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    Interactive Brokers data analysis using Anaconda Python 3.6 and IBAPI

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    29/04/2018
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    • Posted: 5 years ago
    • Proposals: 4
    • Remote
    • #1957446
    • Expired
    John A.
    Muhammad Ahmad M.Parth D.Darshan J. have already sent a proposal.
    • 6
    • 6

    Description

    Experience Level: Intermediate
    I need a Anaconda Python 3.6 code that provides streaming tick data from Interactive Brokers IBAPI gateway. I want it to use 'tickByTickBidAsk ' ( http://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#af2dbd8140709c9439fc2731a5ee6f7ab) and I want the returned information in a tuple with a rolling ask price average of 10 samples. Realtime time stamp is important to me. I am including an example of a working streaming tick code that does not provide the realtime time stamp that I need and and example of the type of moving average I am looking for.

    Thank you

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    Edward R.
    Edward R.
    100% (1)
    Projects Completed
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    Freelancers worked with
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    Projects awarded
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    Last project
    12 Apr 2018
    United Kingdom

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    29/04/2018
    $$

    - or -

    Post a project like this
    Edward R.
    Edward R.
    100% (1)
    Projects Completed
    1
    Freelancers worked with
    1
    Projects awarded
    0%
    Last project
    12 Apr 2018
    United Kingdom

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