Python3 Automated Trading App

[Guest ladidalimey66]

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?

[Exhale_Trading]

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.

[TheGuru12]

Hi Guys, I am about to release my "Anniversary Edition" of this. Please see here for more details.

https://github.com/tg12/Anniversary_Release_IG_Bot

 

[Guest jomni]

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.

[Caseynotes]

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.

 

 

[Exhale_Trading]

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.

[TheGuru12]

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.