The goal of the IB-insync library is to make working with the Trader Workstation API from Interactive Brokers as easy as possible.
The main features are:
- An easy to use linear style of programming;
- An IB component that automatically keeps in sync with the TWS or IB Gateway application;
- A fully asynchonous framework based on asyncio and eventkit for advanced users;
- Interactive operation with live data in Jupyter notebooks.
Be sure to take a look at the notebooks, the recipes and the API docs.
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 and 'Download open orders on connection' is checked.
The ibapi package from IB is not needed.
This is a complete script to download historical data:
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
The complete API documentation.
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.
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,