Questions tagged [interactive-brokers]

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

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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 ...
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
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 ...
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 ...
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?
2
votes
1answer
7k views

IbPy download historical price data

How can i download historical price data from interactive brokers using IbPy and python?
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
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 ...
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
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
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 ...
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 ...
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 ...

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