Interactive Brokers¶

Integration adapter for Interactive Brokers.

class ContainerStatus¶

Bases: object

Container status enumeration.

CONTAINER_CREATED = ContainerStatus.CONTAINER_CREATED¶

CONTAINER_STARTING = ContainerStatus.CONTAINER_STARTING¶

CONTAINER_STOPPED = ContainerStatus.CONTAINER_STOPPED¶

NOT_LOGGED_IN = ContainerStatus.NOT_LOGGED_IN¶

NO_CONTAINER = ContainerStatus.NO_CONTAINER¶

READY = ContainerStatus.READY¶

UNKNOWN = ContainerStatus.UNKNOWN¶

class DockerizedIBGateway¶

Bases: object

Dockerized IB Gateway manager.

This struct manages the lifecycle of Interactive Brokers Gateway Docker containers, including creation, starting, stopping, and status checking.

container_name¶: Get the container name.

container_status()¶: Get container status.

host¶: Get the host address.

port¶: Get the port.

safe_start(wait)¶: Safely start the gateway.

safe_start_blocking(wait)¶

start(wait)¶: Start the gateway.

start_blocking(wait)¶

stop()¶: Stop the gateway.

stop_blocking()¶

class DockerizedIBGatewayConfig¶

Bases: object

Configuration for Dockerized IB Gateway.

This configuration is for managing containerized IB Gateway instances. It supports environment variable loading and sensitive data masking.

container_image¶: Returns the container image.

has_password¶

read_only_api¶: Returns whether read-only API is enabled.

timeout¶: Returns the timeout in seconds.

trading_mode¶: Returns the trading mode.

username¶: Returns the username.

vnc_port¶: Returns the VNC port.

class HistoricalInteractiveBrokersClient¶

Bases: object

Historical data client for Interactive Brokers.

This client provides methods for requesting historical bars and ticks for backtesting and research purposes.

request_bars(bar_specifications, end_date_time, start_date_time=None, duration=None, contracts=None, instrument_ids=None, use_rth=True, timeout=60)¶

Request historical bars.

# Continuous futures

Continuous futures (CONTFUT) reject an explicit end date/time with IB error 10339. For these contracts the end date is dropped and only the first duration segment is requested, anchored to the current time, so the returned bars may fall outside [start_date_time, end_date_time]. A warning is logged when the requested end date/time is in the past or the range spans more than one duration segment.

request_instruments(instrument_ids=None, contracts=None)¶: Request instruments.

request_ticks(tick_type, start_date_time, end_date_time, contracts=None, instrument_ids=None, use_rth=True, timeout=60, limit=0)¶: Request historical ticks (quotes or trades).

class IbAction¶

Bases: object

Interactive Brokers execution/action side values.

BOUGHT = IbAction.BOUGHT¶

BUY = IbAction.BUY¶

SELL = IbAction.SELL¶

SELL_LONG = IbAction.SELL_LONG¶

SELL_SHORT = IbAction.SELL_SHORT¶

SOLD = IbAction.SOLD¶

as_str()¶

class IbArticleType¶

Bases: object

Interactive Brokers news article type values.

BINARY = IbArticleType.BINARY¶

TEXT = IbArticleType.TEXT¶

as_i32()¶

class IbAuctionStrategy¶

Bases: object

Interactive Brokers BOX auction strategy values.

IMPROVEMENT = IbAuctionStrategy.IMPROVEMENT¶

MATCH = IbAuctionStrategy.MATCH¶

TRANSPARENT = IbAuctionStrategy.TRANSPARENT¶

as_i32()¶

class IbAuctionType¶

Bases: object

Interactive Brokers builder auction type values.

CLOSING = IbAuctionType.CLOSING¶

OPENING = IbAuctionType.OPENING¶

VOLATILITY = IbAuctionType.VOLATILITY¶

as_i32()¶

class IbBondIdentifierKind¶

Bases: object

Bond identifier discriminator for the rust-ibapi payload enum.

CUSIP = IbBondIdentifierKind.CUSIP¶

ISIN = IbBondIdentifierKind.ISIN¶

as_str()¶

class IbBuilderTimeInForce¶

Bases: object

Interactive Brokers builder time-in-force values.

