Version: latest

Interactive Brokers

Provides an API integration for Interactive Brokers.

Client

class InteractiveBrokersClient

Bases: Component, InteractiveBrokersClientConnectionMixin, InteractiveBrokersClientAccountMixin, InteractiveBrokersClientMarketDataMixin, InteractiveBrokersClientOrderMixin, InteractiveBrokersClientContractMixin, InteractiveBrokersClientErrorMixin

A client component that interfaces with the Interactive Brokers TWS or Gateway.

This class integrates various mixins to provide functionality for connection management, account management, market data, and order processing with Interactive Brokers. It inherits from both Component and EWrapper to provide event-driven responses and custom component behavior.

async wait_until_ready(timeout: int = 300) → None

Check if the client is running and ready within a given timeout.

Parameters: timeout (int , default 300) – Time in seconds to wait for the client to be ready.

subscribe_event(name: str, handler: Callable) → None

Subscribe a handler function to a named event.

Parameters:
- name (str) – The name of the event to subscribe to.
- handler (Callable) – The handler function to be called when the event occurs.

unsubscribe_event(name: str) → None

Unsubscribe a handler from a named event.

Parameters: name (str) – The name of the event to unsubscribe from.

submit_to_msg_handler_queue(task: Callable[[...], Any]) → None

Submit a task to the message handler’s queue for processing.

This method places a callable task into the message handler task queue, ensuring it’s scheduled for asynchronous execution according to the queue’s order. The operation is non-blocking and immediately returns after queueing the task.

Parameters: task (Callable [ ... , Any ]) – The task to be queued. This task should be a callable that matches the expected signature for tasks processed by the message handler.

sendMsg(msg)

Override the logging for ibapi EClient.sendMsg.

logRequest(fnName, fnParams)

Override the logging for ibapi EClient.logRequest.

CLIENT_ERRORS : Final[set[int]] = {502, 503, 504, 1100, 2110, 10038, 10182}

CONNECTIVITY_LOST_CODES : Final[set[int]] = {1100, 1300, 2110}

CONNECTIVITY_RESTORED_CODES : Final[set[int]] = {1101, 1102}

ORDER_REJECTION_CODES : Final[set[int]] = {201, 203, 321, 10289, 10293}

SUPPRESS_ERROR_LOGGING_CODES : Final[set[int]] = {200}

WARNING_CODES : Final[set[int]] = {110, 165, 202, 399, 404, 434, 492, 1101, 1102, 10167}

accounts() → set[str]

Return a set of account identifiers managed by this instance.

Return type: set[str]

cancel_all_orders() → None

Request to cancel all open orders through the EClient.

cancel_order(order_id: int, order_cancel: OrderCancel = None) → None

Cancel an order through the EClient.

Parameters:
- order_id (int) – The unique identifier for the order to be canceled.
- order_cancel (OrderCancel object , optional.) – The Order cancellation parameters when cancelling an order, when subject to CME Rule 576.

degrade(self) → void

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

dispose(self) → void

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the components class.

Return type: str

async get_contract_details(contract: IBContract) → list[IBContractDetails] | None

Request details for a specific contract.

Parameters: contract (IBContract) – The contract for which details are requested.
Return type: IBContractDetails | None

async get_historical_bars(bar_type: BarType, contract: IBContract, use_rth: bool, end_date_time: Timestamp, duration: str, timeout: int = 60) → list[Bar]

Request and retrieve historical bar data for a specified bar type.

Parameters:
- bar_type (BarType) – The type of bar for which historical data is requested.
- contract (IBContract) – The Interactive Brokers contract details for the instrument.
- use_rth (bool) – Whether to use regular trading hours (RTH) only for the data.
- end_date_time (str) – The end time for the historical data request, formatted “%Y%m%d-%H:%M:%S”.
- duration (str) – The duration for which historical data is requested, formatted as a string.
- timeout (int , optional) – The maximum time in seconds to wait for the historical data response.
Return type: list[Bar]

async get_historical_ticks(instrument_id: InstrumentId, contract: IBContract, tick_type: str, start_date_time: Timestamp | str = '', end_date_time: Timestamp | str = '', use_rth: bool = True, timeout: int = 60) → list[QuoteTick | TradeTick] | None

Request and retrieve historical tick data for a specified contract and tick type.

Parameters:
- instrument_id (InstrumentId) – The identifier of the instrument for which to request historical ticks.
- contract (IBContract) – The Interactive Brokers contract details for the instrument.
- tick_type (str) – The type of tick data to request (e.g., ‘BID_ASK’, ‘TRADES’).
- start_date_time (pd.Timestamp | str , optional) – The start time for the historical data request. Can be a pandas Timestamp or a string formatted as ‘YYYYMMDD HH:MM:SS [TZ]’.
- end_date_time (pd.Timestamp | str , optional) – The end time for the historical data request. Same format as start_date_time.
- use_rth (bool , optional) – Whether to use regular trading hours (RTH) only for the data.
- timeout (int , optional) – The maximum time in seconds to wait for the historical data response.
Return type: list[QuoteTick | TradeTick] | None

async get_matching_contracts(pattern: str) → list[IBContract] | None

Request contracts matching a specific pattern.

Parameters: pattern (str) – The pattern to match for contract symbols.
Return type: list[IBContract] | None

async get_open_orders(account_id: str) → list[Order]

Retrieve a list of open orders for a specific account. Once the request is completed, openOrderEnd() will be called.

Parameters: account_id (str) – The account identifier for which to retrieve open orders.
Return type: list[IBOrder]

async get_option_chains(underlying: IBContract) → Any | None

Request option chains for a specific underlying contract.

Parameters: underlying (IBContract) – The underlying contract for which option chains are requested.
Return type: list[IBContractDetails] | None

async get_positions(account_id: str) → list[Position] | None

Fetch open positions for a specified account.

Parameters: account_id (str) – The account identifier for which to fetch positions.
Return type: list[Position] | None

async get_price(contract, tick_type='MidPoint')

Request market data for a specific contract and tick type.

This method requests market data from Interactive Brokers for the given contract and tick type, waits for the response, and returns the result.

Parameters:
- contract (IBContract) – The contract details for which market data is requested.
- tick_type (str , optional) – The type of tick data to request (default is “MidPoint”).
Returns: The market data result.
Return type: Any
Raises: asyncio.TimeoutError – If the request times out.

id

The components ID.

Returns: ComponentId

is_degraded

bool

Return whether the current component state is DEGRADED.

Return type: bool
Type: Component.is_degraded

is_disposed

bool

Return whether the current component state is DISPOSED.

Return type: bool
Type: Component.is_disposed

is_faulted

bool

Return whether the current component state is FAULTED.

Return type: bool
Type: Component.is_faulted

is_initialized

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

Return type: bool
Type: Component.is_initialized

is_running : bool

bool

Return whether the current component state is RUNNING.

Return type: bool
Type: Component.is_running

is_stopped

bool

Return whether the current component state is STOPPED.

Return type: bool
Type: Component.is_stopped

next_order_id() → int

Retrieve the next valid order ID to be used for a new order.

Return type: int

place_order(order: Order) → None

Place an order through the EClient.

Parameters: order (IBOrder) – The order object containing details such as the order ID, contract details, and order specifics.

place_order_list(orders: list[Order]) → None

Place a list of orders through the EClient.

Parameters: orders (list *[*IBOrder ]) – A list of order objects to be placed.

async process_account_summary(, req_id: int, account_id: str, tag: str, value: str, currency: str) → None

Receive account information.

async process_commission_report(, commission_report: CommissionReport) → None

Provide the CommissionReport of an Execution.

process_connection_closed() → None

Indicate the API connection has closed.

Following a API <-> TWS broken socket connection, this function is not called automatically but must be triggered by API client code.

async process_contract_details(, req_id: int, contract_details: ContractDetails) → None

Receive the full contract’s definitions This method will return all contracts matching the requested via EClientSocket::reqContractDetails. For example, one can obtain the whole option chain with it.

async process_contract_details_end(, req_id: int) → None

After all contracts matching the request were returned, this method will mark the end of their reception.

async process_error(, req_id: int, error_code: int, error_string: str, advanced_order_reject_json: str = '') → None

Process an error based on its code, request ID, and message. Depending on the error code, this method delegates to specific error handlers or performs general error handling.

Parameters:
- req_id (int) – The request ID associated with the error.
- error_code (int) – The error code.
- error_string (str) – The error message string.
- advanced_order_reject_json (str) – The JSON string for advanced order rejection.

async process_exec_details(, req_id: int, contract: Contract, execution: Execution) → None

Provide the executions that happened in the prior 24 hours.

async process_historical_data(, req_id: int, bar: BarData) → None

Return the requested historical data bars.

async process_historical_data_end(, req_id: int, start: str, end: str) → None

Mark the end of receiving historical bars.

async process_historical_data_update(, req_id: int, bar: BarData) → None

Receive bars in real-time if keepUpToDate is set as True in reqHistoricalData.

