ClimberMel / ib_insync

No longer supported by the original creator Ewald de Wit. Python sync/async framework for Interactive Brokers API
Discord: https://discord.gg/QvkqQhXg
BSD 2-Clause "Simplified" License
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Introduction

The goal of the IB-insync library is to make working with the Trader Workstation API <http://interactivebrokers.github.io/tws-api/>_ from Interactive Brokers as easy as possible.

The main features are:

Be sure to take a look at the notebooks <https://ib-insync.readthedocs.io/notebooks.html>, the recipes <https://ib-insync.readthedocs.io/recipes.html> and the API docs <https://ib-insync.readthedocs.io/api.html>_.

Installation

::

pip install ib_insync

Requirements:

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 <https://ib-insync.readthedocs.io/api.html>_.

Changelog <https://ib-insync.readthedocs.io/changelog.html>_.

Discussion

The Discord server https://discord.gg/QvkqQhXg is the place to discuss my fork of IB-insync and anything related to it for now. I am hoping that IB-insync finds a new permanent home and people to support the code. The original author: Ewald de Wit, seems to have left the project.
The groups.io disscussion forum was deleted and his public repos on GitHub archived.

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,

.. _Interactive Brokers Python API: http://interactivebrokers.github.io

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