Welcome to ib-async@groups.io

Gonzalo Saenz All Messages By This Member #2 开云体育 Hi Everybody! I’m in. I’ll introduce myself while we are a small group :). So in short, I’m some kind of algorithm trader. And I’m interested in keeping this thing rolling. Cheers ? Https://github.com/gnzsnz/ toggle quoted message Show quoted text On 30 Apr 2024, at 20:21, Group Notification <ib-async+owner@groups.io> wrote: Hello, Welcome to the ib-async@groups.io group at 开云体育, a free, easy-to-use email group service. Please take a moment to review this message. Regards, The ib-async@groups.io Moderator
Mel All Messages By This Member #3 Welcome. Have you used Pystore? Sounds interesting.
Gonzalo Saenz All Messages By This Member #4 开云体育 Yes, I’m using pystore I’m quite happy with it, except for some problems I found recently. Unfortunately it does not seem to be under active development, I have sent a pull request to have it working with latest pandas and dask but no answer so far. I store daily price bars for many stocks and ETFs and it works quite well. The library is really simple so it’s easy to go through the code if needed. I haven’t seen many options available on this space, there is ArticDB, but it’s not open source. And from what I understand a “production” DB requires a paid license. So I won’t spent time building my code around it. Do you know any other alternatives on this space? Regards, Gonzalo toggle quoted message Show quoted text On 3 May 2024, at 06:07, Mel <climbermel@...> wrote: Welcome. Have you used Pystore? Sounds interesting.
Mel All Messages By This Member #5 开云体育 I've been using mySQL, but you need a database server running.? I have one on? all the time for various things so I just use it.? I'm just interested in how it works and how it stores the data.? toggle quoted message Show quoted text -------- Original message -------- From: "Gonzalo Saenz via groups.io" <yo@...> Date: 2024-05-03 11:36 p.m. (GMT-08:00) To: ib-async@groups.io Subject: Re: [ib-async] Welcome to ib-async@groups.io Yes, I’m using pystore I’m quite happy with it, except for some problems I found recently. Unfortunately it does not seem to be under active development, I have sent a pull request to have it working with latest pandas and dask but no answer so far. I store daily price bars for many stocks and ETFs and it works quite well. The library is really simple so it’s easy to go through the code if needed. I haven’t seen many options available on this space, there is ArticDB, but it’s not open source. And from what I understand a “production” DB requires a paid license. So I won’t spent time building my code around it. Do you know any other alternatives on this space? Regards, Gonzalo On 3 May 2024, at 06:07, Mel <climbermel@...> wrote: Welcome. Have you used Pystore? Sounds interesting.
Gonzalo Saenz All Messages By This Member #8 开云体育 Well I think pystore is a good package. As I said I faced a few issues recently, mainly due to pandas and dask move from fast parquet to pyarrow, it has break a few things. The package is not under much maintenance, which is not great. But being a relatively simple package I manage to do the necessary changes to have it working. This is my pull request on pastors to move to pyarrow??so if want to test it pull from there. Because the official package is broken unless you find the right combination of pandas, dask and pyarrow. It’s a lot simpler than having a database, and VERY scalable because it works with dask toggle quoted message Show quoted text On 4 May 2024, at 09:23, Mel <climbermel@...> wrote: I've been using mySQL, but you need a database server running.? I have one on? all the time for various things so I just use it.? I'm just interested in how it works and how it stores the data.? -------- Original message -------- From: "Gonzalo Saenz via?" <yo@...>? Date: 2024-05-03 11:36 p.m. (GMT-08:00)? To:?ib-async@groups.io Subject: Re: [ib-async] Welcome to?ib-async@groups.io Yes, I’m using pystore I’m quite happy with it, except for some problems I found recently. Unfortunately it does not seem to be under active development, I have sent a pull request to have it working with latest pandas and dask but no answer so far. I store daily price bars for many stocks and ETFs and it works quite well. The library is really simple so it’s easy to go through the code if needed. I haven’t seen many options available on this space, there is ArticDB, but it’s not open source. And from what I understand a “production” DB requires a paid license. So I won’t spent time building my code around it. Do you know any other alternatives on this space? Regards, Gonzalo On 3 May 2024, at 06:07, Mel <climbermel@...> wrote: Welcome. Have you used Pystore? Sounds interesting.
