IBridgePy update on 7/13/2017

The IBridgePy has been updated on 7/13/2017.

The major updates include:

  1. Fixed the bug of  KeyError: ‘last_price’
  2. 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
  3. 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
  4. Added a new function: request_historical_data(security, barSize, goBack, endTime). The input is very similar to IB API’s function reqHistoricalData
  5. 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

 

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