API docs

Release 0.9.57.

Also see the official Python API documentation from IB.

IB

class ib_insync.ib.IB[source]

Provides both a blocking and an asynchronous interface to the IB API, using asyncio networking and event loop.

The IB class offers direct access to the current state, such as orders, executions, positions, tickers etc. This state is automatically kept in sync with the TWS/IBG application.

This class has most request methods of EClient, with the same names and parameters (except for the reqId parameter which is not needed anymore). Request methods that return a result come in two versions:

  • Blocking: Will block until complete and return the result. The current state will be kept updated while the request is ongoing;

  • Asynchronous: All methods that have the “Async” postfix. Implemented as coroutines or methods that return a Future and intended for advanced users.

The One Rule:

While some of the request methods are blocking from the perspective of the user, the framework will still keep spinning in the background and handle all messages received from TWS/IBG. It is important to not block the framework from doing its work. If, for example, the user code spends much time in a calculation, or uses time.sleep() with a long delay, the framework will stop spinning, messages accumulate and things may go awry.

The one rule when working with the IB class is therefore that

user code may not block for too long.

To be clear, the IB request methods are okay to use and do not count towards the user operation time, no matter how long the request takes to finish.

So what is “too long”? That depends on the situation. If, for example, the timestamp of tick data is to remain accurate within a millisecond, then the user code must not spend longer than a millisecond. If, on the other extreme, there is very little incoming data and there is no desire for accurate timestamps, then the user code can block for hours.

If a user operation takes a long time then it can be farmed out to a different process. Alternatively the operation can be made such that it periodically calls IB.sleep(0); This will let the framework handle any pending work and return when finished. The operation should be aware that the current state may have been updated during the sleep(0) call.

For introducing a delay, never use time.sleep() but use sleep() instead.

RequestTimeout

Timeout (in seconds) to wait for a blocking request to finish before raising asyncio.TimeoutError. The default value of 0 will wait indefinitely. Note: This timeout is not used for the *Async methods.

Type

float

Events:

  • connectedEvent (): Is emitted after connecting and synchronzing with TWS/gateway.

  • disconnectedEvent (): Is emitted after disconnecting from TWS/gateway.

  • updateEvent (): Is emitted after a network packet has been handeled.

  • pendingTickersEvent (tickers: Set[Ticker]): Emits the set of tickers that have been updated during the last update and for which there are new ticks, tickByTicks or domTicks.

  • barUpdateEvent (bars: BarDataList, hasNewBar: bool): Emits the bar list that has been updated in real time. If a new bar has been added then hasNewBar is True, when the last bar has changed it is False.

  • newOrderEvent (trade: Trade): Emits a newly placed trade.

  • orderModifyEvent (trade: Trade): Emits when order is modified.

  • cancelOrderEvent (trade: Trade): Emits a trade directly after requesting for it to be cancelled.

  • openOrderEvent (trade: Trade): Emits the trade with open order.

  • orderStatusEvent (trade: Trade): Emits the changed order status of the ongoing trade.

  • execDetailsEvent (trade: Trade, fill: Fill): Emits the fill together with the ongoing trade it belongs to.

  • commissionReportEvent (trade: Trade, fill: Fill, report: CommissionReport): The commission report is emitted after the fill that it belongs to.

  • updatePortfolioEvent (item: PortfolioItem): A portfolio item has changed.

  • positionEvent (position: Position): A position has changed.

  • accountValueEvent (value: AccountValue): An account value has changed.

  • accountSummaryEvent (value: AccountValue): An account value has changed.

  • pnlEvent (entry: PnL): A profit- and loss entry is updated.

  • pnlSingleEvent (entry: PnLSingle): A profit- and loss entry for a single position is updated.

  • tickNewsEvent (news: NewsTick): Emit a new news headline.

  • newsBulletinEvent (bulletin: NewsBulletin): Emit a new news bulletin.

  • scannerDataEvent (data: ScanDataList): Emit data from a scanner subscription.

  • errorEvent (reqId: int, errorCode: int, errorString: str, contract: Contract): Emits the reqId/orderId and TWS error code and string (see https://interactivebrokers.github.io/tws-api/message_codes.html) together with the contract the error applies to (or None if no contract applies).

  • timeoutEvent (idlePeriod: float): Is emitted if no data is received for longer than the timeout period specified with setTimeout(). The value emitted is the period in seconds since the last update.

Note that it is not advisable to place new requests inside an event handler as it may lead to too much recursion.

events = ('connectedEvent', 'disconnectedEvent', 'updateEvent', 'pendingTickersEvent', 'barUpdateEvent', 'newOrderEvent', 'orderModifyEvent', 'cancelOrderEvent', 'openOrderEvent', 'orderStatusEvent', 'execDetailsEvent', 'commissionReportEvent', 'updatePortfolioEvent', 'positionEvent', 'accountValueEvent', 'accountSummaryEvent', 'pnlEvent', 'pnlSingleEvent', 'scannerDataEvent', 'tickNewsEvent', 'newsBulletinEvent', 'errorEvent', 'timeoutEvent')
RequestTimeout = 0
connect(host='127.0.0.1', port=7497, clientId=1, timeout=2, readonly=False)[source]

Connect to a running TWS or IB gateway application. After the connection is made the client is fully synchronized and ready to serve requests.

This method is blocking.

Parameters

  • host (str) – Host name or IP address.

  • port (int) – Port number.

  • clientId (int) – ID number to use for this client; must be unique per connection. Setting clientId=0 will automatically merge manual TWS trading with this client.

  • timeout (float) – If establishing the connection takes longer than timeout seconds then the asyncio.TimeoutError exception is raised. Set to 0 to disable timeout.

  • readonly (bool) – Set to True when API is in read-only mode.

disconnect()[source]

Disconnect from a TWS or IB gateway application. This will clear all session state.

isConnected()[source]

Is there is an API connection to TWS or IB gateway?

Return type

bool

static run(*, timeout=None)

By default run the event loop forever.

When awaitables (like Tasks, Futures or coroutines) are given then run the event loop until each has completed and return their results.

An optional timeout (in seconds) can be given that will raise asyncio.TimeoutError if the awaitables are not ready within the timeout period.

static schedule(callback, *args)

Schedule the callback to be run at the given time with the given arguments. This will return the Event Handle.

Parameters

  • time (Union[time, datetime]) – Time to run callback. If given as datetime.time then use today as date.

  • callback (Callable) – Callable scheduled to run.

  • args – Arguments for to call callback with.

static sleep()

Wait for the given amount of seconds while everything still keeps processing in the background. Never use time.sleep().

Parameters

secs (float) – Time in seconds to wait.

Return type

bool

static timeRange(end, step)

Iterator that waits periodically until certain time points are reached while yielding those time points.

Parameters

  • start (time) – Start time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the date

  • end (time) – End time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the date

  • step (float) – The number of seconds of each period

Return type

Iterator[datetime]

static timeRangeAsync(end, step)

Async version of timeRange().

Return type

Asynciterator[datetime]

static waitUntil()

Wait until the given time t is reached.

Parameters

t (time) – The time t can be specified as datetime.datetime, or as datetime.time in which case today is used as the date.

Return type

bool

waitOnUpdate(timeout=0)[source]

Wait on any new update to arrive from the network.

Parameters

timeout (float) – Maximum time in seconds to wait. If 0 then no timeout is used.

Note

A loop with waitOnUpdate should not be used to harvest tick data from tickers, since some ticks can go missing. This happens when multiple updates occur almost simultaneously; The ticks from the first update are then cleared. Use events instead to prevent this.

Return type

bool

loopUntil(condition=None, timeout=0)[source]

Iterate until condition is met, with optional timeout in seconds. The yielded value is that of the condition or False when timed out.

Parameters

  • condition – Predicate function that is tested after every network

  • update. –

  • timeout (float) – Maximum time in seconds to wait. If 0 then no timeout is used.

Return type

Iterator[object]

setTimeout(timeout=60)[source]

Set a timeout for receiving messages from TWS/IBG, emitting timeoutEvent if there is no incoming data for too long.

The timeout fires once per connected session but can be set again after firing or after a reconnect.

Parameters

timeout (float) – Timeout in seconds.

managedAccounts()[source]

List of account names.

Return type

List[str]

accountValues(account='')[source]

List of account values for the given account, or of all accounts if account is left blank.

Parameters

account (str) – If specified, filter for this account name.

Return type

List[AccountValue]

accountSummary(account='')[source]

List of account values for the given account, or of all accounts if account is left blank.

This method is blocking on first run, non-blocking after that.

Parameters

account (str) – If specified, filter for this account name.

Return type

List[AccountValue]

portfolio()[source]

List of portfolio items of the default account.

Return type

List[PortfolioItem]

positions(account='')[source]

List of positions for the given account, or of all accounts if account is left blank.

Parameters

account (str) – If specified, filter for this account name.

Return type

List[Position]

pnl(account='', modelCode='')[source]

List of subscribed PnL objects (profit and loss), optionally filtered by account and/or modelCode.

The PnL objects are kept live updated.

Parameters

  • account – If specified, filter for this account name.

  • modelCode – If specified, filter for this account model.

Return type

List[PnL]

pnlSingle(account='', modelCode='', conId=0)[source]

List of subscribed PnLSingle objects (profit and loss for single positions).

The PnLSingle objects are kept live updated.

Parameters

  • account (str) – If specified, filter for this account name.

  • modelCode (str) – If specified, filter for this account model.

  • conId (int) – If specified, filter for this contract ID.

Return type

List[PnLSingle]

trades()[source]

List of all order trades from this session.

Return type

List[Trade]

openTrades()[source]

List of all open order trades.

Return type

List[Trade]

orders()[source]

List of all orders from this session.

Return type

List[Order]

openOrders()[source]

List of all open orders.

Return type

List[Order]

fills()[source]

List of all fills from this session.

Return type

List[Fill]

executions()[source]

List of all executions from this session.

Return type

List[Execution]

ticker(contract)[source]

Get ticker of the given contract. It must have been requested before with reqMktData with the same contract object. The ticker may not be ready yet if called directly after reqMktData().

Parameters

contract (Contract) – Contract to get ticker for.

Return type

Ticker

tickers()[source]

Get a list of all tickers.

Return type

List[Ticker]

pendingTickers()[source]

Get a list of all tickers that have pending ticks or domTicks.

Return type

List[Ticker]

realtimeBars()[source]

Get a list of all live updated bars. These can be 5 second realtime bars or live updated historical bars.

Return type

BarList

newsTicks()[source]

List of ticks with headline news. The article itself can be retrieved with reqNewsArticle().

Return type

List[NewsTick]

newsBulletins()[source]

List of IB news bulletins.

Return type

List[NewsBulletin]

reqTickers(*contracts, regulatorySnapshot=False)[source]

Request and return a list of snapshot tickers. The list is returned when all tickers are ready.

This method is blocking.

Parameters

  • contracts (List[Contract]) – Contracts to get tickers for.

  • regulatorySnapshot (bool) – Request NBBO snapshots (may incur a fee).

Return type

List[Ticker]

qualifyContracts(*contracts)[source]

Fully qualify the given contracts in-place. This will fill in the missing fields in the contract, especially the conId.

Returns a list of contracts that have been successfully qualified.

This method is blocking.

