Questions tagged [interactive-brokers]

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

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32
votes
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
votes
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?
10
votes
2answers
595 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-...
9
votes
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 ...
8
votes
1answer
950 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 ...
7
votes
4answers
9k 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?
6
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 ...
6
votes
6answers
14k 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 ...
6
votes
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)...
4
votes
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
votes
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 ...
4
votes
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 ...
4
votes
2answers
364 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 ...
4
votes
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 ...
4
votes
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
votes
2answers
857 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: ...
4
votes
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 ...
4
votes
1answer
717 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 ...
3
votes
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
votes
1answer
949 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 ...
3
votes
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 ...
3
votes
1answer
3k 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? ...
3
votes
1answer
490 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 ...
3
votes
1answer
831 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 ...
2
votes
3answers
49k 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 ...
2
votes
1answer
425 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 ...
2
votes
1answer
3k 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 ...
2
votes
2answers
2k 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
7k views

IbPy download historical price data

How can i download historical price data from interactive brokers using IbPy and python?
2
votes
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....
2
votes
1answer
1k 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 ...
2
votes
1answer
310 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.
2
votes
1answer
1k views

Why does my ibpy connection always close automatically

my code: ...
2
votes
0answers
64 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 ...
2
votes
0answers
90 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 ...
2
votes
0answers
349 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 ...
2
votes
0answers
370 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 ...
2
votes
0answers
75 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 value ...
1
vote
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,...
1
vote
2answers
814 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 ...
1
vote
1answer
314 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
vote
1answer
5k 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 ...
1
vote
1answer
52 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 ...
1
vote
1answer
383 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
497 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
0answers
71 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 ...
1
vote
0answers
107 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 ...
1
vote
0answers
94 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 ...
1
vote
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. ...
1
vote
0answers
215 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 ...