Similar to realTimeBars function, except returned data is a composite of historical data and real time data that is equivalent to TWS chart functionality to keep charts up to date. Returned bars are successfully updated using real- time data.

async process_historical_ticks(, req_id: int, ticks: list, done: bool) → None

Return the requested historic ticks.

async process_historical_ticks_bid_ask(, req_id: int, ticks: list, done: bool) → None

Return the requested historic bid/ask ticks.

async process_historical_ticks_last(, req_id: int, ticks: list, done: bool) → None

Return the requested historic trades.

async process_managed_accounts(, accounts_list: str) → None

Receive a comma-separated string with the managed account ids.

Occurs automatically on initial API client connection.

async process_market_data_type(, req_id: int, market_data_type: int) → None

Return the market data type (real-time, frozen, delayed, delayed-frozen) of ticker sent by EClientSocket::reqMktData when TWS switches from real-time to frozen and back and from delayed to delayed-frozen and back.

async process_next_valid_id(, order_id: int) → None

Receive the next valid order id.

Will be invoked automatically upon successful API client connection, or after call to EClient::reqIds Important: the next valid order ID is only valid at the time it is received.

async process_open_order(, order_id: int, contract: Contract, order: Order, order_state: OrderState) → None

Feed in currently open orders.

async process_open_order_end() → None

Notifies the end of the open orders’ reception.

async process_order_status(, order_id: int, status: str, filled: Decimal, remaining: Decimal, avg_fill_price: float, perm_id: int, parent_id: int, last_fill_price: float, client_id: int, why_held: str, mkt_cap_price: float) → None

Get the up-to-date information of an order every time it changes.

Note: Often there are duplicate orderStatus messages.

async process_position(, account_id: str, contract: IBContract, position: Decimal, avg_cost: float) → None

Provide the portfolio’s open positions.

async process_position_end() → None

Indicate that all the positions have been transmitted.

async process_realtime_bar(, req_id: int, time: int, open_: float, high: float, low: float, close: float, volume: Decimal, wap: Decimal, count: int) → None

Update real-time 5 second bars.

async process_security_definition_option_parameter(, req_id: int, exchange: str, underlying_con_id: int, trading_class: str, multiplier: str, expirations: set, strikes: set) → None

Return the option chain for an underlying on an exchange specified in reqSecDefOptParams There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in reqSecDefOptParams.

async process_security_definition_option_parameter_end(, req_id: int) → None

Call when all callbacks to securityDefinitionOptionParameter are complete.

async process_symbol_samples(, req_id: int, contract_descriptions: list) → None

Return an array of sample contract descriptions.

async process_tick_by_tick_all_last(, req_id: int, tick_type: int, time: int, price: float, size: Decimal, tick_attrib_last: TickAttribLast, exchange: str, special_conditions: str) → None

Return “Last” or “AllLast” (trades) tick-by-tick real-time tick.

async process_tick_by_tick_bid_ask(, req_id: int, time: int, bid_price: float, ask_price: float, bid_size: Decimal, ask_size: Decimal, tick_attrib_bid_ask: TickAttribBidAsk) → None

Return “BidAsk” tick-by-tick real-time tick data.

async process_update_mkt_depth_l2(, req_id: int, position: int, market_maker: str, operation: int, side: int, price: float, size: Decimal, is_smart_depth: bool) → None

Return Market Depth (L2) real-time data.

NOTE

IBKR’s L2 depth data is updated based on position, so we need to maintain a local order book indexed by position, and then aggregate this order book by price.

Parameters:
- req_id (TickerId) – The request’s identifier.
- position (int) – The order book’s row being updated.
- market_maker (str) – The exchange holding the order if is_smart_depth is True, otherwise the MPID of the market maker.
- operation (int) – How to refresh the row:
  - 0: insert (insert this new order into the row identified by ‘position’)
  - 1: update (update the existing order in the row identified by ‘position’)
  - 2: delete (delete the existing order at the row identified by ‘position’)
- side (int) – 0 for ask, 1 for bid.
- price (float) – The order’s price.
- size (Decimal) – The order’s size.
- is_smart_depth (bool) – Is SMART Depth request.

reset(self) → void

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async set_market_data_type(market_data_type: <ibapi.enum_implem.Enum object at 0x7fb27faef110>) → None

Set the market data type for data subscriptions. This method configures the type of market data (live, delayed, etc.) to be used for subsequent data requests.

Parameters: market_data_type (MarketDataTypeEnum) – The market data type to be set

shutdown_system(self, str reason=None) → void

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state

ComponentState

Return the components current state.

Return type: ComponentState
Type: Component.state

stop(self) → void

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

subscribe_account_summary() → None

Subscribe to the account summary for all accounts.

It sends a request to Interactive Brokers to retrieve account summary information.

async subscribe_historical_bars(bar_type: BarType, contract: IBContract, use_rth: bool, handle_revised_bars: bool) → None

Subscribe to historical bar data for a specified bar type and contract. It allows configuration for regular trading hours and handling of revised bars.

Parameters:
- bar_type (BarType) – The type of bar to subscribe to.
- contract (IBContract) – The Interactive Brokers contract details for the instrument.
- use_rth (bool) – Whether to use regular trading hours (RTH) only.
- handle_revised_bars (bool) – Whether to handle revised bars or not.

async subscribe_order_book(instrument_id: InstrumentId, contract: IBContract, depth: int, is_smart_depth: bool = True) → None

Subscribe to order book data for a specified instrument.

Parameters:
- instrument_id (InstrumentId) – The identifier of the instrument for which to subscribe.
- contract (IBContract) – The contract details for the instrument.
- depth (int) – The number of rows on each side of the order book.
- is_smart_depth (bool) – Flag indicates that this is smart depth request. If the isSmartDepth boolean (available with API v974+) is True, the marketMaker field will indicate the exchange from which the quote originates. Otherwise it indicates the MPID of a market maker.

async subscribe_realtime_bars(bar_type: BarType, contract: IBContract, use_rth: bool) → None

Subscribe to real-time bar data for a specified bar type.

Parameters:
- bar_type (BarType) – The type of bar to subscribe to.
- contract (IBContract) – The Interactive Brokers contract details for the instrument.
- use_rth (bool) – Whether to use regular trading hours (RTH) only.

async subscribe_ticks(instrument_id: InstrumentId, contract: IBContract, tick_type: str, ignore_size: bool) → None

Subscribe to tick data for a specified instrument.

Parameters:
- instrument_id (InstrumentId) – The identifier of the instrument for which to subscribe.
- contract (IBContract) – The contract details for the instrument.
- tick_type (str) – The type of tick data to subscribe to.
- ignore_size (bool) – Omit updates that reflect only changes in size, and not price. Applicable to Bid_Ask data requests.

trader_id

The trader ID associated with the component.

Returns: TraderId

type

The components type.

Returns: type

unsubscribe_account_summary(account_id: str) → None

Unsubscribe from the account summary for the specified account. This method is not implemented.

Parameters: account_id (str) – The identifier of the account to unsubscribe from.

async unsubscribe_historical_bars(bar_type: BarType) → None

Unsubscribe from historical bar data for a specified bar type.

Parameters: bar_type (BarType) – The type of bar to unsubscribe from.

async unsubscribe_order_book(instrument_id: InstrumentId, is_smart_depth: bool = True) → None

Unsubscribes from order book data for a specified instrument.

Parameters:
- instrument_id (InstrumentId) – The identifier of the instrument for which to unsubscribe.
- depth (int) – The number of rows on each side of the order book.
- is_smart_depth (bool) – Flag indicates that this is smart depth request. If the isSmartDepth boolean (available with API v974+) is True, the marketMaker field will indicate the exchange from which the quote originates. Otherwise it indicates the MPID of a market maker.

async unsubscribe_realtime_bars(bar_type: BarType) → None

Unsubscribes from real-time bar data for a specified bar type.

Parameters: bar_type (BarType) – The type of bar to unsubscribe from.

async unsubscribe_ticks(instrument_id: InstrumentId, tick_type: str) → None

Unsubscribes from tick data for a specified instrument.

Parameters:
- instrument_id (InstrumentId) – The identifier of the instrument for which to unsubscribe.
- tick_type (str) – The type of tick data to unsubscribe from.

logAnswer : Callable

Common

class ContractId

Bases: int

ContractId type.

as_integer_ratio()

Return a pair of integers, whose ratio is equal to the original int.

The ratio is in lowest terms and has a positive denominator.

>>> (10).as_integer_ratio()
(10, 1)
>>> (-10).as_integer_ratio()
(-10, 1)
>>> (0).as_integer_ratio()
(0, 1)

bit_count()

Number of ones in the binary representation of the absolute value of self.

Also known as the population count.

>>> bin(13)
'0b1101'
>>> (13).bit_count()
3

bit_length()

Number of bits necessary to represent self in binary.

