{"id":169812,"date":"2022-09-27T16:45:00","date_gmt":"2022-09-27T20:45:00","guid":{"rendered":"https:\/\/ibkrcampus.com\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/"},"modified":"2023-02-09T15:23:07","modified_gmt":"2023-02-09T20:23:07","slug":"backtesting-your-quant-strategies-using-ibkrs-tws-api","status":"publish","type":"webinars","link":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/","title":{"rendered":"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API"},"content":{"rendered":"<div>\n<div>\n<div>\n<div>\n<p>This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source backtesting\u00a0framework to retrieve historical data through the TWS API and the steps required to progress toward live trading. An example of a fully-fledged strategy will be provided for educational purposes.<i>\u00a0 \u00a0<\/i><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<div>\n<div>\n<div>\n<div>\n<p>This instructional material\u00a0presented builds\u00a0on a recent IBKR blog series:\u00a0\u201cBuilding your automated strategy with IBKR: From Back Testing to Paper Trading to Live Execution,\u201d by Jogi Narain of <span class=\"markwpyehrkin\" data-markjs=\"true\" data-ogac=\"\" data-ogab=\"\" data-ogsc=\"\" data-ogsb=\"\">Atreyu<\/span>\u00a0Trading.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source backtesting\u00a0framework to retrieve historical data through the TWS API and the steps required to progress toward live trading.<\/p>\n","protected":false},"author":1,"featured_media":169813,"parent":0,"menu_order":0,"template":"","meta":{"_acf_changed":false,"footnotes":""},"contributors-categories":[13853],"webinar-categories":[13884,13878],"class_list":{"0":"post-169812","1":"webinars","2":"type-webinars","3":"status-publish","4":"has-post-thumbnail","6":"contributors-categories-atreyu-trading-services","7":"webinar-categories-trading","8":"webinar-categories-webinar-topics-webinars"},"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v26.9 (Yoast SEO v27.7) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Archives | IBKR Webinars | IBKR Campus<\/title>\n<meta name=\"description\" content=\"This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source...\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.interactivebrokers.com\/campus\/wp-json\/wp\/v2\/webinars\/169812\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API\" \/>\n<meta property=\"og:description\" content=\"This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source backtesting\u00a0framework to retrieve historical data through the TWS API and the steps required to progress toward live trading.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/\" \/>\n<meta property=\"og:site_name\" content=\"IBKR Campus US\" \/>\n<meta property=\"article:modified_time\" content=\"2023-02-09T20:23:07+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2022\/11\/quant-strategies-ibkr-tws-api-1.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"1000\" \/>\n\t<meta property=\"og:image:height\" content=\"563\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:title\" content=\"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\n\t    \"@context\": \"https:\\\/\\\/schema.org\",\n\t    \"@graph\": [\n\t        {\n\t            \"@type\": \"WebPage\",\n\t            \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/\",\n\t            \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/\",\n\t            \"name\": \"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API\",\n\t            \"isPartOf\": {\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#website\"\n\t            },\n\t            \"primaryImageOfPage\": {\n\t                \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/#primaryimage\"\n\t            },\n\t            \"image\": {\n\t                \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/#primaryimage\"\n\t            },\n\t            \"thumbnailUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2022\\\/11\\\/quant-strategies-ibkr-tws-api-1.jpg\",\n\t            \"datePublished\": \"2022-09-27T20:45:00+00:00\",\n\t            \"dateModified\": \"2023-02-09T20:23:07+00:00\",\n\t            \"description\": \"This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source backtesting\u00a0framework to retrieve historical data through the TWS API and the steps required to progress toward live trading.\",\n\t            \"breadcrumb\": {\n\t                \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/#breadcrumb\"\n\t            },\n\t            \"inLanguage\": \"en-US\",\n\t            \"potentialAction\": [\n\t                {\n\t                    \"@type\": \"ReadAction\",\n\t                    \"target\": [\n\t                        \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/\"\n\t                    ]\n\t                }\n\t            ]\n\t        },\n\t        {\n\t            \"@type\": \"ImageObject\",\n\t            \"inLanguage\": \"en-US\",\n\t            \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/#primaryimage\",\n\t            \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2022\\\/11\\\/quant-strategies-ibkr-tws-api-1.jpg\",\n\t            \"contentUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2022\\\/11\\\/quant-strategies-ibkr-tws-api-1.jpg\",\n\t            \"width\": 1000,\n\t            \"height\": 563,\n\t            \"caption\": \"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API\"\n\t        },\n\t        {\n\t            \"@type\": \"BreadcrumbList\",\n\t            \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/webinars\\\/backtesting-your-quant-strategies-using-ibkrs-tws-api\\\/#breadcrumb\",\n\t            \"itemListElement\": [\n\t                {\n\t                    \"@type\": \"ListItem\",\n\t                    \"position\": 1,\n\t                    \"name\": \"Webinars\",\n\t                    \"item\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/webinars\\\/\"\n\t                },\n\t                {\n\t                    \"@type\": \"ListItem\",\n\t                    \"position\": 2,\n\t                    \"name\": \"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API\"\n\t                }\n\t            ]\n\t        },\n\t        {\n\t            \"@type\": \"WebSite\",\n\t            \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#website\",\n\t            \"url\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/\",\n\t            \"name\": \"IBKR Campus US\",\n\t            \"description\": \"Financial Education from Interactive Brokers\",\n\t            \"publisher\": {\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#organization\"\n\t            },\n\t            \"potentialAction\": [\n\t                {\n\t                    \"@type\": \"SearchAction\",\n\t                    \"target\": {\n\t                        \"@type\": \"EntryPoint\",\n\t                        \"urlTemplate\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/?s={search_term_string}\"\n\t                    },\n\t                    \"query-input\": {\n\t                        \"@type\": \"PropertyValueSpecification\",\n\t                        \"valueRequired\": true,\n\t                        \"valueName\": \"search_term_string\"\n\t                    }\n\t                }\n\t            ],\n\t            \"inLanguage\": \"en-US\"\n\t        },\n\t        {\n\t            \"@type\": \"Organization\",\n\t            \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#organization\",\n\t            \"name\": \"Interactive Brokers\",\n\t            \"alternateName\": \"IBKR\",\n\t            \"url\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/\",\n\t            \"logo\": {\n\t                \"@type\": \"ImageObject\",\n\t                \"inLanguage\": \"en-US\",\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/logo\\\/image\\\/\",\n\t                \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2024\\\/05\\\/ibkr-campus-logo.jpg\",\n\t                \"contentUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2024\\\/05\\\/ibkr-campus-logo.jpg\",\n\t                \"width\": 669,\n\t                \"height\": 669,\n\t                \"caption\": \"Interactive Brokers\"\n\t            },\n\t            \"image\": {\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/logo\\\/image\\\/\"\n\t            },\n\t            \"publishingPrinciples\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/about-ibkr-campus\\\/\",\n\t            \"ethicsPolicy\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/cyber-security-notice\\\/\"\n\t        }\n\t    ]\n\t}<\/script>\n<!-- \/ Yoast SEO Premium plugin. -->","yoast_head_json":{"title":"Archives | IBKR Webinars | IBKR Campus","description":"This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source...","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/www.interactivebrokers.com\/campus\/wp-json\/wp\/v2\/webinars\/169812\/","og_locale":"en_US","og_type":"article","og_title":"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API","og_description":"This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source backtesting\u00a0framework to retrieve historical data through the TWS API and the steps required to progress toward live trading.","og_url":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/","og_site_name":"IBKR Campus US","article_modified_time":"2023-02-09T20:23:07+00:00","og_image":[{"width":1000,"height":563,"url":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2022\/11\/quant-strategies-ibkr-tws-api-1.jpg","type":"image\/jpeg"}],"twitter_card":"summary_large_image","twitter_title":"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API","schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/","url":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/","name":"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API","isPartOf":{"@id":"https:\/\/ibkrcampus.com\/campus\/#website"},"primaryImageOfPage":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/#primaryimage"},"image":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/#primaryimage"},"thumbnailUrl":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2022\/11\/quant-strategies-ibkr-tws-api-1.jpg","datePublished":"2022-09-27T20:45:00+00:00","dateModified":"2023-02-09T20:23:07+00:00","description":"This webinar describes the process of backtesting for quantitative strategies using IBKR\u2019s historical data.\u00a0We will show how to use an open source backtesting\u00a0framework to retrieve historical data through the TWS API and the steps required to progress toward live trading.","breadcrumb":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/"]}]},{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/#primaryimage","url":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2022\/11\/quant-strategies-ibkr-tws-api-1.jpg","contentUrl":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2022\/11\/quant-strategies-ibkr-tws-api-1.jpg","width":1000,"height":563,"caption":"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API"},{"@type":"BreadcrumbList","@id":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/backtesting-your-quant-strategies-using-ibkrs-tws-api\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Webinars","item":"https:\/\/ibkrcampus.com\/campus\/webinars\/"},{"@type":"ListItem","position":2,"name":"Backtesting Your Quant Strategies Using IBKR\u2019s TWS API"}]},{"@type":"WebSite","@id":"https:\/\/ibkrcampus.com\/campus\/#website","url":"https:\/\/ibkrcampus.com\/campus\/","name":"IBKR Campus US","description":"Financial Education from Interactive Brokers","publisher":{"@id":"https:\/\/ibkrcampus.com\/campus\/#organization"},"potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/ibkrcampus.com\/campus\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Organization","@id":"https:\/\/ibkrcampus.com\/campus\/#organization","name":"Interactive Brokers","alternateName":"IBKR","url":"https:\/\/ibkrcampus.com\/campus\/","logo":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/ibkrcampus.com\/campus\/#\/schema\/logo\/image\/","url":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2024\/05\/ibkr-campus-logo.jpg","contentUrl":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2024\/05\/ibkr-campus-logo.jpg","width":669,"height":669,"caption":"Interactive Brokers"},"image":{"@id":"https:\/\/ibkrcampus.com\/campus\/#\/schema\/logo\/image\/"},"publishingPrinciples":"https:\/\/www.interactivebrokers.com\/campus\/about-ibkr-campus\/","ethicsPolicy":"https:\/\/www.interactivebrokers.com\/campus\/cyber-security-notice\/"}]}},"_links":{"self":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/webinars\/169812","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/webinars"}],"about":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/types\/webinars"}],"author":[{"embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/users\/1"}],"version-history":[{"count":0,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/webinars\/169812\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/media\/169813"}],"wp:attachment":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/media?parent=169812"}],"wp:term":[{"taxonomy":"contributors-categories","embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/contributors-categories?post=169812"},{"taxonomy":"webinar-categories","embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/webinar-categories?post=169812"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}