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 :
It must echo :
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 :
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
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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