Parameters

contracts (List[Contract]) – Contracts to qualify.

Return type

List[Contract]

bracketOrder(action, quantity, limitPrice, takeProfitPrice, stopLossPrice, **kwargs)[source]

Create a limit order that is bracketed by a take-profit order and a stop-loss order. Submit the bracket like:

for o in bracket:
    ib.placeOrder(contract, o)

https://interactivebrokers.github.io/tws-api/bracket_order.html

Parameters

  • action (str) – ‘BUY’ or ‘SELL’.

  • quantity (float) – Size of order.

  • limitPrice (float) – Limit price of entry order.

  • takeProfitPrice (float) – Limit price of profit order.

  • stopLossPrice (float) – Stop price of loss order.

Return type

BracketOrder

static oneCancelsAll(orders, ocaGroup, ocaType)[source]

Place the trades in the same One Cancels All (OCA) group.

https://interactivebrokers.github.io/tws-api/oca.html

Parameters

orders (List[Order]) – The orders that are to be placed together.

Return type

List[Order]

whatIfOrder(contract, order)[source]

Retrieve commission and margin impact without actually placing the order. The given order will not be modified in any way.

This method is blocking.

Parameters

  • contract (Contract) – Contract to test.

  • order (Order) – Order to test.

Return type

OrderState

placeOrder(contract, order)[source]

Place a new order or modify an existing order. Returns a Trade that is kept live updated with status changes, fills, etc.

Parameters

  • contract (Contract) – Contract to use for order.

  • order (Order) – The order to be placed.

Return type

Trade

cancelOrder(order)[source]

Cancel the order and return the Trade it belongs to.

Parameters

order (Order) – The order to be canceled.

Return type

Trade

reqGlobalCancel()[source]

Cancel all active trades including those placed by other clients or TWS/IB gateway.

reqCurrentTime()[source]

Request TWS current time.

This method is blocking.

Return type

datetime

reqAccountUpdates(account='')[source]

This is called at startup - no need to call again.

Request account and portfolio values of the account and keep updated. Returns when both account values and portfolio are filled.

This method is blocking.

Parameters

account (str) – If specified, filter for this account name.

reqAccountUpdatesMulti(account='', modelCode='')[source]

It is recommended to use accountValues() instead.

Request account values of multiple accounts and keep updated.

This method is blocking.

Parameters

  • account (str) – If specified, filter for this account name.

  • modelCode (str) – If specified, filter for this account model.

reqAccountSummary()[source]

It is recommended to use accountSummary() instead.

Request account values for all accounts and keep them updated. Returns when account summary is filled.

This method is blocking.

reqAutoOpenOrders(autoBind=True)[source]

Bind manual TWS orders so that they can be managed from this client. The clientId must be 0 and the TWS API setting “Use negative numbers to bind automatic orders” must be checked.

This request is automatically called when clientId=0.

https://interactivebrokers.github.io/tws-api/open_orders.html https://interactivebrokers.github.io/tws-api/modifying_orders.html

Parameters

autoBind (bool) – Set binding on or off.

reqOpenOrders()[source]

Request and return a list of open orders.

This method can give stale information where a new open order is not reported or an already filled or cancelled order is reported as open. It is recommended to use the more reliable and much faster openTrades() or openOrders() methods instead.

This method is blocking.

Return type

List[Order]

reqAllOpenOrders()[source]

Request and return a list of all open orders over all clients. Note that the orders of other clients will not be kept in sync, use the master clientId mechanism instead to see other client’s orders that are kept in sync.

Return type

List[Order]

reqCompletedOrders(apiOnly)[source]

Request and return a list of completed trades.

Parameters

apiOnly (bool) – Request only API orders (not manually placed TWS orders).

Return type

List[Trade]

reqExecutions(execFilter=None)[source]

It is recommended to use fills() or executions() instead.

Request and return a list of fills.

This method is blocking.

Parameters

execFilter (Optional[ExecutionFilter]) – If specified, return executions that match the filter.

Return type

List[Fill]

reqPositions()[source]

It is recommended to use positions() instead.

Request and return a list of positions for all accounts.

This method is blocking.

Return type

List[Position]

reqPnL(account, modelCode='')[source]

Start a subscription for profit and loss events.

Returns a PnL object that is kept live updated. The result can also be queried from pnl().

https://interactivebrokers.github.io/tws-api/pnl.html

Parameters

  • account (str) – Subscribe to this account.

  • modelCode (str) – If specified, filter for this account model.

Return type

PnL

cancelPnL(account, modelCode='')[source]

Cancel PnL subscription.

Parameters

  • account – Cancel for this account.

  • modelCode (str) – If specified, cancel for this account model.

reqPnLSingle(account, modelCode, conId)[source]

Start a subscription for profit and loss events for single positions.

Returns a PnLSingle object that is kept live updated. The result can also be queried from pnlSingle().

https://interactivebrokers.github.io/tws-api/pnl.html

Parameters

  • account (str) – Subscribe to this account.

  • modelCode (str) – Filter for this account model.

  • conId (int) – Filter for this contract ID.

Return type

PnLSingle

cancelPnLSingle(account, modelCode, conId)[source]

Cancel PnLSingle subscription for the given account, modelCode and conId.

Parameters

  • account (str) – Cancel for this account name.

  • modelCode (str) – Cancel for this account model.

  • conId (int) – Cancel for this contract ID.

reqContractDetails(contract)[source]

Get a list of contract details that match the given contract. If the returned list is empty then the contract is not known; If the list has multiple values then the contract is ambiguous.

The fully qualified contract is available in the the ContractDetails.contract attribute.

This method is blocking.

https://interactivebrokers.github.io/tws-api/contract_details.html

Parameters

contract (Contract) – The contract to get details for.

Return type

List[ContractDetails]

reqMatchingSymbols(pattern)[source]

Request contract descriptions of contracts that match a pattern.

This method is blocking.

https://interactivebrokers.github.io/tws-api/matching_symbols.html

Parameters

pattern (str) – The first few letters of the ticker symbol, or for longer strings a character sequence matching a word in the security name.

Return type

List[ContractDescription]

reqMarketRule(marketRuleId)[source]

Request price increments rule.

https://interactivebrokers.github.io/tws-api/minimum_increment.html

Parameters

marketRuleId (int) – ID of market rule. The market rule IDs for a contract can be obtained via reqContractDetails() from ContractDetails.marketRuleIds, which contains a comma separated string of market rule IDs.

Return type

PriceIncrement

reqRealTimeBars(contract, barSize, whatToShow, useRTH, realTimeBarsOptions=None)[source]

Request realtime 5 second bars.

https://interactivebrokers.github.io/tws-api/realtime_bars.html

Parameters

  • contract (Contract) – Contract of interest.

  • barSize (int) – Must be 5.

  • whatToShow (str) – Specifies the source for constructing bars. Can be ‘TRADES’, ‘MIDPOINT’, ‘BID’ or ‘ASK’.

  • useRTH (bool) – If True then only show data from within Regular Trading Hours, if False then show all data.

  • realTimeBarsOptions (Optional[List[TagValue]]) – Unknown.

Return type

RealTimeBarList

cancelRealTimeBars(bars)[source]

Cancel the realtime bars subscription.

Parameters

bars (RealTimeBarList) – The bar list that was obtained from reqRealTimeBars.

reqHistoricalData(contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate=1, keepUpToDate=False, chartOptions=None)[source]

Request historical bar data.

This method is blocking.

https://interactivebrokers.github.io/tws-api/historical_bars.html

Parameters

  • contract (Contract) – Contract of interest.

  • endDateTime (object) – Can be set to ‘’ to indicate the current time, or it can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.

  • durationStr (str) – Time span of all the bars. Examples: ‘60 S’, ‘30 D’, ‘13 W’, ‘6 M’, ‘10 Y’.

  • barSizeSetting (str) – Time period of one bar. Must be one of: ‘1 secs’, ‘5 secs’, ‘10 secs’ 15 secs’, ‘30 secs’, ‘1 min’, ‘2 mins’, ‘3 mins’, ‘5 mins’, ‘10 mins’, ‘15 mins’, ‘20 mins’, ‘30 mins’, ‘1 hour’, ‘2 hours’, ‘3 hours’, ‘4 hours’, ‘8 hours’, ‘1 day’, ‘1 week’, ‘1 month’.

  • whatToShow (str) – Specifies the source for constructing bars. Must be one of: ‘TRADES’, ‘MIDPOINT’, ‘BID’, ‘ASK’, ‘BID_ASK’, ‘ADJUSTED_LAST’, ‘HISTORICAL_VOLATILITY’, ‘OPTION_IMPLIED_VOLATILITY’, ‘REBATE_RATE’, ‘FEE_RATE’, ‘YIELD_BID’, ‘YIELD_ASK’, ‘YIELD_BID_ASK’, ‘YIELD_LAST’.

  • useRTH (bool) – If True then only show data from within Regular Trading Hours, if False then show all data.

  • formatDate (int) – For an intraday request setting to 2 will cause the returned date fields to be timezone-aware datetime.datetime with UTC timezone, instead of local timezone as used by TWS.

  • keepUpToDate (bool) – If True then a realtime subscription is started to keep the bars updated; endDateTime must be set empty (‘’) then.

  • chartOptions (Optional[List[TagValue]]) – Unknown.

Return type

BarDataList

cancelHistoricalData(bars)[source]

Cancel the update subscription for the historical bars.

Parameters

bars (BarDataList) – The bar list that was obtained from reqHistoricalData with a keepUpToDate subscription.

reqHistoricalTicks(contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize=False, miscOptions=None)[source]

Request historical ticks. The time resolution of the ticks is one second.

This method is blocking.

https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html

Parameters

  • contract (Contract) – Contract to query.

  • startDateTime (Union[str, date]) – Can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.

  • endDateTime (Union[str, date]) – One of startDateTime or endDateTime can be given, the other must be blank.

  • numberOfTicks (int) – Number of ticks to request (1000 max). The actual result can contain a bit more to accommodate all ticks in the latest second.

  • whatToShow (str) – One of ‘Bid_Ask’, ‘Midpoint’ or ‘Trades’.

  • useRTH – If True then only show data from within Regular Trading Hours, if False then show all data.

  • ignoreSize (bool) – Ignore bid/ask ticks that only update the size.

  • miscOptions (Optional[List[TagValue]]) – Unknown.

Return type

List[~T]

reqMarketDataType(marketDataType)[source]

Set the market data type used throughout.

Parameters

marketDataType (int) –

One of:

  • 1 = Live

  • 2 = Frozen

  • 3 = Delayed

  • 4 = Delayed frozen

https://interactivebrokers.github.io/tws-api/market_data_type.html

reqHeadTimeStamp(contract, whatToShow, useRTH, formatDate=1)[source]

Get the datetime of earliest available historical data for the contract.

Parameters

  • contract (Contract) – Contract of interest.

  • useRTH (bool) – If True then only show data from within Regular Trading Hours, if False then show all data.

  • formatDate (int) – If set to 2 then the result is returned as a timezone-aware datetime.datetime with UTC timezone.

Return type

datetime

reqMktData(contract, genericTickList='', snapshot=False, regulatorySnapshot=False, mktDataOptions=None)[source]

Subscribe to tick data or request a snapshot. Returns the Ticker that holds the market data. The ticker will initially be empty and gradually (after a couple of seconds) be filled.

https://interactivebrokers.github.io/tws-api/md_request.html

Parameters

  • contract (Contract) – Contract of interest.

