Questions tagged [interactive-brokers]
Questions about Interactive Brokers, a retail brokerage, and its API for automated trading.
68
questions
2
votes
1
answer
7k
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IbPy download historical price data
How can i download historical price data from interactive brokers using IbPy and python?
- 23
4
votes
2
answers
5k
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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:
...
- 428
4
votes
1
answer
4k
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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 ...
- 428
5
votes
3
answers
2k
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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 ...
- 171
1
vote
1
answer
6k
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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 ...
- 111
1
vote
0
answers
227
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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 ...
- 11
2
votes
2
answers
2k
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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 ...
- 37
2
votes
2
answers
2k
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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....
- 181
2
votes
1
answer
1k
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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 ...
- 21
9
votes
4
answers
18k
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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 ...
- 91
6
votes
4
answers
3k
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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 ...
- 463
3
votes
1
answer
906
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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 ...
- 672
2
votes
3
answers
52k
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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 ...
- 1,200
4
votes
2
answers
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 ...
- 141
7
votes
4
answers
10k
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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?
- 1,490
32
votes
9
answers
27k
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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?
- 461
6
votes
6
answers
15k
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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 ...
- 243
24
votes
7
answers
34k
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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?
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