request_data request_data(historyData= None, realTimePrice = None, contractDetails= None, marketSnapShot=None, waitForFeedbackinSeconds=30,repeat=3) historyData: a list of requests of historical data. Each request is defined by a tuple with three elements, security, timeframe, goBack. IB supports the following timeframes: 1 sec, 5 secs, 15 secs, 30 secs, 1 min, 2 mins, 3 mins, 5 mins, 15 mins, 30 […]
Example of requesting historical data Read More »
You can use create_order ( ) and place_combination_orders ( ) to place a bracket order with One Cancel All (OCA) features. Create_Order User create_order to clear define all kinds orders that IB supports using critical parameters. action: “BUY” or “SELL” amount: number of shares security: a security object that is created by symbol ( )
Use IBridgePy to place a group order with One Cancel All (OCA) Read More »
A: Yes. The historical data received in IBridgePy from the IB server are saved in data[symbol(‘xxx’)].hist that is a pandas dataframe. Therefore, you can save it to a csv file by pd.dataframe.to_csv(“Path_to_your_local_folder”) and use it later in anyway. Example: Request historical data of AAPL and SPY and save them to local folder. def initialize(context): pass
Is there any way for me to save history data using IBridgePy? Read More »
Change the default clientId to 99. clientId=1 may be occupied when TWS and IB gateway are opened and closed for many times so that IBridgePy will not receive any responses from IB. When cliendId is occupied, IBridgePy will hang in initialization stage. “request_data failed after 30 seconds” and “Tried many times, but failed.” are typical
IBridgePy update information on 4/14/2017 Read More »
reqHistParam(security=None, barSize=None, goBack=None, endTime=dt.datetime.now()) Use reqHistParam to clearly define the parameters when you request historical data from IB. security: use symbol( ) or symbols( ) or superSymbol( ) to define security barSize: 1 sec, 5 secs, 15 secs, 30 secs, 1 min, 2 mins, 3 mins, 5 mins, 15 mins, 30 mins, 1 hour, 1
Add reqHistParam( ) to IBridgePy documentation 4/10/2017 Read More »
superSymbol(self, secType=None, symbol=None, currency=’USD’, exchange=’ ‘, primaryExchange=’ ‘, expiry=’ ‘, strike=-1, right=’ ‘, multiplier=-1, includeExpired=False) 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
Add superSymbol to IBridgePy documentation 4/8/2017 Read More »
User reported “Error validating request:-‘td’ : cause – You must specify an account.” The root cause of the error is that multiple IB accounts are connected to one login so that placing orders must specify one of the accounts. The functions related to placing orders were modified to fix the error.
IBridgePy update information on 3/21/2017 Read More »
Add a few easy-to-use functions: superSymbol( secType, symbol, currency, exchange, primaryExchange, expiry, strike, right, multiplier) Specify a security by more parameters reqHistParam(security, barSize, goBack, endTime, whatToShow, useRTH, formatDate): Specify a historical data request by more parameters calculate_profit(a_security): Calculate profit of a position. create_order(action, amount, security, orderDetails, ocaGroup, ocaType, transmit, parentId): Create orders with more parameters. It
IBridgePy update information on 3/9/2017 Read More »
