The ContractSamples.py sheet from our Python Testbed sample will help you learn the syntax needed to define contracts in algo trading systems. These four are considered key class attributes:
contract.symbol
contract.secType
contract.currency
contract.exchange
Examples 1: EUR/GBP FX contract
@staticmethod
def EurGbpFx():
#! [cashcontract]
contract = Contract()
contract.symbol = “EUR”
contract.secType = “CASH”
contract.currency = “GBP”
contract.exchange = “IDEALPRO”
#! [cashcontract]
return contract
Examples 2: CFD contract
@staticmethod
def CFD():
#! [cfdcontract]
contract = Contract()
contract.symbol = “IBDE30”
contract.secType = “CFD”
contract.currency = “EUR”
contract.exchange = “SMART”
#! [cfdcontract]
return contract
For more examples, download the ContractSamples.py from IBKR GitHub repository: http://interactivebrokers.github.io/
Disclosure: Interactive Brokers
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