API docs
Release 0.9.86.
Also see the official Python API documentation from IB.
IB
High-level interface to Interactive Brokers.
- class ib_insync.ib.IB[source]
Provides both a blocking and an asynchronous interface to the IB API, using asyncio networking and event loop.
The IB class offers direct access to the current state, such as orders, executions, positions, tickers etc. This state is automatically kept in sync with the TWS/IBG application.
This class has most request methods of EClient, with the same names and parameters (except for the reqId parameter which is not needed anymore). Request methods that return a result come in two versions:
Blocking: Will block until complete and return the result. The current state will be kept updated while the request is ongoing;
Asynchronous: All methods that have the “Async” postfix. Implemented as coroutines or methods that return a Future and intended for advanced users.
The One Rule:
While some of the request methods are blocking from the perspective of the user, the framework will still keep spinning in the background and handle all messages received from TWS/IBG. It is important to not block the framework from doing its work. If, for example, the user code spends much time in a calculation, or uses time.sleep() with a long delay, the framework will stop spinning, messages accumulate and things may go awry.
The one rule when working with the IB class is therefore that
user code may not block for too long.
To be clear, the IB request methods are okay to use and do not count towards the user operation time, no matter how long the request takes to finish.
So what is “too long”? That depends on the situation. If, for example, the timestamp of tick data is to remain accurate within a millisecond, then the user code must not spend longer than a millisecond. If, on the other extreme, there is very little incoming data and there is no desire for accurate timestamps, then the user code can block for hours.
If a user operation takes a long time then it can be farmed out to a different process. Alternatively the operation can be made such that it periodically calls IB.sleep(0); This will let the framework handle any pending work and return when finished. The operation should be aware that the current state may have been updated during the sleep(0) call.
For introducing a delay, never use time.sleep() but use
sleep()
instead.- Parameters:
RequestTimeout (float) – Timeout (in seconds) to wait for a blocking request to finish before raising
asyncio.TimeoutError
. The default value of 0 will wait indefinitely. Note: This timeout is not used for the*Async
methods.RaiseRequestErrors (bool) –
Specifies the behaviour when certain API requests fail:
False
: Silently return an empty result;True
: Raise aRequestError
.
MaxSyncedSubAccounts (int) – Do not use sub-account updates if the number of sub-accounts exceeds this number (50 by default).
TimezoneTWS (str) – Specifies what timezone TWS (or gateway) is using. The default is to assume local system timezone.
- Events:
connectedEvent
(): Is emitted after connecting and synchronzing with TWS/gateway.disconnectedEvent
(): Is emitted after disconnecting from TWS/gateway.updateEvent
(): Is emitted after a network packet has been handeled.pendingTickersEvent
(tickers: Set[Ticker
]): Emits the set of tickers that have been updated during the last update and for which there are new ticks, tickByTicks or domTicks.barUpdateEvent
(bars:BarDataList
, hasNewBar: bool): Emits the bar list that has been updated in real time. If a new bar has been added then hasNewBar is True, when the last bar has changed it is False.newOrderEvent
(trade:Trade
): Emits a newly placed trade.orderModifyEvent
(trade:Trade
): Emits when order is modified.cancelOrderEvent
(trade:Trade
): Emits a trade directly after requesting for it to be cancelled.openOrderEvent
(trade:Trade
): Emits the trade with open order.orderStatusEvent
(trade:Trade
): Emits the changed order status of the ongoing trade.execDetailsEvent
(trade:Trade
, fill:Fill
): Emits the fill together with the ongoing trade it belongs to.commissionReportEvent
(trade:Trade
, fill:Fill
, report:CommissionReport
): The commission report is emitted after the fill that it belongs to.updatePortfolioEvent
(item:PortfolioItem
): A portfolio item has changed.positionEvent
(position:Position
): A position has changed.accountValueEvent
(value:AccountValue
): An account value has changed.accountSummaryEvent
(value:AccountValue
): An account value has changed.pnlEvent
(entry:PnL
): A profit- and loss entry is updated.pnlSingleEvent
(entry:PnLSingle
): A profit- and loss entry for a single position is updated.tickNewsEvent
(news:NewsTick
): Emit a new news headline.newsBulletinEvent
(bulletin:NewsBulletin
): Emit a new news bulletin.scannerDataEvent
(data:ScanDataList
): Emit data from a scanner subscription.wshMetaEvent
(dataJson: str): Emit WSH metadata.wshEvent
(dataJson: str): Emit WSH event data (such as earnings dates, dividend dates, options expiration dates, splits, spinoffs and conferences).errorEvent
(reqId: int, errorCode: int, errorString: str, contract:Contract
): Emits the reqId/orderId and TWS error code and string (see https://interactivebrokers.github.io/tws-api/message_codes.html) together with the contract the error applies to (or None if no contract applies).timeoutEvent
(idlePeriod: float): Is emitted if no data is received for longer than the timeout period specified withsetTimeout()
. The value emitted is the period in seconds since the last update.
Note that it is not advisable to place new requests inside an event handler as it may lead to too much recursion.
- events = ('connectedEvent', 'disconnectedEvent', 'updateEvent', 'pendingTickersEvent', 'barUpdateEvent', 'newOrderEvent', 'orderModifyEvent', 'cancelOrderEvent', 'openOrderEvent', 'orderStatusEvent', 'execDetailsEvent', 'commissionReportEvent', 'updatePortfolioEvent', 'positionEvent', 'accountValueEvent', 'accountSummaryEvent', 'pnlEvent', 'pnlSingleEvent', 'scannerDataEvent', 'tickNewsEvent', 'newsBulletinEvent', 'wshMetaEvent', 'wshEvent', 'errorEvent', 'timeoutEvent')
- connect(host='127.0.0.1', port=7497, clientId=1, timeout=4, readonly=False, account='', raiseSyncErrors=False)[source]
Connect to a running TWS or IB gateway application. After the connection is made the client is fully synchronized and ready to serve requests.
