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.