Add Support for IBKR-TWS as Local Market Data Source via API Wrapper#147
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DanielGMorena wants to merge 173 commits intoEleven-Trading:candlesticksfrom
Open
Add Support for IBKR-TWS as Local Market Data Source via API Wrapper#147DanielGMorena wants to merge 173 commits intoEleven-Trading:candlesticksfrom
DanielGMorena wants to merge 173 commits intoEleven-Trading:candlesticksfrom
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added 30 commits
April 20, 2024 12:00
* candlesticks: minor css changes : using arrow and added tooltip Added OHLC "memory" so gets only if symbol and date does not already exist. Repairs after merging branches no message Modified the look of chart markers refactored removed console.log Modified zoom to find nearest point Changed ohlcDates to store milliseconds Zoom and marks work with swing Fixed chart not showing after close Changed charts markers to triangles Displayed error for charts Added markers for entries and exits. Implemented zooming Refactored getOHLC updates, based on selectedTrade + removed passive events module candlesticks for testing WIP working on candlestick charts in daily
…n exitTime not zero
# Conflicts: # package-lock.json # package.json # src/stores/globals.js
…trades in order to improve loading speed. Next will be to make this customizable
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Summary
This PR introduces a two-step integration to allow retrieving historical market data directly from a local Interactive Brokers TWS (Trader Workstation) instance, as an alternative to third-party APIs like Databento or Polygon, which may incur costs.
Key Features
1. Local API Wrapper for IBKR
.exefor ease of use.2. Custom Host and Port Configuration
3. Timezone Handling Fixes
IBKR exports times in
America/New_York(Eastern) by default.Adjusted the IBKR import logic to:
timeZoneTrade.Notes
Screenshots