ib_insync-0.9.2-py3-none-any.whl
Install the package
sudo pip install ib-insync==0.9.2
Python sync/async framework for Interactive Brokers API
ibapi asyncio jupyter interactive brokers async
Full description:
|Group| |PyVersion| |Status| |PyPiVersion| |License|
Introduction
============
The ``ib_insync`` package is build on top of the Python API
from Interactive Brokers. The objective is to make it as
easy as possible to use the API to its fullest extent.
The main features are:
* An ``IB`` component that automatically keeps in sync;
* An easy to use linear style of programming (no more callbacks);
* A fully asynchonous framework based on
`asyncio <https://docs.python.org/3.6/library/asyncio.html>`_
for advanced users;
* Interactive operation with live data in Jupyter notebooks.
Installation
------------
::
pip3 install -U ib_insync
Requirements:
* Python_ version 3.6 or higher;
* The `Interactive Brokers Python API`_ version 9.73.06 or higher;
* A running TWS or IB gateway application (version 969 or higher).
Make sure the
`API port is enabled <https://interactivebrokers.github.io/tws-api/initial_setup.html>`_
and 'Download open orders on connection' is checked.
To install packages needed for the examples and notebooks::
pip3 install -U jupyter numpy pandas
Example
-------
This is a complete script to download historical data:
.. code-block:: python
from ib_insync import *
ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)
contract = Forex('EURUSD')
bars = ib.reqHistoricalData(contract, endDateTime='', durationStr='30 D',
barSizeSetting='1 hour', whatToShow='MIDPOINT', useRTH=True)
# convert to pandas dataframe:
df = util.df(bars)
print(df[['date', 'open', 'high', 'low', 'close']])
Output::
date open high low close
0 2017-08-13 23:15:00 1.182850 1.183100 1.182100 1.182400
1 2017-08-14 00:00:00 1.182400 1.182450 1.181875 1.182175
2 2017-08-14 01:00:00 1.182175 1.182675 1.181900 1.182525
...
719 2017-09-22 22:00:00 1.194425 1.195425 1.194225 1.195050
Be sure to take a look at the
`notebooks <http://rawgit.com/erdewit/ib_insync/master/docs/html/notebooks.html>`_
and the
`recipes <http://rawgit.com/erdewit/ib_insync/master/docs/html/recipes.html>`_
too.
Documentation
-------------
`API docs <http://rawgit.com/erdewit/ib_insync/master/docs/html/api.html>`_
Discussion
----------
The `insync user group <https://groups.io/g/insync>`_ is the place to discuss
IB-insync and anything related to it.
Disclaimer
----------
The software is provided on the conditions of the simplified BSD license.
This project is not affiliated with Interactive Brokers Group, Inc.'s.
Changelog
---------
Version 0.9.2
^^^^^^^^^^^^^
* historical ticks and realtime bars now return time in UTC
Version 0.9.1
^^^^^^^^^^^^^
* IBController added
* openOrder callback added
* default arguments for ib.connect() and ib.reqMktData()
Version 0.9.0
^^^^^^^^^^^^^
* minimum API version is v9.73.06
* tickByTick support
* automatic request throttling
* ib.accountValues() now works for multiple accounts
* AccountValue.modelCode added
* Ticker.rtVolume added
Version 0.8.17
^^^^^^^^^^^^^^
* workaround for IBAPI v9.73.06 for Contract.lastTradeDateOrContractMonth format
Version 0.8.16
^^^^^^^^^^^^^^
* util.tree() method added
* ``error`` callback signature changed to (reqId, errorCode, errorString)
* ``accountValue`` and ``accountSummary`` callbacks added
Version 0.8.15
^^^^^^^^^^^^^^
* util.useQt fixed for use with Windows
Version 0.8.14
^^^^^^^^^^^^^^
* Fix for ib.schedule()
Version 0.8.13
^^^^^^^^^^^^^^
* Import order conditions into ib_insync namespace
* util.useQtAlt() added for using nested event loops on Windows with Qt
* ib.schedule() added
Version 0.8.12
^^^^^^^^^^^^^^
* Fixed conditional orders
Version 0.8.11
^^^^^^^^^^^^^^
* FlexReport added
Version 0.8.10
^^^^^^^^^^^^^^
* Fixed issue #22
Version 0.8.9
^^^^^^^^^^^^^
* Ticker.vwap field added (for use with generic tick 233)
