Requesting Historical Prices from Interactive Brokers with Python
Summary
This technical guide outlines a workflow for requesting historical prices through Interactive Brokers' API from Python using swigibpy. It describes preparing a callback object to receive data and errors, submitting a historical-data request, and waiting for a completion signal or an error before returning results. The headings also identify other market-data services covered by the API, including real-time bars and market depth.
A central practical point is that contract definitions must match the instrument: the exchange name should match the product listing, and some contracts require explicit currency and multiplier values. The examples mention CAC 40 and AEX futures and silver, with differing contract settings. The excerpt is brief and does not include the full implementation, detailed request parameters, or robust error-handling guidance, so it serves as an orientation to the data-request flow rather than a complete integration reference. API behaviour and supported libraries may also depend on the software versions in use.
Key ideas
- Historical data requests require a callback destination for returned prices and errors.
- The client submits a request and waits for completion or an error response.
- Contract exchange, currency, and multiplier settings must match the instrument.
- The excerpt names additional API data services but does not explain their setup in detail.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.