Mel All Messages By This Member #9 开云体育 What would be the use of dask when running ib?? Would you be able to distribute one loggin across multiple machines? toggle quoted message Show quoted text -------- Original message -------- From: "Gonzalo Saenz via groups.io" <yo@...> Date: 2024-05-06 4:23 a.m. (GMT-08:00) To: ib-async@groups.io Subject: Re: [ib-async] Welcome to ib-async@groups.io Well I think pystore is a good package. As I said I faced a few issues recently, mainly due to pandas and dask move from fast parquet to pyarrow, it has break a few things. The package is not under much maintenance, which is not great. But being a relatively simple package I manage to do the necessary changes to have it working. This is my pull request on pastors to move to pyarrow??so if want to test it pull from there. Because the official package is broken unless you find the right combination of pandas, dask and pyarrow. It’s a lot simpler than having a database, and VERY scalable because it works with dask On 4 May 2024, at 09:23, Mel <climbermel@...> wrote: I've been using mySQL, but you need a database server running.? I have one on? all the time for various things so I just use it.? I'm just interested in how it works and how it stores the data.? -------- Original message -------- From: "Gonzalo Saenz via?" <yo@...>? Date: 2024-05-03 11:36 p.m. (GMT-08:00)? To:?ib-async@groups.io Subject: Re: [ib-async] Welcome to?ib-async@groups.io Yes, I’m using pystore I’m quite happy with it, except for some problems I found recently. Unfortunately it does not seem to be under active development, I have sent a pull request to have it working with latest pandas and dask but no answer so far. I store daily price bars for many stocks and ETFs and it works quite well. The library is really simple so it’s easy to go through the code if needed. I haven’t seen many options available on this space, there is ArticDB, but it’s not open source. And from what I understand a “production” DB requires a paid license. So I won’t spent time building my code around it. Do you know any other alternatives on this space? Regards, Gonzalo On 3 May 2024, at 06:07, Mel <climbermel@...> wrote: Welcome. Have you used Pystore? Sounds interesting.
Gonzalo Saenz All Messages By This Member #10 开云体育 daks allows to distribute computation across a cluster. It basically allows to work with dataframes greater than your available memory. How? By applying computation and make it small enough before you receive it So you can store high frequency price data, and just get last X bars for example. I’m not there yet, I’m using mainly daily data. And parquet (pystore storage backend) is really good at keeping files small. I have RUS3000 companies going back 15years and it’s only 401M.? I have developed a small layer on top of pystore and ib_insync (to be migrated to ib_async) and I can get my data collection updated daily For in-memory data dask is an overkill. It’s a subset of pandas with cluster capabilities. But for pystore it offers the possibility to escalate if needed. The most challenging scenario is data updates, for example every day add new data. Dask can do this without putting the whole file in memory Dask is a big framework, you can distribute your own code across a cluster, and run machine learning in a cluster. I have not used it so far. But in principle I could run a few things across 2-3 PCs that I have here. I have work to do on my algorithm before going there. toggle quoted message Show quoted text On 6 May 2024, at 18:05, Mel <climbermel@...> wrote: What would be the use of dask when running ib?? Would you be able to distribute one loggin across multiple machines? -------- Original message -------- From: "Gonzalo Saenz via groups.io" <yo@...> Date: 2024-05-06 4:23 a.m. (GMT-08:00) To: ib-async@groups.io Subject: Re: [ib-async] Welcome to ib-async@groups.io Well I think pystore is a good package. As I said I faced a few issues recently, mainly due to pandas and dask move from fast parquet to pyarrow, it has break a few things. The package is not under much maintenance, which is not great. But being a relatively simple package I manage to do the necessary changes to have it working. This is my pull request on pastors to move to pyarrow??so if want to test it pull from there. Because the official package is broken unless you find the right combination of pandas, dask and pyarrow. It’s a lot simpler than having a database, and VERY scalable because it works with dask On 4 May 2024, at 09:23, Mel <climbermel@...> wrote: I've been using mySQL, but you need a database server running.? I have one on? all the time for various things so I just use it.? I'm just interested in how it works and how it stores the data.? -------- Original message -------- From: "Gonzalo Saenz via?" <yo@...>? Date: 2024-05-03 11:36 p.m. (GMT-08:00)? To:?ib-async@groups.io Subject: Re: [ib-async] Welcome to?ib-async@groups.io Yes, I’m using pystore I’m quite happy with it, except for some problems I found recently. Unfortunately it does not seem to be under active development, I have sent a pull request to have it working with latest pandas and dask but no answer so far. I store daily price bars for many stocks and ETFs and it works quite well. The library is really simple so it’s easy to go through the code if needed. I haven’t seen many options available on this space, there is ArticDB, but it’s not open source. And from what I understand a “production” DB requires a paid license. So I won’t spent time building my code around it. Do you know any other alternatives on this space? Regards, Gonzalo On 3 May 2024, at 06:07, Mel <climbermel@...> wrote: Welcome. Have you used Pystore? Sounds interesting.
