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https://github.com/erdewit/ib_insync
Python sync/async framework for Interactive Brokers API
https://github.com/erdewit/ib_insync
asyncio ibapi interactive-brokers python trading twsapi
Last synced: 3 months ago
JSON representation
Python sync/async framework for Interactive Brokers API
- Host: GitHub
- URL: https://github.com/erdewit/ib_insync
- Owner: erdewit
- License: bsd-2-clause
- Archived: true
- Created: 2017-07-12T12:09:24.000Z (over 7 years ago)
- Default Branch: master
- Last Pushed: 2024-03-14T19:50:06.000Z (9 months ago)
- Last Synced: 2024-05-01T22:56:05.745Z (8 months ago)
- Topics: asyncio, ibapi, interactive-brokers, python, trading, twsapi
- Language: Python
- Homepage:
- Size: 14.1 MB
- Stars: 2,678
- Watchers: 179
- Forks: 692
- Open Issues: 21
-
Metadata Files:
- Readme: README.rst
- Funding: .github/FUNDING.yml
- License: LICENSE
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README
|Build| |Group| |PyVersion| |Status| |PyPiVersion| |License| |Downloads| |Docs|
Notice
============
::
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
Introduction
============
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 `_.
Installation
------------
::
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.
Example
-------
This is a complete script to download historical data:
.. code-block:: python
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
Documentation
-------------
The complete `API documentation `_.
`Changelog `_.
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.
Good luck and enjoy,
:author: Ewald de Wit
.. _`Interactive Brokers Python API`: http://interactivebrokers.github.io
.. |Group| image:: https://img.shields.io/badge/groups.io-insync-green.svg
:alt: Join the user group
:target: https://groups.io/g/insync
.. |PyPiVersion| image:: https://img.shields.io/pypi/v/ib_insync.svg
:alt: PyPi
:target: https://pypi.python.org/pypi/ib_insync
.. |CondaVersion| image:: https://img.shields.io/conda/vn/conda-forge/ib-insync.svg
:alt: Conda
:target: https://anaconda.org/conda-forge/ib-insync
.. |PyVersion| image:: https://img.shields.io/badge/python-3.6+-blue.svg
:alt:
.. |Status| image:: https://img.shields.io/badge/status-beta-green.svg
:alt:
.. |License| image:: https://img.shields.io/badge/license-BSD-blue.svg
:alt:
.. |Docs| image:: https://img.shields.io/badge/Documentation-green.svg
:alt: Documentation
:target: https://ib-insync.readthedocs.io/api.html
.. |Downloads| image:: https://static.pepy.tech/badge/ib-insync
:alt: Number of downloads
:target: https://pepy.tech/project/ib-insync
.. |Build| image:: https://github.com/erdewit/ib_insync/actions/workflows/test.yml/badge.svg?branch=master
:target: https://github.com/erdewit/ib_insync/actions