August 2017

A sample code to show how to get historical data for VIX

The following sample code is to get historical data for VIX from Interactive Brokers if the user has the subscription to VIX at IB. The function of superSymbol ( ) is to define the security. data.history ( ) has the same signature as the same function at Quantopian. def initialize(context): context.sec=superSymbol(secType=’IND’,symbol=’VIX’,currency=’USD’, exchange=’SMART’, primaryExchange=’CBOE’) def handle_data(context, data):

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what will happen when broker had issues with their data source?

Question: On 8/16/2017 9:30 EST when market opens, due to some reasons the VIX data paused updating for 10 minutes. As a result all brokers’ VIX value is missing for that time period. I am wondering what the api request data .current(‘VIX’,…) will return then? how could the algorithm detect this issue and pause the

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Spring 2017 Academic Thesis in Business School using IBridgPy!

I recently found a Bachelor’s thesis written by Victor A Barca when I was looking for the algorithmic trading technology and strategy research on the website. To my biggest surprise and excitement, the author performed his full research using IBridgePy! It is a great example that demonstrates how quickly someone can grasp IBridgePy and start

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