ib-insync 0.7.3

Python sync/async framework for Interactive Brokers API

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, without sacrificing any functionality.

The main features are:

• An IB component that automatically keeps its state in sync with the world;

• A sequential style of programming that is easy to understand for novice users (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 notebooks:

pip3 install -U PyQt5 quamash 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)

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

print(bars)

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 0.7.3

• 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 <[e-mail]>