AUCTION = IbBuilderTimeInForce.AUCTION¶

DAY = IbBuilderTimeInForce.DAY¶

DAY_TILL_CANCELED = IbBuilderTimeInForce.DAY_TILL_CANCELED¶

FILL_OR_KILL = IbBuilderTimeInForce.FILL_OR_KILL¶

GOOD_TILL_CANCEL = IbBuilderTimeInForce.GOOD_TILL_CANCEL¶

GOOD_TILL_CROSSING = IbBuilderTimeInForce.GOOD_TILL_CROSSING¶

GOOD_TILL_DATE = IbBuilderTimeInForce.GOOD_TILL_DATE¶

IMMEDIATE_OR_CANCEL = IbBuilderTimeInForce.IMMEDIATE_OR_CANCEL¶

OPENING_AUCTION = IbBuilderTimeInForce.OPENING_AUCTION¶

as_str()¶

class IbComboLegOpenClose¶

Bases: object

Interactive Brokers combo-leg open/close values.

CLOSE = IbComboLegOpenClose.CLOSE¶

OPEN = IbComboLegOpenClose.OPEN¶

SAME = IbComboLegOpenClose.SAME¶

UNKNOWN = IbComboLegOpenClose.UNKNOWN¶

as_i32()¶

class IbConditionConjunction¶

Bases: object

Interactive Brokers conditional order conjunction values.

AND = IbConditionConjunction.AND¶

OR = IbConditionConjunction.OR¶

as_str()¶

is_conjunction()¶

class IbConditionKind¶

Bases: object

Interactive Brokers conditional order condition types.

EXECUTION = IbConditionKind.EXECUTION¶

MARGIN = IbConditionKind.MARGIN¶

PERCENT_CHANGE = IbConditionKind.PERCENT_CHANGE¶

PRICE = IbConditionKind.PRICE¶

TIME = IbConditionKind.TIME¶

VOLUME = IbConditionKind.VOLUME¶

as_str()¶

class IbExerciseAction¶

Bases: object

Interactive Brokers option exercise action values.

EXERCISE = IbExerciseAction.EXERCISE¶

LAPSE = IbExerciseAction.LAPSE¶

as_i32()¶

class IbFundAssetType¶

Bases: object

ALTERNATIVE = IbFundAssetType.ALTERNATIVE¶

EQUITY = IbFundAssetType.EQUITY¶

FIXED_INCOME = IbFundAssetType.FIXED_INCOME¶

GUARANTEED = IbFundAssetType.GUARANTEED¶

MONEY_MARKET = IbFundAssetType.MONEY_MARKET¶

MULTI_ASSET = IbFundAssetType.MULTI_ASSET¶

NONE = IbFundAssetType.NONE¶

OTHERS = IbFundAssetType.OTHERS¶

SECTOR = IbFundAssetType.SECTOR¶

as_str()¶

class IbFundDistributionPolicyIndicator¶

Bases: object

ACCUMULATION_FUND = IbFundDistributionPolicyIndicator.ACCUMULATION_FUND¶

INCOME_FUND = IbFundDistributionPolicyIndicator.INCOME_FUND¶

NONE = IbFundDistributionPolicyIndicator.NONE¶

as_str()¶

class IbHistoricalBarSize¶

Bases: object

Interactive Brokers historical bar-size values.

DAY = IbHistoricalBarSize.DAY¶

HOUR = IbHistoricalBarSize.HOUR¶

HOUR2 = IbHistoricalBarSize.HOUR2¶

HOUR3 = IbHistoricalBarSize.HOUR3¶

HOUR4 = IbHistoricalBarSize.HOUR4¶

HOUR8 = IbHistoricalBarSize.HOUR8¶

MIN = IbHistoricalBarSize.MIN¶

MIN10 = IbHistoricalBarSize.MIN10¶

MIN15 = IbHistoricalBarSize.MIN15¶

MIN2 = IbHistoricalBarSize.MIN2¶

MIN20 = IbHistoricalBarSize.MIN20¶

MIN3 = IbHistoricalBarSize.MIN3¶

MIN30 = IbHistoricalBarSize.MIN30¶

MIN5 = IbHistoricalBarSize.MIN5¶

MONTH = IbHistoricalBarSize.MONTH¶

SEC = IbHistoricalBarSize.SEC¶

SEC10 = IbHistoricalBarSize.SEC10¶

SEC15 = IbHistoricalBarSize.SEC15¶

SEC30 = IbHistoricalBarSize.SEC30¶

SEC5 = IbHistoricalBarSize.SEC5¶

WEEK = IbHistoricalBarSize.WEEK¶

as_str()¶

class IbHistoricalTickType¶

Bases: object

Interactive Brokers historical tick request types.