>>> bin(37)
'0b100101'
>>> (37).bit_length()
6

conjugate()

Returns self, the complex conjugate of any int.

denominator

the denominator of a rational number in lowest terms

classmethod from_bytes(bytes, byteorder='big', , signed=False)

Return the integer represented by the given array of bytes.

bytes : Holds the array of bytes to convert. The argument must either support the buffer protocol or be an iterable object producing bytes. Bytes and bytearray are examples of built-in objects that support the buffer protocol.

byteorder : The byte order used to represent the integer. If byteorder is ‘big’, the most significant byte is at the beginning of the byte array. If byteorder is ‘little’, the most significant byte is at the end of the byte array. To request the native byte order of the host system, use sys.byteorder as the byte order value. Default is to use ‘big’.

signed : Indicates whether two’s complement is used to represent the integer.

imag

the imaginary part of a complex number

is_integer()

Returns True. Exists for duck type compatibility with float.is_integer.

numerator

the numerator of a rational number in lowest terms

real

the real part of a complex number

to_bytes(length=1, byteorder='big', , signed=False)

Return an array of bytes representing an integer.

length : Length of bytes object to use. An OverflowError is raised if the integer is not representable with the given number of bytes. Default is length 1.

signed : Determines whether two’s complement is used to represent the integer. If signed is False and a negative integer is given, an OverflowError is raised.

class ComboLeg

Bases: NautilusConfig

Class representing a leg within combo orders.

conId : int

ratio : int

action : str

exchange : str

openClose : int

shortSaleSlot : int

designatedLocation : str

exemptCode : int

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

class DeltaNeutralContract

Bases: NautilusConfig

Delta-Neutral Contract.

conId : int

delta : float

price : float

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

class IBContract

Bases: NautilusConfig

Class describing an instrument’s definition with additional fields for options/futures.

Parameters:
- secType (str) – Security Type of the contract i.e STK, OPT, FUT, CONTFUT
- exchange (str) – Exchange where security is traded. Will be SMART for Stocks.
- primaryExchange (str) – Exchange where security is registered. Applies to Stocks.
- symbol (str) – Unique Symbol registered in Exchange.
- build_options_chain (bool *(*default: None )) – Search for full option chain
- build_futures_chain (bool *(*default: None )) – Search for full futures chain
- options_chain_exchange (str *(*default : None )) – optional exchange for options chain, in place of underlying exchange
- min_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring after number of days specified.
- max_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring before number of days specified.
- lastTradeDateOrContractMonth (str ( %Y%m%d or %Y%m ) *(*default: '' )) – Filters the options_chain and futures_chain specific for this expiry date
- lastTradeDate (str *(*default: '' )) – The contract last trading day.

secType : Literal['CASH', 'STK', 'OPT', 'FUT', 'FOP', 'CONTFUT', 'CRYPTO', 'CFD', 'CMDTY', 'IND', '']

conId : int

exchange : str

primaryExchange : str

symbol : str

localSymbol : str

currency : str

tradingClass : str

lastTradeDateOrContractMonth : str

lastTradeDate : str

multiplier : str

strike : float

right : str

includeExpired : bool

secIdType : str

secId : str

description : str

issuerId : str

comboLegsDescrip : str

comboLegs : list[ComboLeg] | None

deltaNeutralContract : DeltaNeutralContract | None

build_futures_chain : bool | None

build_options_chain : bool | None

options_chain_exchange : str | None

min_expiry_days : int | None

max_expiry_days : int | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

class IBOrderTags

Bases: NautilusConfig

Used to attach to Nautilus Order Tags for IB specific order parameters.

whatIf : bool

ocaGroup : str

ocaType : int

allOrNone : bool

activeStartTime : str

activeStopTime : str

goodAfterTime : str

blockOrder = False

sweepToFill = False

outsideRth : bool

hidden : bool

property value

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

class IBContractDetails

Bases: NautilusConfig

ContractDetails class to be used internally in Nautilus for ease of encoding/decoding.

Reference: https://ibkrcampus.com/campus/ibkr-api-page/twsapi-ref/#contract-pub-func

contract : IBContract | None

marketName : str

minTick : float

orderTypes : str

validExchanges : str

priceMagnifier : int

underConId : int

longName : str

contractMonth : str

industry : str

category : str

subcategory : str

timeZoneId : str

tradingHours : str

liquidHours : str

evRule : str

evMultiplier : float

mdSizeMultiplier : int

aggGroup : int

underSymbol : str

underSecType : str

marketRuleIds : str

secIdList : list[TagValue] | None

realExpirationDate : str

lastTradeTime : str

stockType : str

minSize : Decimal

sizeIncrement : Decimal

suggestedSizeIncrement : Decimal

cusip : str

ratings : str

descAppend : str

bondType : str

couponType : str

callable : bool

putable : bool

coupon : float

convertible : bool

maturity : str

issueDate : str

nextOptionDate : str

nextOptionType : str

nextOptionPartial : bool

notes : str

fundName : str

fundFamily : str

fundType : str

fundFrontLoad : str

fundBackLoad : str

fundBackLoadTimeInterval : str

fundManagementFee : str

fundClosed : bool

fundClosedForNewInvestors : bool

fundClosedForNewMoney : bool

fundNotifyAmount : str

fundMinimumInitialPurchase : str

fundSubsequentMinimumPurchase : str

fundBlueSkyStates : str

fundBlueSkyTerritories : str

fundDistributionPolicyIndicator : FundDistributionPolicyIndicator

fundAssetType : FundAssetType

ineligibilityReasonList : list

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

dict_to_contract_details(dict_details: dict) → IBContractDetails

Config

class SymbologyMethod

Bases: Enum

IB_SIMPLIFIED = 'simplified'

IB_RAW = 'raw'

class DockerizedIBGatewayConfig

Bases: NautilusConfig

Configuration for DockerizedIBGateway setup when working with containerized installations.

Parameters:
- username (str , optional) – The Interactive Brokers account username. If None then will source the TWS_USERNAME environment variable.
- password (str , optional) – The Interactive Brokers account password. If None then will source the TWS_PASSWORD environment variable.
- trading_mode (str) – paper or live.
- read_only_api (bool , optional , default True) – If True, no order execution is allowed. Set read_only_api=False to allow executing live orders.
- timeout (int , optional) – The timeout (seconds) for trying to launch IBG docker container when start=True.
- container_image (str , optional) – The reference to the container image used by the IB Gateway.

username : str | None

password : str | None

trading_mode : Literal['paper', 'live']

read_only_api : bool

timeout : int

container_image : str

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

class InteractiveBrokersInstrumentProviderConfig

Bases: InstrumentProviderConfig

Configuration for instances of InteractiveBrokersInstrumentProvider.

Specify either load_ids, load_contracts, or both to dictate which instruments the system loads upon start. It should be noted that the InteractiveBrokersInstrumentProviderConfig isn’t limited to the instruments initially loaded. Instruments can be dynamically requested and loaded at runtime as needed.

Parameters:
- load_all (bool , default False) – Note: Loading all instruments isn’t supported by the InteractiveBrokersInstrumentProvider. As such, this parameter is not applicable.
- load_ids (FrozenSet [InstrumentId ] , optional) – A frozenset of InstrumentId instances that should be loaded during startup. These represent the specific instruments that the provider should initially load.
- load_contracts (FrozenSet [IBContract ] , optional) – A frozenset of IBContract objects that are loaded during the initial startup.These specific contracts correspond to the instruments that the provider preloads. It’s important to note that while the load_ids option can be used for loading individual instruments, using load_contracts allows for a more versatile loading of several related instruments like Futures and Options that share the same underlying asset.
- symbology_method (SymbologyMethod , optional) – Specifies the symbology format used for identifying financial instruments. The available options are:
  - IB_RAW: Uses the raw symbology format provided by Interactive Brokers. Instrument symbols follow a detailed format such as localSymbol=secType.exchange (e.g., EUR.USD=CASH.IDEALPRO). While this format may lack visual clarity, it is robust and supports instruments from any region, especially those with non-standard symbology where simplified parsing may fail.
  - IB_SIMPLIFIED: Adopts a simplified symbology format specific to Interactive Brokers which uses Venue acronym. Instrument symbols use a cleaner notation, such as ESZ28.CME or EUR/USD.IDEALPRO. This format prioritizes ease of readability and usability and is default.
- build_options_chain (bool *(*default: None )) – Search for full option chain. Global setting for all applicable instruments.
- build_futures_chain (bool *(*default: None )) – Search for full futures chain. Global setting for all applicable instruments.
- min_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring after specified number of days. Global setting for all applicable instruments.
- max_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring before specified number of days. Global setting for all applicable instruments.
- convert_exchange_to_mic_venue (bool *(*default: False )) – Whether to convert IB exchanges to MIC venues when converting an IB contract to an instrument id.
- symbol_to_mic_venue (dict , optional) – A dictionary to override the default MIC venue conversion. A key is a symbol prefix (for example ES for all futures and options on it), the value is the MIC venue to use.
- cache_validity_days (int *(*default: None )) – Default None, will request fresh pull upon starting of TradingNode [only once]. Setting value will pull the instruments at specified interval, useful when TradingNode runs for many days. Example: value set to 1, InstrumentProvider will make fresh pull every day even if TradingNode is not restarted.
- pickle_path (str *(*default: None )) – If provided valid path, will store the ContractDetails as pickle, and use during cache_validity period.

symbology_method : SymbologyMethod

load_contracts : frozenset[IBContract] | None

build_options_chain : bool | None

build_futures_chain : bool | None

min_expiry_days : int | None

max_expiry_days : int | None

convert_exchange_to_mic_venue : bool

symbol_to_mic_venue : dict

cache_validity_days : int | None

pickle_path : str | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

filter_callable : str | None

filters : dict[str, Any] | None

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

load_all : bool

load_ids : frozenset[InstrumentId] | None

log_warnings : bool

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

class InteractiveBrokersDataClientConfig

Bases: LiveDataClientConfig

Configuration for InteractiveBrokersDataClient instances.