This method is blocking.
- Parameters:
host (
str
) – Host name or IP address.port (
int
) – Port number.clientId (
int
) – ID number to use for this client; must be unique per connection. Setting clientId=0 will automatically merge manual TWS trading with this client.timeout (
float
) – If establishing the connection takes longer thantimeout
seconds then theasyncio.TimeoutError
exception is raised. Set to 0 to disable timeout.readonly (
bool
) – Set toTrue
when API is in read-only mode.account (
str
) – Main account to receive updates for.raiseSyncErrors (
bool
) – WhenTrue
this will cause an initial sync request error to raise a ConnectionError`. WhenFalse
the error will only be logged at error level.
- disconnect()[source]
Disconnect from a TWS or IB gateway application. This will clear all session state.
- static run(*, timeout=None)
By default run the event loop forever.
When awaitables (like Tasks, Futures or coroutines) are given then run the event loop until each has completed and return their results.
An optional timeout (in seconds) can be given that will raise asyncio.TimeoutError if the awaitables are not ready within the timeout period.
- static schedule(callback, *args)
Schedule the callback to be run at the given time with the given arguments. This will return the Event Handle.
- Parameters:
time (
Union
[time
,datetime
]) – Time to run callback. If given asdatetime.time
then use today as date.callback (
Callable
) – Callable scheduled to run.args – Arguments for to call callback with.
- static sleep()
Wait for the given amount of seconds while everything still keeps processing in the background. Never use time.sleep().
- static timeRange(end, step)
Iterator that waits periodically until certain time points are reached while yielding those time points.
- Parameters:
start (
Union
[time
,datetime
]) – Start time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the dateend (
Union
[time
,datetime
]) – End time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the datestep (float) – The number of seconds of each period
- Return type:
- static timeRangeAsync(end, step)
Async version of
timeRange()
.- Return type:
- static waitUntil()
Wait until the given time t is reached.
- waitOnUpdate(timeout=0)[source]
Wait on any new update to arrive from the network.
- Parameters:
timeout (
float
) – Maximum time in seconds to wait. If 0 then no timeout is used.
Note
A loop with
waitOnUpdate
should not be used to harvest tick data from tickers, since some ticks can go missing. This happens when multiple updates occur almost simultaneously; The ticks from the first update are then cleared. Use events instead to prevent this.- Return type:
- Returns:
True
if not timed-out,False
otherwise.
- loopUntil(condition=None, timeout=0)[source]
Iterate until condition is met, with optional timeout in seconds. The yielded value is that of the condition or False when timed out.
- setTimeout(timeout=60)[source]
Set a timeout for receiving messages from TWS/IBG, emitting
timeoutEvent
if there is no incoming data for too long.The timeout fires once per connected session but can be set again after firing or after a reconnect.
- Parameters:
timeout (
float
) – Timeout in seconds.
- accountValues(account='')[source]
List of account values for the given account, or of all accounts if account is left blank.
- Parameters:
account (
str
) – If specified, filter for this account name.- Return type:
- accountSummary(account='')[source]
List of account values for the given account, or of all accounts if account is left blank.
This method is blocking on first run, non-blocking after that.
- Parameters:
account (
str
) – If specified, filter for this account name.- Return type:
- portfolio(account='')[source]
List of portfolio items for the given account, or of all retrieved portfolio items if account is left blank.
- Parameters:
account (
str
) – If specified, filter for this account name.- Return type:
- positions(account='')[source]
List of positions for the given account, or of all accounts if account is left blank.
- pnl(account='', modelCode='')[source]
List of subscribed
PnL
objects (profit and loss), optionally filtered by account and/or modelCode.The
PnL
objects are kept live updated.
- pnlSingle(account='', modelCode='', conId=0)[source]
List of subscribed
PnLSingle
objects (profit and loss for single positions).The
PnLSingle
objects are kept live updated.
- ticker(contract)[source]
Get ticker of the given contract. It must have been requested before with reqMktData with the same contract object. The ticker may not be ready yet if called directly after
reqMktData()
.
- realtimeBars()[source]
Get a list of all live updated bars. These can be 5 second realtime bars or live updated historical bars.
- Return type:
- newsTicks()[source]
List of ticks with headline news. The article itself can be retrieved with
reqNewsArticle()
.
- reqTickers(*contracts, regulatorySnapshot=False)[source]
Request and return a list of snapshot tickers. The list is returned when all tickers are ready.
This method is blocking.
- qualifyContracts(*contracts)[source]
Fully qualify the given contracts in-place. This will fill in the missing fields in the contract, especially the conId.
Returns a list of contracts that have been successfully qualified.
This method is blocking.
- bracketOrder(action, quantity, limitPrice, takeProfitPrice, stopLossPrice, **kwargs)[source]
Create a limit order that is bracketed by a take-profit order and a stop-loss order. Submit the bracket like:
for o in bracket: ib.placeOrder(contract, o)
https://interactivebrokers.github.io/tws-api/bracket_order.html
- static oneCancelsAll(orders, ocaGroup, ocaType)[source]
Place the trades in the same One Cancels All (OCA) group.
- whatIfOrder(contract, order)[source]
Retrieve commission and margin impact without actually placing the order. The given order will not be modified in any way.
This method is blocking.
- Parameters:
- Return type:
- placeOrder(contract, order)[source]
Place a new order or modify an existing order. Returns a Trade that is kept live updated with status changes, fills, etc.
- cancelOrder(order, manualCancelOrderTime='')[source]
Cancel the order and return the Trade it belongs to.