  • genericTickList (str) –

    Comma separated IDs of desired generic ticks that will cause corresponding Ticker fields to be filled:

    ID

    Ticker fields

    100

    putVolume, callVolume (for options)

    101

    putOpenInterest, callOpenInterest (for options)

    104

    histVolatility (for options)

    105

    avOptionVolume (for options)

    106

    impliedVolatility (for options)

    162

    indexFuturePremium

    165

    low13week, high13week, low26week, high26week, low52week, high52week, avVolume

    221

    markPrice

    225

    auctionVolume, auctionPrice, auctionImbalance

    233

    last, lastSize, rtVolume, vwap (Time & Sales)

    236

    shortableShares

    258

    fundamentalRatios (of type ib_insync.objects.FundamentalRatios)

    293

    tradeCount

    294

    tradeRate

    295

    volumeRate

    375

    rtTradeVolume

    411

    rtHistVolatility

    456

    dividends (of type ib_insync.objects.Dividends)

    588

    futuresOpenInterest

  • snapshot (bool) – If True then request a one-time snapshot, otherwise subscribe to a stream of realtime tick data.

  • regulatorySnapshot (bool) – Request NBBO snapshot (may incur a fee).

  • mktDataOptions (Optional[List[TagValue]]) – Unknown

Return type

Ticker

cancelMktData(contract)[source]

Unsubscribe from realtime streaming tick data.

Parameters

contract (Contract) – The exact contract object that was used to subscribe with.

reqTickByTickData(contract, tickType, numberOfTicks=0, ignoreSize=False)[source]

Subscribe to tick-by-tick data and return the Ticker that holds the ticks in ticker.tickByTicks.

https://interactivebrokers.github.io/tws-api/tick_data.html

Parameters

  • contract (Contract) – Contract of interest.

  • tickType (str) – One of ‘Last’, ‘AllLast’, ‘BidAsk’ or ‘MidPoint’.

  • numberOfTicks (int) – Number of ticks or 0 for unlimited.

  • ignoreSize (bool) – Ignore bid/ask ticks that only update the size.

Return type

Ticker

cancelTickByTickData(contract, tickType)[source]

Unsubscribe from tick-by-tick data

Parameters

contract (Contract) – The exact contract object that was used to subscribe with.

reqMktDepthExchanges()[source]

Get those exchanges that have have multiple market makers (and have ticks returned with marketMaker info).

Return type

List[DepthMktDataDescription]

reqMktDepth(contract, numRows=5, isSmartDepth=False, mktDepthOptions=None)[source]

Subscribe to market depth data (a.k.a. DOM, L2 or order book).

https://interactivebrokers.github.io/tws-api/market_depth.html

Parameters

  • contract (Contract) – Contract of interest.

  • numRows (int) – Number of depth level on each side of the order book (5 max).

  • isSmartDepth (bool) – Consolidate the order book across exchanges.

  • mktDepthOptions – Unknown.

Return type

Ticker

Returns

The Ticker that holds the market depth in ticker.domBids and ticker.domAsks and the list of MktDepthData in ticker.domTicks.

cancelMktDepth(contract, isSmartDepth=False)[source]

Unsubscribe from market depth data.

Parameters

contract (Contract) – The exact contract object that was used to subscribe with.

reqHistogramData(contract, useRTH, period)[source]

Request histogram data.

This method is blocking.

https://interactivebrokers.github.io/tws-api/histograms.html

Parameters

  • contract (Contract) – Contract to query.

  • useRTH (bool) – If True then only show data from within Regular Trading Hours, if False then show all data.

  • period (str) – Period of which data is being requested, for example ‘3 days’.

Return type

List[HistogramData]

reqFundamentalData(contract, reportType, fundamentalDataOptions=None)[source]

Get fundamental data of a contract in XML format.

This method is blocking.

https://interactivebrokers.github.io/tws-api/fundamentals.html

Parameters

  • contract (Contract) – Contract to query.

  • reportType (str) –

    • ‘ReportsFinSummary’: Financial summary

    • ’ReportsOwnership’: Company’s ownership

    • ’ReportSnapshot’: Company’s financial overview

    • ’ReportsFinStatements’: Financial Statements

    • ’RESC’: Analyst Estimates

    • ’CalendarReport’: Company’s calendar

  • fundamentalDataOptions (Optional[List[TagValue]]) – Unknown

Return type

str

reqScannerData(subscription, scannerSubscriptionOptions=None, scannerSubscriptionFilterOptions=None)[source]

Do a blocking market scan by starting a subscription and canceling it after the initial list of results are in.

This method is blocking.

https://interactivebrokers.github.io/tws-api/market_scanners.html

Parameters

  • subscription (ScannerSubscription) – Basic filters.

  • scannerSubscriptionOptions (Optional[List[TagValue]]) – Unknown.

  • scannerSubscriptionFilterOptions (Optional[List[TagValue]]) – Advanced generic filters.

Return type

ScanDataList

reqScannerSubscription(subscription, scannerSubscriptionOptions=None, scannerSubscriptionFilterOptions=None)[source]

Subscribe to market scan data.

https://interactivebrokers.github.io/tws-api/market_scanners.html

Parameters

  • subscription (ScannerSubscription) – What to scan for.

  • scannerSubscriptionOptions (Optional[List[TagValue]]) – Unknown.

  • scannerSubscriptionFilterOptions (Optional[List[TagValue]]) – Unknown.

Return type

ScanDataList

cancelScannerSubscription(dataList)[source]

Cancel market data subscription.

https://interactivebrokers.github.io/tws-api/market_scanners.html

Parameters

dataList (ScanDataList) – The scan data list that was obtained from reqScannerSubscription().

reqScannerParameters()[source]

Requests an XML list of scanner parameters.

This method is blocking.

Return type

str

calculateImpliedVolatility(contract, optionPrice, underPrice, implVolOptions=None)[source]

Calculate the volatility given the option price.

This method is blocking.

https://interactivebrokers.github.io/tws-api/option_computations.html

Parameters

  • contract (Contract) – Option contract.

  • optionPrice (float) – Option price to use in calculation.

  • underPrice (float) – Price of the underlier to use in calculation

  • implVolOptions (Optional[List[TagValue]]) – Unknown

Return type

OptionComputation

calculateOptionPrice(contract, volatility, underPrice, optPrcOptions=None)[source]

Calculate the option price given the volatility.

This method is blocking.

https://interactivebrokers.github.io/tws-api/option_computations.html

Parameters

  • contract (Contract) – Option contract.

  • volatility (float) – Option volatility to use in calculation.

  • underPrice (float) – Price of the underlier to use in calculation

  • implVolOptions – Unknown

Return type

OptionComputation

reqSecDefOptParams(underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)[source]

Get the option chain.

This method is blocking.

https://interactivebrokers.github.io/tws-api/options.html

Parameters

  • underlyingSymbol (str) – Symbol of underlier contract.

  • futFopExchange (str) – Exchange (only for FuturesOption, otherwise leave blank).

  • underlyingSecType (str) – The type of the underlying security, like ‘STK’ or ‘FUT’.

  • underlyingConId (int) – conId of the underlying contract.

Return type

List[OptionChain]

exerciseOptions(contract, exerciseAction, exerciseQuantity, account, override)[source]

Exercise an options contract.

https://interactivebrokers.github.io/tws-api/options.html

Parameters

  • contract (Contract) – The option contract to be exercised.

  • exerciseAction (int) –

    • 1 = exercise the option

    • 2 = let the option lapse

  • exerciseQuantity (int) – Number of contracts to be exercised.

  • account (str) – Destination account.

  • override (int) –

    • 0 = no override

    • 1 = override the system’s natural action

reqNewsProviders()[source]

Get a list of news providers.

This method is blocking.

Return type

List[NewsProvider]

reqNewsArticle(providerCode, articleId, newsArticleOptions=None)[source]

Get the body of a news article.

This method is blocking.

https://interactivebrokers.github.io/tws-api/news.html

Parameters

  • providerCode (str) – Code indicating news provider, like ‘BZ’ or ‘FLY’.

  • articleId (str) – ID of the specific article.

  • newsArticleOptions (Optional[List[TagValue]]) – Unknown.

Return type

NewsArticle

reqHistoricalNews(conId, providerCodes, startDateTime, endDateTime, totalResults, historicalNewsOptions=None)[source]

Get historical news headline.

https://interactivebrokers.github.io/tws-api/news.html

This method is blocking.

Parameters

  • conId (int) – Search news articles for contract with this conId.

  • providerCodes (str) – A ‘+’-separated list of provider codes, like ‘BZ+FLY’.

  • startDateTime (Union[str, date]) – The (exclusive) start of the date range. Can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.

  • endDateTime (Union[str, date]) – The (inclusive) end of the date range. Can be given as a datetime.date or datetime.datetime, or it can be given as a string in ‘yyyyMMdd HH:mm:ss’ format. If no timezone is given then the TWS login timezone is used.

  • totalResults (int) – Maximum number of headlines to fetch (300 max).

  • historicalNewsOptions (Optional[List[TagValue]]) – Unknown.

Return type

HistoricalNews

reqNewsBulletins(allMessages)[source]

Subscribe to IB news bulletins.

https://interactivebrokers.github.io/tws-api/news.html

Parameters

allMessages (bool) – If True then fetch all messages for the day.

cancelNewsBulletins()[source]

Cancel subscription to IB news bulletins.

requestFA(faDataType)[source]

Requests to change the FA configuration.

This method is blocking.

Parameters

faDataType (int) –

  • 1 = Groups: Offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group.

  • 2 = Profiles: Let you allocate shares on an account-by-account basis using a predefined calculation value.

  • 3 = Account Aliases: Let you easily identify the accounts by meaningful names rather than account numbers.

replaceFA(faDataType, xml)[source]

Replaces Financial Advisor’s settings.

Parameters

  • faDataType (int) – See requestFA().

  • xml (str) – The XML-formatted configuration string.

async connectAsync(host='127.0.0.1', port=7497, clientId=1, timeout=2, readonly=False)[source]
async qualifyContractsAsync(*contracts)[source]
async reqTickersAsync(*contracts, regulatorySnapshot=False)[source]
whatIfOrderAsync(contract, order)[source]
reqCurrentTimeAsync()[source]
reqAccountUpdatesAsync(account)[source]
reqAccountUpdatesMultiAsync(account, modelCode='')[source]
reqAccountSummaryAsync()[source]
reqOpenOrdersAsync()[source]
reqAllOpenOrdersAsync()[source]
reqCompletedOrdersAsync(apiOnly)[source]
reqExecutionsAsync(execFilter=None)[source]
reqPositionsAsync()[source]
reqContractDetailsAsync(contract)[source]
async reqMatchingSymbolsAsync(pattern)[source]
async reqMarketRuleAsync(marketRuleId)[source]
reqHistoricalDataAsync(contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate=1, keepUpToDate=False, chartOptions=None)[source]
reqHistoricalTicksAsync(contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize=False, miscOptions=None)[source]
reqHeadTimeStampAsync(contract, whatToShow, useRTH, formatDate)[source]
reqMktDepthExchangesAsync()[source]
reqHistogramDataAsync(contract, useRTH, period)[source]
reqFundamentalDataAsync(contract, reportType, fundamentalDataOptions=None)[source]
async reqScannerDataAsync(subscription, scannerSubscriptionOptions=None, scannerSubscriptionFilterOptions=None)[source]
reqScannerParametersAsync()[source]
async calculateImpliedVolatilityAsync(contract, optionPrice, underPrice, implVolOptions)[source]
async calculateOptionPriceAsync(contract, volatility, underPrice, optPrcOptions)[source]
reqSecDefOptParamsAsync(underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)[source]
reqNewsProvidersAsync()[source]
reqNewsArticleAsync(providerCode, articleId, newsArticleOptions)[source]
async reqHistoricalNewsAsync(conId, providerCodes, startDateTime, endDateTime, totalResults, historicalNewsOptions=None)[source]
async requestFAAsync(faDataType)[source]

Client

class ib_insync.client.Client(wrapper)[source]

Replacement for ibapi.client.EClient that uses asyncio.