Parameters:
- ibg_host (str , default "127.0.0.1") – The hostname or ip address for the IB Gateway (IBG) or Trader Workstation (TWS).
- ibg_port (int , default None) – The port for the gateway server. (“paper”/”live” defaults: IBG 4002/4001; TWS 7497/7496)
- ibg_client_id (int , default 1) – The client_id to be passed into connect call.
- use_regular_trading_hours (bool) – If True, will request data for Regular Trading Hours only. Only applies to bar data - will have no effect on trade or tick data feeds. Usually used for ‘STK’ security type. Check with InteractiveBrokers for RTH Info.
- market_data_type (IBMarketDataTypeEnum , default REALTIME) – Set which IBMarketDataTypeEnum to be used by InteractiveBrokersClient. Configure IBMarketDataTypeEnum.DELAYED_FROZEN to use with account without data subscription.
- ignore_quote_tick_size_updates (bool) – If set to True, the QuoteTick subscription will exclude ticks where only the size has changed but not the price. This can help reduce the volume of tick data. When set to False (the default), QuoteTick updates will include all updates, including those where only the size has changed.
- dockerized_gateway (DockerizedIBGatewayConfig , Optional) – The client’s gateway container configuration.
- connection_timeout (int , default 300) – The timeout (seconds) to wait for the client connection to be established.
- request_timeout (int , default 60) – The timeout (seconds) to wait for a historical data response.

instrument_provider : InteractiveBrokersInstrumentProviderConfig

ibg_host : str

ibg_port : int | None

ibg_client_id : int

use_regular_trading_hours : bool

market_data_type : IBMarketDataTypeEnum

ignore_quote_tick_size_updates : bool

dockerized_gateway : DockerizedIBGatewayConfig | None

connection_timeout : int

request_timeout : int

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

handle_revised_bars : bool

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

class InteractiveBrokersExecClientConfig

Bases: LiveExecClientConfig

Configuration for InteractiveBrokersExecClient instances.

Parameters:
- ibg_host (str , default "127.0.0.1") – The hostname or ip address for the IB Gateway (IBG) or Trader Workstation (TWS).
- ibg_port (int) – The port for the gateway server. (“paper”/”live” defaults: IBG 4002/4001; TWS 7497/7496)
- ibg_client_id (int , default 1) – The client_id to be passed into connect call.
- account_id (str) – Represents the account_id for the Interactive Brokers to which the TWS/Gateway is logged in. It’s crucial that the account_id aligns with the account for which the TWS/Gateway is logged in. If the account_id is None, the system will fallback to use the TWS_ACCOUNT from environment variable.
- dockerized_gateway (DockerizedIBGatewayConfig , Optional) – The client’s gateway container configuration.
- connection_timeout (int , default 300) – The timeout (seconds) to wait for the client connection to be established.

instrument_provider : InteractiveBrokersInstrumentProviderConfig

ibg_host : str

ibg_port : int | None

ibg_client_id : int

account_id : str | None

dockerized_gateway : DockerizedIBGatewayConfig | None

connection_timeout : int

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

Return type: str

property id : str

Return the hashed identifier for the configuration.

Return type: str

json() → bytes

Return serialized JSON encoded bytes.

Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

Parameters:
- cls (type) – The type to decode to.
- raw (bytes or str) – The raw bytes or JSON string to decode.
Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

Return type: bool

Data

class InteractiveBrokersDataClient

Bases: LiveMarketDataClient

Provides a data client for the InteractiveBrokers exchange by using the Gateway to stream market data.

Parameters:
- loop (asyncio.AbstractEventLoop) – The event loop for the client.
- client (InteractiveBrokersClient) – The nautilus InteractiveBrokersClient using ibapi.
- msgbus (MessageBus) – The message bus for the client.
- cache (Cache) – The cache for the client.
- clock (LiveClock) – The clock for the client.
- instrument_provider (InteractiveBrokersInstrumentProvider) – The instrument provider.
- ibg_client_id (int) – Client ID used to connect TWS/Gateway.
- config (InteractiveBrokersDataClientConfig) – Configuration for the client.
- name (str , optional) – The custom client ID.

property instrument_provider : InteractiveBrokersInstrumentProvider

connect() → None

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task | None

Run the given coroutine with error handling and optional callback actions when done.

Parameters:
- coro (Coroutine) – The coroutine to run.
- log_msg (str , optional) – The log message for the task.
- actions (Callable , optional) – The actions callback to run when the coroutine is done.
- success_msg (str , optional) – The log message to write on actions success.
- success_color (LogColor, default NORMAL) – The log message color for actions success.
Return type: asyncio.Task

degrade(self) → void

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None

Disconnect the client.

dispose(self) → void

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the components class.

Return type: str

id

The components ID.

Returns: ComponentId

is_connected

If the client is connected.

Returns: bool

is_degraded

bool

Return whether the current component state is DEGRADED.

Return type: bool
Type: Component.is_degraded

is_disposed

bool

Return whether the current component state is DISPOSED.

Return type: bool
Type: Component.is_disposed

is_faulted

bool

Return whether the current component state is FAULTED.

Return type: bool
Type: Component.is_faulted

is_initialized

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

Return type: bool
Type: Component.is_initialized

is_running

bool

Return whether the current component state is RUNNING.

Return type: bool
Type: Component.is_running

is_stopped

bool

Return whether the current component state is STOPPED.

Return type: bool
Type: Component.is_stopped

request(self, RequestData request) → void

Request data for the given data type.

Parameters: request (RequestData) – The message for the data request.

request_bars(self, RequestBars request) → void

Request historical Bar data. To load historical data from a catalog, you can pass a list[DataCatalogConfig] to the TradingNodeConfig or the BacktestEngineConfig.

Parameters: request (RequestBars) – The message for the data request.

request_instrument(self, RequestInstrument request) → void

Request Instrument data for the given instrument ID.

Parameters: request (RequestInstrument) – The message for the data request.

request_instruments(self, RequestInstruments request) → void

Request all Instrument data for the given venue.

Parameters: request (RequestInstruments) – The message for the data request.

request_order_book_snapshot(self, RequestOrderBookSnapshot request) → void

Request order book snapshot data.

Parameters: request (RequestOrderBookSnapshot) – The message for the data request.

request_quote_ticks(self, RequestQuoteTicks request) → void

Request historical QuoteTick data.

Parameters: request (RequestQuoteTicks) – The message for the data request.

request_trade_ticks(self, RequestTradeTicks request) → void

Request historical TradeTick data.

Parameters: request (RequestTradeTicks) – The message for the data request.

reset(self) → void

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None

Run the given coroutine after a delay.

Parameters:
- delay (float) – The delay (seconds) before running the coroutine.
- coro (Coroutine) – The coroutine to run after the initial delay.

shutdown_system(self, str reason=None) → void

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state

ComponentState

Return the components current state.

Return type: ComponentState
Type: Component.state

stop(self) → void

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

subscribe(self, SubscribeData command) → void

Subscribe to data for the given data type.

Parameters:
- data_type (DataType) – The data type for the subscription.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_bars(self, SubscribeBars command) → void

Subscribe to Bar data for the given bar type.

Parameters:
- bar_type (BarType) – The bar type to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_index_prices(self, SubscribeIndexPrices command) → void

Subscribe to IndexPriceUpdate data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument(self, SubscribeInstrument command) → void

Subscribe to the Instrument with the given instrument ID.

Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_close(self, SubscribeInstrumentClose command) → void

Subscribe to InstrumentClose updates for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The tick instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_status(self, SubscribeInstrumentStatus command) → void

Subscribe to InstrumentStatus data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The tick instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instruments(self, SubscribeInstruments command) → void

Subscribe to all Instrument data.

Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_mark_prices(self, SubscribeMarkPrices command) → void

Subscribe to MarkPriceUpdate data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_deltas(self, SubscribeOrderBook command) → void

Subscribe to OrderBookDeltas data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The order book instrument to subscribe to.
- book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book type.
- depth (int , optional , default None) – The maximum depth for the subscription.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_snapshots(self, SubscribeOrderBook command) → void

Subscribe to OrderBook snapshots data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The order book instrument to subscribe to.
- book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book level.
- depth (int , optional) – The maximum depth for the order book. A depth of 0 is maximum depth.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_quote_ticks(self, SubscribeQuoteTicks command) → void

Subscribe to QuoteTick data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The tick instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_trade_ticks(self, SubscribeTradeTicks command) → void

Subscribe to TradeTick data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The tick instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribed_bars(self) → list

Return the bar types subscribed to.