- reqGlobalCancel()[source]
Cancel all active trades including those placed by other clients or TWS/IB gateway.
- reqAccountUpdates(account='')[source]
This is called at startup - no need to call again.
Request account and portfolio values of the account and keep updated. Returns when both account values and portfolio are filled.
This method is blocking.
- Parameters:
account (
str
) – If specified, filter for this account name.
- reqAccountUpdatesMulti(account='', modelCode='')[source]
It is recommended to use
accountValues()
instead.Request account values of multiple accounts and keep updated.
This method is blocking.
- reqAccountSummary()[source]
It is recommended to use
accountSummary()
instead.Request account values for all accounts and keep them updated. Returns when account summary is filled.
This method is blocking.
- reqAutoOpenOrders(autoBind=True)[source]
Bind manual TWS orders so that they can be managed from this client. The clientId must be 0 and the TWS API setting “Use negative numbers to bind automatic orders” must be checked.
This request is automatically called when clientId=0.
https://interactivebrokers.github.io/tws-api/open_orders.html https://interactivebrokers.github.io/tws-api/modifying_orders.html
- Parameters:
autoBind (
bool
) – Set binding on or off.
- reqOpenOrders()[source]
Request and return a list of open orders.
This method can give stale information where a new open order is not reported or an already filled or cancelled order is reported as open. It is recommended to use the more reliable and much faster
openTrades()
oropenOrders()
methods instead.This method is blocking.
- reqAllOpenOrders()[source]
Request and return a list of all open orders over all clients. Note that the orders of other clients will not be kept in sync, use the master clientId mechanism instead to see other client’s orders that are kept in sync.
- reqExecutions(execFilter=None)[source]
It is recommended to use
fills()
orexecutions()
instead.Request and return a list of fills.
This method is blocking.
- Parameters:
execFilter (
Optional
[ExecutionFilter
]) – If specified, return executions that match the filter.- Return type:
- reqPositions()[source]
It is recommended to use
positions()
instead.Request and return a list of positions for all accounts.
This method is blocking.
- reqPnL(account, modelCode='')[source]
Start a subscription for profit and loss events.
Returns a
PnL
object that is kept live updated. The result can also be queried frompnl()
.
- cancelPnL(account, modelCode='')[source]
Cancel PnL subscription.
- Parameters:
account – Cancel for this account.
modelCode (
str
) – If specified, cancel for this account model.
- reqPnLSingle(account, modelCode, conId)[source]
Start a subscription for profit and loss events for single positions.
Returns a
PnLSingle
object that is kept live updated. The result can also be queried frompnlSingle()
.
- cancelPnLSingle(account, modelCode, conId)[source]
Cancel PnLSingle subscription for the given account, modelCode and conId.
- reqContractDetails(contract)[source]
Get a list of contract details that match the given contract. If the returned list is empty then the contract is not known; If the list has multiple values then the contract is ambiguous.
The fully qualified contract is available in the the ContractDetails.contract attribute.
This method is blocking.
https://interactivebrokers.github.io/tws-api/contract_details.html
- Parameters:
contract (
Contract
) – The contract to get details for.- Return type:
- reqMatchingSymbols(pattern)[source]
Request contract descriptions of contracts that match a pattern.
This method is blocking.
https://interactivebrokers.github.io/tws-api/matching_symbols.html
- Parameters:
pattern (
str
) – The first few letters of the ticker symbol, or for longer strings a character sequence matching a word in the security name.- Return type:
- reqMarketRule(marketRuleId)[source]
Request price increments rule.
https://interactivebrokers.github.io/tws-api/minimum_increment.html
- Parameters:
marketRuleId (
int
) – ID of market rule. The market rule IDs for a contract can be obtained viareqContractDetails()
fromContractDetails
.marketRuleIds, which contains a comma separated string of market rule IDs.- Return type:
- reqRealTimeBars(contract, barSize, whatToShow, useRTH, realTimeBarsOptions=[])[source]
Request realtime 5 second bars.
https://interactivebrokers.github.io/tws-api/realtime_bars.html
- Parameters:
- Return type:
- cancelRealTimeBars(bars)[source]
Cancel the realtime bars subscription.
- Parameters:
bars (
RealTimeBarList
) – The bar list that was obtained fromreqRealTimeBars
.
- reqHistoricalData(contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate=1, keepUpToDate=False, chartOptions=[], timeout=60)[source]
Request historical bar data.
This method is blocking.
https://interactivebrokers.github.io/tws-api/historical_bars.html
- Parameters:
contract (
Contract
) – Contract of interest.endDateTime (
Union
[datetime
,date
,str
,None
]) – Can be set to ‘’ to indicate the current time, or it can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.durationStr (
str
) – Time span of all the bars. Examples: ‘60 S’, ‘30 D’, ‘13 W’, ‘6 M’, ‘10 Y’.barSizeSetting (
str
) – Time period of one bar. Must be one of: ‘1 secs’, ‘5 secs’, ‘10 secs’ 15 secs’, ‘30 secs’, ‘1 min’, ‘2 mins’, ‘3 mins’, ‘5 mins’, ‘10 mins’, ‘15 mins’, ‘20 mins’, ‘30 mins’, ‘1 hour’, ‘2 hours’, ‘3 hours’, ‘4 hours’, ‘8 hours’, ‘1 day’, ‘1 week’, ‘1 month’.whatToShow (
str
) – Specifies the source for constructing bars. Must be one of: ‘TRADES’, ‘MIDPOINT’, ‘BID’, ‘ASK’, ‘BID_ASK’, ‘ADJUSTED_LAST’, ‘HISTORICAL_VOLATILITY’, ‘OPTION_IMPLIED_VOLATILITY’, ‘REBATE_RATE’, ‘FEE_RATE’, ‘YIELD_BID’, ‘YIELD_ASK’, ‘YIELD_BID_ASK’, ‘YIELD_LAST’. For ‘SCHEDULE’ usereqHistoricalSchedule()
.useRTH (
bool
) – If True then only show data from within Regular Trading Hours, if False then show all data.formatDate (
int
) – For an intraday request setting to 2 will cause the returned date fields to be timezone-aware datetime.datetime with UTC timezone, instead of local timezone as used by TWS.keepUpToDate (
bool
) – If True then a realtime subscription is started to keep the bars updated;endDateTime
must be set empty (‘’) then.timeout (
float
) – Timeout in seconds after which to cancel the request and return an empty bar series. Set to0
to wait indefinitely.