BID_ASK = IbHistoricalTickType.BID_ASK¶

TRADES = IbHistoricalTickType.TRADES¶

as_str()¶

class IbHistoricalWhatToShow¶

Bases: object

Interactive Brokers historical data selectors.

ADJUSTED_LAST = IbHistoricalWhatToShow.ADJUSTED_LAST¶

ASK = IbHistoricalWhatToShow.ASK¶

BID = IbHistoricalWhatToShow.BID¶

BID_ASK = IbHistoricalWhatToShow.BID_ASK¶

FEE_RATE = IbHistoricalWhatToShow.FEE_RATE¶

HISTORICAL_VOLATILITY = IbHistoricalWhatToShow.HISTORICAL_VOLATILITY¶

MIDPOINT = IbHistoricalWhatToShow.MIDPOINT¶

OPTION_IMPLIED_VOLATILITY = IbHistoricalWhatToShow.OPTION_IMPLIED_VOLATILITY¶

SCHEDULE = IbHistoricalWhatToShow.SCHEDULE¶

TRADES = IbHistoricalWhatToShow.TRADES¶

as_str()¶

class IbLegAction¶

Bases: object

BUY = IbLegAction.BUY¶

SELL = IbLegAction.SELL¶

as_str()¶

class IbLiquidity¶

Bases: object

Interactive Brokers execution liquidity values.

ADDED_LIQUIDITY = IbLiquidity.ADDED_LIQUIDITY¶

LIQUIDITY_ROUTED_OUT = IbLiquidity.LIQUIDITY_ROUTED_OUT¶

NONE = IbLiquidity.NONE¶

REMOVED_LIQUIDITY = IbLiquidity.REMOVED_LIQUIDITY¶

UNKNOWN = IbLiquidity.UNKNOWN¶

as_i32()¶

class IbOcaType¶

Bases: object

Interactive Brokers one-cancels-all behavior.

CANCEL_WITH_BLOCK = IbOcaType.CANCEL_WITH_BLOCK¶

NONE = IbOcaType.NONE¶

REDUCE_WITHOUT_BLOCK = IbOcaType.REDUCE_WITHOUT_BLOCK¶

REDUCE_WITH_BLOCK = IbOcaType.REDUCE_WITH_BLOCK¶

as_i32()¶

class IbOptionRight¶

Bases: object

Interactive Brokers option right values.

CALL = IbOptionRight.CALL¶

PUT = IbOptionRight.PUT¶

as_str()¶

class IbOrderOpenClose¶

Bases: object

CLOSE = IbOrderOpenClose.CLOSE¶

OPEN = IbOrderOpenClose.OPEN¶

as_str()¶

class IbOrderOrigin¶

Bases: object

Interactive Brokers order origin values.

CUSTOMER = IbOrderOrigin.CUSTOMER¶

FIRM = IbOrderOrigin.FIRM¶

as_i32()¶

class IbOrderStatus¶

Bases: object

Interactive Brokers order status values.

API_CANCELLED = IbOrderStatus.API_CANCELLED¶

API_PENDING = IbOrderStatus.API_PENDING¶

CANCELLED = IbOrderStatus.CANCELLED¶

FILLED = IbOrderStatus.FILLED¶

INACTIVE = IbOrderStatus.INACTIVE¶

PENDING_CANCEL = IbOrderStatus.PENDING_CANCEL¶

PENDING_SUBMIT = IbOrderStatus.PENDING_SUBMIT¶

PRE_SUBMITTED = IbOrderStatus.PRE_SUBMITTED¶

SUBMITTED = IbOrderStatus.SUBMITTED¶

as_str()¶

class IbOrderType¶

Bases: object

Interactive Brokers order type values.

