API docs

Release 0.9.62.

Also see the official Python API documentation from IB.

IB

High-level interface to Interactive Brokers.

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

RaiseRequestErrors

Specifies the behaviour when certain API requests fail:

Type

bool

MaxSyncedSubAccounts

Do not use sub-account updates if the number of sub-accounts exceeds this number (50 by default).

Type

int

TimezoneTWS

Specifies what timezone TWS (or gateway) is using. The default is to assume local system timezone.

Type

pytz.timezone

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: float = 0
RaiseRequestErrors: bool = False
MaxSyncedSubAccounts: int = 50
TimezoneTWS = None
connect(host='127.0.0.1', port=7497, clientId=1, timeout=4, readonly=False, account='')[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.

  • account (str) – Main account to receive updates for.

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

  • end (Union[time, datetime]) – 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 (Union[time, datetime]) – 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

Returns

True if not timed-out, False otherwise.

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

List[Union[BarDataList, RealTimeBarList]]

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 (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 (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=[])[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 (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=[], timeout=60)[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 (Union[datetime, date, str, None]) – 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 (List[TagValue]) – Unknown.

  • timeout (float) – Timeout in seconds after which to cancel the request and return an empty bar series. Set to 0 to wait indefinitely.

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=[])[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 (List[TagValue]) – Unknown.

Return type

List

reqMarketDataType(marketDataType)[source]

Set the market data type used for reqMktData().

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, rtTime, 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=[])[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 (List[TagValue]) – Unknown

Return type

str

reqScannerData(subscription, scannerSubscriptionOptions=[], scannerSubscriptionFilterOptions=[])[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
Return type

ScanDataList

reqScannerSubscription(subscription, scannerSubscriptionOptions=[], scannerSubscriptionFilterOptions=[])[source]

Subscribe to market scan data.

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

Parameters
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=[])[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 (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=4, readonly=False, account='')[source]
async qualifyContractsAsync(*contracts)[source]
Return type

List[Contract]

async reqTickersAsync(*contracts, regulatorySnapshot=False)[source]
Return type

List[Ticker]

whatIfOrderAsync(contract, order)[source]
Return type

Awaitable[OrderState]

reqCurrentTimeAsync()[source]
Return type

Awaitable[datetime]

reqAccountUpdatesAsync(account)[source]
Return type

Awaitable[None]

reqAccountUpdatesMultiAsync(account, modelCode='')[source]
Return type

Awaitable[None]

async accountSummaryAsync(account='')[source]
Return type

List[AccountValue]

reqAccountSummaryAsync()[source]
Return type

Awaitable[None]

reqOpenOrdersAsync()[source]
Return type

Awaitable[List[Order]]

reqAllOpenOrdersAsync()[source]
Return type

Awaitable[List[Order]]

reqCompletedOrdersAsync(apiOnly)[source]
Return type

Awaitable[List[Trade]]

reqExecutionsAsync(execFilter=None)[source]
Return type

Awaitable[List[Fill]]

reqPositionsAsync()[source]
Return type

Awaitable[List[Position]]

reqContractDetailsAsync(contract)[source]
Return type

Awaitable[List[ContractDetails]]

async reqMatchingSymbolsAsync(pattern)[source]
Return type

Optional[List[ContractDescription]]

async reqMarketRuleAsync(marketRuleId)[source]
Return type

Optional[PriceIncrement]

async reqHistoricalDataAsync(contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate=1, keepUpToDate=False, chartOptions=[], timeout=60)[source]
Return type

BarDataList

reqHistoricalTicksAsync(contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize=False, miscOptions=[])[source]
Return type

Awaitable[List]

reqHeadTimeStampAsync(contract, whatToShow, useRTH, formatDate)[source]
Return type

Awaitable[datetime]

reqMktDepthExchangesAsync()[source]
Return type

Awaitable[List[DepthMktDataDescription]]

reqHistogramDataAsync(contract, useRTH, period)[source]
Return type

Awaitable[List[HistogramData]]

reqFundamentalDataAsync(contract, reportType, fundamentalDataOptions=[])[source]
Return type

Awaitable[str]

async reqScannerDataAsync(subscription, scannerSubscriptionOptions=[], scannerSubscriptionFilterOptions=[])[source]
Return type

ScanDataList

reqScannerParametersAsync()[source]
Return type

Awaitable[str]

async calculateImpliedVolatilityAsync(contract, optionPrice, underPrice, implVolOptions=[])[source]
Return type

Optional[OptionComputation]

async calculateOptionPriceAsync(contract, volatility, underPrice, optPrcOptions=[])[source]
Return type

Optional[OptionComputation]

reqSecDefOptParamsAsync(underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)[source]
Return type

Awaitable[List[OptionChain]]

reqNewsProvidersAsync()[source]
Return type

Awaitable[List[NewsProvider]]

reqNewsArticleAsync(providerCode, articleId, newsArticleOptions)[source]
Return type

Awaitable[NewsArticle]

async reqHistoricalNewsAsync(conId, providerCodes, startDateTime, endDateTime, totalResults, historicalNewsOptions=None)[source]
Return type

Optional[HistoricalNews]

async requestFAAsync(faDataType)[source]

Client

Socket client for communicating with Interactive Brokers.