The client is fully asynchronous and has its own event-driven networking code that replaces the networking code of the standard EClient. It also replaces the infinite loop of EClient.run() with the asyncio event loop. It can be used as a drop-in replacement for the standard EClient as provided by IBAPI.

Compared to the standard EClient this client has the following additional features:

  • client.connect() will block until the client is ready to serve requests; It is not necessary to wait for nextValidId to start requests as the client has already done that. The reqId is directly available with getReqId().

  • client.connectAsync() is a coroutine for connecting asynchronously.

  • When blocking, client.connect() can be made to time out with the timeout parameter (default 2 seconds).

  • Optional wrapper.priceSizeTick(reqId, tickType, price, size) that combines price and size instead of the two wrapper methods priceTick and sizeTick.

  • Automatic request throttling.

  • Optional wrapper.tcpDataArrived() method; If the wrapper has this method it is invoked directly after a network packet has arrived. A possible use is to timestamp all data in the packet with the exact same time.

  • Optional wrapper.tcpDataProcessed() method; If the wrapper has this method it is invoked after the network packet’s data has been handled. A possible use is to write or evaluate the newly arrived data in one batch instead of item by item.

MaxRequests

Throttle the number of requests to MaxRequests per RequestsInterval seconds. Set to 0 to disable throttling.

Type

int

RequestsInterval

Time interval (in seconds) for request throttling.

Type

float

MinClientVersion

Client protocol version.

Type

int

MaxClientVersion

Client protocol version.

Type

int

Events:

  • apiStart ()

  • apiEnd ()

  • apiError (errorMsg: str)

  • throttleStart ()

  • throttleEnd ()

events = ('apiStart', 'apiEnd', 'apiError', 'throttleStart', 'throttleEnd')
MaxRequests = 45
RequestsInterval = 1
MinClientVersion = 142
MaxClientVersion = 152
DISCONNECTED = 0
CONNECTING = 1
CONNECTED = 2
reset()[source]
serverVersion()[source]
run()[source]
isConnected()[source]
isReady()[source]

Is the API connection up and running?

Return type

bool

connectionStats()[source]

Get statistics about the connection.

Return type

ConnectionStats

getReqId()[source]

Get new request ID.

Return type

int

getAccounts()[source]

Get the list of account names that are under management.

Return type

List[str]

setConnectOptions(connectOptions)[source]

Set additional connect options.

Parameters

connectOptions (str) – Use “+PACEAPI” to use request-pacing built into TWS/gateway 974+.

connect(host, port, clientId, timeout=2)[source]

Connect to a running TWS or IB gateway application.

Parameters

  • host (str) – Host name or IP address.

  • port (int) – Port number.

  • clientId (int) – ID number to use for this client; must be unique per connection.

  • timeout (float) – If establishing the connection takes longer than timeout seconds then the asyncio.TimeoutError exception is raised. Set to 0 to disable timeout.

async connectAsync(host, port, clientId, timeout=2)[source]
disconnect()[source]

Disconnect from IB connection.

send(*fields)[source]

Serialize and send the given fields using the IB socket protocol.

sendMsg(msg)[source]
reqMktData(reqId, contract, genericTickList, snapshot, regulatorySnapshot, mktDataOptions)[source]
cancelMktData(reqId)[source]
placeOrder(orderId, contract, order)[source]
cancelOrder(orderId)[source]
reqOpenOrders()[source]
reqAccountUpdates(subscribe, acctCode)[source]
reqExecutions(reqId, execFilter)[source]
reqIds(numIds)[source]
reqContractDetails(reqId, contract)[source]
reqMktDepth(reqId, contract, numRows, isSmartDepth, mktDepthOptions)[source]
cancelMktDepth(reqId, isSmartDepth)[source]
reqNewsBulletins(allMsgs)[source]
cancelNewsBulletins()[source]
setServerLogLevel(logLevel)[source]
reqAutoOpenOrders(bAutoBind)[source]
reqAllOpenOrders()[source]
reqManagedAccts()[source]
requestFA(faData)[source]
replaceFA(faData, cxml)[source]
reqHistoricalData(reqId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate, chartOptions)[source]
exerciseOptions(reqId, contract, exerciseAction, exerciseQuantity, account, override)[source]
reqScannerSubscription(reqId, subscription, scannerSubscriptionOptions, scannerSubscriptionFilterOptions)[source]
cancelScannerSubscription(reqId)[source]
reqScannerParameters()[source]
cancelHistoricalData(reqId)[source]
reqCurrentTime()[source]
reqRealTimeBars(reqId, contract, barSize, whatToShow, useRTH, realTimeBarsOptions)[source]
cancelRealTimeBars(reqId)[source]
reqFundamentalData(reqId, contract, reportType, fundamentalDataOptions)[source]
cancelFundamentalData(reqId)[source]
calculateImpliedVolatility(reqId, contract, optionPrice, underPrice, implVolOptions)[source]
calculateOptionPrice(reqId, contract, volatility, underPrice, optPrcOptions)[source]
cancelCalculateImpliedVolatility(reqId)[source]
cancelCalculateOptionPrice(reqId)[source]
reqGlobalCancel()[source]
reqMarketDataType(marketDataType)[source]
reqPositions()[source]
reqAccountSummary(reqId, groupName, tags)[source]
cancelAccountSummary(reqId)[source]
cancelPositions()[source]
verifyRequest(apiName, apiVersion)[source]
verifyMessage(apiData)[source]
queryDisplayGroups(reqId)[source]
subscribeToGroupEvents(reqId, groupId)[source]
updateDisplayGroup(reqId, contractInfo)[source]
unsubscribeFromGroupEvents(reqId)[source]
startApi()[source]
verifyAndAuthRequest(apiName, apiVersion, opaqueIsvKey)[source]
verifyAndAuthMessage(apiData, xyzResponse)[source]
reqPositionsMulti(reqId, account, modelCode)[source]
cancelPositionsMulti(reqId)[source]
reqAccountUpdatesMulti(reqId, account, modelCode, ledgerAndNLV)[source]
cancelAccountUpdatesMulti(reqId)[source]
reqSecDefOptParams(reqId, underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)[source]
reqSoftDollarTiers(reqId)[source]
reqFamilyCodes()[source]
reqMatchingSymbols(reqId, pattern)[source]
reqMktDepthExchanges()[source]
reqSmartComponents(reqId, bboExchange)[source]
reqNewsArticle(reqId, providerCode, articleId, newsArticleOptions)[source]
reqNewsProviders()[source]
reqHistoricalNews(reqId, conId, providerCodes, startDateTime, endDateTime, totalResults, historicalNewsOptions)[source]
reqHeadTimeStamp(reqId, contract, whatToShow, useRTH, formatDate)[source]
reqHistogramData(tickerId, contract, useRTH, timePeriod)[source]
cancelHistogramData(tickerId)[source]
cancelHeadTimeStamp(reqId)[source]
reqMarketRule(marketRuleId)[source]
reqPnL(reqId, account, modelCode)[source]
cancelPnL(reqId)[source]
reqPnLSingle(reqId, account, modelCode, conid)[source]
cancelPnLSingle(reqId)[source]
reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize, miscOptions)[source]
reqTickByTickData(reqId, contract, tickType, numberOfTicks, ignoreSize)[source]
cancelTickByTickData(reqId)[source]
reqCompletedOrders(apiOnly)[source]

Order

class ib_insync.order.Trade(*args, **kwargs)[source]

Trade keeps track of an order, its status and all its fills.

Events:
events = ('statusEvent', 'modifyEvent', 'fillEvent', 'commissionReportEvent', 'filledEvent', 'cancelEvent', 'cancelledEvent')
defaults = {'contract': None, 'fills': None, 'log': None, 'order': None, 'orderStatus': None}
statusEvent
modifyEvent
fillEvent
commissionReportEvent
filledEvent
cancelEvent
cancelledEvent
isActive()[source]

True if eligible for execution, false otherwise.

isDone()[source]

True if completely filled or cancelled, false otherwise.

filled()[source]

Number of shares filled.

remaining()[source]

Number of shares remaining to be filled.

contract
fills
log
order
orderStatus
class ib_insync.order.OrderStatus(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'avgFillPrice': 0.0, 'clientId': 0, 'filled': 0, 'lastFillPrice': 0.0, 'lastLiquidity': 0, 'mktCapPrice': 0.0, 'orderId': 0, 'parentId': 0, 'permId': 0, 'remaining': 0, 'status': '', 'whyHeld': ''}
PendingSubmit = 'PendingSubmit'
PendingCancel = 'PendingCancel'
PreSubmitted = 'PreSubmitted'
Submitted = 'Submitted'
ApiPending = 'ApiPending'
ApiCancelled = 'ApiCancelled'
Cancelled = 'Cancelled'
Filled = 'Filled'
Inactive = 'Inactive'
DoneStates = {'ApiCancelled', 'Cancelled', 'Filled'}
ActiveStates = {'ApiPending', 'PendingSubmit', 'PreSubmitted', 'Submitted'}
avgFillPrice
clientId
filled
lastFillPrice
lastLiquidity
mktCapPrice
orderId
parentId
permId
remaining
status
whyHeld
class ib_insync.order.Order(*args, **kwargs)[source]

Order for trading contracts.