- Return type:
- cancelHistoricalData(bars)[source]
Cancel the update subscription for the historical bars.
- Parameters:
bars (
BarDataList
) – The bar list that was obtained fromreqHistoricalData
with a keepUpToDate subscription.
- reqHistoricalSchedule(contract, numDays, endDateTime='', useRTH=True)[source]
Request historical schedule.
This method is blocking.
- Parameters:
contract (
Contract
) – Contract of interest.numDays (
int
) – Number of days.endDateTime (
Union
[datetime
,date
,str
,None
]) – Can be set to ‘’ to indicate the current time, or it can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.useRTH (
bool
) – If True then show schedule for Regular Trading Hours, if False then for extended hours.
- Return type:
- reqHistoricalTicks(contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize=False, miscOptions=[])[source]
Request historical ticks. The time resolution of the ticks is one second.
This method is blocking.
https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html
- Parameters:
contract (
Contract
) – Contract to query.startDateTime (
Union
[str
,date
]) – Can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.endDateTime (
Union
[str
,date
]) – One ofstartDateTime
orendDateTime
can be given, the other must be blank.numberOfTicks (
int
) – Number of ticks to request (1000 max). The actual result can contain a bit more to accommodate all ticks in the latest second.whatToShow (
str
) – One of ‘Bid_Ask’, ‘Midpoint’ or ‘Trades’.useRTH – If True then only show data from within Regular Trading Hours, if False then show all data.
ignoreSize (
bool
) – Ignore bid/ask ticks that only update the size.
- Return type:
- reqMarketDataType(marketDataType)[source]
Set the market data type used for
reqMktData()
.- Parameters:
marketDataType (
int
) –One of:
1 = Live
2 = Frozen
3 = Delayed
4 = Delayed frozen
https://interactivebrokers.github.io/tws-api/market_data_type.html
- reqHeadTimeStamp(contract, whatToShow, useRTH, formatDate=1)[source]
Get the datetime of earliest available historical data for the contract.
- Parameters:
- Return type:
- reqMktData(contract, genericTickList='', snapshot=False, regulatorySnapshot=False, mktDataOptions=[])[source]
Subscribe to tick data or request a snapshot. Returns the Ticker that holds the market data. The ticker will initially be empty and gradually (after a couple of seconds) be filled.
https://interactivebrokers.github.io/tws-api/md_request.html
- Parameters:
contract (
Contract
) – Contract of interest.genericTickList (
str
) –Comma separated IDs of desired generic ticks that will cause corresponding Ticker fields to be filled:
ID
Ticker fields
100
putVolume
,callVolume
(for options)101
putOpenInterest
,callOpenInterest
(for options)104
histVolatility
(for options)105
avOptionVolume
(for options)106
impliedVolatility
(for options)162
indexFuturePremium
165
low13week
,high13week
,low26week
,high26week
,low52week
,high52week
,avVolume
221
markPrice
225
auctionVolume
,auctionPrice
,auctionImbalance
233
last
,lastSize
,rtVolume
,rtTime
,vwap
(Time & Sales)236
shortableShares
258
fundamentalRatios
(of typeib_insync.objects.FundamentalRatios
)293
tradeCount
294
tradeRate
295
volumeRate
375
rtTradeVolume
411
rtHistVolatility
456
dividends
(of typeib_insync.objects.Dividends
)588
futuresOpenInterest
snapshot (
bool
) – If True then request a one-time snapshot, otherwise subscribe to a stream of realtime tick data.regulatorySnapshot (
bool
) – Request NBBO snapshot (may incur a fee).
- Return type:
- cancelMktData(contract)[source]
Unsubscribe from realtime streaming tick data.
- Parameters:
contract (
Contract
) – The exact contract object that was used to subscribe with.
- reqTickByTickData(contract, tickType, numberOfTicks=0, ignoreSize=False)[source]
Subscribe to tick-by-tick data and return the Ticker that holds the ticks in ticker.tickByTicks.
- cancelTickByTickData(contract, tickType)[source]
Unsubscribe from tick-by-tick data
- Parameters:
contract (
Contract
) – The exact contract object that was used to subscribe with.
- reqSmartComponents(bboExchange)[source]
Obtain mapping from single letter codes to exchange names.
Note: The exchanges must be open when using this request, otherwise an empty list is returned.
- Return type:
- reqMktDepthExchanges()[source]
Get those exchanges that have have multiple market makers (and have ticks returned with marketMaker info).
- Return type:
- reqMktDepth(contract, numRows=5, isSmartDepth=False, mktDepthOptions=None)[source]
Subscribe to market depth data (a.k.a. DOM, L2 or order book).
https://interactivebrokers.github.io/tws-api/market_depth.html
- Parameters:
- Return type:
- Returns:
The Ticker that holds the market depth in
ticker.domBids
andticker.domAsks
and the list of MktDepthData inticker.domTicks
.
- cancelMktDepth(contract, isSmartDepth=False)[source]
Unsubscribe from market depth data.
