Add superSymbol to IBridgePy documentation 4/8/2017

superSymbol Function Python Documentation

The superSymbol documentation enables precise security definition for algorithmic trading. This comprehensive function works with stocks, options, futures, forex, and indices in IBridgePy.

superSymbol Documentation: Function Parameters and Usage

Create a security object by clearly defining every details. It can be used to define any securities/commodities that are available at IB.

secType: STK, OPT, FUT, IND, CASH; (FOP, BAG, NEWS upon request)

symbol: Symbol of securities that are defined by IB

currency: Check IB’s definition, ‘USD’,’GBP’, etc.

exchange: Designate the trading exchange. Default exchange is ‘SMART’.

primaryExchange: The primary exchange of the securities

expiry: Used for futures and options.

strike: Strike price for futures and options.

right: “C’ for Call, “P” for Put.

multiplier: Required for futures and options

includeExpired: Set it to True if you are working on expired futures/options and requires historical data

For example:

Stock of Apple Inc.: superSymbol(secType=’STK’, symbol=’AAPL’, currency=’USD’, exchange=’SMART’, primaryExchange=’NASDAQ)

FOREX of EUR/USD: superSymbol(secType=’CASH’, symbol=’EUR’, currency=’USD’)

Index of VIX : superSymbol(secType=’IND’, symbol=’VIX’, currency=’USD’)

Futures of E-mini SP500 expiry of March 2015: superSymbol(secType=’FUT’, symbol=’ES’, currency=’USD’, expiry=’201503′)

Option of E-mini SP500, expiry of December 6th 2016, in US dollars, strike price of 2210, PUT, multiplier of 100: superSymbol(secType=’OPT’, symbol=’ES’, currency=’USD’, exchange=’GLOBEX’, primaryExchange=’GLOBEX’, expiry=’20161206′, strike=2210, right=’C’, multiplier=100, includeExpired=True)

Learn more from Interactive Brokers documentation.