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

updateReqId(minReqId)[source]

Update the next reqId to be at least minReqId.

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

Order types used by Interactive Brokers.

class ib_insync.order.Order(orderId: int = 0, clientId: int = 0, permId: int = 0, action: str = '', totalQuantity: float = 0.0, orderType: str = '', lmtPrice: float = 1.7976931348623157e+308, auxPrice: float = 1.7976931348623157e+308, tif: str = '', activeStartTime: str = '', activeStopTime: str = '', ocaGroup: str = '', ocaType: int = 0, orderRef: str = '', transmit: bool = True, parentId: int = 0, blockOrder: bool = False, sweepToFill: bool = False, displaySize: int = 0, triggerMethod: int = 0, outsideRth: bool = False, hidden: bool = False, goodAfterTime: str = '', goodTillDate: str = '', rule80A: str = '', allOrNone: bool = False, minQty: int = 2147483647, percentOffset: float = 1.7976931348623157e+308, overridePercentageConstraints: bool = False, trailStopPrice: float = 1.7976931348623157e+308, trailingPercent: float = 1.7976931348623157e+308, faGroup: str = '', faProfile: str = '', faMethod: str = '', faPercentage: str = '', designatedLocation: str = '', openClose: str = 'O', origin: int = 0, shortSaleSlot: int = 0, exemptCode: int = -1, discretionaryAmt: float = 0.0, eTradeOnly: bool = True, firmQuoteOnly: bool = True, nbboPriceCap: float = 1.7976931348623157e+308, optOutSmartRouting: bool = False, auctionStrategy: int = 0, startingPrice: float = 1.7976931348623157e+308, stockRefPrice: float = 1.7976931348623157e+308, delta: float = 1.7976931348623157e+308, stockRangeLower: float = 1.7976931348623157e+308, stockRangeUpper: float = 1.7976931348623157e+308, randomizePrice: bool = False, randomizeSize: bool = False, volatility: float = 1.7976931348623157e+308, volatilityType: int = 2147483647, deltaNeutralOrderType: str = '', deltaNeutralAuxPrice: float = 1.7976931348623157e+308, deltaNeutralConId: int = 0, deltaNeutralSettlingFirm: str = '', deltaNeutralClearingAccount: str = '', deltaNeutralClearingIntent: str = '', deltaNeutralOpenClose: str = '', deltaNeutralShortSale: bool = False, deltaNeutralShortSaleSlot: int = 0, deltaNeutralDesignatedLocation: str = '', continuousUpdate: bool = False, referencePriceType: int = 2147483647, basisPoints: float = 1.7976931348623157e+308, basisPointsType: int = 2147483647, scaleInitLevelSize: int = 2147483647, scaleSubsLevelSize: int = 2147483647, scalePriceIncrement: float = 1.7976931348623157e+308, scalePriceAdjustValue: float = 1.7976931348623157e+308, scalePriceAdjustInterval: int = 2147483647, scaleProfitOffset: float = 1.7976931348623157e+308, scaleAutoReset: bool = False, scaleInitPosition: int = 2147483647, scaleInitFillQty: int = 2147483647, scaleRandomPercent: bool = False, scaleTable: str = '', hedgeType: str = '', hedgeParam: str = '', account: str = '', settlingFirm: str = '', clearingAccount: str = '', clearingIntent: str = '', algoStrategy: str = '', algoParams: List[ib_insync.contract.TagValue] = <factory>, smartComboRoutingParams: List[ib_insync.contract.TagValue] = <factory>, algoId: str = '', whatIf: bool = False, notHeld: bool = False, solicited: bool = False, modelCode: str = '', orderComboLegs: List[OrderComboLeg] = <factory>, orderMiscOptions: List[ib_insync.contract.TagValue] = <factory>, referenceContractId: int = 0, peggedChangeAmount: float = 0.0, isPeggedChangeAmountDecrease: bool = False, referenceChangeAmount: float = 0.0, referenceExchangeId: str = '', adjustedOrderType: str = '', triggerPrice: float = 1.7976931348623157e+308, adjustedStopPrice: float = 1.7976931348623157e+308, adjustedStopLimitPrice: float = 1.7976931348623157e+308, adjustedTrailingAmount: float = 1.7976931348623157e+308, adjustableTrailingUnit: int = 0, lmtPriceOffset: float = 1.7976931348623157e+308, conditions: List[OrderCondition] = <factory>, conditionsCancelOrder: bool = False, conditionsIgnoreRth: bool = False, extOperator: str = '', softDollarTier: ib_insync.objects.SoftDollarTier = <factory>, cashQty: float = 1.7976931348623157e+308, mifid2DecisionMaker: str = '', mifid2DecisionAlgo: str = '', mifid2ExecutionTrader: str = '', mifid2ExecutionAlgo: str = '', dontUseAutoPriceForHedge: bool = False, isOmsContainer: bool = False, discretionaryUpToLimitPrice: bool = False, autoCancelDate: str = '', filledQuantity: float = 1.7976931348623157e+308, refFuturesConId: int = 0, autoCancelParent: bool = False, shareholder: str = '', imbalanceOnly: bool = False, routeMarketableToBbo: bool = False, parentPermId: int = 0, usePriceMgmtAlgo: bool = False)[source]

Order for trading contracts.