https://interactivebrokers.github.io/tws-api/available_orders.html

defaults = {'account': '', 'action': '', 'activeStartTime': '', 'activeStopTime': '', 'adjustableTrailingUnit': 0, 'adjustedOrderType': '', 'adjustedStopLimitPrice': 1.7976931348623157e+308, 'adjustedStopPrice': 1.7976931348623157e+308, 'adjustedTrailingAmount': 1.7976931348623157e+308, 'algoId': '', 'algoParams': None, 'algoStrategy': '', 'allOrNone': False, 'auctionStrategy': 0, 'autoCancelDate': '', 'autoCancelParent': False, 'auxPrice': 1.7976931348623157e+308, 'basisPoints': 1.7976931348623157e+308, 'basisPointsType': 2147483647, 'blockOrder': False, 'cashQty': 1.7976931348623157e+308, 'clearingAccount': '', 'clearingIntent': '', 'clientId': 0, 'conditions': None, 'conditionsCancelOrder': False, 'conditionsIgnoreRth': False, 'continuousUpdate': False, 'delta': 1.7976931348623157e+308, 'deltaNeutralAuxPrice': 1.7976931348623157e+308, 'deltaNeutralClearingAccount': '', 'deltaNeutralClearingIntent': '', 'deltaNeutralConId': 0, 'deltaNeutralDesignatedLocation': '', 'deltaNeutralOpenClose': '', 'deltaNeutralOrderType': '', 'deltaNeutralSettlingFirm': '', 'deltaNeutralShortSale': False, 'deltaNeutralShortSaleSlot': 0, 'designatedLocation': '', 'discretionaryAmt': 0, 'discretionaryUpToLimitPrice': False, 'displaySize': 0, 'dontUseAutoPriceForHedge': False, 'eTradeOnly': True, 'exemptCode': -1, 'extOperator': '', 'faGroup': '', 'faMethod': '', 'faPercentage': '', 'faProfile': '', 'filledQuantity': 1.7976931348623157e+308, 'firmQuoteOnly': True, 'goodAfterTime': '', 'goodTillDate': '', 'hedgeParam': '', 'hedgeType': '', 'hidden': False, 'imbalanceOnly': False, 'isOmsContainer': False, 'isPeggedChangeAmountDecrease': False, 'lmtPrice': 1.7976931348623157e+308, 'lmtPriceOffset': 1.7976931348623157e+308, 'mifid2DecisionAlgo': '', 'mifid2DecisionMaker': '', 'mifid2ExecutionAlgo': '', 'mifid2ExecutionTrader': '', 'minQty': 2147483647, 'modelCode': '', 'nbboPriceCap': 1.7976931348623157e+308, 'notHeld': False, 'ocaGroup': '', 'ocaType': 0, 'openClose': 'O', 'optOutSmartRouting': False, 'orderComboLegs': None, 'orderId': 0, 'orderMiscOptions': None, 'orderRef': '', 'orderType': '', 'origin': 0, 'outsideRth': False, 'overridePercentageConstraints': False, 'parentId': 0, 'parentPermId': 0, 'peggedChangeAmount': 0.0, 'percentOffset': 1.7976931348623157e+308, 'permId': 0, 'randomizePrice': False, 'randomizeSize': False, 'refFuturesConId': 0, 'referenceChangeAmount': 0.0, 'referenceContractId': 0, 'referenceExchangeId': '', 'referencePriceType': 2147483647, 'routeMarketableToBbo': False, 'rule80A': '', 'scaleAutoReset': False, 'scaleInitFillQty': 2147483647, 'scaleInitLevelSize': 2147483647, 'scaleInitPosition': 2147483647, 'scalePriceAdjustInterval': 2147483647, 'scalePriceAdjustValue': 1.7976931348623157e+308, 'scalePriceIncrement': 1.7976931348623157e+308, 'scaleProfitOffset': 1.7976931348623157e+308, 'scaleRandomPercent': False, 'scaleSubsLevelSize': 2147483647, 'scaleTable': '', 'settlingFirm': '', 'shareholder': '', 'shortSaleSlot': 0, 'smartComboRoutingParams': None, 'softDollarTier': None, 'solicited': False, 'startingPrice': 1.7976931348623157e+308, 'stockRangeLower': 1.7976931348623157e+308, 'stockRangeUpper': 1.7976931348623157e+308, 'stockRefPrice': 1.7976931348623157e+308, 'sweepToFill': False, 'tif': '', 'totalQuantity': 0.0, 'trailStopPrice': 1.7976931348623157e+308, 'trailingPercent': 1.7976931348623157e+308, 'transmit': True, 'triggerMethod': 0, 'triggerPrice': 1.7976931348623157e+308, 'usePriceMgmtAlgo': False, 'volatility': 1.7976931348623157e+308, 'volatilityType': 2147483647, 'whatIf': False}
conditions
softDollarTier
account
action
activeStartTime
activeStopTime
adjustableTrailingUnit
adjustedOrderType
adjustedStopLimitPrice
adjustedStopPrice
adjustedTrailingAmount
algoId
algoParams
algoStrategy
allOrNone
auctionStrategy
autoCancelDate
autoCancelParent
auxPrice
basisPoints
basisPointsType
blockOrder
cashQty
clearingAccount
clearingIntent
clientId
conditionsCancelOrder
conditionsIgnoreRth
continuousUpdate
delta
deltaNeutralAuxPrice
deltaNeutralClearingAccount
deltaNeutralClearingIntent
deltaNeutralConId
deltaNeutralDesignatedLocation
deltaNeutralOpenClose
deltaNeutralOrderType
deltaNeutralSettlingFirm
deltaNeutralShortSale
deltaNeutralShortSaleSlot
designatedLocation
discretionaryAmt
discretionaryUpToLimitPrice
displaySize
dontUseAutoPriceForHedge
eTradeOnly
exemptCode
extOperator
faGroup
faMethod
faPercentage
faProfile
filledQuantity
firmQuoteOnly
goodAfterTime
goodTillDate
hedgeParam
hedgeType
hidden
imbalanceOnly
isOmsContainer
isPeggedChangeAmountDecrease
lmtPrice
lmtPriceOffset
mifid2DecisionAlgo
mifid2DecisionMaker
mifid2ExecutionAlgo
mifid2ExecutionTrader
minQty
modelCode
nbboPriceCap
notHeld
ocaGroup
ocaType
openClose
optOutSmartRouting
orderComboLegs
orderId
orderMiscOptions
orderRef
orderType
origin
outsideRth
overridePercentageConstraints
parentId
parentPermId
peggedChangeAmount
percentOffset
permId
randomizePrice
randomizeSize
refFuturesConId
referenceChangeAmount
referenceContractId
referenceExchangeId
referencePriceType
routeMarketableToBbo
rule80A
scaleAutoReset
scaleInitFillQty
scaleInitLevelSize
scaleInitPosition
scalePriceAdjustInterval
scalePriceAdjustValue
scalePriceIncrement
scaleProfitOffset
scaleRandomPercent
scaleSubsLevelSize
scaleTable
settlingFirm
shareholder
shortSaleSlot
smartComboRoutingParams
solicited
startingPrice
stockRangeLower
stockRangeUpper
stockRefPrice
sweepToFill
tif
totalQuantity
trailStopPrice
trailingPercent
transmit
triggerMethod
triggerPrice
usePriceMgmtAlgo
volatility
volatilityType
whatIf
class ib_insync.order.LimitOrder(action, totalQuantity, lmtPrice, **kwargs)[source]
class ib_insync.order.MarketOrder(action, totalQuantity, **kwargs)[source]
class ib_insync.order.StopOrder(action, totalQuantity, stopPrice, **kwargs)[source]
class ib_insync.order.StopLimitOrder(action, totalQuantity, lmtPrice, stopPrice, **kwargs)[source]
class ib_insync.order.OrderCondition(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

static createClass(condType)[source]
And()[source]
Or()[source]
class ib_insync.order.PriceCondition(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'conId': 0, 'condType': 1, 'conjunction': 'a', 'exch': '', 'isMore': True, 'price': 0.0, 'triggerMethod': 0}
conId
condType
conjunction
exch
isMore
price
triggerMethod
class ib_insync.order.TimeCondition(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'condType': 3, 'conjunction': 'a', 'isMore': True, 'time': ''}
condType
conjunction
isMore
time
class ib_insync.order.MarginCondition(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'condType': 4, 'conjunction': 'a', 'isMore': True, 'percent': 0}
condType
conjunction
isMore
percent
class ib_insync.order.ExecutionCondition(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'condType': 5, 'conjunction': 'a', 'exch': '', 'secType': '', 'symbol': ''}
condType
conjunction
exch
secType
symbol
class ib_insync.order.VolumeCondition(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'conId': 0, 'condType': 6, 'conjunction': 'a', 'exch': '', 'isMore': True, 'volume': 0}
conId
condType
conjunction
exch
isMore
volume
class ib_insync.order.PercentChangeCondition(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'changePercent': 0.0, 'conId': 0, 'condType': 7, 'conjunction': 'a', 'exch': '', 'isMore': True}
changePercent
conId
condType
conjunction
exch
isMore

Contract

class ib_insync.contract.Contract(*args, **kwargs)[source]

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples:

Contract(conId=270639)
Stock('AMD', 'SMART', 'USD')
Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ')
Forex('EURUSD')
CFD('IBUS30')
Future('ES', '20180921', 'GLOBEX')
Option('SPY', '20170721', 240, 'C', 'SMART')
Bond(secIdType='ISIN', secId='US03076KAA60')
Parameters

  • conId (int) – The unique IB contract identifier.

  • symbol (str) – The contract (or its underlying) symbol.

  • secType (str) –

    The security type:

    • ’STK’ = Stock (or ETF)

    • ’OPT’ = Option

    • ’FUT’ = Future

    • ’IND’ = Index

    • ’FOP’ = Futures option

    • ’CASH’ = Forex pair

    • ’CFD’ = CFD

    • ’BAG’ = Combo

    • ’WAR’ = Warrant

    • ’BOND’= Bond

    • ’CMDTY’= Commodity

    • ’NEWS’ = News

    • ’FUND’= Mutual fund

  • lastTradeDateOrContractMonth (str) – The contract’s last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day.

  • strike (float) – The option’s strike price.

  • right (str) – Put or Call. Valid values are ‘P’, ‘PUT’, ‘C’, ‘CALL’, or ‘’ for non-options.

  • multiplier (str) – he instrument’s multiplier (i.e. options, futures).

  • exchange (str) – The destination exchange.

  • currency (str) – The underlying’s currency.

  • localSymbol (str) – The contract’s symbol within its primary exchange. For options, this will be the OCC symbol.

  • primaryExchange (str) – The contract’s primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE.

  • tradingClass (str) – The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec ‘13 future’s trading class is “FGBL”.

  • includeExpired (bool) – If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available.

  • secIdType (str) –

    Security identifier type. Examples for Apple:

    • secIdType=’ISIN’, secId=’US0378331005’

    • secIdType=’CUSIP’, secId=’037833100’

  • secId (str) – Security identifier.

  • comboLegsDescription (str) – Description of the combo legs.

  • comboLegs (List[ComboLeg]) – The legs of a combined contract definition.

  • deltaNeutralContract (DeltaNeutralContract) – Delta and underlying price for Delta-Neutral combo orders.

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'comboLegs': None, 'comboLegsDescrip': '', 'conId': 0, 'currency': '', 'deltaNeutralContract': None, 'exchange': '', 'includeExpired': False, 'lastTradeDateOrContractMonth': '', 'localSymbol': '', 'multiplier': '', 'primaryExchange': '', 'right': '', 'secId': '', 'secIdType': '', 'secType': '', 'strike': 0.0, 'symbol': '', 'tradingClass': ''}
static create(**kwargs)[source]

Create and a return a specialized contract based on the given secType, or a general Contract if secType is not given.

isHashable()[source]

See if this contract can be hashed by conId.

Note: Bag contracts always get conId=28812380 and ContFutures get the same conId as the front contract, so these contract types are not hashable.

comboLegs
comboLegsDescrip
conId
currency
deltaNeutralContract
exchange
includeExpired
lastTradeDateOrContractMonth
localSymbol
multiplier
primaryExchange
right
secId
secIdType
secType
strike
symbol
tradingClass
class ib_insync.contract.Stock(symbol='', exchange='', currency='', **kwargs)[source]

Stock contract.

