ib_async.contract

Generated from the installed ib_async 2.1.0 package. Signatures and defaults are version-specific.

Financial instrument types used by Interactive Brokers.

Bag

Bag(**kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Bond

Bond(**kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

CFD

CFD(symbol: str = '', exchange: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

ComboLeg

ComboLeg(conId: int = 0, ratio: int = 0, action: str = '', exchange: str = '', openClose: int = 0, shortSaleSlot: int = 0, designatedLocation: str = '', exemptCode: int = -1) -> None

ComboLeg(conId: int = 0, ratio: int = 0, action: str = '', exchange: str = '', openClose: int = 0, shortSaleSlot: int = 0, designatedLocation: str = '', exemptCode: int = -1)

Fields

Name	Type	Default
conId	int	0
ratio	int	0
action	str	``
exchange	str	``
openClose	int	0
shortSaleSlot	int	0
designatedLocation	str	``
exemptCode	int	-1

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Commodity

Commodity(symbol: str = '', exchange: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

ContFuture

ContFuture(symbol: str = '', exchange: str = '', localSymbol: str = '', multiplier: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Contract

Contract(secType: str = '', conId: int = 0, symbol: str = '', lastTradeDateOrContractMonth: str = '', strike: float = 0.0, right: str = '', multiplier: str = '', exchange: str = '', primaryExchange: str = '', currency: str = '', localSymbol: str = '', tradingClass: str = '', includeExpired: bool = False, secIdType: str = '', secId: str = '', description: str = '', issuerId: str = '', comboLegsDescrip: str = '', comboLegs: list['ComboLeg'] = <factory>, deltaNeutralContract: Optional[ForwardRef('DeltaNeutralContract')] = None) -> None

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

create

create(**kwargs) -> 'Contract'

Create and a return a specialized contract based on the given secType, or a general Contract if secType is not given.

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

isHashable

isHashable(self) -> bool

See if this contract can be hashed by conId.

Note: Bag contracts always get conId=28812380, so they're not hashable by conId, but we generate a synthetic hash for them based on leg details instead.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

recreate

recreate(c) -> 'Contract'

Comply an existing generic Contract into its most specific type.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

ContractDescription

ContractDescription(contract: ib_async.contract.Contract | None = None, derivativeSecTypes: list[str] = <factory>) -> None

ContractDescription(contract: ib_async.contract.Contract | None = None, derivativeSecTypes: list[str] = <factory>)

Fields

Name	Type	Default
contract	ib_async.contract.Contract | None	None
derivativeSecTypes	list	factory: list

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

ContractDetails

ContractDetails(contract: ib_async.contract.Contract | None = None, marketName: str = '', minTick: float = 0.0, orderTypes: str = '', validExchanges: str = '', priceMagnifier: int = 0, underConId: int = 0, longName: str = '', contractMonth: str = '', industry: str = '', category: str = '', subcategory: str = '', timeZoneId: str = '', tradingHours: str = '', liquidHours: str = '', evRule: str = '', evMultiplier: int = 0, mdSizeMultiplier: int = 1, aggGroup: int = 0, underSymbol: str = '', underSecType: str = '', marketRuleIds: str = '', secIdList: list[ib_async.contract.TagValue] = <factory>, realExpirationDate: str = '', lastTradeTime: str = '', stockType: str = '', minSize: float = 0.0, sizeIncrement: float = 0.0, suggestedSizeIncrement: float = 0.0, cusip: str = '', ratings: str = '', descAppend: str = '', bondType: str = '', couponType: str = '', callable: bool = False, putable: bool = False, coupon: float = 0, convertible: bool = False, maturity: str = '', issueDate: str = '', nextOptionDate: str = '', nextOptionType: str = '', nextOptionPartial: bool = False, notes: str = '') -> None

ContractDetails(contract: ib_async.contract.Contract | None = None, marketName: str = '', minTick: float = 0.0, orderTypes: str = '', validExchanges: str = '', priceMagnifier: int = 0, underConId: int = 0, longName: str = '', contractMonth: str = '', industry: str = '', category: str = '', subcategory: str = '', timeZoneId: str = '', tradingHours: str = '', liquidHours: str = '', evRule: str = '', evMultiplier: int = 0, mdSizeMultiplier: int = 1, aggGroup: int = 0, underSymbol: str = '', underSecType: str = '', marketRuleIds: str = '', secIdList: list[ib_async.contract.TagValue] = <factory>, realExpirationDate: str = '', lastTradeTime: str = '', stockType: str = '', minSize: float = 0.0, sizeIncrement: float = 0.0, suggestedSizeIncrement: float = 0.0, cusip: str = '', ratings: str = '', descAppend: str = '', bondType: str = '', couponType: str = '', callable: bool = False, putable: bool = False, coupon: float = 0, convertible: bool = False, maturity: str = '', issueDate: str = '', nextOptionDate: str = '', nextOptionType: str = '', nextOptionPartial: bool = False, notes: str = '')