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

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

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.LimitOrder(action, totalQuantity, lmtPrice, **kwargs)[source]
algoParams = None
conditions = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

orderComboLegs = None
orderMiscOptions = None
smartComboRoutingParams = None
softDollarTier = None
tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.MarketOrder(action, totalQuantity, **kwargs)[source]
algoParams = None
conditions = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

orderComboLegs = None
orderMiscOptions = None
smartComboRoutingParams = None
softDollarTier = None
tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.StopOrder(action, totalQuantity, stopPrice, **kwargs)[source]
algoParams = None
conditions = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

orderComboLegs = None
orderMiscOptions = None
smartComboRoutingParams = None
softDollarTier = None
tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.StopLimitOrder(action, totalQuantity, lmtPrice, stopPrice, **kwargs)[source]
algoParams = None
conditions = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

orderComboLegs = None
orderMiscOptions = None
smartComboRoutingParams = None
softDollarTier = None
tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.OrderStatus(orderId: int = 0, status: str = '', filled: int = 0, remaining: int = 0, avgFillPrice: float = 0.0, permId: int = 0, parentId: int = 0, lastFillPrice: float = 0.0, clientId: int = 0, whyHeld: str = '', mktCapPrice: float = 0.0)[source]
orderId: int = 0
status: str = ''
filled: int = 0
remaining: int = 0
avgFillPrice: float = 0.0
permId: int = 0
parentId: int = 0
lastFillPrice: float = 0.0
clientId: int = 0
whyHeld: str = ''
mktCapPrice: float = 0.0
PendingSubmit: ClassVar = 'PendingSubmit'
PendingCancel: ClassVar = 'PendingCancel'
PreSubmitted: ClassVar = 'PreSubmitted'
Submitted: ClassVar = 'Submitted'
ApiPending: ClassVar = 'ApiPending'
ApiCancelled: ClassVar = 'ApiCancelled'
Cancelled: ClassVar = 'Cancelled'
Filled: ClassVar = 'Filled'
Inactive: ClassVar = 'Inactive'
DoneStates: ClassVar = {'ApiCancelled', 'Cancelled', 'Filled'}
ActiveStates: ClassVar = {'ApiPending', 'PendingSubmit', 'PreSubmitted', 'Submitted'}
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.OrderState(status: str = '', initMarginBefore: str = '', maintMarginBefore: str = '', equityWithLoanBefore: str = '', initMarginChange: str = '', maintMarginChange: str = '', equityWithLoanChange: str = '', initMarginAfter: str = '', maintMarginAfter: str = '', equityWithLoanAfter: str = '', commission: float = 1.7976931348623157e+308, minCommission: float = 1.7976931348623157e+308, maxCommission: float = 1.7976931348623157e+308, commissionCurrency: str = '', warningText: str = '', completedTime: str = '', completedStatus: str = '')[source]
status: str = ''
initMarginBefore: str = ''
maintMarginBefore: str = ''
equityWithLoanBefore: str = ''
initMarginChange: str = ''
maintMarginChange: str = ''
equityWithLoanChange: str = ''
initMarginAfter: str = ''
maintMarginAfter: str = ''
equityWithLoanAfter: str = ''
commission: float = 1.7976931348623157e+308
minCommission: float = 1.7976931348623157e+308
maxCommission: float = 1.7976931348623157e+308
commissionCurrency: str = ''
warningText: str = ''
completedTime: str = ''
completedStatus: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.OrderComboLeg(price: float = 1.7976931348623157e+308)[source]
price: float = 1.7976931348623157e+308
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.Trade(contract: ib_insync.contract.Contract = <factory>, order: ib_insync.order.Order = <factory>, orderStatus: ib_insync.order.OrderStatus = <factory>, fills: List[ib_insync.objects.Fill] = <factory>, log: List[ib_insync.objects.TradeLogEntry] = <factory>)[source]

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

Events:
events: ClassVar = ('statusEvent', 'modifyEvent', 'fillEvent', 'commissionReportEvent', 'filledEvent', 'cancelEvent', 'cancelledEvent')
contract: Contract = None
order: Order = None
orderStatus: 'OrderStatus' = None
fills: List[Fill] = None
log: List[TradeLogEntry] = None
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.

dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.BracketOrder(parent, takeProfit, stopLoss)[source]