- Parameters:
contract (
Contract
) – The exact contract object that was used to subscribe with.
- reqHistogramData(contract, useRTH, period)[source]
Request histogram data.
This method is blocking.
https://interactivebrokers.github.io/tws-api/histograms.html
- Parameters:
- Return type:
- reqFundamentalData(contract, reportType, fundamentalDataOptions=[])[source]
Get fundamental data of a contract in XML format.
This method is blocking.
https://interactivebrokers.github.io/tws-api/fundamentals.html
- Parameters:
- Return type:
- reqScannerData(subscription, scannerSubscriptionOptions=[], scannerSubscriptionFilterOptions=[])[source]
Do a blocking market scan by starting a subscription and canceling it after the initial list of results are in.
This method is blocking.
https://interactivebrokers.github.io/tws-api/market_scanners.html
- Parameters:
subscription (
ScannerSubscription
) – Basic filters.scannerSubscriptionFilterOptions (
List
[TagValue
]) – Advanced generic filters.
- Return type:
- reqScannerSubscription(subscription, scannerSubscriptionOptions=[], scannerSubscriptionFilterOptions=[])[source]
Subscribe to market scan data.
https://interactivebrokers.github.io/tws-api/market_scanners.html
- Parameters:
subscription (
ScannerSubscription
) – What to scan for.scannerSubscriptionFilterOptions (
List
[TagValue
]) – Unknown.
- Return type:
- cancelScannerSubscription(dataList)[source]
Cancel market data subscription.
https://interactivebrokers.github.io/tws-api/market_scanners.html
- Parameters:
dataList (
ScanDataList
) – The scan data list that was obtained fromreqScannerSubscription()
.
- reqScannerParameters()[source]
Requests an XML list of scanner parameters.
This method is blocking.
- Return type:
- calculateImpliedVolatility(contract, optionPrice, underPrice, implVolOptions=[])[source]
Calculate the volatility given the option price.
This method is blocking.
https://interactivebrokers.github.io/tws-api/option_computations.html
- calculateOptionPrice(contract, volatility, underPrice, optPrcOptions=[])[source]
Calculate the option price given the volatility.
This method is blocking.
https://interactivebrokers.github.io/tws-api/option_computations.html
- Parameters:
- Return type:
- reqSecDefOptParams(underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)[source]
Get the option chain.
This method is blocking.
https://interactivebrokers.github.io/tws-api/options.html
- Parameters:
- Return type:
- exerciseOptions(contract, exerciseAction, exerciseQuantity, account, override)[source]
Exercise an options contract.
https://interactivebrokers.github.io/tws-api/options.html
- Parameters:
contract (
Contract
) – The option contract to be exercised.exerciseAction (
int
) –1 = exercise the option
2 = let the option lapse
exerciseQuantity (
int
) – Number of contracts to be exercised.account (
str
) – Destination account.override (
int
) –0 = no override
1 = override the system’s natural action
- reqNewsArticle(providerCode, articleId, newsArticleOptions=[])[source]
Get the body of a news article.
This method is blocking.
https://interactivebrokers.github.io/tws-api/news.html
- Parameters:
- Return type:
- reqHistoricalNews(conId, providerCodes, startDateTime, endDateTime, totalResults, historicalNewsOptions=[])[source]
Get historical news headline.
https://interactivebrokers.github.io/tws-api/news.html
This method is blocking.
- Parameters:
conId (
int
) – Search news articles for contract with this conId.providerCodes (
str
) – A ‘+’-separated list of provider codes, like ‘BZ+FLY’.startDateTime (
Union
[str
,date
]) – The (exclusive) start of the date range. Can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.endDateTime (
Union
[str
,date
]) – The (inclusive) end of the date range. Can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.totalResults (
int
) – Maximum number of headlines to fetch (300 max).
- Return type:
- reqNewsBulletins(allMessages)[source]
Subscribe to IB news bulletins.
https://interactivebrokers.github.io/tws-api/news.html
- Parameters:
allMessages (
bool
) – If True then fetch all messages for the day.
- requestFA(faDataType)[source]
Requests to change the FA configuration.
This method is blocking.
- Parameters:
faDataType (
int
) –1 = Groups: Offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group.
2 = Profiles: Let you allocate shares on an account-by-account basis using a predefined calculation value.
3 = Account Aliases: Let you easily identify the accounts by meaningful names rather than account numbers.
- replaceFA(faDataType, xml)[source]
Replaces Financial Advisor’s settings.
- Parameters:
faDataType (
int
) – SeerequestFA()
.xml (
str
) – The XML-formatted configuration string.
- reqWshMetaData()[source]
Request Wall Street Horizon metadata.
https://interactivebrokers.github.io/tws-api/fundamentals.html
- reqWshEventData(data)[source]
Request Wall Street Horizon event data.
reqWshMetaData()
must have been called first before using this method.- Parameters:
data (
WshEventData
) – Filters for selecting the corporate event data.
https://interactivebrokers.github.io/tws-api/wshe_filters.html
- getWshMetaData()[source]
Blocking convenience method that returns the WSH metadata (that is the available filters and event types) as a JSON string.
Please note that a Wall Street Horizon subscription is required.
# Get the list of available filters and event types: meta = ib.getWshMetaData() print(meta)
- Return type:
- getWshEventData(data)[source]
Blocking convenience method that returns the WSH event data as a JSON string.
getWshMetaData()
must have been called first before using this method.Please note that a Wall Street Horizon subscription is required.
