In this section, we will build a working algorithmic trading platform that will authenticate with Interactive Brokers (IB) and log in, retrieve the market data, and send orders. IB is one of the most popular brokers in the trading community and has a long history of API development. There are plenty of articles on the use of the API available on the Web. IB serves clients ranging from hedge funds to retail traders. Although the API does not support Python directly, Python wrappers such as IbPy are available to make the API calls to the IB interface. The IB API is unique to its own implementation, and every broker has its own API handling methods. Nevertheless, the documents and sample applications provided by your broker would demonstrate the core functionality of every API interface that can be easily integrated into an algorithmic trading system if designed properly.
Mastering Python for Finance
Mastering Python for Finance
Overview of this book
Table of Contents (17 chapters)
Mastering Python for Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Free Chapter
Python for Financial Applications
The Importance of Linearity in Finance
Nonlinearity in Finance
Numerical Procedures
Interest Rates and Derivatives
Interactive Financial Analytics with Python and VSTOXX
Big Data with Python
Algorithmic Trading
Backtesting
Excel with Python
Index
Customer Reviews