Fetch data using ibridgepy

Generic
1

Hello There:



 Is it possible to fech OHLCV data from TWS  from short timeframes using ibridgepy??  with "short" I mean for example when a candlestick is one minute or two minutes, is it possible??



If so How do you do it??

2

Hi Ghery,



Yes, you can fetch OHLCV data using IBridgePy. You can use "request_historical_data()" function to do this. To get one-minute or two-minute candle data you can specify "barSize" parameter to 1 min or 2 min. Here is the link to the documentation of this function.

3

Thanks a lot, i really appreciate your help, but what I meant was… if it was possible to make an algorithm  that actually shows me every single minute the OHLCV data of the  previous minute… (barsize = 1 min). is it possible??    I am actually planning to use this for example to evaluate the Hurst exponent , as a criteria for a strategy …



If you actually see  stocks like  SGMA   today…(december 10th, 2021) , I think the Hurst exponent and  the ADX would be very usefull to trade this kind of stocks… 

 

4

Hi Ghery,



When you are fetching data using "request_historical_data()" you must be storing it in a variable. You can use that variable to retrieve OHLCV data of the previous minute. 



Let's see how you can do it.

 

# Fetch OHLC values of one minute timeframe
# Look back period is set to 5 days
df = request_historical_data(context.security, barSize='1m', goBack='5 D')

# Code below will give you the value of the current day
df.iloc[-1]

# Code below will give you the value of the previous day
df.iloc[-2]