BOX_TOP = IbOrderType.BOX_TOP¶

LIMIT = IbOrderType.LIMIT¶

LIMIT_IF_TOUCHED = IbOrderType.LIMIT_IF_TOUCHED¶

LIMIT_ON_CLOSE = IbOrderType.LIMIT_ON_CLOSE¶

MARKET = IbOrderType.MARKET¶

MARKET_IF_TOUCHED = IbOrderType.MARKET_IF_TOUCHED¶

MARKET_ON_CLOSE = IbOrderType.MARKET_ON_CLOSE¶

MARKET_TO_LIMIT = IbOrderType.MARKET_TO_LIMIT¶

MARKET_WITH_PROTECTION = IbOrderType.MARKET_WITH_PROTECTION¶

MIDPRICE = IbOrderType.MIDPRICE¶

PASSIVE_RELATIVE = IbOrderType.PASSIVE_RELATIVE¶

PEGGED_TO_BENCHMARK = IbOrderType.PEGGED_TO_BENCHMARK¶

PEGGED_TO_MARKET = IbOrderType.PEGGED_TO_MARKET¶

PEGGED_TO_MIDPOINT = IbOrderType.PEGGED_TO_MIDPOINT¶

PEGGED_TO_STOCK = IbOrderType.PEGGED_TO_STOCK¶

PEG_BEST = IbOrderType.PEG_BEST¶

RELATIVE = IbOrderType.RELATIVE¶

RELATIVE_LIMIT_COMBO = IbOrderType.RELATIVE_LIMIT_COMBO¶

RELATIVE_MARKET_COMBO = IbOrderType.RELATIVE_MARKET_COMBO¶

STOP = IbOrderType.STOP¶

STOP_LIMIT = IbOrderType.STOP_LIMIT¶

STOP_WITH_PROTECTION = IbOrderType.STOP_WITH_PROTECTION¶

TRAILING_STOP = IbOrderType.TRAILING_STOP¶

TRAILING_STOP_LIMIT = IbOrderType.TRAILING_STOP_LIMIT¶

VOLATILITY = IbOrderType.VOLATILITY¶

as_str()¶

class IbRealtimeBarSize¶

Bases: object

Interactive Brokers realtime bar-size values.

SEC5 = IbRealtimeBarSize.SEC5¶

as_str()¶

class IbRealtimeWhatToShow¶

Bases: object

Interactive Brokers realtime bar selectors.

ASK = IbRealtimeWhatToShow.ASK¶

BID = IbRealtimeWhatToShow.BID¶

MIDPOINT = IbRealtimeWhatToShow.MIDPOINT¶

TRADES = IbRealtimeWhatToShow.TRADES¶

as_str()¶

class IbReferencePriceType¶

Bases: object

Interactive Brokers VOL order reference price type values.

AVERAGE_OF_NBBO = IbReferencePriceType.AVERAGE_OF_NBBO¶

NBBO = IbReferencePriceType.NBBO¶

as_i32()¶

class IbRiskAversion¶

Bases: object

AGGRESSIVE = IbRiskAversion.AGGRESSIVE¶

GET_DONE = IbRiskAversion.GET_DONE¶

NEUTRAL = IbRiskAversion.NEUTRAL¶

PASSIVE = IbRiskAversion.PASSIVE¶

as_str()¶

class IbRule80A¶

Bases: object

AGENCY = IbRule80A.AGENCY¶

AGENCY_PT = IbRule80A.AGENCY_PT¶

AGENCY_PTIA = IbRule80A.AGENCY_PTIA¶

AGENT_OTHER_MEMBER = IbRule80A.AGENT_OTHER_MEMBER¶

AGENT_OTHER_MEMBER_PT = IbRule80A.AGENT_OTHER_MEMBER_PT¶

AGENT_OTHER_MEMBER_PTIA = IbRule80A.AGENT_OTHER_MEMBER_PTIA¶

INDIVIDUAL = IbRule80A.INDIVIDUAL¶

INDIVIDUAL_PT = IbRule80A.INDIVIDUAL_PT¶

INDIVIDUAL_PTIA = IbRule80A.INDIVIDUAL_PTIA¶

as_str()¶

class IbSecurityType¶

Bases: object

Interactive Brokers security type values used by the adapter.

