[RaedZorkot] interactive brokers TWS python API example

shadiakiki1986 commented 6 years ago

Hi @RaedZorkot

General

Interactive Brokers is a brokerage firm that offers a software through which its clients can trade
the software is IB TWS
they also have a TWS python API to interact with the software, e.g. to fetch prices, or portfolio positions
your first task is to set up an example python script that can do the above two examples (fetch a price and read a portfolio position

Steps

required tools (already installed)
- IB TWS is already installed on one of my windows server machines (IP, username, password sent separately by email)
- python 3.7 already installed
- TWS API already installed
first working example (~2h)
- [ ] python script that fetches the latest price of S&P 500
  - sample code in C:\TWS API\samples\Test\Program.py
  - simpler example that doesn't work yet is in C:\Users\Administrator\test_ib.py
- [ ] python script that fetches the current positions of the logged in account
[ ] fetch live prices for investment universe (~2h)
- below are "IB code .. description"
- EQUITY INDICES (europe):
  - ESTX50 .. Euro STOXX50
  - V2TX .. VSTOXX Volatility
  - DAX .. DAX 30
  - CAC40 .. CAC 40
- FIXED INCOME INDICES:
  - EU3 .. Three Month EURIBOR
  - CONF .. Swiss Federal Long-Term Bonds
- CURRENCIES: EUR, GBP
- sector indices:
  - SX7E .. Euro STOXX Banks
  - ESE .. Euro STOXX Oil & Gas
- commodity indices
  - CL .. WTI Light Sweet Crude Oil
  - GC .. Gold
[ ] fetch historical daily close prices of the same above universe from 2017 till 2018-07 (~2h)
[ ] check if the following data from tradingeconomics.com is also available via IB (~2h)
- the fields below are country-specific
- we are focusing on: Eurozone, UK, USA
- check their website for examples
- GDP YoY, GDP QoQ (YoY = year on year, QoQ = quarter on quarter)
- Central bankRate, 10 yrrate
- CPI , Joblessrate , WagesYoY
- Currentaccount, TradeBalance, Dept /GDP , Currency , PMI , EPS , IP

shadiakiki1986 commented 6 years ago

@RaedZorkot I updated the issue tasks. Please check on github

shadiakiki1986 commented 6 years ago

SSOC18 / ssoc18-wiki