|Build| |Group| |PyVersion| |Status| |PyPiVersion| |CondaVersion| |License| |Downloads| |Docs|
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
Documentation
-------------
The complete `API documentation <https://ib-insync.readthedocs.io/api.html>`_.
`Changelog <https://ib-insync.readthedocs.io/changelog.html>`_.
Discussion
----------
The `insync user group <https://groups.io/g/insync>`_ is the place to discuss
IB-insync and anything related to it.
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,
:author: Ewald de Wit <ewald.de.wit@gmail.com>
.. _`Interactive Brokers Python API`: http://interactivebrokers.github.io
.. |Group| image:: https://img.shields.io/badge/groups.io-insync-green.svg
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:target: https://groups.io/g/insync
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:alt: PyPi
:target: https://pypi.python.org/pypi/ib_insync
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:alt:
.. |Docs| image:: https://img.shields.io/badge/Documentation-green.svg
:alt: Documentation
:target: https://ib-insync.readthedocs.io/api.html
.. |Downloads| image:: https://pepy.tech/badge/ib-insync
:alt: Number of downloads
:target: https://pepy.tech/project/ib-insync
.. |Build| image:: https://github.com/erdewit/ib_insync/actions/workflows/test.yml/badge.svg?branch=master
:target: https://github.com/erdewit/ib_insync/actions
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"description": "|Build| |Group| |PyVersion| |Status| |PyPiVersion| |CondaVersion| |License| |Downloads| |Docs|\n\nIntroduction\n============\n\nThe goal of the IB-insync library is to make working with the\n`Trader Workstation API <http://interactivebrokers.github.io/tws-api/>`_\nfrom Interactive Brokers as easy as possible.\n\nThe main features are:\n\n* An easy to use linear style of programming;\n* An `IB component <https://ib-insync.readthedocs.io/api.html#module-ib_insync.ib>`_\n that automatically keeps in sync with the TWS or IB Gateway application;\n* A fully asynchonous framework based on\n `asyncio <https://docs.python.org/3/library/asyncio.html>`_\n and\n `eventkit <https://github.com/erdewit/eventkit>`_\n for advanced users;\n* Interactive operation with live data in Jupyter notebooks.\n\nBe sure to take a look at the\n`notebooks <https://ib-insync.readthedocs.io/notebooks.html>`_,\nthe `recipes <https://ib-insync.readthedocs.io/recipes.html>`_\nand the `API docs <https://ib-insync.readthedocs.io/api.html>`_.\n\n\nInstallation\n------------\n\n::\n\n pip install ib_insync\n\nRequirements:\n\n* Python 3.6 or higher;\n* A running TWS or IB Gateway application (version 1023 or higher).\n Make sure the\n `API port is enabled <https://interactivebrokers.github.io/tws-api/initial_setup.html>`_\n and 'Download open orders on connection' is checked.\n\nThe ibapi package from IB is not needed.\n\nExample\n-------\n\nThis is a complete script to download historical data:\n\n.. code-block:: python\n\n from ib_insync import *\n # util.startLoop() # uncomment this line when in a notebook\n\n ib = IB()\n ib.connect('127.0.0.1', 7497, clientId=1)\n\n contract = Forex('EURUSD')\n bars = ib.reqHistoricalData(\n contract, endDateTime='', durationStr='30 D',\n barSizeSetting='1 hour', whatToShow='MIDPOINT', useRTH=True)\n\n # convert to pandas dataframe (pandas needs to be installed):\n df = util.df(bars)\n print(df)\n\nOutput::\n\n date open high low close volume \\\n 0 2019-11-19 23:15:00 1.107875 1.108050 1.107725 1.107825 -1\n 1 2019-11-20 00:00:00 1.107825 1.107925 1.107675 1.107825 -1\n 2 2019-11-20 01:00:00 1.107825 1.107975 1.107675 1.107875 -1\n 3 2019-11-20 02:00:00 1.107875 1.107975 1.107025 1.107225 -1\n 4 2019-11-20 03:00:00 1.107225 1.107725 1.107025 1.107525 -1\n .. ... ... ... ... ... ...\n 705 2020-01-02 14:00:00 1.119325 1.119675 1.119075 1.119225 -1\n\n\nDocumentation\n-------------\n\nThe complete `API documentation <https://ib-insync.readthedocs.io/api.html>`_.\n\n`Changelog <https://ib-insync.readthedocs.io/changelog.html>`_.\n\nDiscussion\n----------\n\nThe `insync user group <https://groups.io/g/insync>`_ is the place to discuss\nIB-insync and anything related to it.\n\nDisclaimer\n----------\n\nThe software is provided on the conditions of the simplified BSD license.\n\nThis project is not affiliated with Interactive Brokers Group, Inc.'s.\n\nGood luck and enjoy,\n\n:author: Ewald de Wit <ewald.de.wit@gmail.com>\n\n.. _`Interactive Brokers Python API`: http://interactivebrokers.github.io\n\n.. |Group| image:: https://img.shields.io/badge/groups.io-insync-green.svg\n :alt: Join the user group\n :target: https://groups.io/g/insync\n\n.. |PyPiVersion| image:: https://img.shields.io/pypi/v/ib_insync.svg\n :alt: PyPi\n :target: https://pypi.python.org/pypi/ib_insync\n\n.. |CondaVersion| image:: https://img.shields.io/conda/vn/conda-forge/ib-insync.svg\n :alt: Conda\n :target: https://anaconda.org/conda-forge/ib-insync\n\n.. |PyVersion| image:: https://img.shields.io/badge/python-3.6+-blue.svg\n :alt:\n\n.. |Status| image:: https://img.shields.io/badge/status-beta-green.svg\n :alt:\n\n.. |License| image:: https://img.shields.io/badge/license-BSD-blue.svg\n :alt:\n\n.. |Docs| image:: https://img.shields.io/badge/Documentation-green.svg\n :alt: Documentation\n :target: https://ib-insync.readthedocs.io/api.html\n\n.. |Downloads| image:: https://pepy.tech/badge/ib-insync\n :alt: Number of downloads\n :target: https://pepy.tech/project/ib-insync\n\n.. |Build| image:: https://github.com/erdewit/ib_insync/actions/workflows/test.yml/badge.svg?branch=master\n :target: https://github.com/erdewit/ib_insync/actions\n",
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