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Mastering Python for Finance
book

Mastering Python for Finance

by James Ma Weiming
April 2015
Intermediate to advanced
340 pages
7h 21m
English
Packt Publishing
Content preview from Mastering Python for Finance

Algorithmic trading with Interactive Brokers and IbPy

In this section, we will build a working algorithmic trading platform that will authenticate with Interactive Brokers (IB) and log in, retrieve the market data, and send orders. IB is one of the most popular brokers in the trading community and has a long history of API development. There are plenty of articles on the use of the API available on the Web. IB serves clients ranging from hedge funds to retail traders. Although the API does not support Python directly, Python wrappers such as IbPy are available to make the API calls to the IB interface. The IB API is unique to its own implementation, and every broker has its own API handling methods. Nevertheless, the documents and sample applications ...

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Publisher Resources

ISBN: 9781784394516