3. Interactive Brokers for orders only ,not for data feed
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Interactive Brokers for orders only ,not for data feed

  • T

    Hello,
    Is it possible to use IB for buy/sell orders (+portfolio status) but take the ticker data from a csv file ?
    Meaning,
    Can I replace the ibstore.getdata(...) line with cerebro.adddata(...) line, in the following example?

        cerebro = bt.Cerebro()
    ibstore = bt.stores.IBStore(host='127.0.0.1', port=1001, clientId=33,notifyall=True)
    cerebro.broker = ibstore.getbroker()

    for ticker in ['AAPL', 'XOM']:
        ib_dataname = ticker+'-STK-SMART-USD'
        data = ibstore.getdata(dataname=ib_dataname,name=ticker,timeframe=bt.TimeFrame.Days,
                               compression=1,rtbar=False)
        cerebro.adddata(data)

    Thank you.

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  • B
    administrators

    Data feeds and brokers are independent.

    But you still need a contract reference for the Broker connecting to Interactive Brokers, to let it know what it is being bought and sold.

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  • T

    Hi and thank you for your reply,
    Can you elaborate what that means?

    Thank you

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  • B
    administrators

    The broker needs to know what is being bought and sold. Your csv based data feed is not a reference for anything when talking to Interactive Brokers. You need a data feed from Interactive Brokers, even if only for it to be the target of your order.

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  • B
    administrators

    Addtionally and taking into account that you are clearly developing software for a 3rd party and trying to get free information from the community, you could be the one actually elaborating your questions.

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  • T

    The software I develop is for my personal use only and I'm not trying to get anything for free,I have my own .csv files with up-to-date historical quotes which I would like to use as the data feed, while the bt-ib interface is not working smoothly,this is why I wanted to know if I may use the up-to-date csv file as datafeed while leaving the bt-ib interface for orders and portfolio status,I have done this before with C++ TWS interface and it worked fine.

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    C
     1 Reply
  • C

    @trade-prophet @backtrader
    I have a similar question as I have a paid data source from elsewhere and was hoping I didn't need to pay more and subscribe to IB data also... is there no way following connection to the IB broker and TWS, that I can place orders using my own data... and the correct IB ticker names?

    Thanks,
    Charles

    0 1 Reply
  • C

    @backtrader another reason to use my own data instead of IB -- I have many custom columns in my data which I use to help make trading decisions.

    @RandyT or @ab_trader - I don't suppose you have any experience in implementing your own data into a live trading system on IB?

    Also: this error may be related. I connected to the IB broker and used my own data, at the begining of Next() I get this error:

    Traceback (most recent call last):
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 1084, in <module>
    timer = RunStrategy(timer,minholddays=v.minholddays,buyscore=v.buyscore,mode=mode)
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 1008, in RunStrategy
    results = cerebro.run(runonce=False, writer=True, quicknotify=False)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1298, in runstrategies
    self._runnext(runstrats)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1630, in _runnext
    strat._next()
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\strategy.py", line 347, in _next
    super(Strategy, self)._next()
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\lineiterator.py", line 266, in _next
    self.next()
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 277, in next
    for i, d in enumerate(d for d in self.datas if self.broker.getposition(d).size):
  File "D:/Google Drive/Capriole Production/Python Production/Processor/Backtrader.py", line 277, in <genexpr>
    for i, d in enumerate(d for d in self.datas if self.broker.getposition(d).size):
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\brokers\ibbroker.py", line 306, in getposition
    return self.ib.getposition(data.tradecontract, clone=clone)
  File "C:\ProgramData\Anaconda3\lib\site-packages\backtrader\lineseries.py", line 461, in __getattr__
    return getattr(self.lines, name)
AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute 'tradecontract'

    Thanks!

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  • @cwse in that case i would write my own data feed of the custom source for backtrader and use ib_insync to make orders. In my setup I am using ib_insync for paper/live trading and backtrader for backtesting only. I found backtrader not flexible enough for a live trading solution.

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    C
     1 Reply
  • C

    Thanks @bb2, ib_insync seems like an interesting tool.

    Though I am a huge fan of backtrader, and have everything working like clockwork in bt, so would like to leverage the awesome backtrader platform if possible!

    @backtrader any suggestions?

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