interactive-brokers

Customize Interactive Brokers' reqIds() and reqMktData() Java methods

由 旧巷老猫 提交于 2020-01-14 06:17:26
问题 I am trying to write customized code within Interactive Brokers' Java API. There are a bunch of methods that get sent to TWS via the eClientSocket object. Two examples are reqIds() and reqMktData(). These are both void methods, so they do not return anything. Instead, they 'activate' methods written within the class that invokes them (in this case, SampleFrame). These methods are also void, in that they don't return any data. Instead, code is written within these methods (nextValidId() and

How do I receive the data coming from IBs API in Python?

由 亡梦爱人 提交于 2020-01-12 05:51:24
问题 Interactive Brokers just released a python version of their API. I am trying to get data. I am using the 'examples' in 'Program.py', and just trying to get account values. I just want to know what the account liquidation value is, and get that into python. This is the documentation. And this is the code to create and send the request: app = TestApp() app.connect("127.0.0.1", 4001, clientId=0) print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime())) app

How to get historical stock price data from interactive brokers API?

由 跟風遠走 提交于 2019-12-24 19:56:09
问题 I want to use IBAPI to get historical stock data. My code does not work and returns nothings. Can anybody help me edit the code? Thanks from ibapi import client from ibapi import wrapper import datetime from ibapi.contract import Contract from ibapi.common import BarData # ! [socket_init] class App(wrapper.EWrapper,client.EClient): def __init__(self): wrapper.EWrapper.__init__(self) client.EClient.__init__(self, wrapper=self) #Build a sample contract contract = Contract(); contract.symbol =

How do I get my accounts' positions at Interactive Brokers using Python API?

由 爷，独闯天下 提交于 2019-12-24 12:24:51
问题 EDITED: I found a solution regarding the error messages - it was a bug on IB's API. The code I show as an answer below should be useful for those looking for a clean solution to read positions, and also NAVs, from their accounts at IB. The original question [SEE SOLUTION BELOW; LEAVING ORIGINAL QUESTION HERE FOR CONTEXT]: I'm trying to get all my accounts positions at Interactive Brokers [IB] using the firm's API. Their documentation, although extensive, is extremely confusing. Sample codes

How to get the trading price and commission in Interactive Brokers (IBPY) after placing an order?

由 南笙酒味 提交于 2019-12-19 11:18:03
问题 http://interactivebrokers.github.io/tws-api/ maybe a useful link. This picture is from java API guide of Interacitve Brokers and the numbers I want are price and commission in trade log. 回答1: from ib.opt import Connection, message from ib.ext.Contract import Contract from ib.ext.Order import Order from ib.ext.CommissionReport import CommissionReport from ib.ext.TickType import TickType as tt Make functions to handle each type of callback you're interested in. def error_handler(msg): print

Matlab IB realtime data gets stuck after a while

由 核能气质少年 提交于 2019-12-12 22:33:06
问题 I am using Matlab's built-in Interactive Broker library to connect and use TWS. I am trying to request real time data, however, after a while it just gets stuck on the same price. It updates normally for a few minutes and then later it just stops updating and the same prices are given. Is there something wrong with my code? try close(ib); close(conn); catch end clear all; ibBuiltInRealtimeData = struct('id',0,'BID_PRICE',0,'BID_SIZE',0,'ASK_PRICE',0,'ASK_SIZE',0); ib = ibtws('',7496); f =

get forex rate from IB api with python

由 别说谁变了你拦得住时间么 提交于 2019-12-12 02:18:25
问题 I'm trying to get currency rates from interactive broker using ibpy library and there is code i found on google and i changed a little. from ib.ext.Contract import Contract from ib.opt import ibConnection, message from time import sleep # print all messages from TWS def watcher(msg): print msg # show Bid and Ask quotes def my_BidAsk(msg): if msg.field == 1: print ('bid: %s' % ( msg.price)) bid=msg.price elif msg.field == 2: print ('ask: %s' % (msg.price)) ask=msg.price elif msg.field==9:

how to get series of requests in ibapi on python

由 泪湿孤枕 提交于 2019-12-10 11:54:53
问题 I am new both in Python and ibapi, I have ask Interactive Broker itself, they told me only : The self.done is originally defined in the parent class EClient that is used to indicate the current API connection is "done". You should not use it as an indicator to stop a loop that is build by yourself. You can keep one API client connection live until you have finished downloaded all the historical data you need. If you need to slow down the pace in requesting data, you can use other thread

How to enable TWS delayed market data?

由 给你一囗甜甜゛ 提交于 2019-12-09 11:34:57
问题 Here is a script I am using to request market data. I am not subscribed to the data-feed yet, so I though it would automatically return delayed market data, but apparently I have to enable it, but cannot find where to do that. Here is the script and the errors I get, all I need is to receive delayed data, so I can test my algorithm. from ib.opt import ibConnection, message from ib.ext.Contract import Contract from time import sleep def fundamentalData_handler(msg): print(msg) def error

How do I receive the data coming from IBs API in Python?

由 牧云@^-^@ 提交于 2019-12-03 21:46:27
Interactive Brokers just released a python version of their API. I am trying to get data. I am using the 'examples' in 'Program.py', and just trying to get account values. I just want to know what the account liquidation value is, and get that into python. This is the documentation. And this is the code to create and send the request: app = TestApp() app.connect("127.0.0.1", 4001, clientId=0) print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime())) app.reqAccountSummary(9004, 'All', '$LEDGER') I can use the IB Gateway, and see the request being sent, and the
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