Return type: list[BarType]

subscribed_custom_data(self) → list

Return the custom data types subscribed to.

Return type: list[DataType]

subscribed_index_prices(self) → list

Return the index price update instruments subscribed to.

Return type: list[InstrumentId]

subscribed_instrument_close(self) → list

Return the instrument closes subscribed to.

Return type: list[InstrumentId]

subscribed_instrument_status(self) → list

Return the status update instruments subscribed to.

Return type: list[InstrumentId]

subscribed_instruments(self) → list

Return the instruments subscribed to.

Return type: list[InstrumentId]

subscribed_mark_prices(self) → list

Return the mark price update instruments subscribed to.

Return type: list[InstrumentId]

subscribed_order_book_deltas(self) → list

Return the order book delta instruments subscribed to.

Return type: list[InstrumentId]

subscribed_order_book_snapshots(self) → list

Return the order book snapshot instruments subscribed to.

Return type: list[InstrumentId]

subscribed_quote_ticks(self) → list

Return the quote tick instruments subscribed to.

Return type: list[InstrumentId]

subscribed_trade_ticks(self) → list

Return the trade tick instruments subscribed to.

Return type: list[InstrumentId]

trader_id

The trader ID associated with the component.

Returns: TraderId

type

The components type.

Returns: type

unsubscribe(self, UnsubscribeData command) → void

Unsubscribe from data for the given data type.

Parameters:
- data_type (DataType) – The data type for the subscription.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_bars(self, UnsubscribeBars command) → void

Unsubscribe from Bar data for the given bar type.

Parameters:
- bar_type (BarType) – The bar type to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_index_prices(self, UnsubscribeIndexPrices command) → void

Unsubscribe from IndexPriceUpdate data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument(self, UnsubscribeInstrument command) → void

Unsubscribe from Instrument data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The instrument to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_close(self, UnsubscribeInstrumentClose command) → void

Unsubscribe from InstrumentClose data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_status(self, UnsubscribeInstrumentStatus command) → void

Unsubscribe from InstrumentStatus data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instruments(self, UnsubscribeInstruments command) → void

Unsubscribe from all Instrument data.

Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_mark_prices(self, UnsubscribeMarkPrices command) → void

Unsubscribe from MarkPriceUpdate data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The instrument to subscribe to.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_deltas(self, UnsubscribeOrderBook command) → void

Unsubscribe from OrderBookDeltas data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_snapshots(self, UnsubscribeOrderBook command) → void

Unsubscribe from OrderBook snapshots data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_quote_ticks(self, UnsubscribeQuoteTicks command) → void

Unsubscribe from QuoteTick data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_trade_ticks(self, UnsubscribeTradeTicks command) → void

Unsubscribe from TradeTick data for the given instrument ID.

Parameters:
- instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
- params (dict *[*str , Any ] , optional) – Additional params for the subscription.

venue

The clients venue ID (if applicable).

Returns: Venue or None

Execution

class InteractiveBrokersExecutionClient

Bases: LiveExecutionClient

Provides an execution client for Interactive Brokers TWS API, allowing for the retrieval of account information and execution of orders.

Parameters:
- loop (asyncio.AbstractEventLoop) – The event loop for the client.
- client (InteractiveBrokersClient) – The nautilus InteractiveBrokersClient using ibapi.
- account_id (AccountId) – Account ID associated with this client.
- msgbus (MessageBus) – The message bus for the client.
- cache (Cache) – The cache for the client.
- clock (LiveClock) – The clock for the client.
- instrument_provider (InteractiveBrokersInstrumentProvider) – The instrument provider.
- config (InteractiveBrokersExecClientConfig , optional) – The configuration for the instance.
- name (str , optional) – The custom client ID.

property instrument_provider : InteractiveBrokersInstrumentProvider

async generate_order_status_report(command: GenerateOrderStatusReport) → OrderStatusReport | None

Generate an OrderStatusReport for the given order identifier parameter(s).

If the order is not found, or an error occurs, then logs and returns None.

Parameters: command (GenerateOrderStatusReport) – The command to generate the report.
Return type: OrderStatusReport or None
Raises: ValueError – If both the client_order_id and venue_order_id are None.

async generate_order_status_reports(command: GenerateOrderStatusReports) → list[OrderStatusReport]

Generate a list of

OrderStatusReport`s with optional query filters.

The returned list may be empty if no orders match the given parameters.

Parameters: command (GenerateOrderStatusReports) – The command for generating the reports.
Return type: list[OrderStatusReport]

async generate_fill_reports(command: GenerateFillReports) → list[FillReport]

Generate a list of

FillReport`s with optional query filters.

The returned list may be empty if no trades match the given parameters.

Parameters: command (GenerateFillReports) – The command for generating the reports.
Return type: list[FillReport]

async generate_position_status_reports(command: GeneratePositionStatusReports) → list[PositionStatusReport]

Generate a list of

PositionStatusReport`s with optional query filters.

The returned list may be empty if no positions match the given parameters.

Parameters: command (GeneratePositionStatusReports) – The command for generating the position status reports.
Return type: list[PositionStatusReport]

async handle_order_status_report(ib_order: Order) → None

account_id

The clients account ID.

Returns: AccountId or None

account_type

The clients account type.

Returns: AccountType

base_currency

The clients account base currency (None for multi-currency accounts).

Returns: Currency or None

batch_cancel_orders(self, BatchCancelOrders command) → void

Batch cancel orders for the instrument ID contained in the given command.

Parameters: command (BatchCancelOrders) – The command to execute.

cancel_all_orders(self, CancelAllOrders command) → void

Cancel all orders for the instrument ID contained in the given command.

Parameters: command (CancelAllOrders) – The command to execute.

cancel_order(self, CancelOrder command) → void

Cancel the order with the client order ID contained in the given command.

Parameters: command (CancelOrder) – The command to execute.

connect() → None

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task

Run the given coroutine with error handling and optional callback actions when done.

Parameters:
- coro (Coroutine) – The coroutine to run.
- log_msg (str , optional) – The log message for the task.
- actions (Callable , optional) – The actions callback to run when the coroutine is done.
- success_msg (str , optional) – The log message to write on actions success.
- success_color (str, default NORMAL) – The log message color for actions success.
Return type: asyncio.Task

degrade(self) → void

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None

Disconnect the client.

dispose(self) → void

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the components class.

Return type: str

generate_account_state(self, list balances, list margins, bool reported, uint64_t ts_event, dict info=None) → void

Generate an AccountState event and publish on the message bus.

Parameters:
- balances (list [AccountBalance ]) – The account balances.
- margins (list [MarginBalance ]) – The margin balances.
- reported (bool) – If the balances are reported directly from the exchange.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the account state event occurred.
- info (dict *[*str , object ]) – The additional implementation specific account information.

async generate_mass_status(lookback_mins: int | None = None) → ExecutionMassStatus | None

Generate an ExecutionMassStatus report.

Parameters: lookback_mins (int , optional) – The maximum lookback for querying closed orders, trades and positions.
Return type: ExecutionMassStatus or None

generate_order_accepted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderAccepted event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order accepted event occurred.

generate_order_cancel_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, str reason, uint64_t ts_event) → void

Generate an OrderCancelRejected event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- reason (str) – The order cancel rejected reason.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order cancel rejected event occurred.

generate_order_canceled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderCanceled event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when order canceled event occurred.

generate_order_expired(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderExpired event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order expired event occurred.

generate_order_filled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, PositionId venue_position_id: PositionId | None, TradeId trade_id, OrderSide order_side, OrderType order_type, Quantity last_qty, Price last_px, Currency quote_currency, Money commission, LiquiditySide liquidity_side, uint64_t ts_event, dict info=None) → void

Generate an OrderFilled event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- trade_id (TradeId) – The trade ID.
- venue_position_id (PositionId or None) – The venue position ID associated with the order. If the trading venue has assigned a position ID / ticket then pass that here, otherwise pass None and the execution engine OMS will handle position ID resolution.
- order_side (OrderSide {BUY, SELL}) – The execution order side.
- order_type (OrderType) – The execution order type.
- last_qty (Quantity) – The fill quantity for this execution.
- last_px (Price) – The fill price for this execution (not average price).
- quote_currency (Currency) – The currency of the price.
- commission (Money) – The fill commission.
- liquidity_side (LiquiditySide {NO_LIQUIDITY_SIDE, MAKER, TAKER}) – The execution liquidity side.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order filled event occurred.
- info (dict *[*str , object ] , optional) – The additional fill information.

generate_order_modify_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, str reason, uint64_t ts_event) → void

Generate an OrderModifyRejected event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- reason (str) – The order update rejected reason.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update rejection event occurred.

generate_order_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, str reason, uint64_t ts_event) → void

Generate an OrderRejected event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- reason (datetime) – The order rejected reason.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order rejected event occurred.

generate_order_submitted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, uint64_t ts_event) → void

Generate an OrderSubmitted event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order submitted event occurred.

generate_order_triggered(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderTriggered event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order triggered event occurred.

generate_order_updated(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, Quantity quantity, Price price, Price trigger_price, uint64_t ts_event, bool venue_order_id_modified=False) → void

Generate an OrderUpdated event and send it to the ExecutionEngine.