Parameters

  • symbol (str) – Symbol name.

  • exchange (str) – Destination exchange.

  • currency (str) – Underlying currency.

class ib_insync.contract.Option(symbol='', lastTradeDateOrContractMonth='', strike=0.0, right='', exchange='', multiplier='', currency='', **kwargs)[source]

Option contract.

Parameters

  • symbol (str) – Symbol name.

  • lastTradeDateOrContractMonth (str) –

    The option’s last trading day or contract month.

    • YYYYMM format: To specify last month

    • YYYYMMDD format: To specify last trading day

  • strike (float) – The option’s strike price.

  • right (str) – Put or call option. Valid values are ‘P’, ‘PUT’, ‘C’ or ‘CALL’.

  • exchange (str) – Destination exchange.

  • multiplier (str) – The contract multiplier.

  • currency (str) – Underlying currency.

class ib_insync.contract.Future(symbol='', lastTradeDateOrContractMonth='', exchange='', localSymbol='', multiplier='', currency='', **kwargs)[source]

Future contract.

Parameters

  • symbol (str) – Symbol name.

  • lastTradeDateOrContractMonth (str) –

    The option’s last trading day or contract month.

    • YYYYMM format: To specify last month

    • YYYYMMDD format: To specify last trading day

  • exchange (str) – Destination exchange.

  • localSymbol (str) – The contract’s symbol within its primary exchange.

  • multiplier (str) – The contract multiplier.

  • currency (str) – Underlying currency.

class ib_insync.contract.ContFuture(symbol='', exchange='', localSymbol='', multiplier='', currency='', **kwargs)[source]

Continuous future contract.

Parameters

  • symbol (str) – Symbol name.

  • exchange (str) – Destination exchange.

  • localSymbol (str) – The contract’s symbol within its primary exchange.

  • multiplier (str) – The contract multiplier.

  • currency (str) – Underlying currency.

class ib_insync.contract.Forex(pair='', exchange='IDEALPRO', symbol='', currency='', **kwargs)[source]

Foreign exchange currency pair.

Parameters

  • pair (str) – Shortcut for specifying symbol and currency, like ‘EURUSD’.

  • exchange (str) – Destination exchange.

  • symbol (str) – Base currency.

  • currency (str) – Quote currency.

pair()[source]

Short name of pair.

Return type

str

class ib_insync.contract.Index(symbol='', exchange='', currency='', **kwargs)[source]

Index.

Parameters

  • symbol (str) – Symbol name.

  • exchange (str) – Destination exchange.

  • currency (str) – Underlying currency.

class ib_insync.contract.CFD(symbol='', exchange='', currency='', **kwargs)[source]

Contract For Difference.

Parameters

  • symbol (str) – Symbol name.

  • exchange (str) – Destination exchange.

  • currency (str) – Underlying currency.

class ib_insync.contract.Commodity(symbol='', exchange='', currency='', **kwargs)[source]

Commodity.

Parameters

  • symbol (str) – Symbol name.

  • exchange (str) – Destination exchange.

  • currency (str) – Underlying currency.

class ib_insync.contract.Bond(**kwargs)[source]

Bond.

class ib_insync.contract.FuturesOption(symbol='', lastTradeDateOrContractMonth='', strike=0.0, right='', exchange='', multiplier='', currency='', **kwargs)[source]

Option on a futures contract.

Parameters

  • symbol (str) – Symbol name.

  • lastTradeDateOrContractMonth (str) –

    The option’s last trading day or contract month.

    • YYYYMM format: To specify last month

    • YYYYMMDD format: To specify last trading day

  • strike (float) – The option’s strike price.

  • right (str) – Put or call option. Valid values are ‘P’, ‘PUT’, ‘C’ or ‘CALL’.

  • exchange (str) – Destination exchange.

  • multiplier (str) – The contract multiplier.

  • currency (str) – Underlying currency.

class ib_insync.contract.MutualFund(**kwargs)[source]

Mutual fund.

class ib_insync.contract.Warrant(**kwargs)[source]

Warrant option.

class ib_insync.contract.Bag(**kwargs)[source]

Bag contract.

Ticker

class ib_insync.ticker.Ticker(*args, **kwargs)[source]

Current market data such as bid, ask, last price, etc. for a contract.

Streaming level-1 ticks of type TickData are stored in the ticks list.

Streaming level-2 ticks of type MktDepthData are stored in the domTicks list. The order book (DOM) is available as lists of DOMLevel in domBids and domAsks.

Streaming tick-by-tick ticks are stored in tickByTicks.

For options the OptionComputation values for the bid, ask, resp. last price are stored in the bidGreeks, askGreeks resp. lastGreeks attributes. There is also modelGreeks that conveys the greeks as calculated by Interactive Brokers’ option model.

Events:

  • updateEvent (ticker: Ticker)

events = ('updateEvent',)
defaults = {'ask': nan, 'askGreeks': None, 'askSize': nan, 'askYield': nan, 'auctionImbalance': nan, 'auctionPrice': nan, 'auctionVolume': nan, 'avOptionVolume': nan, 'avVolume': nan, 'bid': nan, 'bidGreeks': None, 'bidSize': nan, 'bidYield': nan, 'callOpenInterest': nan, 'callVolume': nan, 'close': nan, 'contract': None, 'dividends': None, 'domAsks': None, 'domBids': None, 'domTicks': None, 'fundamentalRatios': None, 'futuresOpenInterest': nan, 'halted': nan, 'high': nan, 'high13week': nan, 'high26week': nan, 'high52week': nan, 'histVolatility': nan, 'impliedVolatility': nan, 'indexFuturePremium': nan, 'last': nan, 'lastGreeks': None, 'lastSize': nan, 'lastYield': nan, 'low': nan, 'low13week': nan, 'low26week': nan, 'low52week': nan, 'markPrice': nan, 'modelGreeks': None, 'open': nan, 'prevAsk': nan, 'prevAskSize': nan, 'prevBid': nan, 'prevBidSize': nan, 'prevLast': nan, 'prevLastSize': nan, 'putOpenInterest': nan, 'putVolume': nan, 'rtHistVolatility': nan, 'rtTradeVolume': nan, 'rtVolume': nan, 'shortableShares': nan, 'tickByTicks': None, 'ticks': None, 'time': None, 'tradeCount': nan, 'tradeRate': nan, 'volume': nan, 'volumeRate': nan, 'vwap': nan}
updateEvent
hasBidAsk()[source]

See if this ticker has a valid bid and ask.

Return type

bool

midpoint()[source]

Return average of bid and ask, or NaN if no valid bid and ask are available.

Return type

float

marketPrice()[source]

Return the first available one of

  • last price if within current bid/ask;

  • average of bid and ask (midpoint);

  • close price.

Return type

float

ask
askGreeks
askSize
askYield
auctionImbalance
auctionPrice
auctionVolume
avOptionVolume
avVolume
bid
bidGreeks
bidSize
bidYield
callOpenInterest
callVolume
close
contract
dividends
domAsks
domBids
domTicks
fundamentalRatios
futuresOpenInterest
halted
high
high13week
high26week
high52week
histVolatility
impliedVolatility
indexFuturePremium
last
lastGreeks
lastSize
lastYield
low
low13week
low26week
low52week
markPrice
modelGreeks
open
prevAsk
prevAskSize
prevBid
prevBidSize
prevLast
prevLastSize
putOpenInterest
putVolume
rtHistVolatility
rtTradeVolume
rtVolume
shortableShares
tickByTicks
ticks
time
tradeCount
tradeRate
volume
volumeRate
vwap

Objects

class ib_insync.objects.Object(*args, **kwargs)[source]

Base object, with:

  • __slots__ to avoid typos;

  • A general constructor;

  • A general string representation;

  • A default equality testing that compares attributes.

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {}
tuple()[source]

Return values as a tuple.

dict()[source]

Return key-value pairs as a dictionary.

update(**kwargs)[source]

Update key values.

diff(other)[source]

Return differences between self and other as dictionary of 2-tuples.

nonDefaults()[source]

Get a dictionary of all attributes that differ from the default.

