The ContractSamples.py sheet from our Python1 Testbed sample2 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: 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
For more examples, download the ContractSamples.py from the repository: http://interactivebrokers.github.io/
In addition, be sure to add us to your GitHub watch list to keep up with more advanced contract syntax techniques.
- Python 3.0 version required.
- Copyright (C) 2016 Interactive Brokers LLC. All rights reserved. This code is subject to the terms and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
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 LLC, its affiliates, or its employees.
Any trading symbols displayed are for illustrative purposes only and are not intended to portray recommendations.
In accordance with EU regulation: The statements in this document shall not be considered as an objective or independent explanation of the matters. Please note that this document (a) has not been prepared in accordance with legal requirements designed to promote the independence of investment research, and (b) is not subject to any prohibition on dealing ahead of the dissemination or publication of investment research.
Disclosure: Forex
There is a substantial risk of loss in foreign exchange trading. The settlement date of foreign exchange trades can vary due to time zone differences and bank holidays. When trading across foreign exchange markets, this may necessitate borrowing funds to settle foreign exchange trades. The interest rate on borrowed funds must be considered when computing the cost of trades across multiple markets.
