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IB-insync for interactive live data to explore in Jupyter Notebook

I came across IB-insync by PyPI with API Docs that can use live data from Interactive Brokers to explore in Jupiter Notebook.

Could anyone offer some views and share the experience? Thanks

Karl

3 responses

IB-insync seems to be a good package for me. Pretty well documented and feature-rich. I've been using it for a month now. I'm trying to build some kind of a zipline/quantopian-like interface based on IB-insync to help me live-trade my quantopian algos with no/little changes to the code .

Thanks @Dias for the feedback - it's good to have a diversity of tools and data sources for research and processing.

I'm looking at using live data from IB-insync to explore intraday price volatility, for example, minutely or using other datasets that cannot be done in the Quantopian Research notebook.

Great to know you're building an interface with IB-insync for live algos! How is it going?

Regards,

Karl

It seemed to be a bit difficult at first, as it was hard to understand where to begin. But then there came realization that Q actually imposes a lot of limitations that can be overcome in your own platform. So far, I have built data.current, data.history (with ability to store the downloaded data on a local database to avoid re-downloading), symbol, portfolio interfaces, context. I'm working on orders right now. There is still a lot of work ahead: putting it all together, function scheduling, and testing. IB-insync is heavily involved, and it works fine. I think I will open-source my work at some point, so that I could improve it based on the feedback.