10
votes
Accepted
Market Making Strategy to Interact with IB API
Pete's seven year old answer is just as relevant now as it was in 2011. None of the limiting factors of their API has changed since then, so this is essentially an extensive reiteration.
The ...
- 1,182
8
votes
Interactive Brokers: Automating collection of client account position without TWS/IB Gateway
IB has something called "Flex Web Service", which allows you to download flex queries without being logged in; see Using the Flex Web Service.
The R package IButils,...
- 3,661
5
votes
Accepted
Interactive Broker API error 321?
Try changing LocalSymbol to tradingClass and changing Last..Month to ...
- 4,368
5
votes
Accepted
3rd party API like IBPy for Interactive Brokers python API?
The problem with using IbPy is not only that it does not support Python 3 but even more importantly it's anchored to an older version of IB's API so it's missing a lot of features IB has added in ...
4
votes
Accepted
After hours data - Interactive Brokers
The function reqHistoricalData has an argument useRTH ("use regular trading hours"). Set ...
- 3,661
3
votes
Whats the need of Executing brokers if Prime brokers are the protagonist?
A prime broker is like a General Practitioner doctor. Executing Broker is like a specialist. If you needed brain surgery, you would not have your GP do it. Executing brokers specialize in specific ...
- 474
3
votes
How do Personal Finance companies get access to their customers investment accounts?
I would reach out to SnapTrade. You would connect your platform to them, and in turn they allow your customers to connect numerous brokerage accounts to your platform.
3
votes
How to lower intraday trading commisions
Assuming you are a individual trader, there are a variety of commission-free brokers with APIs, including Alpaca, Tradier, E*Trade, Ally Invest, and TD Ameritrade, among others. These brokers send ...
3
votes
How do I change the time zone in the interactive brokers API?
The time zone is chosen by the user on the login screen before logging in. Click more options under the login button. A menu should appear like the image below. Select your desired timezone there.
...
- 4,368
3
votes
What exactly is a contract's "trading class"?
For IB's API, trading classes act as another layer for the unique identification of securities which otherwise might be ambiguous. On occasion something will trade with the same symbol, expiration, ...
- 395
3
votes
Market data for options
You can get Options data from algoseek.com. They provide historical and live OPRA feed from 2012 to the present, and you are not required to install any specific software.
AlgoSeek provides flexible ...
- 51
2
votes
Efficient integration of tick data feed with signal generation
I've used both approaches at different points of my career, and both are valid.
Firstly, there's a few statements that aren't quite correct.
...AND in a file on disk in order to avoid losing all data ...
- 5,268
2
votes
Close and Adjusted Close in Interactive Brokers API and Yahoo Finance
On the page you link:
TRADES data is adjusted for splits, but not dividends
ADJUSTED_LAST data is adjusted for splits and dividends. Requires TWS 967+.
So to get adjusted close, request ...
2
votes
Send TRAIL STOP order when price hits a certain level, with IB TWS
You would create an "Alert" in TWS that submits the trailing order when some set of market conditions are met.
It's confusing because this is really a trigger, but IB calls it an alert.
...
- 21
2
votes
What exactly is a contract's "trading class"?
For options, it is all of the same type of option for a particular underlying. For the e-minis, you are referring, all the calls where the underlying is e-minis is a class. Similarly for all the ...
- 6,672
2
votes
Getting incorrect options data with IB API. Missing real time market data subscription?
My mistake. The definition of the Option contract was wrong. So after changing the line:
...
- 51
2
votes
Whats the need of Executing brokers if Prime brokers are the protagonist?
In other words, is it too costly for PB to be an EB
as well?
Answering your second question first, PB's are EB's; they just provide an entire suite of products and services beyond just trade ...
- 4,368
1
vote
How much do brokerage apps cost versus traditional brokerages?
Here is a detailed document from a SEC Lawsuit against Robinhood detailing Robinhood's execution practices:
Some choice quotes:
"For most orders of more than 100 shares, the analysis concluded ...
- 73
1
vote
how to calculate/retrieve the number of sell orders (and buys orders as well) to detect iceberg orders
A short answer is to use reliable market data and a trading platform which doesn't wrap precious details in the market data into candles. Your algorithm is a reasonable, but is an approximation. A ...
- 1,022
1
vote
Interactive Brokers: Is Flex Web Service with Paper Account possible?
I also addressed this issue in forums and with the support. Outcome: Flex reports are not available for paper accounts.
- 111
1
vote
How to hedge PLN account on Interactive Brokers
Err, if its cash, then you can hedge your exposure to USD by selling USD in the spot market for PLN. That's called "sweeping" your PnL back to your base currency. To be efficient, you'll have to do ...
- 701
1
vote
Accepted
Keep Saved IB Historical Data Accurately Adjusted
Actually, because IB has
TRADES - data adjusted for splits but not dividends, and
ADJUSTED_LAST - data adjusted for splits and dividends
I can check what I have saved from earlier that day or the ...
- 111
1
vote
Interactive Brokers - Tracking High Relative Trading Volume
You can use in IB market scanner, hot contracts by volume - you have this also in the api.
today'sVolume/avgDailyVolume is highest - for hot contracts by volume
avgDailyVolume is a 30-day ...
- 111
1
vote
Making an IB contract: Directory for IBpY exchanges and commodity codes?
IB has a search portal where you can look up contracts:
https://pennies.interactivebrokers.com/cstools/contract_info/v3.9/index.php
1
vote
How to request intra day real time option data using ibPY?
Interactive Brokers posted a webinar on Dec 13 2016 about using IBridgePy to connect to IB's API. https://www.youtube.com/watch?v=hogXB07OJ_I.
It is pretty easy to request real time price of option ...
- 39
1
vote
What is the best way to connect R with IB?
IBrokers does support orders: see ?twsOrder and ?placeOrder.
- 3,661
1
vote
Changing timezones with historic forex data (Interactive Brokers API IBPy)
The time zone of returned bars is the time zone chosen in TWS on the login screen.
https://interactivebrokers.github.io/tws-api/historical_bars.html
- 11
1
vote
How to perform batch-trading using Interactive Broker API?
Interactive Brokers posted a webinar on Dec 13 2016 about using IBridgePy to connect to IB's API. https://www.youtube.com/watch?v=hogXB07OJ_I. It is pretty easy to solve the problem you mentioned. You ...
- 39
1
vote
How to request current Interactive Broker positions using VBnet/Activex and the API?
Interactive Brokers hosted a webinar on Nov. 10 2016 about Implement Algo Trading coded in Python using Interactive Brokers API. The presenter gave a good explanation on the applicability of IBridgePy,...
- 39
Only top scored, non community-wiki answers of a minimum length are eligible