Jump to content

Python3 Automated Trading App

Recommended Posts

It is exactly like you describe. Would be good to spread the word about the API. 

When having  a coding problem there are not much resources. Webapisupport usually replies that they can't help with specific programming problems and so one is stuck and required to solve the problem alone.

Share this post


Link to post

I'm a techie and used to be fairly active on the IG Labs forum, however in the past 6 months it has become very quiet. I agree with the comments here, create a new topic on this forum for the API, at least then it will get more visibility and hopefully more activity.

I've been using the API for several years now and found it to be generally rock solid and fairly comprehensive, and maybe a new forum here will get more people to start using it.

  • Like 2

Share this post


Link to post

Welcome @andysinclair, if you haven't already seen the thread below here is a link. Certainly the more there are interested in an API section the more likely it is to be but never the less any conversations concerning auto trading will be of an interest to quite a few whether here on the main forum or on a sub forum.

 

Share this post


Link to post

If information regarding the API was more accessible, I think more would prefer it over for example autotrading with Prorealtime which seems to be pretty popular in spite of PRT having quite a lot problems and even more limitations.

Share this post


Link to post

I'm a Matlab based trader looking to automate a strategy on IG spreadbetting so would be interested in any developments! (I currently use Matlab with TWS).  Is Python any better supported?

Share this post


Link to post

I use matlab with IG's API and run several strategies fully automated. Works great for me. 

I also have an account and run automated strategies with Interactive Brokers (since you mention TWS). If you are used to work with the IB API through the TWS you will find working with IG's web API a piece of cake.

  • Like 1

Share this post


Link to post

Hi. Is IG Labs free? I'm planning to go into quantitative trading. Not really high-frequency auto-execution. But use more sexy quant models for determining the trend and mean reversion. Execution will still be manual as a start. So first thing's first is if I can get a feed of historical FX prices and maybe tick volume. How extensive is the data being offered by the IG API?

Thanks, TheGuru12, for sharing your code by the way. I haven't gone through it.

Edited by jomni

Share this post


Link to post

Hi @jomni,  yes the Lab site and API use is free. You can download historical data onto an excel file, this video may help though features the old platform should still be relevant.

 

 

Share this post


Link to post

This is what you can get from IG:

Resolution Days
1 Sec 4
1 Min 40
2 Min 40
3 Min 40
5 Min 360
10 Min 360
15 Min 360
30 Min 360
1 Hour 360
2 Hour 360
3 Hour 360
4 Hour 360
1 Day 15 years

 

Then there are limits how much you can download per week and so on. I recommend saving data you downloaded so you slip downloading the same data again and again since this will fill your weekly allowance in a blink.

Share this post


Link to post
On 28/11/2018 at 12:35, jomni said:

Hi. Is IG Labs free? I'm planning to go into quantitative trading. Not really high-frequency auto-execution. But use more sexy quant models for determining the trend and mean reversion. Execution will still be manual as a start. So first thing's first is if I can get a feed of historical FX prices and maybe tick volume. How extensive is the data being offered by the IG API?

Thanks, TheGuru12, for sharing your code by the way. I haven't gone through it.

No problem, I have lots of code that I have played around with on Github. Some cool stuff.

 

Prices are free, Data is free. There are just limits to the API. I presume it's more to stop the load on IG systems or people ripping off the data but you can download it quite easily. 

Share this post


Link to post

Your content will need to be approved by a moderator

Guest
You are commenting as a guest. If you have an account, please sign in.
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Member Statistics

    • Total Topics
      6,079
    • Total Posts
      26,693
    • Total Members
      33,889
    Newest Member
    galina2809
    Joined 23/01/19 05:15
  • Our picks

    • The pull-back is here - APAC brief 23 Jan
      The pull-back is here: The pull-back markets were waiting for – the one we inevitably had to have – has arrived. It’s risk-off across financial markets and the optimism that drove global stocks off their December lows has subsided. Relatively speaking, it’s been a day of significant downside, but nothing yet to warrant tremendous fear. It should be common knowledge, but it bears repeating: proper validation that global equities have truly established a recovery ought to be judged not by the latest high, but by where markets form their next low. The retracement which is apparently upon market participants now hands a golden opportunity to judge this market for what it truly is – have the bulls reclaimed their dominance, or have the bears lulled them into a trap, and now stand poised to assert further downside?


      The market’s rationale: A greater look at this subject and Wall Street’s price action later. In relation to the overnight sell-off, the rationale was as feeble as the one that got stocks to their recent peaks in the first place. It’s been chalked up to reduced positivity towards the trade-war, and renewed concerns about global growth. To begin with, very little data throughout the past week has provided a clear and substantial picture on economic growth. The boost in sentiment has come from geopolitical or monetary policy developments that was assumed to be supportive of the growth outlook – at some point in the future.  Some nice-noises made between the US and China in trade negotiations here, and a few dovish comments from a handful of US Fed speaker there, is what ignited the latest part of the risk-on rally.
      • 0 replies
×