Interactive Brokers#

To trade in your interactive brokers account, you must install Trader Workstation (or Gateway). Instructions for installation can be found here: https://interactivebrokers.github.io/tws-api/initial_setup.html

Once installed, navigate in Trader Workstation to File -> Global Configuration -> API -> Settings The key settings required to trade using Lumibot are:

  1. Enable ActiveX and Socket Clients

  2. Disable Read-Only API

  3. Socket port 7496 for live trading, 7497 for paper account trading.

    • NOTE: It is highly recommended to thoroughly test your algorithm in paper trading mode before trading live.

  4. Master API Client ID: You can find in the Trader Workstation by going to File -> Global Configurations -> API -> Settings, then looking for “Master API client ID”. This can be any number you choose up to 999. You will use this in your configuration file to log in.

_images/interactive_brokers.png

Set up your credentials as follows in credentials.py:

INTERACTIVE_BROKERS_CONFIG = {
    "SOCKET_PORT": 7497,
    "CLIENT_ID": "your Master API Client ID three digit number",
    "IP": "127.0.0.1",
}

Set up your entry point file as above, except using Interactive Brokers. Here is an example of a completed file:

from lumibot.traders import Trader
# Import interactive brokers
from lumibot.brokers import InteractiveBrokers
from lumibot.strategies.examples import Strangle
from credentials import INTERACTIVE_BROKERS_CONFIG


trader = Trader()
# Initialize interactive brokers
interactive_brokers = InteractiveBrokers(INTERACTIVE_BROKERS_CONFIG)

strategy = Strangle(broker=interactive_brokers)
trader.add_strategy(strategy)
trader.run_all()

You can also see the file simple_start_ib.py for a working bot here: https://github.com/Lumiwealth/lumibot/blob/master/getting_started/simple_start_ib.py