BOND = IbSecurityType.BOND¶

CFD = IbSecurityType.CFD¶

COMMODITY = IbSecurityType.COMMODITY¶

CONTINUOUS_FUTURE = IbSecurityType.CONTINUOUS_FUTURE¶

CRYPTO = IbSecurityType.CRYPTO¶

FOREX_PAIR = IbSecurityType.FOREX_PAIR¶

FUTURE = IbSecurityType.FUTURE¶

FUTURES_OPTION = IbSecurityType.FUTURES_OPTION¶

INDEX = IbSecurityType.INDEX¶

MUTUAL_FUND = IbSecurityType.MUTUAL_FUND¶

NEWS = IbSecurityType.NEWS¶

OPTION = IbSecurityType.OPTION¶

SPREAD = IbSecurityType.SPREAD¶

STOCK = IbSecurityType.STOCK¶

WARRANT = IbSecurityType.WARRANT¶

as_str()¶

class IbShortSaleSlot¶

Bases: object

Interactive Brokers institutional short-sale slot values.

BROKER = IbShortSaleSlot.BROKER¶

NONE = IbShortSaleSlot.NONE¶

THIRD_PARTY = IbShortSaleSlot.THIRD_PARTY¶

as_i32()¶

class IbTickType¶

Bases: object

Interactive Brokers market data tick types.

