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;
- A fully asynchonous framework based on asyncio and eventkit for advanced users;
- Interactive operation with live data in Jupyter notebooks.
Be sure to take a look at the notebooks, the recipes and the API docs.
pip3 install -U ib_insync
On some systems pip should be used instead of pip3.
To install for a single user, add --user to the command.
Requirements:
- 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']])Output:
date open high low close 0 2017-08-13 23:15:00 1.182850 1.183100 1.182100 1.182400 1 2017-08-14 00:00:00 1.182400 1.182450 1.181875 1.182175 2 2017-08-14 01:00:00 1.182175 1.182675 1.181900 1.182525 ... 719 2017-09-22 22:00:00 1.194425 1.195425 1.194225 1.195050
The complete API documentation.
The insync user group is the place to discuss IB-insync and anything related to it.
The software is provided on the conditions of the simplified BSD license.
This project is not affiliated with Interactive Brokers Group, Inc.'s.
Good luck and enjoy,
| author: | Ewald de Wit <[email protected]> |
|---|