Introduction

The ib_insync package is build on top of the Python API from Interactive Brokers. The objective is to make it as easy as possible to use the API to its fullest extent.

The main features are:

• An IB component that automatically keeps in sync;
• An easy to use linear style of programming (no more callbacks);
• A fully asynchonous framework based on asyncio for advanced users;
• Interactive operation with live data in Jupyter notebooks.

Installation

pip3 install -U ib_insync

Requirements:

• Python version 3.6 or higher;
• The Interactive Brokers Python API version 9.73.03 or higher;
• A running TWS or IB gateway application (version 963 or higher) with the API port enabled.

To install packages needed for the examples and notebooks:

pip3 install -U jupyter numpy pandas

IB-insync home page.

Example

This is a complete script to download historical data:

from ib_insync import *

ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)

contract = Stock('AMD', 'SMART', 'USD')
bars = ib.reqHistoricalData(contract, endDateTime='', durationStr='30 D',
        barSizeSetting='1 hour', whatToShow='TRADES', useRTH=True)

# convert to pandas dataframe:
df = util.df(bars)
print(df)

Output:

                   date   open   high    low  close  volume  barCount  average
0   2017-06-23 15:30:00  14.14  14.35  13.90  14.24  190461     31287   14.187
1   2017-06-23 16:00:00  14.23  14.65  14.16  14.62  266730     41320   14.461
...
206 2017-08-04 21:00:00  13.13  13.15  13.08  13.12   88656     21886   13.113

Be sure to take a look at the example notebooks too.

Discussion

The insync user group is the place to discuss IB-insync and anything related to it.

Disclaimer

The software is provided on the conditions of the simplified BSD license.

This project is not affiliated with Interactive Brokers Group, Inc.'s.

Changelog

Version 0.8.2

• fixed swappped ticker.putOpenInterest vs ticker.callOpenInterest

Version 0.8.1

• fixed wrapper.tickSize regression

Version 0.8.0

• support for realtime bars and keepUpToDate for historical bars
• added option greeks to Ticker
• new IB.waitUntil and IB.timeRange scheduling methods
• notebooks no longer depend on PyQt5 for live updates
• notebooks can be run in one go ('run all')
• tick handling bypasses ibapi decoder for more efficiency

Version 0.7.3

• IB.whatIfOrder() added
• Added detection and warning about common setup problems

Version 0.7.2

• Removed import from ipykernel

Version 0.7.1

• Removed dependencies for installing via pip

Version 0.7.0

• added lots of request methods
• order book (DOM) added
• notebooks updated

Version 0.6.1

• Added UTC timezone to some timestamps
• Fixed issue #1

Version 0.6.0

• Initial release

Good luck and enjoy,

author:	Ewald de Wit <[email protected]>