Interactive Brokers Python API Advanced Concepts

Deep dive into interactive brokers’ python API client
Interactive Brokers Python API Advanced Concepts
File Size :
4.99 GB
Total length :
6h 18m



Mayank Rasu


Last update




Interactive Brokers Python API Advanced Concepts

What you’ll learn

Algorithmic Trading
Interactive Broker API
Advanced Python Concepts
Advanced IBAPI concepts

Interactive Brokers Python API Advanced Concepts


Completion of Course titled “Algorithmic Trading using Interactive Broker’s Python API”
Interactive Broker Pro Account
Intermediate level familiarity with finance/trading


Design and deploy advanced trading strategies on Interactive Broker’s platform using parallel programming/multithreading concepts. Gain an edge in your trading by learning to harness advanced IBAPI functionalities and modules such as scanner, advanced orders etc.You can expect to gain the following skills from this courseApplying Parallel programming concepts in API tradingAdvanced order typesHarnessing streaming data (price, position, p&l)Implementing scanner using IBAPIBacktesting strategiesEnd to end design and deployment of advanced strategiesThis course aims to provide a much deeper understanding of IBAPI features to beginner and intermediate level users of IBAPI. I have created this course based on the feedback received on my introductory IBAPI course from students who wanted to delve deeper and deploy advanced algorithms on IBAPI platform. This course seeks to provide you with the required tools to deploy any kind of strategy on Interactive Brokers platform and gain an edge by leveraging IBAPI’s advanced functionalities.The course covers and implements Open Range Breakout strategy which is quite complex to implement as it requires a number of tasks to be performed simultaneously (e.g. streaming current price of tickers, streaming PnL of tickers, extracting historical data periodically, performing calculations, generating signals and order management). The course explains how such strategies can be built step by step and how the various IBAPI tools can be used efficiently to ensure that the various parts of the strategy work harmoniously.


Section 1: Introduction

Lecture 1 IBAPI Courses

Lecture 2 Why Advanced API Course

Lecture 3 IBAPI Pros & Cons

Lecture 4 IBAPI – Quick Recap

Lecture 5 Basic Code Architecture

Lecture 6 Code Architecture with Multithreading

Section 2: Multithreading Deep Dive

Lecture 7 Sequential vs Parallel Programming

Lecture 8 Python Multithreading Intuition

Lecture 9 Python Multithreading Implementation

Lecture 10 Homework – Multithreading Implementation

Lecture 11 Multithreading Homework Solution

Section 3: Last Traded Price

Lecture 12 LTP Using Multithreading

Lecture 13 LTP Implementation

Section 4: Historical Data API

Lecture 14 Historical Data Recap & Limitation

Lecture 15 Historical Data Extraction using Conditional Lag

Lecture 16 Historical Data Extraction using Event

Section 5: Orders API

Lecture 17 Orders API Recap

Lecture 18 Open Orders Recap

Lecture 19 Fetching Executed Orders

Lecture 20 Bracket Orders

Section 6: Position & PnL

Lecture 21 Extracting Updated Positions

Lecture 22 Streaming Account Level PnL

Lecture 23 Streaming Position Level PnL

Section 7: Scanner

Lecture 24 TWS Scanner Intro

Lecture 25 Extracting Scanner Parameters

Lecture 26 Implementing Scanner Using IBAPI

Section 8: Open Range Breakout Strategy

Lecture 27 Open Range Breakout Strategy – Intro

Lecture 28 ORB – Trading App Basic Structure

Lecture 29 ORB – Getting Historical Data

Lecture 30 ORB – Implementing Strategy Conditions

Lecture 31 ORB – Implementing Kill Switch

Lecture 32 ORB – Handling Events

Lecture 33 ORB – Strategy Demo

Lecture 34 ORB – Homework Assignment

Lecture 35 ORB – Homework Assignment Solution

Section 9: Open Range Breakout Backtesting

Lecture 36 ORB Backtesting Planning

Lecture 37 Extracting Daily Data for Universe of Stocks

Lecture 38 Identifying Top Gap Stocks

Lecture 39 Implementing Backtesting & Calculating Returns

Traders looking to automate their strategies on Interactive Broker’s platform,Anyone interested in Algorithmic trading

Course Information:

Udemy | English | 6h 18m | 4.99 GB
Created by: Mayank Rasu

You Can See More Courses in the Business >> Greetings from

New Courses

Scroll to Top