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Questions tagged [interactive-brokers]

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

69 questions
Newest Active Bountied Unanswered
0 votes
0 answers
32 views

I'm currently trying to fetch historical data from Interactive Brokers using the ib_async package. Depending on the exchange I use, the weekly and monthly bars will ...
KorbenDose's user avatar
  • 101
0 votes
1 answer
151 views

I'm comparing QL and IBKR analytics (tickOptionComputation() message) for American options with a single dividend, data collected 9/13/2024; SPY 20240920 puts and ...
krkeane's user avatar
  • 393
2 votes
0 answers
135 views

I am using IBKR API to download historical data. The trading volumes are always substantially lower than from Yahoo Finance and Nasdaq.com, often lower by 50%. It is impossible to be explained by ...
limestreetlab's user avatar
  • 151
3 votes
1 answer
1k views

I'm having a problem getting options data with IB's API. The data seems not to be correct. In my code I'm getting some 0DTE call options for the Mini SP500 March Futures contract and printing their ...
rugobal's user avatar
  • 51
0 votes
2 answers
161 views

I want to create an app that centralizes all the customer's investment accounts into one platform where they can view/monitor their trading positions across all brokerage accounts. How do apps like ...
Dean Azzawe's user avatar
  • 1
0 votes
0 answers
227 views

I use Interactive Brokers and have a subscription to their NASDAQ data. I use it to get near real-time data for the stock PLUG. I used to get streaming 5-sec bars and aggregate them into 1-min bars, ...
R M's user avatar
  • 11
0 votes
1 answer
168 views

I’ve been running an algo in paper trading (on Interactive Brokers) that I would like to switch over to live. It makes anywhere between 20-40 trades a day, which racks up a lot of commissions. Any ...
R M's user avatar
  • 11
1 vote
0 answers
66 views

I place option trades usually consisting of 2-4 legs...mostly ratios spreads through IB using the SMART routing algorithm. Say for a particular trade, the bid is 0.04 debit and the ask is 0.17 debit. ...
486DX2-66's user avatar
  • 11
1 vote
1 answer
76 views

Apps like Robinhood and TD Ameritrade apparently don't adhere well to best price practices and instead are incentivized to widen the spread, adding cost to the trader in the form of what the trade ...
IDNeon's user avatar
  • 11
0 votes
0 answers
609 views

I am trying to implement a few new features for my trading system. My plan for now is to initially buy the stocks i wants (using Vwap) and when the order has closed (bought all the quantity) I want to ...
Amir Ariely's user avatar
  • 1
1 vote
0 answers
447 views

reqHistoricalTicks returns data with 1 second precision, so only looking at timestamp is not enough to merge them. But it seems that the Time&Sales window in ...
davidtgq's user avatar
  • 111
4 votes
2 answers
2k views

I am trying to read some literature on Prime Brokerage. In context of prime brokerage, primarily we have 4 participants Customer Executing Broker (EB) Prime Broker (PB) DTC (it could be specific to ...
userx's user avatar
  • 171
3 votes
1 answer
4k views

Hi I'm having trouble with the Interactive Broker python API. I'm using python 3.8 and connecting to IB TWS ver. 979 when I run this symbol script I get the following error: ...
gearhead's user avatar
  • 133
0 votes
0 answers
140 views

so it's 2020 and I'm surprised that there don't seem to be any platforms that provide clear and easy integration with a 3rd party backend for indicator/signal generation, charting, trade execution, ...
Jed's user avatar
  • 101
1 vote
1 answer
221 views

As a manual trader, i could identify the iceberg orders because my interface provided me in real time the number of buys and the number of sells at best ask and best bid. For instance, when the ...
gilhop's user avatar
  • 31

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