Interactive Brokers
How to create a model based on Interactive Brokers' data
Last updated
How to create a model based on Interactive Brokers' data
Last updated
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.
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 :
It must echo :
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 :
if your modified the socket port to 6666, for instance, it should be :
copy the link that starts with "tcp", in the format tcp://x.tcp.xx.ngrok.io:xxxxx
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.