# For IBM (with conId=8314) query the: # - Earnings Dates (wshe_ed) # - Board of Directors meetings (wshe_bod) data = WshEventData( filter = '''{ "country": "All", "watchlist": ["8314"], "limit_region": 10, "limit": 10, "wshe_ed": "true", "wshe_bod": "true" }''') events = ib.getWshEventData(data) print(events)
- Return type:
- async connectAsync(host='127.0.0.1', port=7497, clientId=1, timeout=4, readonly=False, account='', raiseSyncErrors=False)[source]
- async reqHistoricalDataAsync(contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate=1, keepUpToDate=False, chartOptions=[], timeout=60)[source]
- Return type:
- reqHistoricalTicksAsync(contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize=False, miscOptions=[])[source]
- async reqScannerDataAsync(subscription, scannerSubscriptionOptions=[], scannerSubscriptionFilterOptions=[])[source]
- Return type:
- async calculateImpliedVolatilityAsync(contract, optionPrice, underPrice, implVolOptions=[])[source]
- Return type:
- async calculateOptionPriceAsync(contract, volatility, underPrice, optPrcOptions=[])[source]
- Return type:
- reqSecDefOptParamsAsync(underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)[source]
- Return type:
Client
Socket client for communicating with Interactive Brokers.
- class ib_insync.client.Client(wrapper)[source]
Replacement for
ibapi.client.EClient
that uses asyncio.The client is fully asynchronous and has its own event-driven networking code that replaces the networking code of the standard EClient. It also replaces the infinite loop of
EClient.run()
with the asyncio event loop. It can be used as a drop-in replacement for the standard EClient as provided by IBAPI.Compared to the standard EClient this client has the following additional features:
client.connect()
will block until the client is ready to serve requests; It is not necessary to wait fornextValidId
to start requests as the client has already done that. The reqId is directly available withgetReqId()
.client.connectAsync()
is a coroutine for connecting asynchronously.When blocking,
client.connect()
can be made to time out with the timeout parameter (default 2 seconds).Optional
wrapper.priceSizeTick(reqId, tickType, price, size)
that combines price and size instead of the two wrapper methods priceTick and sizeTick.Automatic request throttling.
Optional
wrapper.tcpDataArrived()
method; If the wrapper has this method it is invoked directly after a network packet has arrived. A possible use is to timestamp all data in the packet with the exact same time.Optional
wrapper.tcpDataProcessed()
method; If the wrapper has this method it is invoked after the network packet’s data has been handled. A possible use is to write or evaluate the newly arrived data in one batch instead of item by item.
- Parameters:
MaxRequests (int) – Throttle the number of requests to
MaxRequests
perRequestsInterval
seconds. Set to 0 to disable throttling.RequestsInterval (float) – Time interval (in seconds) for request throttling.
MinClientVersion (int) – Client protocol version.
MaxClientVersion (int) – Client protocol version.
- Events:
apiStart
()apiEnd
()apiError
(errorMsg: str)throttleStart
()throttleEnd
()
- events = ('apiStart', 'apiEnd', 'apiError', 'throttleStart', 'throttleEnd')
- MaxRequests = 45
- RequestsInterval = 1
- MinClientVersion = 157
- MaxClientVersion = 178
- DISCONNECTED = 0
- CONNECTING = 1
- CONNECTED = 2
- setConnectOptions(connectOptions)[source]
Set additional connect options.
- Parameters:
connectOptions (
str
) – Use “+PACEAPI” to use request-pacing built into TWS/gateway 974+ (obsolete).
- connect(host, port, clientId, timeout=2.0)[source]
Connect to a running TWS or IB gateway application.
- Parameters:
host (
str
) – Host name or IP address.port (
int
) – Port number.clientId (
int
) – ID number to use for this client; must be unique per connection.timeout (
Optional
[float
]) – If establishing the connection takes longer thantimeout
seconds then theasyncio.TimeoutError
exception is raised. Set to 0 to disable timeout.
- send(*fields, makeEmpty=True)[source]
Serialize and send the given fields using the IB socket protocol.
- reqHistoricalData(reqId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate, chartOptions)[source]
- reqScannerSubscription(reqId, subscription, scannerSubscriptionOptions, scannerSubscriptionFilterOptions)[source]
- reqSecDefOptParams(reqId, underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)[source]
- reqHistoricalNews(reqId, conId, providerCodes, startDateTime, endDateTime, totalResults, historicalNewsOptions)[source]
Order
Order types used by Interactive Brokers.