ASK = IbTickType.ASK¶

ASK_EFP_COMPUTATION = IbTickType.ASK_EFP_COMPUTATION¶

ASK_EXCH = IbTickType.ASK_EXCH¶

ASK_OPTION = IbTickType.ASK_OPTION¶

ASK_SIZE = IbTickType.ASK_SIZE¶

ASK_YIELD = IbTickType.ASK_YIELD¶

AUCTION_IMBALANCE = IbTickType.AUCTION_IMBALANCE¶

AUCTION_PRICE = IbTickType.AUCTION_PRICE¶

AUCTION_VOLUME = IbTickType.AUCTION_VOLUME¶

AVG_OPT_VOLUME = IbTickType.AVG_OPT_VOLUME¶

AVG_VOLUME = IbTickType.AVG_VOLUME¶

BID = IbTickType.BID¶

BID_EFP_COMPUTATION = IbTickType.BID_EFP_COMPUTATION¶

BID_EXCH = IbTickType.BID_EXCH¶

BID_OPTION = IbTickType.BID_OPTION¶

BID_SIZE = IbTickType.BID_SIZE¶

BID_YIELD = IbTickType.BID_YIELD¶

BOND_FACTOR_MULTIPLIER = IbTickType.BOND_FACTOR_MULTIPLIER¶

CLOSE = IbTickType.CLOSE¶

CLOSE_EFP_COMPUTATION = IbTickType.CLOSE_EFP_COMPUTATION¶

CREDITMAN_MARK_PRICE = IbTickType.CREDITMAN_MARK_PRICE¶

CREDITMAN_SLOW_MARK_PRICE = IbTickType.CREDITMAN_SLOW_MARK_PRICE¶

CUST_OPTION_COMPUTATION = IbTickType.CUST_OPTION_COMPUTATION¶

DELAYED_ASK = IbTickType.DELAYED_ASK¶

DELAYED_ASK_OPTION = IbTickType.DELAYED_ASK_OPTION¶

DELAYED_ASK_SIZE = IbTickType.DELAYED_ASK_SIZE¶

DELAYED_BID = IbTickType.DELAYED_BID¶

DELAYED_BID_OPTION = IbTickType.DELAYED_BID_OPTION¶

DELAYED_BID_SIZE = IbTickType.DELAYED_BID_SIZE¶

DELAYED_CLOSE = IbTickType.DELAYED_CLOSE¶

DELAYED_HALTED = IbTickType.DELAYED_HALTED¶

DELAYED_HIGH = IbTickType.DELAYED_HIGH¶

DELAYED_LAST = IbTickType.DELAYED_LAST¶

DELAYED_LAST_OPTION = IbTickType.DELAYED_LAST_OPTION¶

DELAYED_LAST_SIZE = IbTickType.DELAYED_LAST_SIZE¶

DELAYED_LAST_TIMESTAMP = IbTickType.DELAYED_LAST_TIMESTAMP¶

DELAYED_LOW = IbTickType.DELAYED_LOW¶

DELAYED_MODEL_OPTION = IbTickType.DELAYED_MODEL_OPTION¶

DELAYED_OPEN = IbTickType.DELAYED_OPEN¶

DELAYED_VOLUME = IbTickType.DELAYED_VOLUME¶

DELAYED_YIELD_ASK = IbTickType.DELAYED_YIELD_ASK¶

DELAYED_YIELD_BID = IbTickType.DELAYED_YIELD_BID¶

ESTIMATED_IPO_MIDPOINT = IbTickType.ESTIMATED_IPO_MIDPOINT¶

ETF_FROZEN_NAV_LAST = IbTickType.ETF_FROZEN_NAV_LAST¶

ETF_NAV_ASK = IbTickType.ETF_NAV_ASK¶

ETF_NAV_BID = IbTickType.ETF_NAV_BID¶

ETF_NAV_CLOSE = IbTickType.ETF_NAV_CLOSE¶

ETF_NAV_HIGH = IbTickType.ETF_NAV_HIGH¶

ETF_NAV_LAST = IbTickType.ETF_NAV_LAST¶

ETF_NAV_LOW = IbTickType.ETF_NAV_LOW¶

ETF_NAV_PRIOR_CLOSE = IbTickType.ETF_NAV_PRIOR_CLOSE¶

FINAL_IPO_LAST = IbTickType.FINAL_IPO_LAST¶

FUNDAMENTAL_RATIOS = IbTickType.FUNDAMENTAL_RATIOS¶

FUTURES_OPEN_INTEREST = IbTickType.FUTURES_OPEN_INTEREST¶

HALTED = IbTickType.HALTED¶

HIGH = IbTickType.HIGH¶

HIGH13_WEEK = IbTickType.HIGH13_WEEK¶

HIGH26_WEEK = IbTickType.HIGH26_WEEK¶

HIGH52_WEEK = IbTickType.HIGH52_WEEK¶

HIGH_EFP_COMPUTATION = IbTickType.HIGH_EFP_COMPUTATION¶

IB_DIVIDENDS = IbTickType.IB_DIVIDENDS¶

INDEX_FUTURE_PREMIUM = IbTickType.INDEX_FUTURE_PREMIUM¶

LAST = IbTickType.LAST¶

LAST_EFP_COMPUTATION = IbTickType.LAST_EFP_COMPUTATION¶

LAST_EXCH = IbTickType.LAST_EXCH¶

LAST_OPTION = IbTickType.LAST_OPTION¶

LAST_REG_TIME = IbTickType.LAST_REG_TIME¶

LAST_RTH_TRADE = IbTickType.LAST_RTH_TRADE¶

LAST_SIZE = IbTickType.LAST_SIZE¶

LAST_TIMESTAMP = IbTickType.LAST_TIMESTAMP¶

LAST_YIELD = IbTickType.LAST_YIELD¶

LOW = IbTickType.LOW¶

LOW13_WEEK = IbTickType.LOW13_WEEK¶

LOW26_WEEK = IbTickType.LOW26_WEEK¶

LOW52_WEEK = IbTickType.LOW52_WEEK¶

LOW_EFP_COMPUTATION = IbTickType.LOW_EFP_COMPUTATION¶

MARK_PRICE = IbTickType.MARK_PRICE¶

MODEL_OPTION = IbTickType.MODEL_OPTION¶

NEWS_TICK = IbTickType.NEWS_TICK¶

OPEN = IbTickType.OPEN¶

