The IBridgePy has been updated on 7/13/2017.
The major updates include:
- Fixed the bug of KeyError: ‘last_price’
- Updated data.current: The sequence of securities in the output pandas Series/DataFrame is same as the input sequence of securities, which is in line with Quantopian’s data.current
- Updated data.history: The sequence of securities in the output pandas Series/DataFrame/ panel is same as the input sequence of securities, which is in line with Quantopian’s data.history
- Added a new function: request_historical_data(security, barSize, goBack, endTime). The input is very similar to IB API’s function reqHistoricalData
- Deprecated reqHistParam: use request_historical_data instead.
Please let us know if you have any questions. We will try our best to fix any bugs as soon as we can.
IBridgePy team