class ib_insync.objects.ContractDetails(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'aggGroup': 0, 'bondType': '', 'callable': False, 'category': '', 'contract': None, 'contractMonth': '', 'convertible': False, 'coupon': 0, 'couponType': '', 'cusip': '', 'descAppend': '', 'evMultiplier': 0, 'evRule': '', 'industry': '', 'issueDate': '', 'lastTradeTime': '', 'liquidHours': '', 'longName': '', 'marketName': '', 'marketRuleIds': '', 'maturity': '', 'mdSizeMultiplier': 0, 'minTick': 0.0, 'nextOptionDate': '', 'nextOptionPartial': False, 'nextOptionType': '', 'notes': '', 'orderTypes': '', 'priceMagnifier': 0, 'putable': False, 'ratings': '', 'realExpirationDate': '', 'secIdList': None, 'stockType': '', 'subcategory': '', 'timeZoneId': '', 'tradingHours': '', 'underConId': 0, 'underSecType': '', 'underSymbol': '', 'validExchanges': ''}
aggGroup
bondType
callable
category
contract
contractMonth
convertible
coupon
couponType
cusip
descAppend
evMultiplier
evRule
industry
issueDate
lastTradeTime
liquidHours
longName
marketName
marketRuleIds
maturity
mdSizeMultiplier
minTick
nextOptionDate
nextOptionPartial
nextOptionType
notes
orderTypes
priceMagnifier
putable
ratings
realExpirationDate
secIdList
stockType
subcategory
timeZoneId
tradingHours
underConId
underSecType
underSymbol
validExchanges
class ib_insync.objects.ContractDescription(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'contract': None, 'derivativeSecTypes': None}
contract
derivativeSecTypes
class ib_insync.objects.ComboLeg(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'action': '', 'conId': 0, 'designatedLocation': '', 'exchange': '', 'exemptCode': -1, 'openClose': 0, 'ratio': 0, 'shortSaleSlot': 0}
action
conId
designatedLocation
exchange
exemptCode
openClose
ratio
shortSaleSlot
class ib_insync.objects.DeltaNeutralContract(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'conId': 0, 'delta': 0.0, 'price': 0.0}
conId
delta
price
class ib_insync.objects.OrderComboLeg(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'price': 1.7976931348623157e+308}
price
class ib_insync.objects.OrderState(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'commission': 1.7976931348623157e+308, 'commissionCurrency': '', 'completedStatus': '', 'completedTime': '', 'equityWithLoanAfter': '', 'equityWithLoanBefore': '', 'equityWithLoanChange': '', 'initMarginAfter': '', 'initMarginBefore': '', 'initMarginChange': '', 'maintMarginAfter': '', 'maintMarginBefore': '', 'maintMarginChange': '', 'maxCommission': 1.7976931348623157e+308, 'minCommission': 1.7976931348623157e+308, 'status': '', 'warningText': ''}
commission
commissionCurrency
completedStatus
completedTime
equityWithLoanAfter
equityWithLoanBefore
equityWithLoanChange
initMarginAfter
initMarginBefore
initMarginChange
maintMarginAfter
maintMarginBefore
maintMarginChange
maxCommission
minCommission
status
warningText
class ib_insync.objects.ScannerSubscription(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'abovePrice': 1.7976931348623157e+308, 'aboveVolume': 2147483647, 'averageOptionVolumeAbove': 2147483647, 'belowPrice': 1.7976931348623157e+308, 'couponRateAbove': 1.7976931348623157e+308, 'couponRateBelow': 1.7976931348623157e+308, 'excludeConvertible': False, 'instrument': '', 'locationCode': '', 'marketCapAbove': 1.7976931348623157e+308, 'marketCapBelow': 1.7976931348623157e+308, 'maturityDateAbove': '', 'maturityDateBelow': '', 'moodyRatingAbove': '', 'moodyRatingBelow': '', 'numberOfRows': -1, 'scanCode': '', 'scannerSettingPairs': '', 'spRatingAbove': '', 'spRatingBelow': '', 'stockTypeFilter': ''}
abovePrice
aboveVolume
averageOptionVolumeAbove
belowPrice
couponRateAbove
couponRateBelow
excludeConvertible
instrument
locationCode
marketCapAbove
marketCapBelow
maturityDateAbove
maturityDateBelow
moodyRatingAbove
moodyRatingBelow
numberOfRows
scanCode
scannerSettingPairs
spRatingAbove
spRatingBelow
stockTypeFilter
class ib_insync.objects.SoftDollarTier(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'displayName': '', 'name': '', 'val': ''}
displayName
name
val
class ib_insync.objects.Execution(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'acctNumber': '', 'avgPrice': 0.0, 'clientId': 0, 'cumQty': 0.0, 'evMultiplier': 0.0, 'evRule': '', 'exchange': '', 'execId': '', 'lastLiquidity': 0, 'liquidation': 0, 'modelCode': '', 'orderId': 0, 'orderRef': '', 'permId': 0, 'price': 0.0, 'shares': 0.0, 'side': '', 'time': ''}
acctNumber
avgPrice
clientId
cumQty
evMultiplier
evRule
exchange
execId
lastLiquidity
liquidation
modelCode
orderId
orderRef
permId
price
shares
side
time
class ib_insync.objects.CommissionReport(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'commission': 0.0, 'currency': '', 'execId': '', 'realizedPNL': 0.0, 'yieldRedemptionDate': 0, 'yield_': 0.0}
commission
currency
execId
realizedPNL
yieldRedemptionDate
yield_
class ib_insync.objects.ExecutionFilter(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'acctCode': '', 'clientId': 0, 'exchange': '', 'secType': '', 'side': '', 'symbol': '', 'time': ''}
acctCode
clientId
exchange
secType
side
symbol
time
class ib_insync.objects.BarData(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'average': 0.0, 'barCount': 0, 'close': 0.0, 'date': '', 'high': 0.0, 'low': 0.0, 'open': 0.0, 'volume': 0}
average
barCount
close
date
high
low
open
volume
class ib_insync.objects.RealTimeBar(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'close': 0.0, 'count': 0, 'endTime': -1, 'high': 0.0, 'low': 0.0, 'open_': 0.0, 'time': 0, 'volume': 0.0, 'wap': 0.0}
close
count
endTime
high
low
open_
time
volume
wap
class ib_insync.objects.TickAttrib(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'canAutoExecute': False, 'pastLimit': False, 'preOpen': False}
canAutoExecute
pastLimit
preOpen
class ib_insync.objects.TickAttribBidAsk(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'askPastHigh': False, 'bidPastLow': False}
askPastHigh
bidPastLow
class ib_insync.objects.TickAttribLast(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'pastLimit': False, 'unreported': False}
pastLimit
unreported
class ib_insync.objects.HistogramData(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'count': 0, 'price': 0.0}
count
price
class ib_insync.objects.NewsProvider(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'code': '', 'name': ''}
code
name
class ib_insync.objects.DepthMktDataDescription(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'aggGroup': 2147483647, 'exchange': '', 'listingExch': '', 'secType': '', 'serviceDataType': ''}
aggGroup
exchange
listingExch
secType
serviceDataType
class ib_insync.objects.PnL(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'account': '', 'dailyPnL': nan, 'modelCode': '', 'realizedPnL': nan, 'unrealizedPnL': nan}
account
dailyPnL
modelCode
realizedPnL
unrealizedPnL
class ib_insync.objects.PnLSingle(*args, **kwargs)[source]

Attribute values can be given positionally or as keyword. If an attribute is not given it will take its value from the ‘defaults’ class member. If an attribute is given both positionally and as keyword, the keyword wins.

defaults = {'account': '', 'conId': 0, 'dailyPnL': nan, 'modelCode': '', 'position': 0, 'realizedPnL': nan, 'unrealizedPnL': nan, 'value': nan}
account
conId
dailyPnL
modelCode
position
realizedPnL
unrealizedPnL
value
class ib_insync.objects.FundamentalRatios(**kwargs)[source]

https://interactivebrokers.github.io/tws-api/fundamental_ratios_tags.html

class ib_insync.objects.BarList(*args)[source]

Base class for bar lists.

events = ('updateEvent',)
updateEvent
class ib_insync.objects.BarDataList(*args)[source]

List of BarData that also stores all request parameters.

Events:

barSizeSetting
chartOptions
contract
durationStr
endDateTime
formatDate
keepUpToDate
reqId
useRTH
whatToShow
class ib_insync.objects.RealTimeBarList(*args)[source]

List of RealTimeBar that also stores all request parameters.

Events:

barSize
contract
realTimeBarsOptions
reqId
useRTH
whatToShow
class ib_insync.objects.ScanDataList(*args)[source]

List of ScanData that also stores all request parameters.

Events:
events = ('updateEvent',)
updateEvent
reqId
scannerSubscriptionFilterOptions
scannerSubscriptionOptions
subscription
class ib_insync.objects.TagValue(tag, value)

Create new instance of TagValue(tag, value)

property tag
property value
class ib_insync.objects.AccountValue(account, tag, value, currency, modelCode)

Create new instance of AccountValue(account, tag, value, currency, modelCode)

property account
property currency
property modelCode
property tag
property value
class ib_insync.objects.TickData(time, tickType, price, size)

Create new instance of TickData(time, tickType, price, size)

property price
property size
property tickType
property time
class ib_insync.objects.HistoricalTick(time, price, size)

Create new instance of HistoricalTick(time, price, size)

property price
property size
property time
class ib_insync.objects.HistoricalTickBidAsk(time, tickAttribBidAsk, priceBid, priceAsk, sizeBid, sizeAsk)

Create new instance of HistoricalTickBidAsk(time, tickAttribBidAsk, priceBid, priceAsk, sizeBid, sizeAsk)

property priceAsk
property priceBid
property sizeAsk
property sizeBid
property tickAttribBidAsk
property time
class ib_insync.objects.HistoricalTickLast(time, tickAttribLast, price, size, exchange, specialConditions)

Create new instance of HistoricalTickLast(time, tickAttribLast, price, size, exchange, specialConditions)

property exchange
property price
property size
property specialConditions
property tickAttribLast
property time
class ib_insync.objects.TickByTickAllLast(tickType, time, price, size, tickAttribLast, exchange, specialConditions)

Create new instance of TickByTickAllLast(tickType, time, price, size, tickAttribLast, exchange, specialConditions)

property exchange
property price
property size
property specialConditions
property tickAttribLast
property tickType
property time
class ib_insync.objects.TickByTickBidAsk(time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk)

Create new instance of TickByTickBidAsk(time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk)

property askPrice
property askSize
property bidPrice
property bidSize
property tickAttribBidAsk
property time
class ib_insync.objects.TickByTickMidPoint(time, midPoint)

Create new instance of TickByTickMidPoint(time, midPoint)

property midPoint
property time
class ib_insync.objects.MktDepthData(time, position, marketMaker, operation, side, price, size)

Create new instance of MktDepthData(time, position, marketMaker, operation, side, price, size)

property marketMaker
property operation
property position
property price
property side
property size
property time
class ib_insync.objects.DOMLevel(price, size, marketMaker)

Create new instance of DOMLevel(price, size, marketMaker)

property marketMaker
property price
property size
class ib_insync.objects.BracketOrder(parent, takeProfit, stopLoss)

Create new instance of BracketOrder(parent, takeProfit, stopLoss)

property parent
property stopLoss
property takeProfit
class ib_insync.objects.TradeLogEntry(time, status, message)

Create new instance of TradeLogEntry(time, status, message)

property message
property status
property time
class ib_insync.objects.PriceIncrement(lowEdge, increment)

Create new instance of PriceIncrement(lowEdge, increment)

property increment
property lowEdge
class ib_insync.objects.ScanData(rank, contractDetails, distance, benchmark, projection, legsStr)

Create new instance of ScanData(rank, contractDetails, distance, benchmark, projection, legsStr)

property benchmark
property contractDetails
property distance
property legsStr
property projection
property rank
class ib_insync.objects.PortfolioItem(contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, account)

Create new instance of PortfolioItem(contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, account)

property account
property averageCost
property contract
property marketPrice
property marketValue
property position
property realizedPNL
property unrealizedPNL
class ib_insync.objects.Position(account, contract, position, avgCost)

Create new instance of Position(account, contract, position, avgCost)

property account
property avgCost
property contract
property position
class ib_insync.objects.Fill(contract, execution, commissionReport, time)

Create new instance of Fill(contract, execution, commissionReport, time)

property commissionReport
property contract
property execution
property time
class ib_insync.objects.OptionComputation(impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice)

Create new instance of OptionComputation(impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice)

property delta
property gamma
property impliedVol
property optPrice
property pvDividend
property theta
property undPrice
property vega
class ib_insync.objects.OptionChain(exchange, underlyingConId, tradingClass, multiplier, expirations, strikes)

Create new instance of OptionChain(exchange, underlyingConId, tradingClass, multiplier, expirations, strikes)

property exchange
property expirations
property multiplier
property strikes
property tradingClass
property underlyingConId
class ib_insync.objects.Dividends(past12Months, next12Months, nextDate, nextAmount)

Create new instance of Dividends(past12Months, next12Months, nextDate, nextAmount)

property next12Months
property nextAmount
property nextDate
property past12Months
class ib_insync.objects.NewsArticle(articleType, articleText)

Create new instance of NewsArticle(articleType, articleText)

property articleText
property articleType
class ib_insync.objects.HistoricalNews(time, providerCode, articleId, headline)

Create new instance of HistoricalNews(time, providerCode, articleId, headline)

property articleId
property headline
property providerCode
property time
class ib_insync.objects.NewsTick(timeStamp, providerCode, articleId, headline, extraData)

Create new instance of NewsTick(timeStamp, providerCode, articleId, headline, extraData)

property articleId
property extraData
property headline
property providerCode
property timeStamp
class ib_insync.objects.NewsBulletin(msgId, msgType, message, origExchange)

Create new instance of NewsBulletin(msgId, msgType, message, origExchange)

property message
property msgId
property msgType
property origExchange
class ib_insync.objects.FamilyCode(accountID, familyCodeStr)

Create new instance of FamilyCode(accountID, familyCodeStr)

property accountID
property familyCodeStr
class ib_insync.objects.SmartComponent(bitNumber, exchange, exchangeLetter)

Create new instance of SmartComponent(bitNumber, exchange, exchangeLetter)

property bitNumber
property exchange
property exchangeLetter
class ib_insync.objects.ConnectionStats(startTime, duration, numBytesRecv, numBytesSent, numMsgRecv, numMsgSent)

Create new instance of ConnectionStats(startTime, duration, numBytesRecv, numBytesSent, numMsgRecv, numMsgSent)

property duration
property numBytesRecv
property numBytesSent
property numMsgRecv
property numMsgSent
property startTime

Utilities

ib_insync.util.globalErrorEvent = Event<Event, []>

Event to emit global exceptions.

ib_insync.util.df(objs, labels=None)[source]

Create pandas DataFrame from the sequence of same-type objects. When a list of labels is given then only retain those labels and drop the rest.

ib_insync.util.isnamedtupleinstance(x)[source]
ib_insync.util.tree(obj)[source]

Convert object to a tree of lists, dicts and simple values. The result can be serialized to JSON.

ib_insync.util.barplot(bars, title='', upColor='blue', downColor='red')[source]

Create candlestick plot for the given bars. The bars can be given as a DataFrame or as a list of bar objects.

ib_insync.util.allowCtrlC()[source]

Allow Control-C to end program.

ib_insync.util.logToFile(path, level=20)[source]

Create a log handler that logs to the given file.

ib_insync.util.logToConsole(level=20)[source]

Create a log handler that logs to the console.

ib_insync.util.isNan(x)[source]

Not a number test.