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

parent
takeProfit
stopLoss
class ib_insync.order.OrderCondition[source]
static createClass(condType)[source]
And()[source]
Or()[source]
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.PriceCondition(condType: int = 1, conjunction: str = 'a', isMore: bool = True, price: float = 0.0, conId: int = 0, exch: str = '', triggerMethod: int = 0)[source]
condType: int = 1
conjunction: str = 'a'
isMore: bool = True
price: float = 0.0
conId: int = 0
exch: str = ''
triggerMethod: int = 0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.TimeCondition(condType: int = 3, conjunction: str = 'a', isMore: bool = True, time: str = '')[source]
condType: int = 3
conjunction: str = 'a'
isMore: bool = True
time: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.MarginCondition(condType: int = 4, conjunction: str = 'a', isMore: bool = True, percent: int = 0)[source]
condType: int = 4
conjunction: str = 'a'
isMore: bool = True
percent: int = 0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.ExecutionCondition(condType: int = 5, conjunction: str = 'a', secType: str = '', exch: str = '', symbol: str = '')[source]
condType: int = 5
conjunction: str = 'a'
secType: str = ''
exch: str = ''
symbol: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.VolumeCondition(condType: int = 6, conjunction: str = 'a', isMore: bool = True, volume: int = 0, conId: int = 0, exch: str = '')[source]
condType: int = 6
conjunction: str = 'a'
isMore: bool = True
volume: int = 0
conId: int = 0
exch: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.order.PercentChangeCondition(condType: int = 7, conjunction: str = 'a', isMore: bool = True, changePercent: float = 0.0, conId: int = 0, exch: str = '')[source]
condType: int = 7
conjunction: str = 'a'
isMore: bool = True
changePercent: float = 0.0
conId: int = 0
exch: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

Contract

Financial instrument types used by Interactive Brokers.

class ib_insync.contract.Contract(secType: str = '', conId: int = 0, symbol: str = '', lastTradeDateOrContractMonth: str = '', strike: float = 0.0, right: str = '', multiplier: str = '', exchange: str = '', primaryExchange: str = '', currency: str = '', localSymbol: str = '', tradingClass: str = '', includeExpired: bool = False, secIdType: str = '', secId: str = '', comboLegsDescrip: str = '', comboLegs: List[ComboLeg] = <factory>, deltaNeutralContract: Optional[DeltaNeutralContract] = None)[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.

secType: str = ''
conId: int = 0
symbol: str = ''
lastTradeDateOrContractMonth: str = ''
strike: float = 0.0
right: str = ''
multiplier: str = ''
exchange: str = ''
primaryExchange: str = ''
currency: str = ''
localSymbol: str = ''
tradingClass: str = ''
includeExpired: bool = False
secIdType: str = ''
secId: str = ''
comboLegsDescrip: str = ''
comboLegs: List['ComboLeg'] = None
deltaNeutralContract: Optional[DeltaNeutralContract] = None
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.

Return type

Contract

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.

Return type

bool

dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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

Index.

Parameters

  • symbol (str) – Symbol name.

  • exchange (str) – Destination exchange.

  • currency (str) – Underlying currency.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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

Commodity.

Parameters

  • symbol (str) – Symbol name.

  • exchange (str) – Destination exchange.

  • currency (str) – Underlying currency.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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

Bond.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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

Mutual fund.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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

Warrant option.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

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

Bag contract.

comboLegs = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.contract.TagValue(tag, value)[source]

Create new instance of TagValue(tag, value)

tag
value
class ib_insync.contract.ComboLeg(conId: int = 0, ratio: int = 0, action: str = '', exchange: str = '', openClose: int = 0, shortSaleSlot: int = 0, designatedLocation: str = '', exemptCode: int = -1)[source]
conId: int = 0
ratio: int = 0
action: str = ''
exchange: str = ''
openClose: int = 0
shortSaleSlot: int = 0
designatedLocation: str = ''
exemptCode: int = -1
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.contract.DeltaNeutralContract(conId: int = 0, delta: float = 0.0, price: float = 0.0)[source]
conId: int = 0
delta: float = 0.0
price: float = 0.0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.contract.ContractDetails(contract: Union[ib_insync.contract.Contract, NoneType] = None, marketName: str = '', minTick: float = 0.0, orderTypes: str = '', validExchanges: str = '', priceMagnifier: int = 0, underConId: int = 0, longName: str = '', contractMonth: str = '', industry: str = '', category: str = '', subcategory: str = '', timeZoneId: str = '', tradingHours: str = '', liquidHours: str = '', evRule: str = '', evMultiplier: int = 0, mdSizeMultiplier: int = 0, aggGroup: int = 0, underSymbol: str = '', underSecType: str = '', marketRuleIds: str = '', secIdList: List[ib_insync.contract.TagValue] = <factory>, realExpirationDate: str = '', lastTradeTime: str = '', stockType: str = '', cusip: str = '', ratings: str = '', descAppend: str = '', bondType: str = '', couponType: str = '', callable: bool = False, putable: bool = False, coupon: int = 0, convertible: bool = False, maturity: str = '', issueDate: str = '', nextOptionDate: str = '', nextOptionType: str = '', nextOptionPartial: bool = False, notes: str = '')[source]
contract: Optional[ib_insync.contract.Contract] = None
marketName: str = ''
minTick: float = 0.0
orderTypes: str = ''
validExchanges: str = ''
priceMagnifier: int = 0
underConId: int = 0
longName: str = ''
contractMonth: str = ''
industry: str = ''
category: str = ''
subcategory: str = ''
timeZoneId: str = ''
tradingHours: str = ''
liquidHours: str = ''
evRule: str = ''
evMultiplier: int = 0
mdSizeMultiplier: int = 0
aggGroup: int = 0
underSymbol: str = ''
underSecType: str = ''
marketRuleIds: str = ''
secIdList: List[TagValue] = None
realExpirationDate: str = ''
lastTradeTime: str = ''
stockType: str = ''
cusip: str = ''
ratings: str = ''
descAppend: str = ''
bondType: str = ''
couponType: str = ''
callable: bool = False
putable: bool = False
coupon: int = 0
convertible: bool = False
maturity: str = ''
issueDate: str = ''
nextOptionDate: str = ''
nextOptionType: str = ''
nextOptionPartial: bool = False
notes: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.contract.ContractDescription(contract: Union[ib_insync.contract.Contract, NoneType] = None, derivativeSecTypes: List[str] = <factory>)[source]
contract: Optional[ib_insync.contract.Contract] = None
derivativeSecTypes: List[str] = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.contract.ScanData(rank: int, contractDetails: ib_insync.contract.ContractDetails, distance: str, benchmark: str, projection: str, legsStr: str)[source]
rank: int = None
contractDetails: ContractDetails = None
distance: str = None
benchmark: str = None
projection: str = None
legsStr: str = None
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

