A sample code to show how to get historical data for VIX

The following sample code is to get historical data for VIX from Interactive Brokers if the user has the subscription to VIX at IB. The function of superSymbol ( ) is to define the security. data.history ( ) has the same

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what will happen when broker had issues with their data source?

Question: On 8/16/2017 9:30 EST when market opens, due to some reasons the VIX data paused updating for 10 minutes. As a result all brokers’ VIX value is missing for that time period. I am wondering what the api request

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Spring 2017 Academic Thesis in Business School using IBridgPy!

I recently found a Bachelor’s thesis written by Victor A Barca when I was looking for the algorithmic trading technology and strategy research on the website. To my biggest surprise and excitement, the author performed his full research using IBridgePy!

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IBridgePy on Mac and IBridgePy on Ubuntu are available!

Dear IBridgePy users, Thank you very much for your patience. Finally, IBridgePy on Mac and IBridgePy on Ubuntu are available. Both of them are based on native python 2.7 64-bit, not anaconda python. Please download them at http://www.ibridgepy.com/download/ Let us know

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IBridgePy update on 7/27/2017

The IBridgePy has been updated on 7/27/2017. The major updates include: Added an input parameter of orderRef into the function of order and order_target. orderRef can be used to label and track the orders that are placed by different strategies

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IBridgePy update on 7/13/2017

The IBridgePy has been updated on 7/13/2017. The major updates include: Fixed the bug of  KeyError: ‘last_price’ Updated data.current: The sequence of securities in the output pandas Series/DataFrame is same as the input sequence of securities, which is in line

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Great News: Run Quantopian algorithms using IBridgePy

Dear IBridgePy users, We are very excited to tell everyone that IBridgePy can run Quantopian algorithms with NO or minimum changes. Many of you may have noticed that the IBridgePy documentation have  been updated with many functions that behave very similar

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Export historical data and save them to csv files

Apparently, you cannot do it using Quantopian or zipline. But you can get historical data from Interactive Brokers and save them to csv files using IBridgePy easily.  Also, you can specify a datetime in past as the ending time of the

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Is it possible to ignore or block error messages?

It is possible ignore or black error messages in IBridgePy but it is NOT recommended to do so because you may miss some of the most important information from IB. Also, you may need to see the error messages to

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How to retrieve the whole option chains from IB using IBridgePy?

As an example, the following code can be used to know the available futures of E-mini S&P 500. “xx” in the code represents the expiry of the futures. def initialize(context): request_data(contractDetails=[symbol(‘FUT,ES,USD,xx’)]) def handle_data(context, data): print data.data[symbol(‘FUT,ES,USD,xx’)].contractDetails exit() Another example is provided

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