Parameters:
- strategy_id (StrategyId) – The strategy ID associated with the event.
- instrument_id (InstrumentId) – The instrument ID.
- client_order_id (ClientOrderId) – The client order ID.
- venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
- quantity (Quantity) – The orders current quantity.
- price (Price) – The orders current price.
- trigger_price (Price or None) – The orders current trigger price.
- ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update event occurred.
- venue_order_id_modified (bool) – If the ID was modified for this event.

get_account(self) → Account

Return the account for the client (if registered).

Return type: Account or None

id

The components ID.

Returns: ComponentId

is_connected

If the client is connected.

Returns: bool

is_degraded

bool

Return whether the current component state is DEGRADED.

Return type: bool
Type: Component.is_degraded

is_disposed

bool

Return whether the current component state is DISPOSED.

Return type: bool
Type: Component.is_disposed

is_faulted

bool

Return whether the current component state is FAULTED.

Return type: bool
Type: Component.is_faulted

is_initialized

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

Return type: bool
Type: Component.is_initialized

is_running

bool

Return whether the current component state is RUNNING.

Return type: bool
Type: Component.is_running

is_stopped

bool

Return whether the current component state is STOPPED.

Return type: bool
Type: Component.is_stopped

modify_order(self, ModifyOrder command) → void

Modify the order with parameters contained in the command.

Parameters: command (ModifyOrder) – The command to execute.

oms_type

The venues order management system type.

Returns: OmsType

query_order(self, QueryOrder command) → void

Initiate a reconciliation for the queried order which will generate an OrderStatusReport.

Parameters: command (QueryOrder) – The command to execute.

reset(self) → void

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None

Run the given coroutine after a delay.

Parameters:
- delay (float) – The delay (seconds) before running the coroutine.
- coro (Coroutine) – The coroutine to run after the initial delay.

shutdown_system(self, str reason=None) → void

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state

ComponentState

Return the components current state.

Return type: ComponentState
Type: Component.state

stop(self) → void

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

submit_order(self, SubmitOrder command) → void

Submit the order contained in the given command for execution.

Parameters: command (SubmitOrder) – The command to execute.

submit_order_list(self, SubmitOrderList command) → void

Submit the order list contained in the given command for execution.

Parameters: command (SubmitOrderList) – The command to execute.

trader_id

The trader ID associated with the component.

Returns: TraderId

type

The components type.

Returns: type

venue

The clients venue ID (if not a routing client).

Returns: Venue or None

Factories

get_cached_ib_client(loop: AbstractEventLoop, msgbus: MessageBus, cache: Cache, clock: LiveClock, host: str = '127.0.0.1', port: int | None = None, client_id: int = 1, dockerized_gateway: DockerizedIBGatewayConfig | None = None) → InteractiveBrokersClient

Retrieve or create a cached InteractiveBrokersClient using the provided key.

Should a keyed client already exist within the cache, the function will return this instance. It’s important to note that the key comprises a combination of the host, port, and client_id.

Parameters:
- loop (asyncio.AbstractEventLoop ,) – loop
- msgbus (MessageBus ,) – msgbus
- cache (Cache ,) – cache
- clock (LiveClock ,) – clock
- host (str) – The IB host to connect to. This is optional if using DockerizedIBGatewayConfig, but is required otherwise.
- port (int) – The IB port to connect to. This is optional if using DockerizedIBGatewayConfig, but is required otherwise.
- client_id (int) – The unique session identifier for the TWS or Gateway.A single host can support multiple connections; however, each must use a different client_id.
- dockerized_gateway (DockerizedIBGatewayConfig , optional) – The configuration for the dockerized gateway.If this is provided, Nautilus will oversee the docker environment, facilitating the operation of the IB Gateway within.
Return type: InteractiveBrokersClient

get_cached_interactive_brokers_instrument_provider(client: InteractiveBrokersClient, config: InteractiveBrokersInstrumentProviderConfig) → InteractiveBrokersInstrumentProvider

Cache and return a InteractiveBrokersInstrumentProvider.

If a cached provider already exists, then that cached provider will be returned.

Parameters:
- client (InteractiveBrokersClient) – The client for the instrument provider.
- config (InteractiveBrokersInstrumentProviderConfig) – The instrument provider config
Return type: InteractiveBrokersInstrumentProvider

class InteractiveBrokersLiveDataClientFactory

Bases: LiveDataClientFactory

Provides a InteractiveBrokers live data client factory.

static create(loop: AbstractEventLoop, name: str, config: InteractiveBrokersDataClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → InteractiveBrokersDataClient

Create a new InteractiveBrokers data client.

Parameters:
- loop (asyncio.AbstractEventLoop) – The event loop for the client.
- name (str) – The custom client ID.
- config (dict) – The configuration dictionary.
- msgbus (MessageBus) – The message bus for the client.
- cache (Cache) – The cache for the client.
- clock (LiveClock) – The clock for the client.
Return type: InteractiveBrokersDataClient

class InteractiveBrokersLiveExecClientFactory

Bases: LiveExecClientFactory

Provides a InteractiveBrokers live execution client factory.

static create(loop: AbstractEventLoop, name: str, config: InteractiveBrokersExecClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → InteractiveBrokersExecutionClient

Create a new InteractiveBrokers execution client.

Parameters:
- loop (asyncio.AbstractEventLoop) – The event loop for the client.
- name (str) – The custom client ID.
- config (dict *[*str , object ]) – The configuration for the client.
- msgbus (MessageBus) – The message bus for the client.
- cache (Cache) – The cache for the client.
- clock (LiveClock) – The clock for the client.
Return type: InteractiveBrokersSpotExecutionClient

Gateway

class DockerizedIBGateway

Bases: object

A class to manage starting an Interactive Brokers Gateway docker container.

CONTAINER_NAME : ClassVar[str] = 'nautilus-ib-gateway'

PORTS : ClassVar[dict[str, int]] = {'live': 4001, 'paper': 4002}

property container_status : ContainerStatus

property container

static is_logged_in(container) → bool

start(wait: int | None = None) → None

Start the gateway.

Parameters: wait (int , optional) – The seconds to wait until container is ready.

safe_start(wait: int | None = None) → None

stop() → None

Historical

class HistoricInteractiveBrokersClient

Bases: object

Provides a means of requesting historical market data for backtesting.

async connect() → None

async request_instruments(instrument_ids: list[str] | None = None, contracts: list[IBContract] | None = None, instrument_provider_config: InteractiveBrokersInstrumentProviderConfig | None = None) → list[Instrument]

Return Instruments given either a InteractiveBrokersInstrumentProviderConfig or a list of IBContracts and/or InstrumentId strings.

Parameters:
- instrument_ids (list *[*str ] , default 'None') – Instrument IDs (e.g. AAPL.NASDAQ) defining which instruments to retrieve.
- contracts (list [IBContract ] , default 'None') – IBContracts defining which instruments to retrieve.
- instrument_provider_config (InteractiveBrokersInstrumentProviderConfig) – An instrument provider config defining which instruments to retrieve.
Return type: list[Instrument]

async request_bars(bar_specifications: list[str], end_date_time: datetime, tz_name: str, start_date_time: datetime | None = None, duration: str | None = None, contracts: list[IBContract] | None = None, instrument_ids: list[str] | None = None, instrument_provider_config: InteractiveBrokersInstrumentProviderConfig | None = None, use_rth: bool = True, timeout: int = 120) → list[Bar]

Return Bars for one or more bar specifications for a list of IBContracts and/or InstrumentId strings.

Parameters:
- bar_specifications (list *[*str ]) – BarSpecifications represented as strings defining which bars to retrieve. (e.g. ‘1-HOUR-LAST’, ‘5-MINUTE-MID’)
- start_date_time (datetime.datetime) – The start date time for the bars. If provided, duration is derived.
- end_date_time (datetime.datetime) – The end date time for the bars. Note that for continuous futures (CONTFUT), the downloaded data is always up to now.
- tz_name (str) – The timezone to use. (e.g. ‘America/New_York’, ‘UTC’)
- duration (str) – The amount of time to go back from the end_date_time. Valid values follow the pattern of an integer followed by S|D|W|M|Y for seconds, days, weeks, months, or years respectively.
- contracts (list [IBContract ] , default 'None') – IBContracts defining which bars to retrieve.
- instrument_ids (list *[*str ] , default 'None') – Instrument IDs (e.g. AAPL.NASDAQ) defining which bars to retrieve.
- instrument_provider_config (InteractiveBrokersInstrumentProviderConfig , optional) – Configuration for the instrument provider to determine venues and handle symbology.
- use_rth (bool , default 'True') – Whether to use regular trading hours.
- timeout (int , default 120) – The timeout (seconds) for each request.
Return type: list[Bar]

async request_ticks(tick_type: Literal['TRADES', 'BID_ASK'], start_date_time: datetime, end_date_time: datetime, tz_name: str, contracts: list[IBContract] | None = None, instrument_ids: list[str] | None = None, instrument_provider_config: InteractiveBrokersInstrumentProviderConfig | None = None, use_rth: bool = True, timeout: int = 60) → list[TradeTick | QuoteTick]

Return TradeTicks or QuoteTicks for one or more bar specifications for a list of IBContracts and/or InstrumentId strings.