Ticker

Access to realtime market information.

class ib_insync.ticker.Ticker(contract: Optional[ib_insync.contract.Contract] = None, time: Optional[datetime.datetime] = None, marketDataType: int = 1, bid: float = nan, bidSize: float = nan, ask: float = nan, askSize: float = nan, last: float = nan, lastSize: float = nan, prevBid: float = nan, prevBidSize: float = nan, prevAsk: float = nan, prevAskSize: float = nan, prevLast: float = nan, prevLastSize: float = nan, volume: float = nan, open: float = nan, high: float = nan, low: float = nan, close: float = nan, vwap: float = nan, low13week: float = nan, high13week: float = nan, low26week: float = nan, high26week: float = nan, low52week: float = nan, high52week: float = nan, bidYield: float = nan, askYield: float = nan, lastYield: float = nan, markPrice: float = nan, halted: float = nan, rtHistVolatility: float = nan, rtVolume: float = nan, rtTradeVolume: float = nan, rtTime: Optional[datetime.datetime] = None, avVolume: float = nan, tradeCount: float = nan, tradeRate: float = nan, volumeRate: float = nan, shortableShares: float = nan, indexFuturePremium: float = nan, futuresOpenInterest: float = nan, putOpenInterest: float = nan, callOpenInterest: float = nan, putVolume: float = nan, callVolume: float = nan, avOptionVolume: float = nan, histVolatility: float = nan, impliedVolatility: float = nan, dividends: Optional[ib_insync.objects.Dividends] = None, fundamentalRatios: Optional[ib_insync.objects.FundamentalRatios] = None, ticks: List[ib_insync.objects.TickData] = <factory>, tickByTicks: List[Union[ib_insync.objects.TickByTickAllLast, ib_insync.objects.TickByTickBidAsk, ib_insync.objects.TickByTickMidPoint]] = <factory>, domBids: List[ib_insync.objects.DOMLevel] = <factory>, domAsks: List[ib_insync.objects.DOMLevel] = <factory>, domTicks: List[ib_insync.objects.MktDepthData] = <factory>, bidGreeks: Optional[ib_insync.objects.OptionComputation] = None, askGreeks: Optional[ib_insync.objects.OptionComputation] = None, lastGreeks: Optional[ib_insync.objects.OptionComputation] = None, modelGreeks: Optional[ib_insync.objects.OptionComputation] = None, auctionVolume: float = nan, auctionPrice: float = nan, auctionImbalance: float = nan)[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: ClassVar = ('updateEvent',)
contract: Optional[ib_insync.contract.Contract] = None
time: Optional[datetime.datetime] = None
marketDataType: int = 1
bid: float = nan
bidSize: float = nan
ask: float = nan
askSize: float = nan
last: float = nan
lastSize: float = nan
prevBid: float = nan
prevBidSize: float = nan
prevAsk: float = nan
prevAskSize: float = nan
prevLast: float = nan
prevLastSize: float = nan
volume: float = nan
open: float = nan
high: float = nan
low: float = nan
close: float = nan
vwap: float = nan
low13week: float = nan
high13week: float = nan
low26week: float = nan
high26week: float = nan
low52week: float = nan
high52week: float = nan
bidYield: float = nan
askYield: float = nan
lastYield: float = nan
markPrice: float = nan
halted: float = nan
rtHistVolatility: float = nan
rtVolume: float = nan
rtTradeVolume: float = nan
rtTime: Optional[datetime.datetime] = None
avVolume: float = nan
tradeCount: float = nan
tradeRate: float = nan
volumeRate: float = nan
shortableShares: float = nan
indexFuturePremium: float = nan
futuresOpenInterest: float = nan
putOpenInterest: float = nan
callOpenInterest: float = nan
putVolume: float = nan
callVolume: float = nan
avOptionVolume: float = nan
histVolatility: float = nan
impliedVolatility: float = nan
dividends: Optional[ib_insync.objects.Dividends] = None
fundamentalRatios: Optional[ib_insync.objects.FundamentalRatios] = None
ticks: List[TickData] = None
tickByTicks: List[Union[TickByTickAllLast, TickByTickBidAsk, TickByTickMidPoint]] = None
domBids: List[DOMLevel] = None
domAsks: List[DOMLevel] = None
domTicks: List[MktDepthData] = None
bidGreeks: Optional[ib_insync.objects.OptionComputation] = None
askGreeks: Optional[ib_insync.objects.OptionComputation] = None
lastGreeks: Optional[ib_insync.objects.OptionComputation] = None
modelGreeks: Optional[ib_insync.objects.OptionComputation] = None
auctionVolume: float = nan
auctionPrice: float = nan
auctionImbalance: float = nan
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

dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

Objects

Object hierarchy.

class ib_insync.objects.ScannerSubscription(numberOfRows: int = -1, instrument: str = '', locationCode: str = '', scanCode: str = '', abovePrice: float = 1.7976931348623157e+308, belowPrice: float = 1.7976931348623157e+308, aboveVolume: int = 2147483647, marketCapAbove: float = 1.7976931348623157e+308, marketCapBelow: float = 1.7976931348623157e+308, moodyRatingAbove: str = '', moodyRatingBelow: str = '', spRatingAbove: str = '', spRatingBelow: str = '', maturityDateAbove: str = '', maturityDateBelow: str = '', couponRateAbove: float = 1.7976931348623157e+308, couponRateBelow: float = 1.7976931348623157e+308, excludeConvertible: bool = False, averageOptionVolumeAbove: int = 2147483647, scannerSettingPairs: str = '', stockTypeFilter: str = '')[source]
numberOfRows: int = -1
instrument: str = ''
locationCode: str = ''
scanCode: str = ''
abovePrice: float = 1.7976931348623157e+308
belowPrice: float = 1.7976931348623157e+308
aboveVolume: int = 2147483647
marketCapAbove: float = 1.7976931348623157e+308
marketCapBelow: float = 1.7976931348623157e+308
moodyRatingAbove: str = ''
moodyRatingBelow: str = ''
spRatingAbove: str = ''
spRatingBelow: str = ''
maturityDateAbove: str = ''
maturityDateBelow: str = ''
couponRateAbove: float = 1.7976931348623157e+308
couponRateBelow: float = 1.7976931348623157e+308
excludeConvertible: bool = False
averageOptionVolumeAbove: int = 2147483647
scannerSettingPairs: str = ''
stockTypeFilter: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.SoftDollarTier(name: str = '', val: str = '', displayName: str = '')[source]
name: str = ''
val: str = ''
displayName: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.Execution(execId: str = '', time: datetime.datetime = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), acctNumber: str = '', exchange: str = '', side: str = '', shares: float = 0.0, price: float = 0.0, permId: int = 0, clientId: int = 0, orderId: int = 0, liquidation: int = 0, cumQty: float = 0.0, avgPrice: float = 0.0, orderRef: str = '', evRule: str = '', evMultiplier: float = 0.0, modelCode: str = '', lastLiquidity: int = 0)[source]
execId: str = ''
time: datetime.datetime = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc)
acctNumber: str = ''
exchange: str = ''
side: str = ''
shares: float = 0.0
price: float = 0.0
permId: int = 0
clientId: int = 0
orderId: int = 0
liquidation: int = 0
cumQty: float = 0.0
avgPrice: float = 0.0
orderRef: str = ''
evRule: str = ''
evMultiplier: float = 0.0
modelCode: str = ''
lastLiquidity: int = 0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.CommissionReport(execId: str = '', commission: float = 0.0, currency: str = '', realizedPNL: float = 0.0, yield_: float = 0.0, yieldRedemptionDate: int = 0)[source]
execId: str = ''
commission: float = 0.0
currency: str = ''
realizedPNL: float = 0.0
yield_: float = 0.0
yieldRedemptionDate: int = 0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.ExecutionFilter(clientId: int = 0, acctCode: str = '', time: str = '', symbol: str = '', secType: str = '', exchange: str = '', side: str = '')[source]
clientId: int = 0
acctCode: str = ''
time: str = ''
symbol: str = ''
secType: str = ''
exchange: str = ''
side: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.BarData(date: Union[datetime.date, datetime.datetime] = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), open: float = 0.0, high: float = 0.0, low: float = 0.0, close: float = 0.0, volume: int = 0, average: float = 0.0, barCount: int = 0)[source]
date: Union[datetime.date, datetime.datetime] = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc)
open: float = 0.0
high: float = 0.0
low: float = 0.0
close: float = 0.0
volume: int = 0
average: float = 0.0
barCount: int = 0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.RealTimeBar(time: datetime.datetime = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), endTime: int = -1, open_: float = 0.0, high: float = 0.0, low: float = 0.0, close: float = 0.0, volume: float = 0.0, wap: float = 0.0, count: int = 0)[source]
time: datetime.datetime = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc)
endTime: int = -1
open_: float = 0.0
high: float = 0.0
low: float = 0.0
close: float = 0.0
volume: float = 0.0
wap: float = 0.0
count: int = 0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.TickAttrib(canAutoExecute: bool = False, pastLimit: bool = False, preOpen: bool = False)[source]
canAutoExecute: bool = False
pastLimit: bool = False
preOpen: bool = False
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.TickAttribBidAsk(bidPastLow: bool = False, askPastHigh: bool = False)[source]
bidPastLow: bool = False
askPastHigh: bool = False
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.TickAttribLast(pastLimit: bool = False, unreported: bool = False)[source]
pastLimit: bool = False
unreported: bool = False
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.HistogramData(price: float = 0.0, count: int = 0)[source]
price: float = 0.0
count: int = 0
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.NewsProvider(code: str = '', name: str = '')[source]
code: str = ''
name: str = ''
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.DepthMktDataDescription(exchange: str = '', secType: str = '', listingExch: str = '', serviceDataType: str = '', aggGroup: int = 2147483647)[source]
exchange: str = ''
secType: str = ''
listingExch: str = ''
serviceDataType: str = ''
aggGroup: int = 2147483647
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.PnL(account: str = '', modelCode: str = '', dailyPnL: float = nan, unrealizedPnL: float = nan, realizedPnL: float = nan)[source]
account: str = ''
modelCode: str = ''
dailyPnL: float = nan
unrealizedPnL: float = nan
realizedPnL: float = nan
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.PnLSingle(account: str = '', modelCode: str = '', conId: int = 0, dailyPnL: float = nan, unrealizedPnL: float = nan, realizedPnL: float = nan, position: int = 0, value: float = nan)[source]
account: str = ''
modelCode: str = ''
conId: int = 0
dailyPnL: float = nan
unrealizedPnL: float = nan
realizedPnL: float = nan
position: int = 0
value: float = nan
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

