRAIL', ...) How can I ...
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0answers
87 views

How to Determine the Last Stock Price Before We Begin to Liquidate the Position on Interactive Brokers?

I do not if it is me who is wrong or Interactive Brokers' employees who do not provide a clear information by phone about How to Determine the Last Stock Price Before They Begin to Liquidate the ...
2
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0answers
86 views

What does leverage lower than 1 means for ETFs

I've recently noticed in my IB terminal that many ETFs have leverage lower than 1. I understand that some ETFs have leverage higher than 1 for example TQQQ because ...
4
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1answer
1k views

Interactive Brokers: Automating collection of client account position without TWS/IB Gateway

I'm trying to create a dashboard where I can show my clients their account positions, updated on a daily basis. I know IB offers the TWS/IB Gateway solution however I'm looking for a more lightweight ...
3
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1answer
898 views

Close and Adjusted Close in Interactive Brokers API and Yahoo Finance

On Interactive Broker's TWS API manual, there are several historical data types to choose from. Which IB TWS data type's Close value corresponds to Close Adjusted ...
2
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0answers
347 views

Interative Brokers: using ibPy to get live market data

documentation on ibPy is sparse. All I would like to do is request the current price of a security both pre-market and during market hours so that I can make automated trading decision on that ...
8
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1answer
946 views

Efficient integration of tick data feed with signal generation

The goal is to design the integration of processes generating trading signal doing analytics on a stream of asynchronous tick data retrieved using the native Python TWS API of Interactive Brokers. Two ...
0
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1answer
126 views

Making an IB contract: Directory for IBpY exchanges and commodity codes?

All the tutorials for making a contract seem to use either Apple or Google as examples: goog_contract = create_contract('GOOG', 'STK', 'SMART', 'SMART', 'USD') If I want to trade CME Feeder Cattle ...
1
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1answer
2k views

Problems retrieving historical data through IbPy

I am having problems retrieving 14 days historical data from IB. I recently made the switch from MATLAB to Python so I have a lot of catching up to do. Where do I go wrong? All help is appreciated. ...
32
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9answers
25k 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?
23
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7answers
32k 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
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1answer
308 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.
0
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1answer
837 views

How to request intra day real time option data using ibPY?

For example, price, iv, delta, gamma, volume, and open interest
10
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2answers
581 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
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1answer
373 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'), ...
6
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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 ...
0
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1answer
301 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 ...
4
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1answer
2k 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 ...