Sample Code

Placing orders and checking how many shares in your account is a common step in algorithm trading programs. This sample code is to provide users an example about placing orders and then checking how many shares of each position in the account. In the sample code, the first step is to clear all current positions […]

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):