class ib_insync.objects.AccountValue(account, tag, value, currency, modelCode)[source]

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

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

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

time
tickType
price
size
class ib_insync.objects.HistoricalTick(time, price, size)[source]

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

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

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

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

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

time
tickAttribLast
price
size
exchange
specialConditions
class ib_insync.objects.TickByTickAllLast(tickType, time, price, size, tickAttribLast, exchange, specialConditions)[source]

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

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

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

time
bidPrice
askPrice
bidSize
askSize
tickAttribBidAsk
class ib_insync.objects.TickByTickMidPoint(time, midPoint)[source]

Create new instance of TickByTickMidPoint(time, midPoint)

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

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

time
position
marketMaker
operation
side
price
size
class ib_insync.objects.DOMLevel(price, size, marketMaker)[source]

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

price
size
marketMaker
class ib_insync.objects.TradeLogEntry(time, status, message)[source]

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

time
status
message
class ib_insync.objects.PriceIncrement(lowEdge, increment)[source]

Create new instance of PriceIncrement(lowEdge, increment)

lowEdge
increment
class ib_insync.objects.PortfolioItem(contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, account)[source]

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

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

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

account
contract
position
avgCost
class ib_insync.objects.Fill(contract, execution, commissionReport, time)[source]

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

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

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

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

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

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

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

past12Months
next12Months
nextDate
nextAmount
class ib_insync.objects.NewsArticle(articleType, articleText)[source]

Create new instance of NewsArticle(articleType, articleText)

articleType
articleText
class ib_insync.objects.HistoricalNews(time, providerCode, articleId, headline)[source]

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

time
providerCode
articleId
headline
class ib_insync.objects.NewsTick(timeStamp, providerCode, articleId, headline, extraData)[source]

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

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

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

msgId
msgType
message
origExchange
class ib_insync.objects.FamilyCode(accountID, familyCodeStr)[source]

Create new instance of FamilyCode(accountID, familyCodeStr)

accountID
familyCodeStr
class ib_insync.objects.SmartComponent(bitNumber, exchange, exchangeLetter)[source]

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

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

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

startTime
duration
numBytesRecv
numBytesSent
numMsgRecv
numMsgSent
class ib_insync.objects.BarList(*args)[source]

Base class for bar lists.

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

List of BarData that also stores all request parameters.

Events:

reqId: int = None
contract: Contract = None
endDateTime: Union[datetime, date_, str, None] = None
durationStr: str = None
barSizeSetting: str = None
whatToShow: str = None
useRTH: bool = None
formatDate: int = None
keepUpToDate: bool = None
chartOptions: List[TagValue] = None
class ib_insync.objects.RealTimeBarList(*args)[source]

List of RealTimeBar that also stores all request parameters.