OPEN_EFP_COMPUTATION = IbTickType.OPEN_EFP_COMPUTATION¶

OPEN_INTEREST = IbTickType.OPEN_INTEREST¶

OPTION_ASK_EXCH = IbTickType.OPTION_ASK_EXCH¶

OPTION_BID_EXCH = IbTickType.OPTION_BID_EXCH¶

OPTION_CALL_OPEN_INTEREST = IbTickType.OPTION_CALL_OPEN_INTEREST¶

OPTION_CALL_VOLUME = IbTickType.OPTION_CALL_VOLUME¶

OPTION_HISTORICAL_VOL = IbTickType.OPTION_HISTORICAL_VOL¶

OPTION_IMPLIED_VOL = IbTickType.OPTION_IMPLIED_VOL¶

OPTION_PUT_OPEN_INTEREST = IbTickType.OPTION_PUT_OPEN_INTEREST¶

OPTION_PUT_VOLUME = IbTickType.OPTION_PUT_VOLUME¶

REGULATORY_IMBALANCE = IbTickType.REGULATORY_IMBALANCE¶

REUTERS2_MUTUAL_FUNDS = IbTickType.REUTERS2_MUTUAL_FUNDS¶

RT_HISTORICAL_VOL = IbTickType.RT_HISTORICAL_VOL¶

RT_TRD_VOLUME = IbTickType.RT_TRD_VOLUME¶

RT_VOLUME = IbTickType.RT_VOLUME¶

SHORTABLE = IbTickType.SHORTABLE¶

SHORTABLE_SHARES = IbTickType.SHORTABLE_SHARES¶

SHORT_TERM_VOLUME10_MIN = IbTickType.SHORT_TERM_VOLUME10_MIN¶

SHORT_TERM_VOLUME3_MIN = IbTickType.SHORT_TERM_VOLUME3_MIN¶

SHORT_TERM_VOLUME5_MIN = IbTickType.SHORT_TERM_VOLUME5_MIN¶

SOCIAL_MARKET_ANALYTICS = IbTickType.SOCIAL_MARKET_ANALYTICS¶

TRADE_COUNT = IbTickType.TRADE_COUNT¶

TRADE_RATE = IbTickType.TRADE_RATE¶

UNKNOWN = IbTickType.UNKNOWN¶

VOLUME = IbTickType.VOLUME¶

VOLUME_RATE = IbTickType.VOLUME_RATE¶

as_i32()¶

class IbTimeInForce¶

Bases: object

Interactive Brokers time-in-force values.

AUCTION = IbTimeInForce.AUCTION¶

DAY = IbTimeInForce.DAY¶

DAY_TIL_CANCELED = IbTimeInForce.DAY_TIL_CANCELED¶

FILL_OR_KILL = IbTimeInForce.FILL_OR_KILL¶

GOOD_TIL_CANCELED = IbTimeInForce.GOOD_TIL_CANCELED¶

GOOD_TIL_DATE = IbTimeInForce.GOOD_TIL_DATE¶

IMMEDIATE_OR_CANCEL = IbTimeInForce.IMMEDIATE_OR_CANCEL¶

ON_OPEN = IbTimeInForce.ON_OPEN¶

as_str()¶

class IbTradingHours¶

Bases: object

Interactive Brokers trading hours selector.

EXTENDED = IbTradingHours.EXTENDED¶

REGULAR = IbTradingHours.REGULAR¶

use_rth()¶

class IbTriggerMethod¶

Bases: object

Interactive Brokers price-condition trigger methods.

BID_ASK = IbTriggerMethod.BID_ASK¶

DEFAULT = IbTriggerMethod.DEFAULT¶

DOUBLE_BID_ASK = IbTriggerMethod.DOUBLE_BID_ASK¶

DOUBLE_LAST = IbTriggerMethod.DOUBLE_LAST¶

LAST = IbTriggerMethod.LAST¶

LAST_OR_BID_ASK = IbTriggerMethod.LAST_OR_BID_ASK¶

MIDPOINT = IbTriggerMethod.MIDPOINT¶

as_i32()¶

class IbTwapStrategyType¶

Bases: object

MARKETABLE = IbTwapStrategyType.MARKETABLE¶

MATCHING_LAST = IbTwapStrategyType.MATCHING_LAST¶

MATCHING_MIDPOINT = IbTwapStrategyType.MATCHING_MIDPOINT¶

MATCHING_SAME_SIDE = IbTwapStrategyType.MATCHING_SAME_SIDE¶

as_str()¶

class IbVolatilityType¶

Bases: object

Interactive Brokers volatility type values.

ANNUAL = IbVolatilityType.ANNUAL¶

DAILY = IbVolatilityType.DAILY¶

as_i32()¶

class InteractiveBrokersDataClientConfig¶

Bases: object

Configuration for Interactive Brokers data client.

all_last_trades¶: Returns whether tick-by-tick subscriptions include special-condition trades.

batch_quotes¶: Returns whether to use batch quotes.

client_id¶: Returns the client ID.

connection_timeout¶: Returns the connection timeout in seconds.

handle_revised_bars¶: Returns whether to handle revised bars.

host¶: Returns the host.

ignore_quote_tick_size_updates¶: Returns whether to ignore quote tick size updates.

instrument_provider¶: Returns the instrument provider configuration.

market_data_type¶: Returns the market data type.

port¶: Returns the port.

request_timeout¶: Returns the request timeout in seconds.