* Client with master clientId can now monitor orders and trades of other clients
Version 0.8.8
^^^^^^^^^^^^^
* ``barUpdate`` event now used also for reqRealTimeBars responses
* ``reqRealTimeBars`` will return RealTimeBarList instead of list
* realtime bars example added to bar data notebook
* fixed event handling bug in Wrapper.execDetails
Version 0.8.7
^^^^^^^^^^^^^
* BarDataList now used with reqHistoricalData; it also stores the request parameters
* updated the typing annotations
* added ``barUpdate`` event to ``IB``
* bar- and tick-data notebooks updated to use callbacks for realtime data
Version 0.8.6
^^^^^^^^^^^^^
* ticker.marketPrice adjusted to ignore price of -1
* ticker.avVolume handling fixed
Version 0.8.5
^^^^^^^^^^^^^
* realtimeBar wrapper fix
* context manager for IB and IB.connect()
Version 0.8.4
^^^^^^^^^^^^^
* compatibility with upcoming ibapi changes
* added ``error`` event to ``IB``
* notebooks updated to use ``loopUntil``
* small fixes and performance improvements
Version 0.8.3
^^^^^^^^^^^^^
* new IB.reqHistoricalTicks API method
* new IB.loopUntil method
* fixed issues #4, #6, #7
Version 0.8.2
^^^^^^^^^^^^^
* fixed swapped ticker.putOpenInterest vs ticker.callOpenInterest
Version 0.8.1
^^^^^^^^^^^^^
* fixed wrapper.tickSize regression
Version 0.8.0
^^^^^^^^^^^^^
* support for realtime bars and keepUpToDate for historical bars
* added option greeks to Ticker
* new IB.waitUntil and IB.timeRange scheduling methods
* notebooks no longer depend on PyQt5 for live updates
* notebooks can be run in one go ('run all')
* tick handling bypasses ibapi decoder for more efficiency
Version 0.7.3
^^^^^^^^^^^^^
* IB.whatIfOrder() added
* Added detection and warning about common setup problems
Version 0.7.2
^^^^^^^^^^^^^
* Removed import from ipykernel
Version 0.7.1
^^^^^^^^^^^^^
* Removed dependencies for installing via pip
Version 0.7.0
^^^^^^^^^^^^^
* added lots of request methods
* order book (DOM) added
* notebooks updated
Version 0.6.1
^^^^^^^^^^^^^
* Added UTC timezone to some timestamps
* Fixed issue #1
Version 0.6.0
^^^^^^^^^^^^^
* Initial release
Good luck and enjoy,
:author: Ewald de Wit <ewald.de.wit@gmail.com>
.. _Python: http://www.python.org
.. _`Interactive Brokers Python API`: http://interactivebrokers.github.io
.. |Group| image:: https://img.shields.io/badge/groups.io-insync-green.svg
:alt: Join the user group
:target: https://groups.io/g/insync
.. |PyPiVersion| image:: https://img.shields.io/pypi/v/ib_insync.svg
:alt: PyPi
:target: https://pypi.python.org/pypi/ib_insync
.. |PyVersion| image:: https://img.shields.io/badge/python-3.6+-blue.svg
:alt:
.. |Status| image:: https://img.shields.io/badge/status-beta-green.svg
:alt:
.. |License| image:: https://img.shields.io/badge/license-BSD-blue.svg
:alt:
.. |Docs| image:: https://readthedocs.org/projects/ib-insync/badge/?version=latest
:alt: Documentation Status
:target: http://rawgit.com/erdewit/ib_insync/master/docs/html/api.html
Checksums
| MD5 | b2eac7479b5db44c9b77c99c59dc2583 |
| SHA1 | 95c132a27bcb07afbffebf921f4c280f48bb79b0 |
| SHA256 | b886889bd9887256b7197e0cafdce2092f451b9a8177ec4c9bc2ad1540f4ba64 |
| SHA512 | 18b2fafb2d5d6285f8f5897540ec8df5db2062d520f0e9700e3133b80179f52dceba4454a890afd375dee5967de1654e857881f5059bab27eada1c120f9e17cb |
Files
- ib_insync/wrapper.py
- ib_insync/util.py
- ib_insync/ticker.py
- ib_insync/order.py
- ib_insync/objects.py
- ib_insync/ibcontroller.py
- ib_insync/ib.py
- ib_insync/flexreport.py
- ib_insync/contract.py
- ib_insync/client.py
- ib_insync/__init__.py
- ib_insync-0.9.2.dist-info/WHEEL
- ib_insync-0.9.2.dist-info/top_level.txt
- ib_insync-0.9.2.dist-info/RECORD
- ib_insync-0.9.2.dist-info/metadata.json
- ib_insync-0.9.2.dist-info/METADATA
- ib_insync-0.9.2.dist-info/DESCRIPTION.rst
Uploaded
about 8 years agoPackage Size
42.4 KBDownloads
165
wget
wget --content-disposition "https://packagecloud.io/vondrys/uni/packages/python/ib_insync-0.9.2-py3-none-any.whl/download?distro_version_id=166"