Close Navigation
Learn more about IBKR accounts
IBKR TWS Python API – Market Data and Historical Candlesticks

IBKR TWS Python API – Market Data and Historical Candlesticks

Posted August 25, 2020
IBKR Quant
Interactive Brokers

Learn how to retrieve market data and historical candlestick data in Python with this short video!

The presenter will discuss the different functions available for receiving streaming updates, real time bars, tick-by-tick data, and candlesticks.

In addition, we will explore data modes available for receiving frozen and delayed data. In this context, we will again consider the API Contract class, introduced in the previous lesson. We will also discuss how a Contract object is used in each real time and historical data request.

Code examples will be presented which show the minimum Python code necessary to request streaming and historical data and display market data in the console. Finally, we will discuss limitations on requesting data, and the types of data which are included in IBKR’s real time feed as compared to the historical database. 

To see other short videos in this series, visit our API news section. For the entire course in Python see ibkr.com/ibta.

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.

IBKR Campus Newsletters

This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.