subscription_idle_timeout_secs¶: Returns the optional subscription idle interval in seconds.

use_regular_trading_hours¶: Returns whether to use regular trading hours only.

class InteractiveBrokersDataClientFactory¶

Bases: object

Factory for creating Interactive Brokers data clients.

name()¶

class InteractiveBrokersExecutionClientConfig¶

Bases: object

Configuration for Interactive Brokers execution client.

account_id¶: Returns the raw IB account code.

client_id¶: Returns the client ID.

connection_timeout¶: Returns the connection timeout in seconds.

fetch_all_open_orders¶: Returns whether to fetch all open orders.

host¶: Returns the host.

instrument_provider¶: Returns the instrument provider configuration.

port¶: Returns the port.

request_timeout¶: Returns the request timeout in seconds.

track_option_exercise_from_position_update¶: Returns whether to track option exercise from position updates.

class InteractiveBrokersExecutionClientFactory¶

Bases: object

Factory for creating Interactive Brokers execution clients.

name()¶

class InteractiveBrokersInstrumentProvider¶

Bases: object

Interactive Brokers instrument provider.

This provider fetches contract details from Interactive Brokers using the rust-ibapi library and converts them to NautilusTrader instruments.

count()¶: Get the number of cached instruments.

determine_venue(contract)¶: Determine venue from contract using provider configuration.

fetch_contract_details()¶

Maintain compatibility with the legacy Python provider API.

Contract details are fetched as part of the data/execution client load flow, so the standalone provider has nothing to do here.

find(instrument_id)¶: Find an instrument by its ID.

find_by_contract_id(contract_id)¶: Find an instrument by IB contract ID.

get_all()¶: Get all cached instruments.

get_price_magnifier(instrument_id)¶: Get price magnifier for an instrument ID.

instrument_id_to_ib_contract_details(instrument_id)¶: Convert an instrument ID to cached IB contract details.

load_cache(cache_path)¶

Load instrument cache from disk if valid.

# Returns

Returns true if cache was loaded successfully and is valid, false otherwise.

# Errors

Returns an error if deserialization or file I/O fails (but treats missing file as non-error).

save_cache(cache_path)¶

Save the current instrument cache to disk.

# Errors

Returns an error if serialization or file I/O fails.

class InteractiveBrokersInstrumentProviderConfig¶

Bases: object

Configuration for Interactive Brokers instrument provider.

build_futures_chain¶: Returns whether to build full futures chain.

build_options_chain¶: Returns whether to build full options chain.

cache_path¶: Returns the cache path for persistent instrument caching.

cache_validity_days¶: Returns the cache validity in days.

convert_exchange_to_mic_venue¶: Returns whether to convert IB exchanges to MIC venues.

filter_callable¶: Returns the custom instrument filter callable path.

filter_sec_types¶: Returns the filter security types.

load_contracts¶: Returns the IB contracts to load on startup.

load_ids¶: Returns the instrument IDs to load on startup.

max_expiry_days¶: Returns the maximum expiry days.

min_expiry_days¶: Returns the minimum expiry days.

symbol_to_mic_venue¶: Returns the symbol to MIC venue mapping.

symbology_method¶: Returns the symbology method.

class InteractiveBrokersSubscriptionIdle¶

Bases: object

A subscription receives no market data within its configured interval.

This is an inactivity signal, not evidence that the connection or market is closed.

client_id¶

classmethod from_json(data)¶

idle_timeout_secs¶

instrument_id¶

last_data_received_ns¶

subscription¶

to_json()¶

ts_event¶

ts_init¶

class MarketDataType¶

Bases: object

Market data type for switching between real-time and frozen/delayed.

DELAYED = MarketDataType.DELAYED¶

DELAYED_FROZEN = MarketDataType.DELAYED_FROZEN¶

FROZEN = MarketDataType.FROZEN¶

REALTIME = MarketDataType.REALTIME¶

class SymbologyMethod¶

Bases: object

Symbology method for converting between IB contracts and Nautilus instrument IDs.

RAW = SymbologyMethod.RAW¶

SIMPLIFIED = SymbologyMethod.SIMPLIFIED¶

class TradingMode¶

Bases: object

Trading mode for Dockerized IB Gateway.

LIVE = TradingMode.LIVE¶

PAPER = TradingMode.PAPER¶