Quantitative Finance Stack Exchange
Quantitative Finance Stack Exchange

Questions tagged [interactive-brokers]

Questions about Interactive Brokers, a retail brokerage, and its API for automated trading.

66 questions
7
votes
4 answers

Utility to download historical Implied Volatility data from Interactive Brokers?

Does anyone know of a utility that can download historical Implied Volatility (IV) data from Interactive Brokers' Trader Workstation?
Contango
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4
votes
1 answer

Interactive Brokers: Automating collection of client account position without TWS/IB Gateway

I'm trying to create a dashboard where I can show my clients their account positions, updated on a daily basis. I know IB offers the TWS/IB Gateway solution however I'm looking for a more lightweight way to automate the collection of account…
Jad S
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2
votes
0 answers

Interative Brokers: using ibPy to get live market data

documentation on ibPy is sparse. All I would like to do is request the current price of a security both pre-market and during market hours so that I can make automated trading decision on that information. Something like: get_price("AAPL"....) that…
user31172
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2
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1 answer

How to get all securities in an asset class from IBPy (Interactive Brokers python API)

Would like to know how to request all securities in an asset class using IBpy, the python wrapper for the Interactive Brokers API. For example getting all currency pairs in the class forex ('CASH'), or all stocks in the class equity…
lostlostlostlostlost
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1
vote
1 answer

Interactive Brokers: Is Flex Web Service with Paper Account possible?

I am testing an automated system each day and I want to pull daily trade reports. The Flex Query is perfect, and works with my Live Account, but I cannot figure out how to make it work with the Paper Account. I can create a Flex Query in the Paper…
sslack88
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1
vote
1 answer

InteractiveBrokers server outage every Saturday

I am fetching some historical data from Interactive Brokers with their API. But I got a bit of annoying their HongKong history data server ('hkhdm' in the connection status window) get disconnected almost every Saturday. Even the TWS app cannot let…
kcome
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1
vote
0 answers

run time error 424 in IB TWS Excel DDE API; failed to add combo orders

I'm using an Excel DDE to connect to Interactive Brokers TWS via their API 9.72 sample, excel 2013. When I tried to create a combo order, the rum error code 424 said "object required". It seems that something is wrong with the "ComboLegForm"…
null
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