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Re: InteractiveBroker's instrument database
¿ªÔÆÌåÓýIf I were trying to do this, I'd write a web crawler starting with the exchange listings on IB's website at . By parsing the contents, I could then visit the page for each exchange, for example CBOE at and gather a list of all the contracts offered at the exchange, and then use contract details requests via the API to get the details of each contract. ? There shouldn't be anything too technically difficult about this, but it's pretty tedious work (I did something similar in the early 2000s, to download the entire UK horse racing results database from the Racing Post website). ? Richard ? ? From: [email protected] <[email protected]> On Behalf Of Aleksandar Markelic
Sent: 22 November 2020 23:07 To: [email protected] Subject: Re: [TWS API] InteractiveBroker's instrument database ? Maybe it is a misunderstanding, I was not asking for historical prices or its volumes, ? For example MRK information what could be found on web Info&wlId=IB&conid=70101545&lang=en&ib_entity= ? or directly from API: ? ContractDetails [AggGroup] = 1, [BondType] = , [Callable] = False, [Category] = Pharmaceuticals, [Contract] = Contract [ComboLegs] = , [ComboLegsDescription] = , [ConId] = 70101545, [Currency] = USD, [DeltaNeutralContract] = , [Exchange] = SMART, [IncludeExpired] = False, [LastTradeDateOrContractMonth] = , [LocalSymbol] = MRK, [Multiplier] = , [PrimaryExch] = NYSE, [Right] = , [SecId] = , [SecIdType] = , [SecType] = STK, [Strike] = 0, [Symbol] = MRK, [TradingClass] = MRK, [ContractMonth] = , [Convertible] = False, [Coupon] = 0, [CouponType] = , [Cusip] = , [DescAppend] = , [EvMultiplier] = 0, [EvRule] = , [Industry] = Consumer, Non-cyclical, [IssueDate] = , [LastTradeTime] = , [LiquidHours] = 20201120:0930-20201120:1600;20201121:CLOSED;20201122:CLOSED;20201123:0930-20201123:1600;20201124:0930-20201124:1600;20201125:0930-20201125:1600, [LongName] = MERCK & CO INC, [MarketName] = MRK, [MarketRuleIds] = 26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26,26, [Maturity] = , [MdSizeMultiplier] = 100, [MinTick] = 0,01, [NextOptionDate] = , [NextOptionPartial] = False, [NextOptionType] = , [Notes] = , [OrderTypes] = ACTIVETIM,AD,ADJUST,ALERT,ALGO,ALLOC,AVGCOST,BASKET,BENCHPX,CASHQTY,COND,CONDORDER,DARKONLY,DARKPOLL,DAY,DEACT,DEACTDIS,DEACTEOD,DIS,GAT,GTC,GTD,GTT,HID,IBKRATS,ICE,IMB,IOC,LIT,LMT,LOC,MIDPX,MIT,MKT,MOC,MTL,NGCOMB,NODARK,NONALGO,OCA,OPG,OPGREROUT,PEGBENCH,POSTONLY,PREOPGRTH,PRICECHK,REL,RPI,RTH,RTHIGNOPG,SCALE,SCALEODD,SCALERST,SIZECHK,SNAPMID,SNAPMKT,SNAPREL,STP,STPLMT,SWEEP,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,WHATIF, [PriceMagnifier] = 1, [Putable] = False, [Ratings] = , [RealExpirationDate] = , [SecIdList] = List`1 [Capacity] = 1, [Count] = 1, [StockType] = COMMON, [Subcategory] = Medical-Drugs, [TimeZoneId] = EST (?stliche Normalzeit), [TradingHours] = 20201120:0400-20201120:2000;20201121:CLOSED;20201122:CLOSED;20201123:0400-20201123:2000;20201124:0400-20201124:2000;20201125:0400-20201125:2000, [UnderConId] = 0, [UnderSecType] = , [UnderSymbol] = , [ValidExchanges] = SMART,AMEX,NYSE,CBOE,PHLX,ISE,CHX,ARCA,ISLAND,DRCTEDGE,BEX,BATS,EDGEA,CSFBALGO,JEFFALGO,BYX,IEX,EDGX,FOXRIVER,PEARL,NYSENAT,LTSE,MEMX,PSX ? Is there a way to get access to all instruments (tradable contracts) and it's all attributes? Or at least to download all of them at least once per month? ? On Sun, Nov 22, 2020 at 10:20 PM AnerG corp <ahunatajanov@...> wrote:
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