Parameters:
- tick_type (Literal [ "TRADES" , "BID_ASK" ]) – The type of ticks to retrieve.
- start_date_time (datetime.date) – The start date for the ticks.
- end_date_time (datetime.date) – The end date for the ticks.
- tz_name (str) – The timezone to use. (e.g. ‘America/New_York’, ‘UTC’)
- contracts (list [IBContract ] , default 'None') – IBContracts defining which ticks to retrieve.
- instrument_ids (list *[*str ] , default 'None') – Instrument IDs (e.g. AAPL.NASDAQ) defining which ticks to retrieve.
- instrument_provider_config (InteractiveBrokersInstrumentProviderConfig , optional) – Configuration for the instrument provider to determine venues and handle symbology.
- use_rth (bool , default 'True') – Whether to use regular trading hours.
- timeout (int , default 60) – The timeout (seconds) for each request.
Return type: list[TradeTick | QuoteTick]

Parsing

timestring_to_timestamp(timestring: str) → Timestamp

sec_type_to_asset_class(sec_type: str) → AssetClass

contract_details_to_ib_contract_details(details: ContractDetails) → IBContractDetails

parse_instrument(contract_details: IBContractDetails, venue: str, symbology_method: SymbologyMethod = SymbologyMethod.IB_SIMPLIFIED) → Instrument

parse_equity_contract(details: IBContractDetails, instrument_id: InstrumentId) → Equity

parse_index_contract(details: IBContractDetails, instrument_id: InstrumentId) → IndexInstrument

parse_futures_contract(details: IBContractDetails, instrument_id: InstrumentId) → FuturesContract

parse_option_contract(details: IBContractDetails, instrument_id: InstrumentId) → OptionContract

expiry_timestring_to_datetime(expiry: str) → Timestamp

Most contract expirations are %Y%m%d format some exchanges have expirations in %Y%m%d %H:%M:%S %Z.

parse_forex_contract(details: IBContractDetails, instrument_id: InstrumentId) → CurrencyPair

parse_crypto_contract(details: IBContractDetails, instrument_id: InstrumentId) → CryptoPerpetual

parse_cfd_contract(details: IBContractDetails, instrument_id: InstrumentId) → Cfd

parse_commodity_contract(details: IBContractDetails, instrument_id: InstrumentId) → Commodity

contract_details_to_dict(details: IBContractDetails) → dict

decade_digit(last_digit: str, contract: IBContract) → int

ib_contract_to_instrument_id(contract: IBContract, venue: str, symbology_method: SymbologyMethod = SymbologyMethod.IB_SIMPLIFIED) → InstrumentId

ib_contract_to_instrument_id_simplified_symbology(contract: IBContract, venue: str) → InstrumentId

ib_contract_to_instrument_id_raw_symbology(contract: IBContract, venue: str) → InstrumentId

instrument_id_to_ib_contract(instrument_id: InstrumentId, exchange: str, symbology_method: SymbologyMethod = SymbologyMethod.IB_SIMPLIFIED) → IBContract

instrument_id_to_ib_contract_simplified_symbology(instrument_id: InstrumentId, exchange: str) → IBContract

instrument_id_to_ib_contract_raw_symbology(instrument_id: InstrumentId) → IBContract

Providers

class InteractiveBrokersInstrumentProvider

Bases: InstrumentProvider

Provides a means of loading Instrument objects through Interactive Brokers.

async initialize(reload: bool = False) → None

Initialize the instrument provider.

Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

async get_instrument(contract_id: int) → Instrument

async instrument_id_to_ib_contract(instrument_id: InstrumentId) → IBContract | None

async instrument_id_to_ib_contract_details(instrument_id: InstrumentId) → IBContractDetails | None

get_price_magnifier(instrument_id: InstrumentId) → int

Get the price magnifier for an instrument from its contract details.

Parameters: instrument_id (InstrumentId) – The instrument identifier.
Returns: The price magnifier, defaults to 1 if not found.
Return type: int

determine_venue_from_contract(contract: IBContract) → str

Determine the venue for a contract using the instrument provider configuration logic.

Parameters: contract (IBContract) – The contract to determine the venue for.
Returns: The determined venue.
Return type: str

async load_all_async(filters: dict | None = None) → None

Load the latest instruments into the provider asynchronously, optionally applying the given filters.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None, force_instrument_update: bool = False) → None

Load the instruments for the given IDs into the provider, optionally applying the given filters.

Parameters:
- instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
- filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
Raises: ValueError – If any instrument_id.venue is not equal to self.venue.

async load_async(instrument_id: InstrumentId | IBContract, filters: dict | None = None, force_instrument_update: bool = False) → None

Search and load the instrument for the given IBContract. It is important that the Contract shall have enough parameters so only one match is returned.

Parameters:
- instrument_id (IBContract) – InteractiveBroker’s Contract.
- filters (dict , optional) – Not applicable in this case.
- force_instrument_update (bool , optional) – Whether to reload instrument from IB if it’s already cached.

async fetch_instrument_id(instrument_id: InstrumentId, force_instrument_update: bool = False) → bool

async get_contract_details(contract: IBContract) → list[ContractDetails]

async get_future_chain_details(underlying: IBContract, min_expiry: Timestamp, max_expiry: Timestamp) → list[ContractDetails]

async get_option_chain_details_by_range(underlying: IBContract, min_expiry: Timestamp, max_expiry: Timestamp, exchange: str | None = None) → list[ContractDetails]

async get_option_chain_details_by_expiry(underlying: IBContract, last_trading_date: str, exchange: str) → list[ContractDetails]

add(instrument: Instrument) → None

Add the given instrument to the provider.

Parameters: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[Instrument]) → None

Add the given instruments bulk to the provider.

Parameters: instruments (list [Instrument ]) – The instruments to add.

add_currency(currency: Currency) → None

Add the given currency to the provider.

Parameters: currency (Currency) – The currency to add.

property count : int

Return the count of instruments held by the provider.

Return type: int

currencies() → dict[str, Currency]

Return all currencies held by the instrument provider.

Return type: dict[str, Currency]

currency(code: str) → Currency | None

Return the currency with the given code (if found).

Parameters: code (str) – The currency code.
Return type: Currency or None
Raises: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None

Return the instrument for the given instrument ID (if found).

Parameters: instrument_id (InstrumentId) – The ID for the instrument
Return type: Instrument or None

get_all() → dict[InstrumentId, Instrument]

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

Return type: dict[InstrumentId, Instrument]

list_all() → list[Instrument]

Return all loaded instruments.

Return type: list[Instrument]

load(instrument_id: InstrumentId, filters: dict | None = None) → None

Load the instrument for the given ID into the provider, optionally applying the given filters.

Parameters:
- instrument_id (InstrumentId) – The instrument ID to load.
- filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_all(filters: dict | None = None) → None

Load the latest instruments into the provider, optionally applying the given filters.

Parameters: filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → None

Load the instruments for the given IDs into the provider, optionally applying the given filters.

Parameters:
- instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
- filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

Client​

class InteractiveBrokersClient​

async wait_until_ready(timeout: int = 300) → None​

subscribe_event(name: str, handler: Callable) → None​

unsubscribe_event(name: str) → None​

submit_to_msg_handler_queue(task: Callable[[...], Any]) → None​

sendMsg(msg)​

logRequest(fnName, fnParams)​

CLIENT_ERRORS : Final[set[int]] = {502, 503, 504, 1100, 2110, 10038, 10182}​

CONNECTIVITY_LOST_CODES : Final[set[int]] = {1100, 1300, 2110}​

CONNECTIVITY_RESTORED_CODES : Final[set[int]] = {1101, 1102}​

ORDER_REJECTION_CODES : Final[set[int]] = {201, 203, 321, 10289, 10293}​

SUPPRESS_ERROR_LOGGING_CODES : Final[set[int]] = {200}​

WARNING_CODES : Final[set[int]] = {110, 165, 202, 399, 404, 434, 492, 1101, 1102, 10167}​

accounts() → set[str]​

cancel_all_orders() → None​

cancel_order(order_id: int, order_cancel: OrderCancel = None) → None​

degrade(self) → void​

WARNING​

dispose(self) → void​

WARNING​

fault(self) → void​

WARNING​

classmethod fully_qualified_name(cls) → str​

async get_contract_details(contract: IBContract) → list[IBContractDetails] | None​