Events:

reqId: int = None
contract: Contract = None
barSize: int = None
whatToShow: str = None
useRTH: bool = None
realTimeBarsOptions: List[TagValue] = None
class ib_insync.objects.ScanDataList(*args)[source]

List of ScanData that also stores all request parameters.

Events:
events: ClassVar = ('updateEvent',)
reqId: int = None
subscription: ScannerSubscription = None
scannerSubscriptionOptions: List[TagValue] = None
scannerSubscriptionFilterOptions: List[TagValue] = None
class ib_insync.objects.FundamentalRatios(**kwargs)[source]

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

class ib_insync.wrapper.RequestError(reqId, code, message)[source]

Exception to raise when the API reports an error that can be tied to a single request.

Parameters

  • reqId (int) – Original request ID.

  • code (int) – Original error code.

  • message (str) – Original error message.

Utilities

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.

Parameters

labels (Optional[List[str]]) – If supplied, retain only the given labels and drop the rest.

ib_insync.util.dataclassAsDict(obj)[source]

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

ib_insync.util.dataclassAsTuple(obj)[source]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

ib_insync.util.dataclassNonDefaults(obj)[source]

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

ib_insync.util.dataclassUpdate(obj, *srcObjs, **kwargs)[source]

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

ib_insync.util.dataclassRepr(obj)[source]

Provide a culled representation of the given dataclass instance, showing only the fields with a non-default value.

Return type

str

ib_insync.util.isnamedtupleinstance(x)[source]

From https://stackoverflow.com/a/2166841/6067848

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

  • end (Union[time, datetime]) – 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 (Union[time, datetime]) – 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.

This is not needed anymore in Jupyter versions 5 or higher.

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.

Return type

Union[date, datetime]

FlexReport

Access to account statement webservice.

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(twsVersion: int = 0, gateway: bool = False, tradingMode: str = '', twsPath: str = '', twsSettingsPath: str = '', ibcPath: str = '', ibcIni: str = '', javaPath: str = '', userid: str = '', password: str = '', fixuserid: str = '', fixpassword: str = '')[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%%\DocumentsIBC\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(976, gateway=True, tradingMode='live',
    userid='edemo', password='demouser')
ibc.start()
IB.run()
IbcLogLevel: ClassVar = 10
twsVersion: int = 0
gateway: bool = False
tradingMode: str = ''
twsPath: str = ''
twsSettingsPath: str = ''
ibcPath: str = ''
ibcIni: str = ''
javaPath: str = ''
userid: str = ''
password: str = ''
fixuserid: str = ''
fixpassword: str = ''
start()[source]

Launch TWS/IBG.

terminate()[source]

Terminate TWS/IBG.

async startAsync()[source]
async terminateAsync()[source]
async monitorAsync()[source]
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

IBController

class ib_insync.ibcontroller.IBController(APP: str = 'TWS', TWS_MAJOR_VRSN: str = '969', TRADING_MODE: str = 'live', IBC_INI: str = '~/IBController/IBController.ini', IBC_PATH: str = '~/IBController', TWS_PATH: str = '~/Jts', LOG_PATH: str = '~/IBController/Logs', TWSUSERID: str = '', TWSPASSWORD: str = '', JAVA_PATH: str = '', TWS_CONFIG_PATH: str = '')[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.

APP: str = 'TWS'
TWS_MAJOR_VRSN: str = '969'
TRADING_MODE: str = 'live'
IBC_INI: str = '~/IBController/IBController.ini'
IBC_PATH: str = '~/IBController'
TWS_PATH: str = '~/Jts'
LOG_PATH: str = '~/IBController/Logs'
TWSUSERID: str = ''
TWSPASSWORD: str = ''
JAVA_PATH: str = ''
TWS_CONFIG_PATH: str = ''
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]
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object

Watchdog

class ib_insync.ibcontroller.Watchdog(controller: Union[ib_insync.ibcontroller.IBC, ib_insync.ibcontroller.IBController], ib: ib_insync.ib.IB, host: str = '127.0.0.1', port: int = 7497, clientId: int = 1, connectTimeout: float = 2, appStartupTime: float = 30, appTimeout: float = 20, retryDelay: float = 2, readonly: bool = False, probeContract: ib_insync.contract.Contract = Forex('EURUSD', exchange='IDEALPRO'))[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.

  • readonly (bool) – 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.

  • probeContract (Contract) – Contract to use for historical data probe requests (default is EURUSD).

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 errors 1100 and 100.

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']
controller: Union[IBC, IBController] = None
ib: IB = None
host: str = '127.0.0.1'
port: int = 7497
clientId: int = 1
connectTimeout: float = 2
appStartupTime: float = 30
appTimeout: float = 20
retryDelay: float = 2
readonly: bool = False
probeContract: ib_insync.contract.Contract = Forex('EURUSD', exchange='IDEALPRO')
start()[source]
stop()[source]
async runAsync()[source]
dict()

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

Return type

dict

nonDefaults()

For a dataclass instance get the fields that are different from the default values and return as dict.

Return type

dict

tuple()

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

Return type

tuple

update(*srcObjs, **kwargs)

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Return type

object