The goal of the IB-insync library is to make working with the Trader Workstation API from Interactive Brokers as easy as possible.
The main features are:
An easy to use linear style of programming;
An IB component that automatically keeps in sync with the TWS or IB Gateway application;
Interactive operation with live data in Jupyter notebooks.
pip install ib_insync
For Python 3.6 install the
dataclasses package as well
(newer Python versions already have it):
pip install dataclasses
Python 3.6 or higher;
A running TWS or IB Gateway application (version 972 or higher). Make sure the API port is enabled and ‘Download open orders on connection’ is checked.
The ibapi package from IB is not needed.
This is a complete script to download historical data:
from ib_insync import * # util.startLoop() # uncomment this line when in a notebook ib = IB() ib.connect('127.0.0.1', 7497, clientId=1) contract = Forex('EURUSD') bars = ib.reqHistoricalData( contract, endDateTime='', durationStr='30 D', barSizeSetting='1 hour', whatToShow='MIDPOINT', useRTH=True) # convert to pandas dataframe: df = util.df(bars) print(df)
date open high low close volume \ 0 2019-11-19 23:15:00 1.107875 1.108050 1.107725 1.107825 -1 1 2019-11-20 00:00:00 1.107825 1.107925 1.107675 1.107825 -1 2 2019-11-20 01:00:00 1.107825 1.107975 1.107675 1.107875 -1 3 2019-11-20 02:00:00 1.107875 1.107975 1.107025 1.107225 -1 4 2019-11-20 03:00:00 1.107225 1.107725 1.107025 1.107525 -1 .. ... ... ... ... ... ... 705 2020-01-02 14:00:00 1.119325 1.119675 1.119075 1.119225 -1
Consultancy & Development
IB-insync offers an easy entry into building automated trading systems for both individual traders and fintech companies. However, to get the most out of it is not a trivial matter and is beyond the reach of most developers.
If you need expert help, you can contact me. This can be for a small project, such as fixing something in your own code, or it can be creating an entire new trading infrastructure. Please provide enough details so that I can assess both the feasibility and the scope. Many folks worry about having to provide their ‘secret sauce’, but that is never necessary (although you’re perfectly welcome to send that as well!)