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Project Title

Price quotes download from Interactive Brokers

Project description

This python script downloads intraday hourly price quotes of futures, forex, CFDs using Interactive Brokers(IBKR) API into csv files.

Samples of the csv files are located in folder data/recent/

Prerequisites

  • Python v3.7
  • ib_insync python framework for Interactive Brokers(IBKR) API
  • Data download of futures contracts require paid subscription to market data. Forex and index CFD contracts price quotes can be downloaded free of charge for IBKR customers. Please check with IBKR.
  • TWS (Traders Workstation) desktop software needs to be configured properly. Please see documentation. The port number in the script is to be matched with the port number set in TWS.

This script is not affiliated with Interactive Brokers Group, Inc.'s.