Mel All Messages By This Member #14 OK that sounds fun, but it would be way beyond anything I would be doing. Here I thought having a server rack in my office was extreme... I have tried clusters yet. Mel
Ray Johnson All Messages By This Member #15 I have been trading options with IBKR since 2012.? About 4 years ago I started using Ib_Insync to extract information from TWS, mainly data about my open positions (margin requirement etc.). Later I started to extract option chain data from TWS for graphing. This journey, connecting with TWS via the API, was also my journey to learn Python. So it was a double learning experience for me. Needless to say, the software I have now is a complete mess, and I should clean it up some day .... That said, I use this software every day and I hope that the Ib_Insync library will be kept up-to-date as "Ib-Async" for a long time to come....?
Mel All Messages By This Member #16 I use it daily to get all my portfolio data such as positions, trades etc. I use the flex queries for that. Let me know if you need help cleaning up the code. Mel
Ray Johnson All Messages By This Member #17 I forgot to add, that I use PySimpleGUI to program the GUI of my Ib_Insync code. Simple and lightweight. I like it a lot!
Mel All Messages By This Member #18 开云体育 I may have to look at that.? I've just used tkinter since it is already part of python.? Mel toggle quoted message Show quoted text -------- Original message -------- From: "Ray Johnson via groups.io" <lasgo2000-1@...> Date: 2024-05-08 4:25 p.m. (GMT-08:00) To: ib-async@groups.io Subject: Re: [ib-async] Welcome to ib-async@groups.io I forgot to add, that I use PySimpleGUI to program the GUI of my Ib_Insync code. Simple and lightweight. I like it a lot!
Ray Johnson All Messages By This Member #19 PySimpleGUI uses tkinter, QT, WxPython, and/or Remi under the hood. ?