async get_historical_bars(bar_type: BarType, contract: IBContract, use_rth: bool, end_date_time: Timestamp, duration: str, timeout: int = 60) → list[Bar]​

async get_historical_ticks(instrument_id: InstrumentId, contract: IBContract, tick_type: str, start_date_time: Timestamp | str = '', end_date_time: Timestamp | str = '', use_rth: bool = True, timeout: int = 60) → list[QuoteTick | TradeTick] | None​

async get_matching_contracts(pattern: str) → list[IBContract] | None​

async get_open_orders(account_id: str) → list[Order]​

async get_option_chains(underlying: IBContract) → Any | None​

async get_positions(account_id: str) → list[Position] | None​

async get_price(contract, tick_type='MidPoint')​

id​

is_degraded​

is_disposed​

is_faulted​

is_initialized​

is_running : bool​

is_stopped​

next_order_id() → int​

place_order(order: Order) → None​

place_order_list(orders: list[Order]) → None​

async process_account_summary(, req_id: int, account_id: str, tag: str, value: str, currency: str) → None​

async process_commission_report(, commission_report: CommissionReport) → None​

process_connection_closed() → None​

async process_contract_details(, req_id: int, contract_details: ContractDetails) → None​

async process_contract_details_end(, req_id: int) → None​

async process_error(, req_id: int, error_code: int, error_string: str, advanced_order_reject_json: str = '') → None​

async process_exec_details(, req_id: int, contract: Contract, execution: Execution) → None​

async process_historical_data(, req_id: int, bar: BarData) → None​

async process_historical_data_end(, req_id: int, start: str, end: str) → None​

async process_historical_data_update(, req_id: int, bar: BarData) → None​

async process_historical_ticks(, req_id: int, ticks: list, done: bool) → None​

async process_historical_ticks_bid_ask(, req_id: int, ticks: list, done: bool) → None​

async process_historical_ticks_last(, req_id: int, ticks: list, done: bool) → None​

async process_managed_accounts(, accounts_list: str) → None​

async process_market_data_type(, req_id: int, market_data_type: int) → None​

async process_next_valid_id(, order_id: int) → None​

async process_open_order(, order_id: int, contract: Contract, order: Order, order_state: OrderState) → None​

async process_open_order_end() → None​

async process_order_status(, order_id: int, status: str, filled: Decimal, remaining: Decimal, avg_fill_price: float, perm_id: int, parent_id: int, last_fill_price: float, client_id: int, why_held: str, mkt_cap_price: float) → None​

async process_position(, account_id: str, contract: IBContract, position: Decimal, avg_cost: float) → None​

async process_position_end() → None​

async process_realtime_bar(, req_id: int, time: int, open_: float, high: float, low: float, close: float, volume: Decimal, wap: Decimal, count: int) → None​

async process_security_definition_option_parameter(, req_id: int, exchange: str, underlying_con_id: int, trading_class: str, multiplier: str, expirations: set, strikes: set) → None​

async process_security_definition_option_parameter_end(, req_id: int) → None​

async process_symbol_samples(, req_id: int, contract_descriptions: list) → None​

async process_tick_by_tick_all_last(, req_id: int, tick_type: int, time: int, price: float, size: Decimal, tick_attrib_last: TickAttribLast, exchange: str, special_conditions: str) → None​

async process_tick_by_tick_bid_ask(, req_id: int, time: int, bid_price: float, ask_price: float, bid_size: Decimal, ask_size: Decimal, tick_attrib_bid_ask: TickAttribBidAsk) → None​

async process_update_mkt_depth_l2(, req_id: int, position: int, market_maker: str, operation: int, side: int, price: float, size: Decimal, is_smart_depth: bool) → None​

NOTE​

reset(self) → void​

WARNING​

resume(self) → void​

WARNING​

async set_market_data_type(market_data_type: <ibapi.enum_implem.Enum object at 0x7fb27faef110>) → None​

shutdown_system(self, str reason=None) → void​

start(self) → void​

WARNING​

state​

Client

class InteractiveBrokersClient

async wait_until_ready(timeout: int = 300) → None

subscribe_event(name: str, handler: Callable) → None

unsubscribe_event(name: str) → None

submit_to_msg_handler_queue(task: Callable[[...], Any]) → None

sendMsg(msg)

logRequest(fnName, fnParams)

CLIENT_ERRORS : Final[set[int]] = {502, 503, 504, 1100, 2110, 10038, 10182}

CONNECTIVITY_LOST_CODES : Final[set[int]] = {1100, 1300, 2110}

CONNECTIVITY_RESTORED_CODES : Final[set[int]] = {1101, 1102}

ORDER_REJECTION_CODES : Final[set[int]] = {201, 203, 321, 10289, 10293}

SUPPRESS_ERROR_LOGGING_CODES : Final[set[int]] = {200}

WARNING_CODES : Final[set[int]] = {110, 165, 202, 399, 404, 434, 492, 1101, 1102, 10167}

accounts() → set[str]

cancel_all_orders() → None

cancel_order(order_id: int, order_cancel: OrderCancel = None) → None

degrade(self) → void

WARNING

dispose(self) → void

WARNING

fault(self) → void

WARNING

classmethod fully_qualified_name(cls) → str

async get_contract_details(contract: IBContract) → list[IBContractDetails] | None

async get_historical_bars(bar_type: BarType, contract: IBContract, use_rth: bool, end_date_time: Timestamp, duration: str, timeout: int = 60) → list[Bar]

async get_historical_ticks(instrument_id: InstrumentId, contract: IBContract, tick_type: str, start_date_time: Timestamp | str = '', end_date_time: Timestamp | str = '', use_rth: bool = True, timeout: int = 60) → list[QuoteTick | TradeTick] | None

async get_matching_contracts(pattern: str) → list[IBContract] | None

async get_open_orders(account_id: str) → list[Order]

async get_option_chains(underlying: IBContract) → Any | None

async get_positions(account_id: str) → list[Position] | None

async get_price(contract, tick_type='MidPoint')

id

is_degraded

is_disposed

is_faulted

is_initialized

is_running : bool

is_stopped

next_order_id() → int

place_order(order: Order) → None

place_order_list(orders: list[Order]) → None

async process_account_summary(, req_id: int, account_id: str, tag: str, value: str, currency: str) → None

async process_commission_report(, commission_report: CommissionReport) → None

process_connection_closed() → None

async process_contract_details(, req_id: int, contract_details: ContractDetails) → None

async process_contract_details_end(, req_id: int) → None

async process_error(, req_id: int, error_code: int, error_string: str, advanced_order_reject_json: str = '') → None

async process_exec_details(, req_id: int, contract: Contract, execution: Execution) → None

async process_historical_data(, req_id: int, bar: BarData) → None

async process_historical_data_end(, req_id: int, start: str, end: str) → None

async process_historical_data_update(, req_id: int, bar: BarData) → None

async process_historical_ticks(, req_id: int, ticks: list, done: bool) → None

async process_historical_ticks_bid_ask(, req_id: int, ticks: list, done: bool) → None

async process_historical_ticks_last(, req_id: int, ticks: list, done: bool) → None

async process_managed_accounts(, accounts_list: str) → None

async process_market_data_type(, req_id: int, market_data_type: int) → None

async process_next_valid_id(, order_id: int) → None

async process_open_order(, order_id: int, contract: Contract, order: Order, order_state: OrderState) → None

async process_open_order_end() → None

async process_order_status(, order_id: int, status: str, filled: Decimal, remaining: Decimal, avg_fill_price: float, perm_id: int, parent_id: int, last_fill_price: float, client_id: int, why_held: str, mkt_cap_price: float) → None

async process_position(, account_id: str, contract: IBContract, position: Decimal, avg_cost: float) → None

async process_position_end() → None

async process_realtime_bar(, req_id: int, time: int, open_: float, high: float, low: float, close: float, volume: Decimal, wap: Decimal, count: int) → None

async process_security_definition_option_parameter(, req_id: int, exchange: str, underlying_con_id: int, trading_class: str, multiplier: str, expirations: set, strikes: set) → None

async process_security_definition_option_parameter_end(, req_id: int) → None

async process_symbol_samples(, req_id: int, contract_descriptions: list) → None

async process_tick_by_tick_all_last(, req_id: int, tick_type: int, time: int, price: float, size: Decimal, tick_attrib_last: TickAttribLast, exchange: str, special_conditions: str) → None

async process_tick_by_tick_bid_ask(, req_id: int, time: int, bid_price: float, ask_price: float, bid_size: Decimal, ask_size: Decimal, tick_attrib_bid_ask: TickAttribBidAsk) → None

async process_update_mkt_depth_l2(, req_id: int, position: int, market_maker: str, operation: int, side: int, price: float, size: Decimal, is_smart_depth: bool) → None

NOTE

reset(self) → void

WARNING

resume(self) → void

WARNING

async set_market_data_type(market_data_type: <ibapi.enum_implem.Enum object at 0x7fb27faef110>) → None

shutdown_system(self, str reason=None) → void

start(self) → void

WARNING

state