In case you missed it! Mayank Rasu from Rasuquant created a series of TWS API tutorials on how to implement market scanners and retrieve historical options & futures data. Check out the links below:
- Implementing Market Scanners using TWS API – Part I
Traders will learn how to configure market scanners through a wide range of filters and parameters via the IBKR Python API. - Implementing Market Scanners using TWS API – Part II
Find out the tools needed to create Market Scanners using the IBKR TWS API with this step-by-step Python tutorial. - Historical Options & Futures Data using TWS API
In this article, explore the TWS API tools required to extract historical data and learn how to retrieve such data for futures contracts. - Historical Options & Futures Data using TWS API – Part II.
In the second installment of this series, get more details on how to extract historical data for derivative contracts. In addition, get insights on storing data in Pandas dataframe.
Disclosure: Interactive Brokers
The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.
The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.
Disclosure: API Examples Discussed
Throughout the lesson, please keep in mind that the examples discussed are purely for technical demonstration purposes, and do not constitute trading advice. Also, it is important to remember that placing trades in a paper account is recommended before any live trading.
Disclosure: Order Types / TWS
The order types available through Interactive Brokers LLC's Trader Workstation are designed to help you limit your loss and/or lock in a profit. Market conditions and other factors may affect execution. In general, orders guarantee a fill or guarantee a price, but not both. In extreme market conditions, an order may either be executed at a different price than anticipated or may not be filled in the marketplace.
Disclosure: Options Trading
Options involve risk and are not suitable for all investors. Multiple leg strategies, including spreads, will incur multiple commission charges. For more information read the "Characteristics and Risks of Standardized Options" also known as the options disclosure document (ODD) or visit ibkr.com/occ
Disclosure: Futures Trading
Futures are not suitable for all investors. The amount you may lose may be greater than your initial investment. Before trading futures, please read the CFTC Risk Disclosure. A copy and additional information are available at ibkr.com.