- class ib_insync.order.Order(orderId=0, clientId=0, permId=0, action='', totalQuantity=0.0, orderType='', lmtPrice=1.7976931348623157e+308, auxPrice=1.7976931348623157e+308, tif='', activeStartTime='', activeStopTime='', ocaGroup='', ocaType=0, orderRef='', transmit=True, parentId=0, blockOrder=False, sweepToFill=False, displaySize=0, triggerMethod=0, outsideRth=False, hidden=False, goodAfterTime='', goodTillDate='', rule80A='', allOrNone=False, minQty=2147483647, percentOffset=1.7976931348623157e+308, overridePercentageConstraints=False, trailStopPrice=1.7976931348623157e+308, trailingPercent=1.7976931348623157e+308, faGroup='', faProfile='', faMethod='', faPercentage='', designatedLocation='', openClose='O', origin=0, shortSaleSlot=0, exemptCode=-1, discretionaryAmt=0.0, eTradeOnly=False, firmQuoteOnly=False, nbboPriceCap=1.7976931348623157e+308, optOutSmartRouting=False, auctionStrategy=0, startingPrice=1.7976931348623157e+308, stockRefPrice=1.7976931348623157e+308, delta=1.7976931348623157e+308, stockRangeLower=1.7976931348623157e+308, stockRangeUpper=1.7976931348623157e+308, randomizePrice=False, randomizeSize=False, volatility=1.7976931348623157e+308, volatilityType=2147483647, deltaNeutralOrderType='', deltaNeutralAuxPrice=1.7976931348623157e+308, deltaNeutralConId=0, deltaNeutralSettlingFirm='', deltaNeutralClearingAccount='', deltaNeutralClearingIntent='', deltaNeutralOpenClose='', deltaNeutralShortSale=False, deltaNeutralShortSaleSlot=0, deltaNeutralDesignatedLocation='', continuousUpdate=False, referencePriceType=2147483647, basisPoints=1.7976931348623157e+308, basisPointsType=2147483647, scaleInitLevelSize=2147483647, scaleSubsLevelSize=2147483647, scalePriceIncrement=1.7976931348623157e+308, scalePriceAdjustValue=1.7976931348623157e+308, scalePriceAdjustInterval=2147483647, scaleProfitOffset=1.7976931348623157e+308, scaleAutoReset=False, scaleInitPosition=2147483647, scaleInitFillQty=2147483647, scaleRandomPercent=False, scaleTable='', hedgeType='', hedgeParam='', account='', settlingFirm='', clearingAccount='', clearingIntent='', algoStrategy='', algoParams=<factory>, smartComboRoutingParams=<factory>, algoId='', whatIf=False, notHeld=False, solicited=False, modelCode='', orderComboLegs=<factory>, orderMiscOptions=<factory>, referenceContractId=0, peggedChangeAmount=0.0, isPeggedChangeAmountDecrease=False, referenceChangeAmount=0.0, referenceExchangeId='', adjustedOrderType='', triggerPrice=1.7976931348623157e+308, adjustedStopPrice=1.7976931348623157e+308, adjustedStopLimitPrice=1.7976931348623157e+308, adjustedTrailingAmount=1.7976931348623157e+308, adjustableTrailingUnit=0, lmtPriceOffset=1.7976931348623157e+308, conditions=<factory>, conditionsCancelOrder=False, conditionsIgnoreRth=False, extOperator='', softDollarTier=<factory>, cashQty=1.7976931348623157e+308, mifid2DecisionMaker='', mifid2DecisionAlgo='', mifid2ExecutionTrader='', mifid2ExecutionAlgo='', dontUseAutoPriceForHedge=False, isOmsContainer=False, discretionaryUpToLimitPrice=False, autoCancelDate='', filledQuantity=1.7976931348623157e+308, refFuturesConId=0, autoCancelParent=False, shareholder='', imbalanceOnly=False, routeMarketableToBbo=False, parentPermId=0, usePriceMgmtAlgo=False, duration=2147483647, postToAts=2147483647, advancedErrorOverride='', manualOrderTime='', minTradeQty=2147483647, minCompeteSize=2147483647, competeAgainstBestOffset=1.7976931348623157e+308, midOffsetAtWhole=1.7976931348623157e+308, midOffsetAtHalf=1.7976931348623157e+308)[source]
Order for trading contracts.
https://interactivebrokers.github.io/tws-api/available_orders.html
-
orderComboLegs:
List
[OrderComboLeg
]
-
conditions:
List
[OrderCondition
]
-
softDollarTier:
SoftDollarTier
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
-
orderComboLegs:
- class ib_insync.order.LimitOrder(action, totalQuantity, lmtPrice, **kwargs)[source]
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.MarketOrder(action, totalQuantity, **kwargs)[source]
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.StopOrder(action, totalQuantity, stopPrice, **kwargs)[source]
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.StopLimitOrder(action, totalQuantity, lmtPrice, stopPrice, **kwargs)[source]
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.OrderStatus(orderId=0, status='', filled=0.0, remaining=0.0, avgFillPrice=0.0, permId=0, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld='', mktCapPrice=0.0)[source]
-
-
ActiveStates:
ClassVar
[FrozenSet
[str
]] = frozenset({'ApiPending', 'PendingSubmit', 'PreSubmitted', 'Submitted'})
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
-
ActiveStates:
- class ib_insync.order.OrderState(status='', initMarginBefore='', maintMarginBefore='', equityWithLoanBefore='', initMarginChange='', maintMarginChange='', equityWithLoanChange='', initMarginAfter='', maintMarginAfter='', equityWithLoanAfter='', commission=1.7976931348623157e+308, minCommission=1.7976931348623157e+308, maxCommission=1.7976931348623157e+308, commissionCurrency='', warningText='', completedTime='', completedStatus='')[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.OrderComboLeg(price=1.7976931348623157e+308)[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.Trade(contract=<factory>, order=<factory>, orderStatus=<factory>, fills=<factory>, log=<factory>, advancedError='')[source]
Trade keeps track of an order, its status and all its fills.
- Events:
-
orderStatus:
OrderStatus
-
log:
List
[TradeLogEntry
]
-
events:
ClassVar
= ('statusEvent', 'modifyEvent', 'fillEvent', 'commissionReportEvent', 'filledEvent', 'cancelEvent', 'cancelledEvent')
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.BracketOrder(parent, takeProfit, stopLoss)[source]
Create new instance of BracketOrder(parent, takeProfit, stopLoss)
- class ib_insync.order.OrderCondition[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.PriceCondition(condType=1, conjunction='a', isMore=True, price=0.0, conId=0, exch='', triggerMethod=0)[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.TimeCondition(condType=3, conjunction='a', isMore=True, time='')[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.MarginCondition(condType=4, conjunction='a', isMore=True, percent=0)[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.ExecutionCondition(condType=5, conjunction='a', secType='', exch='', symbol='')[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.VolumeCondition(condType=6, conjunction='a', isMore=True, volume=0, conId=0, exch='')[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.order.PercentChangeCondition(condType=7, conjunction='a', isMore=True, changePercent=0.0, conId=0, exch='')[source]
-
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
Contract
Financial instrument types used by Interactive Brokers.