Return type

bool

ib_insync.util.formatSI(n)[source]

Format the integer or float n to 3 significant digits + SI prefix.

Return type

str

class ib_insync.util.timeit(title='Run')[source]

Context manager for timing.

ib_insync.util.run(*awaitables, timeout=None)[source]

By default run the event loop forever.

When awaitables (like Tasks, Futures or coroutines) are given then run the event loop until each has completed and return their results.

An optional timeout (in seconds) can be given that will raise asyncio.TimeoutError if the awaitables are not ready within the timeout period.

ib_insync.util.schedule(time, callback, *args)[source]

Schedule the callback to be run at the given time with the given arguments. This will return the Event Handle.

Parameters

  • time (Union[time, datetime]) – Time to run callback. If given as datetime.time then use today as date.

  • callback (Callable) – Callable scheduled to run.

  • args – Arguments for to call callback with.

ib_insync.util.sleep(secs=0.02)[source]

Wait for the given amount of seconds while everything still keeps processing in the background. Never use time.sleep().

Parameters

secs (float) – Time in seconds to wait.

Return type

bool

ib_insync.util.timeRange(start, end, step)[source]

Iterator that waits periodically until certain time points are reached while yielding those time points.

Parameters

  • start (time) – Start time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the date

  • end (time) – End time, can be specified as datetime.datetime, or as datetime.time in which case today is used as the date

  • step (float) – The number of seconds of each period

Return type

Iterator[datetime]

ib_insync.util.waitUntil(t)[source]

Wait until the given time t is reached.

Parameters

t (time) – The time t can be specified as datetime.datetime, or as datetime.time in which case today is used as the date.

Return type

bool

ib_insync.util.timeRangeAsync(start, end, step)[source]

Async version of timeRange().

Return type

Asynciterator[datetime]

async ib_insync.util.waitUntilAsync(t)[source]

Async version of waitUntil().

Return type

bool

ib_insync.util.patchAsyncio()[source]

Patch asyncio to allow nested event loops.

ib_insync.util.startLoop()[source]

Use nested asyncio event loop for Jupyter notebooks.

ib_insync.util.useQt(qtLib='PyQt5', period=0.01)[source]

Run combined Qt5/asyncio event loop.

Parameters

  • qtLib (str) – Name of Qt library to use, can be ‘PyQt5’ or ‘PySide2’.

  • period (float) – Period in seconds to poll Qt.

ib_insync.util.formatIBDatetime(dt)[source]

Format date or datetime to string that IB uses.

Return type

str

ib_insync.util.parseIBDatetime(s)[source]

Parse string in IB date or datetime format to datetime.

FlexReport

exception ib_insync.flexreport.FlexError[source]
class ib_insync.flexreport.FlexReport(token=None, queryId=None, path=None)[source]

Download and parse IB account statements via the Flex Web Service. https://www.interactivebrokers.com/en/software/am/am/reports/flex_web_service_version_3.htm

To obtain a token in account management, go to Reports -> Settings -> Flex Web Service. Tip: choose a 1 year expiry.

To obtain a queryId: Create and save a query with Report -> Activity -> Flex Queries or Report -> Trade Confirmations -> Flex Queries. Find the query ID (not the query name).

A large query can take a few minutes. In the weekends the query servers can be down.

Download a report by giving a valid token and queryId, or load from file by giving a valid path.

topics()[source]

Get the set of topics that can be extracted from this report.

extract(topic, parseNumbers=True)[source]

Extract items of given topic and return as list of objects.

The topic is a string like TradeConfirm, ChangeInDividendAccrual, Order, etc.

Return type

list

df(topic, parseNumbers=True)[source]

Same as extract but return the result as a pandas DataFrame.

download(token, queryId)[source]

Download report for the given token and queryId.

load(path)[source]

Load report from XML file.

save(path)[source]

Save report to XML file.

IBC

class ib_insync.ibcontroller.IBC(*args, **kwargs)[source]

Programmatic control over starting and stopping TWS/Gateway using IBC (https://github.com/IbcAlpha/IBC).

Parameters

  • twsVersion (int) – (required) The major version number for TWS or gateway.

  • gateway (bool) –

    • True = gateway

    • False = TWS

  • tradingMode (str) – ‘live’ or ‘paper’.

  • userid (str) – IB account username. It is recommended to set the real username/password in a secured IBC config file.

  • password (str) – IB account password.

  • twsPath (str) –

    Path to the TWS installation folder. Defaults:

    • Linux: ~/Jts

    • OS X: ~/Applications

    • Windows: C:\Jts

  • twsSettingsPath (str) –

    Path to the TWS settings folder. Defaults:

    • Linux: ~/Jts

    • OS X: ~/Jts

    • Windows: Not available

  • ibcPath (str) –

    Path to the IBC installation folder. Defaults:

    • Linux: /opt/ibc

    • OS X: /opt/ibc

    • Windows: C:\IBC

  • ibcIni (str) –

    Path to the IBC configuration file. Defaults:

    • Linux: ~/ibc/config.ini

    • OS X: ~/ibc/config.ini

    • Windows: %%HOMEPATH%%\Documents\IBC\config.ini

  • javaPath (str) – Path to Java executable. Default is to use the Java VM included with TWS/gateway.

  • fixuserid (str) – FIX account user id (gateway only).

  • fixpassword (str) – FIX account password (gateway only).

This is not intended to be run in a notebook.

To use IBC on Windows, the proactor (or quamash) event loop must have been set:

import asyncio
asyncio.set_event_loop(asyncio.ProactorEventLoop())

Example usage:

ibc = IBC(974, gateway=True, tradingMode='live',
    userid='edemo', password='demouser')
ibc.start()
IB.run()
IbcLogLevel = 10
defaults = {'fixpassword': None, 'fixuserid': None, 'gateway': None, 'ibcIni': None, 'ibcPath': None, 'javaPath': None, 'password': None, 'tradingMode': None, 'twsPath': None, 'twsSettingsPath': None, 'twsVersion': None, 'userid': None}
ibcPath
start()[source]

Launch TWS/IBG.

terminate()[source]

Terminate TWS/IBG.

async startAsync()[source]
async terminateAsync()[source]
async monitorAsync()[source]
fixpassword
fixuserid
gateway
ibcIni
javaPath
password
tradingMode
twsPath
twsSettingsPath
twsVersion
userid

IBController

class ib_insync.ibcontroller.IBController(*args, **kwargs)[source]

For new installations it is recommended to use IBC instead.

Programmatic control over starting and stopping TWS/Gateway using IBController (https://github.com/ib-controller/ib-controller).

On Windows the the proactor (or quamash) event loop must have been set:

import asyncio
asyncio.set_event_loop(asyncio.ProactorEventLoop())

This is not intended to be run in a notebook.

defaults = {'APP': 'TWS', 'IBC_INI': '~/IBController/IBController.ini', 'IBC_PATH': '~/IBController', 'JAVA_PATH': '', 'LOG_PATH': '~/IBController/Logs', 'TRADING_MODE': 'live', 'TWSPASSWORD': '', 'TWSUSERID': '', 'TWS_CONFIG_PATH': '', 'TWS_MAJOR_VRSN': '969', 'TWS_PATH': '~/Jts'}
start()[source]

Launch TWS/IBG.

stop()[source]

Cleanly shutdown TWS/IBG.

terminate()[source]

Terminate TWS/IBG.

async startAsync()[source]
async stopAsync()[source]
async terminateAsync()[source]
async monitorAsync()[source]
APP
IBC_INI
IBC_PATH
JAVA_PATH
LOG_PATH
TRADING_MODE
TWSPASSWORD
TWSUSERID
TWS_CONFIG_PATH
TWS_MAJOR_VRSN
TWS_PATH

Watchdog

class ib_insync.ibcontroller.Watchdog(*args, **kwargs)[source]

Start, connect and watch over the TWS or gateway app and try to keep it up and running. It is intended to be used in an event-driven application that properly initializes itself upon (re-)connect.

It is not intended to be used in a notebook or in imperative-style code. Do not expect Watchdog to magically shield you from reality. Do not use Watchdog unless you understand what it does and doesn’t do.

Parameters

  • controller (Union[IBC, IBController]) – (required) IBC or IBController instance.

  • ib (IB) – (required) IB instance to be used. Do no connect this instance as Watchdog takes care of that.

  • host (str) – Used for connecting IB instance.

  • port (int) – Used for connecting IB instance.

  • clientId (int) – Used for connecting IB instance.

  • connectTimeout (float) – Used for connecting IB instance.

  • appStartupTime (float) – Time (in seconds) that the app is given to start up. Make sure that it is given ample time.

  • appTimeout (float) – Timeout (in seconds) for network traffic idle time.

  • retryDelay (float) – Time (in seconds) to restart app after a previous failure.

The idea is to wait until there is no traffic coming from the app for a certain amount of time (the appTimeout parameter). This triggers a historical request to be placed just to see if the app is still alive and well. If yes, then continue, if no then restart the whole app and reconnect. Restarting will also occur directly on error 1100.

Example usage:

def onConnected():
    print(ib.accountValues())

ibc = IBC(974, gateway=True, tradingMode='paper')
ib = IB()
ib.connectedEvent += onConnected
watchdog = Watchdog(ibc, ib, port=4002)
watchdog.start()
ib.run()
Events:
events = ['startingEvent', 'startedEvent', 'stoppingEvent', 'stoppedEvent', 'softTimeoutEvent', 'hardTimeoutEvent']
defaults = {'appStartupTime': 30, 'appTimeout': 20, 'clientId': 1, 'connectTimeout': 2, 'controller': None, 'host': '127.0.0.1', 'ib': None, 'port': '7497', 'retryDelay': 2}
startingEvent
startedEvent
stoppingEvent
stoppedEvent
softTimeoutEvent
hardTimeoutEvent
start()[source]
stop()[source]
async runAsync()[source]
appStartupTime
appTimeout
clientId
connectTimeout
controller
host
ib
port
retryDelay