ibpy

I am trying to use IbPY to pull the price of a stock along with its financial statements. I'm new to python and don't entirely understand the complexities of calling some of the different methods within IbPy. I wrote some code to loop through the SP 500 and pull the bid/ask for each stock. I was hoping someone might be able to help me figure out the next step to pull the financial statements. Thoughts on the best way to do that? from ib.opt import ibConnection, message from ib.ext.Contract import Contract from ib.ext.EWrapper import EWrapper from time import sleep import csv with open(r'C:

I'm using ibapi from interactive brokers and I got stuck on how to capture the returned data, generally. For example, according to api docs , when I request reqAccountSummary(), the method delivered the data via accountSummary(). But their example only print the data. I've tried capturing the data or assign it to a variable, but no where in their docs shows how to do this. I've also google search and only find register() and registerAll() but that is from ib.opt which isn't in the latest working ibapi package. Here is my code. Could you show me how to modify accountSummary() to capture the

Interactive Brokers just released a python version of their API. I am trying to get data. I am using the 'examples' in 'Program.py', and just trying to get account values. I just want to know what the account liquidation value is, and get that into python. This is the documentation. And this is the code to create and send the request: app = TestApp() app.connect("127.0.0.1", 4001, clientId=0) print("serverVersion:%s connectionTime:%s" % (app.serverVersion(), app.twsConnectionTime())) app.reqAccountSummary(9004, 'All', '$LEDGER') I can use the IB Gateway, and see the request being sent, and the

Here is a script I am using to request market data. I am not subscribed to the data-feed yet, so I though it would automatically return delayed market data, but apparently I have to enable it, but cannot find where to do that. Here is the script and the errors I get, all I need is to receive delayed data, so I can test my algorithm. from ib.opt import ibConnection, message from ib.ext.Contract import Contract from time import sleep def fundamentalData_handler(msg): print(msg) def error_handler(msg): print(msg) tws = ibConnection(port=7496, clientId=100) tws.register(error_handler, message

I have successfully written the code to extract the information from demo version of TWS regarding my positions using the code: tws_conn = conn.Connection.create(port=7497, clientId=100) tws_conn.register( acct_update, msg.updateAccountValue, msg.updateAccountTime, msg.updatePortfolio) tws_conn.connect() tws_conn.reqPositions() tws_conn.reqAccountUpdates(True,'DU15181') However, it dumps the information as: <updatePortfolio contract=<Packages.IbPy.ib.ext.Contract.Contract object at 0x06B0FE30>, position=-10, marketPrice=3.4000001, marketValue=-3400.0, averageCost=334.345, unrealizedPNL=-56.55,

There are a lot of examples showing how to get particular asset's price from Interactive Brokers. However, when I want to get the whole chain of options for one asset, I don't know which particular strikes are listed. Same for futures, I don't know which expirations are available at the moment. So, i.e., for options, I just loop through all possible strikes and reqMktData for each, also making a sleep(1) every 100 messages to avoid hitting the limit for number of requests per second. Obviously, many of these messages return with error "No security definition has been found for the request".