ibflex2 1.0.0

Installation

pip install ibflex2

Flex Parser

The primary facility provided is the ibflex.parser module, which parses Flex-format XML data into a hierarchy of Python objects whose structure corresponds to that of the original Flex statements, with the data converted into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)

Usage example:

In [1]: from ibflex import parser

In [2]: response = parser.parse("2017-01_ibkr.xml")

In [3]: response
Out[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)

In [4]: stmt = response.FlexStatements[0]

In [5]: stmt
Out[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)

In [6]: trade = stmt.Trades[-1]

In [7]: trade
Out[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)

In [8]: print(f"{trade.tradeDate} {trade.buySell.name} {abs(trade.quantity)} {trade.symbol} @ {trade.tradePrice} {trade.currency}")
2017-01-30 SELL 8 WMIH @ 1.4 USD

In [9]: pos = stmt.OpenPositions[-1]

In [10]: pos
Out[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)

In [11]: print(f"{trade.tradeDate} {trade.buySell.name} {abs(trade.quantity)} {trade.symbol} @ {trade.tradePrice} {trade.currency}")
2017-01-30 SELL 8 WMIH @ 1.4 USD

In [12]: [sec for sec in stmt.SecuritiesInfo if sec.conid == trade.conid][0]
Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())

Flex Query Report Configuration

Configure Flex statements through Interactive Brokers account management . Reports > Flex Queries > Custom Flex Queries > Configure

You can configure whatever you like and ibflex should parse it, with these exceptions:

• You can’t use European-style date formats (dd/MM/yy or dd/MM/yyyy). Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).

• You should use some delimiter between dates & times. The default delimiter (semicolon) is fastest to process.

• For the Trades section of the statement, you can’t select the options at the top for “Symbol Summary”, “Asset Class”, or “Orders”. These will blow up the parser. It’s fine to check the box for “Asset Class” down below, along with the other selections for XML attributes.

Flex Client

Once you’ve defined various Flex queries, you can generate an access token that will allow you to generate statements and download them through the web API, instead of logging in to get them.

Reports > Settings > FlexWeb Service

Once you’ve got that set up - armed with the token, and the ID# of the desired Flex query - ibflex.client contains the facilities necessary to retrieve them:

In [1]: from ibflex import client
In [2]: token = '111111111111111111111111'
In [3]: query_id = '111111'
In [4]: response = client.download(token, query_id)
In [5]: response[:215]
Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'

You can also just execute client.main() as a script:

$ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml

Finally, setup.py installs a script at ~/.local/bin/flexget… cron-tastic!

$ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml

Resources

• Interactive Brokers Activity Flex Query Reference

• Interactive Brokers FlexWeb Service Reference

• capgains - package that uses ibflex (inter alia) to calculate realized gains

• ib-flex-analyzer - Analyze your Interactive Brokers Flex XML reports with pandas