- API docs
- Code recipes
- Fetching consecutive historical data
- Scanner data (blocking)
- Scanner data (streaming)
- Option calculations
- Order book
- Minimum price increments
- News articles
- News bulletins
- WSH Event Calendar
- Fundemental ratios
- Short-lived connections
- Integration with PyQt5 or PySide2
- Integration with Tkinter
- Integration with PyGame
- Source code
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;
Interactive operation with live data in Jupyter notebooks.
pip install ib_insync
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)
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,
Ewald de Wit <email@example.com>