Gonzalo Saenz All Messages By This Member #22 开云体育 I keep it simple, it’s siting on the PC I have with kodi to watch films. toggle quoted message Show quoted text On 7 May 2024, at 19:35, Mel <climbermel@...> wrote: OK that sounds fun, but it would be way beyond anything I would be doing. Here I thought having a server rack in my office was extreme... I have tried clusters yet. Mel
mdelvaux2 All Messages By This Member #23 Hello, I was a member of the old group and an active user of ib_insync, RIP Ewald.? I have used the IB API using different approaches, I give some more background below, and prefers ib_insync by far.? I do have some help routines that I may contribute but I am wondering if it is best to try to incorporate them into the library itself or simply as notebook/recipe.? Any advice on that appreciated. About the discussion on storage, I currently do not use any form of database, but store bars on disk using parquet, possibly out of laziness.? I have thought about moving to some database for a while, and it would probably be some SQL based variant.? I am also not yet looking at dask level, not even close, everything done on a fast PC running Windows. On a side topic, I much prefer the groups.io format compared to either discord or the github discussion.? Thank you for starting this. Background on my IB API usage - started with R and the IBrokers package, this was pre pandas days, so I was using R for data processing and python for everything else.? R is nice for table data but a pain for scripting (file and string manipulation) - moved to a single language approach after numpy matured.? I started by using IbPy, this was before the introduction of the official python library by IB - moved to the official python library when it become available, did not really like it, also tried C++ and liked it even less - discovered ib_insync (tws_async at that time) and never looked back, this is paired with pandas for all data processing currently - recently discovered polars, and somehow I prefer the polars approach to pandas, faster and somehow a more consistent syntax.? Not ready to switch yet as the library is not as rich as pandas yet. Background on myself - engineer working in the semiconductor industry - strong interest in trading, including automated trading - not very active right now, but looking into volatility based trading - living in California but originally from Belgium
Mel All Messages By This Member #24 开云体育 Good to have you on? board.? I started with excel api and then tws-api using C++ (struggled with that).? Then moved away from it to use NingjaTrader and C# for strategies.? I came back when I found how much easier ib_insync was, I started building a library of modules based on it. Interestingly, I now find that I can actually build with tws-api using python, but it's still far harder. I left being a software developer for financial programs, then hospital interfaces to trade full time.? Now I'm supposed to be retired, but still like programming and I manage our retirement accounts. Mel toggle quoted message Show quoted text -------- Original message -------- From: "mdelvaux2 via groups.io" <mdelvaux@...> Date: 2024-05-10 7:20 a.m. (GMT-08:00) To: ib-async@groups.io Subject: Re: [ib-async] Welcome to ib-async@groups.io Hello, I was a member of the old group and an active user of ib_insync, RIP Ewald.? I have used the IB API using different approaches, I give some more background below, and prefers ib_insync by far.? I do have some help routines that I may contribute but I am wondering if it is best to try to incorporate them into the library itself or simply as notebook/recipe.? Any advice on that appreciated. About the discussion on storage, I currently do not use any form of database, but store bars on disk using parquet, possibly out of laziness.? I have thought about moving to some database for a while, and it would probably be some SQL based variant.? I am also not yet looking at dask level, not even close, everything done on a fast PC running Windows. On a side topic, I much prefer the groups.io format compared to either discord or the github discussion.? Thank you for starting this. Background on my IB API usage - started with R and the IBrokers package, this was pre pandas days, so I was using R for data processing and python for everything else.? R is nice for table data but a pain for scripting (file and string manipulation) - moved to a single language approach after numpy matured.? I started by using IbPy, this was before the introduction of the official python library by IB - moved to the official python library when it become available, did not really like it, also tried C++ and liked it even less - discovered ib_insync (tws_async at that time) and never looked back, this is paired with pandas for all data processing currently - recently discovered polars, and somehow I prefer the polars approach to pandas, faster and somehow a more consistent syntax.? Not ready to switch yet as the library is not as rich as pandas yet. Background on myself - engineer working in the semiconductor industry - strong interest in trading, including automated trading - not very active right now, but looking into volatility based trading - living in California but originally from Belgium
Mel All Messages By This Member #25 开云体育 I'm confused, how do you run a cluster on one machine? Mel toggle quoted message Show quoted text -------- Original message -------- From: "Gonzalo Saenz via groups.io" <yo@...> Date: 2024-05-10 1:12 a.m. (GMT-08:00) To: ib-async@groups.io Subject: Re: [ib-async] Welcome to ib-async@groups.io I keep it simple, it’s siting on the PC I have with kodi to watch films. On 7 May 2024, at 19:35, Mel <climbermel@...> wrote: OK that sounds fun, but it would be way beyond anything I would be doing. Here I thought having a server rack in my office was extreme... I have tried clusters yet. Mel
Ray Johnson All Messages By This Member #26 On Fri, May 10, 2024 at 04:20 PM, mdelvaux2 wrote: Background on myself - engineer working in the semiconductor industry - strong interest in trading, including automated trading - not very active right now, but looking into volatility based trading - living in California but originally from Belgium This could be me. Except for the 'living in California' part .... :-D?

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