Notice

Unfortunately, our dear brother Ewald de Wit passed away monday, March eleven as a result of a serious illness last year. Although we were not involved in his activities on this platform, we felt the due to inform you. We thank you for knowing him.

Maritza and Philippe de Wit

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:

An easy to use linear style of programming;
An IB component <https://ib-insync.readthedocs.io/api.html#module-ib_insync.ib>_ that automatically keeps in sync with the TWS or IB Gateway application;
A fully asynchonous framework based on asyncio <https://docs.python.org/3/library/asyncio.html> and eventkit <https://github.com/erdewit/eventkit> for advanced users;
Interactive operation with live data in Jupyter notebooks.

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:

Python 3.6 or higher;
A running TWS or IB Gateway application (version 1023 or higher). Make sure the API port is enabled <https://interactivebrokers.github.io/tws-api/initial_setup.html>_ and 'Download open orders on connection' is checked.

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