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Fundamental Data Using IbPy

纵饮孤独 提交于 2019-12-04 21:37:23
I am trying to use IbPY to pull the price of a stock along with its financial statements. I'm new to python and don't entirely understand the complexities of calling some of the different methods within IbPy. I wrote some code to loop through the SP 500 and pull the bid/ask for each stock. I was hoping someone might be able to help me figure out the next step to pull the financial statements. Thoughts on the best way to do that? from ib.opt import ibConnection, message from ib.ext.Contract import Contract from ib.ext.EWrapper import EWrapper from time import sleep import csv with open(r'C:

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

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