interactive-brokers

How to enable TWS delayed market data?

我怕爱的太早我们不能终老 提交于 2019-12-03 15:04:24
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_handler(msg): print(msg) tws = ibConnection(port=7496, clientId=100) tws.register(error_handler, message

Interactive Brokers API: Trader Workstation (TWS) vs IB Gateway

て烟熏妆下的殇ゞ 提交于 2019-12-03 09:43:19
问题 In https://www.interactivebrokers.com/en/index.php?f=5041&ns=T it is written that in order to use the IB api you have to connect to it through the TWS or IB Gateway. Our API requires connectivity via Trader Workstation (TWS) or IB Gateway. What is the advantage of each? What solution (Gateway or TWS) provides a better performance? 回答1: The Gateway lacks the GUI of the TWS, but provides the same API. IB writes about the performance: The IB Gateway provides a low-resource alternative to TWS for

Interactive Brokers API: Trader Workstation (TWS) vs IB Gateway

风流意气都作罢 提交于 2019-12-03 00:11:20
In https://www.interactivebrokers.com/en/index.php?f=5041&ns=T it is written that in order to use the IB api you have to connect to it through the TWS or IB Gateway. Our API requires connectivity via Trader Workstation (TWS) or IB Gateway. What is the advantage of each? What solution (Gateway or TWS) provides a better performance? The Gateway lacks the GUI of the TWS, but provides the same API. IB writes about the performance: The IB Gateway provides a low-resource alternative to TWS for connecting to the IB trading system via the API. The gateway uses approximately 40% fewer system resources

How to obtain Contract Details from the Interactive Brokers API?

时光毁灭记忆、已成空白 提交于 2019-12-01 14:05:56
Following the Interactive Brokers documentation I am trying to obtain the contract details using the below code: from ibapi.client import EClient from ibapi.wrapper import EWrapper class MyWrapper(EWrapper): def contractDetails(self, reqId, contractDetails): super().contractDetails(reqId, contractDetails) print("ContractDetails. ReqId:", reqId, contractDetails.summary.symbol, contractDetails.summary.secType, "ConId:", contractDetails.summary.conId, "@", contractDetails.summary.exchange) def contractDetailsEnd(self, reqId): super().contractDetailsEnd(reqId) print("ContractDetailsEnd. ", reqId,

How to obtain Contract Details from the Interactive Brokers API?

邮差的信 提交于 2019-12-01 12:21:56
问题 Following the Interactive Brokers documentation I am trying to obtain the contract details using the below code: from ibapi.client import EClient from ibapi.wrapper import EWrapper class MyWrapper(EWrapper): def contractDetails(self, reqId, contractDetails): super().contractDetails(reqId, contractDetails) print("ContractDetails. ReqId:", reqId, contractDetails.summary.symbol, contractDetails.summary.secType, "ConId:", contractDetails.summary.conId, "@", contractDetails.summary.exchange) def

Getting parameters of listed options & futures in Interactive Brokers API

时间秒杀一切 提交于 2019-11-30 02:27:47
There are a lot of examples showing how to get particular asset's price from Interactive Brokers. However, when I want to get the whole chain of options for one asset, I don't know which particular strikes are listed. Same for futures, I don't know which expirations are available at the moment. So, i.e., for options, I just loop through all possible strikes and reqMktData for each, also making a sleep(1) every 100 messages to avoid hitting the limit for number of requests per second. Obviously, many of these messages return with error "No security definition has been found for the request".

Getting parameters of listed options & futures in Interactive Brokers API

偶尔善良 提交于 2019-11-28 23:23:54
问题 There are a lot of examples showing how to get particular asset's price from Interactive Brokers. However, when I want to get the whole chain of options for one asset, I don't know which particular strikes are listed. Same for futures, I don't know which expirations are available at the moment. So, i.e., for options, I just loop through all possible strikes and reqMktData for each, also making a sleep(1) every 100 messages to avoid hitting the limit for number of requests per second.

ibpy: extract API responses for multiple contracts

北战南征 提交于 2019-11-27 16:35:31
问题 I am interested in using ibpy with Interactive Brokers API to get real time tick data for a given universe of 100 stocks. The code below, from examples on the web works for one stock. Can someone tell me how i can do this for 100 stocks at the same time? Python script: from ib.opt import ibConnection, message from ib.ext.Contract import Contract from time import sleep def my_callback_handler(msg): inside_mkt_bid = '' inside_mkt_ask = '' if msg.field == 1: inside_mkt_bid = msg.price print 'bid