How to create a model based on Interactive Brokers' data
- Setup Ngrok
- Setup TraderWorkstation
- Setup Swiss33
- In a terminal, enter :
ngrok config add-authtoken YOUR_PRIVATE_TOKEN
- It must echo :
Authtoken saved to configuration file : path\to\file\ngrok.yml
- 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
- So, enter your link
tcp://x.tcp.xx.ngrok.io:xxxxxin "Trader Workstation's connection"
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.