Fields

Name	Type	Default
contract	ib_async.contract.Contract | None	None
marketName	str	``
minTick	float	0.0
orderTypes	str	``
validExchanges	str	``
priceMagnifier	int	0
underConId	int	0
longName	str	``
contractMonth	str	``
industry	str	``
category	str	``
subcategory	str	``
timeZoneId	str	``
tradingHours	str	``
liquidHours	str	``
evRule	str	``
evMultiplier	int	0
mdSizeMultiplier	int	1
aggGroup	int	0
underSymbol	str	``
underSecType	str	``
marketRuleIds	str	``
secIdList	list	factory: list
realExpirationDate	str	``
lastTradeTime	str	``
stockType	str	``
minSize	float	0.0
sizeIncrement	float	0.0
suggestedSizeIncrement	float	0.0
cusip	str	``
ratings	str	``
descAppend	str	``
bondType	str	``
couponType	str	``
callable	bool	False
putable	bool	False
coupon	float	0
convertible	bool	False
maturity	str	``
issueDate	str	``
nextOptionDate	str	``
nextOptionType	str	``
nextOptionPartial	bool	False
notes	str	``

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

liquidSessions

liquidSessions(self) -> list[ib_async.contract.TradingSession]

No library docstring is provided; consult the signature, type fields, and operational guides.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tradingSessions

tradingSessions(self) -> list[ib_async.contract.TradingSession]

No library docstring is provided; consult the signature, type fields, and operational guides.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Crypto

Crypto(symbol: str = '', exchange: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

DeltaNeutralContract

DeltaNeutralContract(conId: int = 0, delta: float = 0.0, price: float = 0.0) -> None

DeltaNeutralContract(conId: int = 0, delta: float = 0.0, price: float = 0.0)

Fields

Name	Type	Default
conId	int	0
delta	float	0.0
price	float	0.0

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Forex

Forex(pair: str = '', exchange: str = 'IDEALPRO', symbol: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

pair

pair(self) -> str

Short name of pair.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Future

Future(symbol: str = '', lastTradeDateOrContractMonth: str = '', exchange: str = '', localSymbol: str = '', multiplier: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

FuturesOption

FuturesOption(symbol: str = '', lastTradeDateOrContractMonth: str = '', strike: float = 0.0, right: str = '', exchange: str = '', multiplier: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Index

Index(symbol: str = '', exchange: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

MutualFund

MutualFund(**kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Option

Option(symbol: str = '', lastTradeDateOrContractMonth: str = '', strike: float = 0.0, right: str = '', exchange: str = '', multiplier: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

ScanData

ScanData(rank: int, contractDetails: ib_async.contract.ContractDetails, distance: str, benchmark: str, projection: str, legsStr: str) -> None

ScanData(rank: int, contractDetails: ib_async.contract.ContractDetails, distance: str, benchmark: str, projection: str, legsStr: str)

Fields

Name	Type	Default
rank	int	required
contractDetails	ContractDetails	required
distance	str	required
benchmark	str	required
projection	str	required
legsStr	str	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Stock

Stock(symbol: str = '', exchange: str = '', currency: str = '', **kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

TagValue

TagValue(tag: str, value: str)

TagValue(tag, value)

TradingSession

TradingSession(start: datetime.datetime, end: datetime.datetime)

TradingSession(start, end)

Warrant

Warrant(**kwargs)

Contract(**kwargs) can create any contract using keyword arguments. To simplify working with contracts, there are also more specialized contracts that take optional positional arguments. Some examples::

Contract(conId=270639) Stock('AMD', 'SMART', 'USD') Stock('INTC', 'SMART', 'USD', primaryExchange='NASDAQ') Forex('EURUSD') CFD('IBUS30') Future('ES', '20180921', 'GLOBEX') Option('SPY', '20170721', 240, 'C', 'SMART') Bond(secIdType='ISIN', secId='US03076KAA60') Crypto('BTC', 'PAXOS', 'USD')

Args: conId (int): The unique IB contract identifier. symbol (str): The contract (or its underlying) symbol. secType (str): The security type:

• 'STK' = Stock (or ETF)

• 'OPT' = Option

• 'FUT' = Future

• 'IND' = Index

• 'FOP' = Futures option

• 'CASH' = Forex pair

• 'CFD' = CFD

• 'BAG' = Combo

• 'WAR' = Warrant

• 'BOND' = Bond

• 'CMDTY' = Commodity

• 'NEWS' = News

• 'FUND' = Mutual fund

• 'CRYPTO' = Crypto currency

• 'EVENT' = Bet on an event lastTradeDateOrContractMonth (str): The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day. strike (float): The option's strike price. right (str): Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or '' for non-options. multiplier (str): The instrument's multiplier (i.e. options, futures). exchange (str): The destination exchange. currency (str): The underlying's currency. localSymbol (str): The contract's symbol within its primary exchange. For options, this will be the OCC symbol. primaryExchange (str): The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE. tradingClass (str): The trading class name for this contract. Available in TWS contract description window as well. For example, GBL Dec '13 future's trading class is "FGBL". includeExpired (bool): If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available. secIdType (str): Security identifier type. Examples for Apple:

  • secIdType='ISIN', secId='US0378331005'
  • secIdType='CUSIP', secId='037833100' secId (str): Security identifier. comboLegsDescription (str): Description of the combo legs. comboLegs (List[ComboLeg]): The legs of a combined contract definition. deltaNeutralContract (DeltaNeutralContract): Delta and underlying price for Delta-Neutral combo orders.

Fields

Name	Type	Default
secType	str	``
conId	int	0
symbol	str	``
lastTradeDateOrContractMonth	str	``
strike	float	0.0
right	str	``
multiplier	str	``
exchange	str	``
primaryExchange	str	``
currency	str	``
localSymbol	str	``
tradingClass	str	``
includeExpired	bool	False
secIdType	str	``
secId	str	``
description	str	``
issuerId	str	``
comboLegsDescrip	str	``
comboLegs	list	factory: list
deltaNeutralContract	Optional	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.