Unfortunately, our dear brother Ewald de Wit passed away monday, March eleven as a result of a serious illness last year. Although we were not involved in his activities on this platform, we felt the due to inform you. We thank you for knowing him. Maritza and Philippe de Wit
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.
pip install ib_insync
Requirements:
- Python 3.6 or higher;
- A running TWS or IB Gateway application (version 1023 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 (pandas needs to be installed):
df = util.df(bars)
print(df)Output:
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
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]> |
|---|