IBKR Market#
Overview#
The IBKR Market interface provides access to historical and real-time market data from Interactive Brokers.
>>> self.api = ibkr.Ibkr("127.0.0.1", 4002, 0)
>>> self.api.start()
>>> symbols = ["AAPL"]
>>> history = self.api.market_interface.historical(symbols, "2021-01-01", "2021-02-01", "D")
>>> print(history)
Index: {'date': <class 'datetime.datetime'>},
Columns: {'open': <class 'float'>, 'high': <class 'float'>, 'low': <class 'float'>, 'close': <class 'float'>, 'volume': <class 'int'>, 'bar_count': <class 'int'>},
open high low close volume bar_count
date
2024-02-23 183.94 185.35 182.23 182.28 333090 144711
2024-02-26 182.27 182.76 180.65 181.03 335256 131140
2024-02-27 180.60 183.93 179.56 183.06 448855 191479
2024-02-28 183.30 183.47 180.13 181.22 405216 163556
2024-02-29 180.89 182.57 179.53 180.63 1053960 266290
... ... ... ... ... ... ...
2025-02-14 241.98 245.35 240.47 244.65 298642 127144
2025-02-18 245.05 245.51 241.84 245.37 302596 117741
2025-02-19 245.00 246.01 243.16 244.80 218317 92070
2025-02-20 243.98 246.78 243.50 245.60 237629 103929
2025-02-21 245.55 248.69 245.00 245.00 366301 145610
[250 rows x 6 columns]