Interactive Brokers

How to create a model based on Interactive Brokers' data

Video tutorial :
Text tutorial : 
3 steps:
Setup Ngrok
Setup TraderWorkstation
Setup Swiss33
Make sure to have a working Interactive Brokers account :  https://www.interactivebrokers.com/​
This tutorial works for both MacOS and Windows.
1. Setup Ngrok
Go to https://ngrok.com/​
Sign up, verify your e-mail address, download an install ngrok​
You must get this page : 
In a terminal, enter : 
ngrok config add-authtoken YOUR_PRIVATE_TOKEN
It must echo : 
Authtoken saved to configuration file : path\to\file\ngrok.yml
2. Setup TradeWorkstation
Download, install and launch TWS​
If you want to trade with virtual money, log in to the paper mode, else in the live mode
In the TWS, go to Settings > API > Settings
Check "Enable ActiveX and Socket Clients"
Uncheck "Read-Only API"
Remember the socket port (7497 by default for paper trading, 7496 for live trading)
Click on "Apply"
Go to your terminal and enter : 
ngrok tcp 7497
if your modified the socket port to 6666, for instance, it should be : 
ngrok tcp 6666
copy the link that starts with "tcp", in the format tcp://x.tcp.xx.ngrok.io:xxxxx
3. Setup Swiss33
Go to the model's page of Swiss33​
Create a model, by choosing the algorithm you want and of course Interactive Brokers as a data source
You will be asked to enter the link you copied right before : 
So, enter your link tcp://x.tcp.xx.ngrok.io:xxxxx in "Trader Workstation's connection"
Done !
You can the train your model, backtest it, deploy it as a bot like for any other broker.
Don't forget that while you handle data from Interactive Brokers, your TWS and Ngrok must be on, otherwise it will stop.
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Models

Trading bots

Last modified 3mo ago