- class ib_insync.contract.Contract(secType='', conId=0, symbol='', lastTradeDateOrContractMonth='', strike=0.0, right='', multiplier='', exchange='', primaryExchange='', currency='', localSymbol='', tradingClass='', includeExpired=False, secIdType='', secId='', description='', issuerId='', comboLegsDescrip='', comboLegs=<factory>, deltaNeutralContract=None)[source]
Contract(**kwargs)
can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples:Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')
- Parameters:
conId (int) – The unique IB contract identifier.
symbol (str) – The contract (or its underlying) symbol.
secType (str) –
The security type:
’STK’ = Stock (or ETF)
’OPT’ = Option
’FUT’ = Future
’IND’ = Index
’FOP’ = Futures option
’CASH’ = Forex pair
’CFD’ = CFD
’BAG’ = Combo
’WAR’ = Warrant
’BOND’ = Bond
’CMDTY’ = Commodity
’NEWS’ = News
’FUND’ = Mutual fund
’CRYPTO’ = Crypto currency
’EVENT’ = Bet on an event
lastTradeDateOrContractMonth (str) – The contract’s last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day.
strike (float) – The option’s strike price.
right (str) – Put or Call. Valid values are ‘P’, ‘PUT’, ‘C’, ‘CALL’, or ‘’ for non-options.
multiplier (str) – The instrument’s multiplier (i.e. options, futures).
exchange (str) – The destination exchange.
currency (str) – The underlying’s currency.
localSymbol (str) – The contract’s symbol within its primary exchange. For options, this will be the OCC symbol.
primaryExchange (str) – The contract’s primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE.
tradingClass (str) – The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec ‘13 future’s trading class is “FGBL”.
includeExpired (bool) – If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available.
secIdType (str) –
Security identifier type. Examples for Apple:
secIdType=’ISIN’, secId=’US0378331005’
secIdType=’CUSIP’, secId=’037833100’
secId (str) – Security identifier.
comboLegsDescription (str) – Description of the combo legs.
comboLegs (List[ComboLeg]) – The legs of a combined contract definition.
deltaNeutralContract (DeltaNeutralContract) – Delta and underlying price for Delta-Neutral combo orders.
-
deltaNeutralContract:
Optional
[DeltaNeutralContract
] = None
- static create(**kwargs)[source]
Create and a return a specialized contract based on the given secType, or a general Contract if secType is not given.
- Return type:
- isHashable()[source]
See if this contract can be hashed by conId.
Note: Bag contracts always get conId=28812380, so they’re not hashable.
- Return type:
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.Stock(symbol='', exchange='', currency='', **kwargs)[source]
Stock contract.
- Parameters:
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.Option(symbol='', lastTradeDateOrContractMonth='', strike=0.0, right='', exchange='', multiplier='', currency='', **kwargs)[source]
Option contract.
- Parameters:
symbol (
str
) – Symbol name.lastTradeDateOrContractMonth (
str
) –The option’s last trading day or contract month.
YYYYMM format: To specify last month
YYYYMMDD format: To specify last trading day
strike (
float
) – The option’s strike price.right (
str
) – Put or call option. Valid values are ‘P’, ‘PUT’, ‘C’ or ‘CALL’.exchange (
str
) – Destination exchange.multiplier (
str
) – The contract multiplier.currency (
str
) – Underlying currency.
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.Future(symbol='', lastTradeDateOrContractMonth='', exchange='', localSymbol='', multiplier='', currency='', **kwargs)[source]
Future contract.
- Parameters:
symbol (
str
) – Symbol name.lastTradeDateOrContractMonth (
str
) –The option’s last trading day or contract month.
YYYYMM format: To specify last month
YYYYMMDD format: To specify last trading day
exchange (
str
) – Destination exchange.localSymbol (
str
) – The contract’s symbol within its primary exchange.multiplier (
str
) – The contract multiplier.currency (
str
) – Underlying currency.
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.ContFuture(symbol='', exchange='', localSymbol='', multiplier='', currency='', **kwargs)[source]
Continuous future contract.
- Parameters:
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.Forex(pair='', exchange='IDEALPRO', symbol='', currency='', **kwargs)[source]
Foreign exchange currency pair.
- Parameters:
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.Index(symbol='', exchange='', currency='', **kwargs)[source]
Index.
- Parameters:
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.CFD(symbol='', exchange='', currency='', **kwargs)[source]
Contract For Difference.
- Parameters:
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.Commodity(symbol='', exchange='', currency='', **kwargs)[source]
Commodity.
- Parameters:
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.Bond(**kwargs)[source]
Bond.
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.FuturesOption(symbol='', lastTradeDateOrContractMonth='', strike=0.0, right='', exchange='', multiplier='', currency='', **kwargs)[source]
Option on a futures contract.
- Parameters:
symbol (
str
) – Symbol name.lastTradeDateOrContractMonth (
str
) –The option’s last trading day or contract month.
YYYYMM format: To specify last month
YYYYMMDD format: To specify last trading day
strike (
float
) – The option’s strike price.right (
str
) – Put or call option. Valid values are ‘P’, ‘PUT’, ‘C’ or ‘CALL’.exchange (
str
) – Destination exchange.multiplier (
str
) – The contract multiplier.currency (
str
) – Underlying currency.
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.MutualFund(**kwargs)[source]
Mutual fund.
- dict()
Return dataclass values as
dict
. This is a non-recursive variant ofdataclasses.asdict
.- Return type:
- nonDefaults()
For a
dataclass
instance get the fields that are different from the default values and return asdict
.- Return type:
- tuple()
Return dataclass values as
tuple
. This is a non-recursive variant ofdataclasses.astuple
.- Return type:
- class ib_insync.contract.W