文件連結

• Option名詞解釋
• API文件
  • TWS API Documentation | IBKR API | IBKR Campus
  • Python TWS API | Trading Course | Traders' Academy
• 下載TWS(Trader Workstation)
  • Download TWS Stable | Interactive Brokers LLC
• 下載TWS API
  • TWS API Download (ibapi)

CH2

介紹下單種類 / 債券

CH3 Options

premium / exercise / expiration / assignment

Moneyness

• out of the money(OTM)
• at the money(ATM)
• in the money(ITM)

Option value

• intrinsic value
• time value
  • historical volatility(HV)
  • implied volatility(IV)

Greeks

Ch4 Option Trading Strategies

• Covered calls
• Protective puts
• Spreads
  • Vertical spreads
  • Horizontal spreads
  • Diagonal spreads
• Delta Neutral Strategies
  • Straddles
  • Strangles
• Advanced Spreads
  • Butterfly spreads
  • Iron Butterfly spreads
  • Condors Spreads and Iron Condor Spreads
  • Box Spread
  • Ratio Spreads

Ch5 Trading Futures Contracts

Codes for futures contracts expiration months

• Jan: F
• Feb: G
• Mar: H
• Apr: J
• May: K
• Jun: M
• Jul: N
• Aug: Q
• Sep: U
• Oct: V
• Nov: X
• Dec: Z

Ch6 Fundamental Classes of the TWS API

在 TWS/Gateway 中啟用 API 連接:

• TWS: 前往 "File" -> "Global Configuration" -> "API" -> "Settings"。 勾選 "Enable ActiveX and Socket Clients"。
• Gateway: 設定方式類似。

TWS/Gateway 的 API 連接埠號 (port)。

• TWS: 7496 (正式帳戶), 7497 (模擬帳戶)
• Gateway: 4001 (正式帳戶), 4002 (模擬帳戶)

Simple Client Example

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.utils import iswrapper
from threading import Thread
import time
from datetime import datetime

class SimpleClient(EWrapper, EClient):
	def __init__ (self, addr, port, client_id):
		EWrapper.__init__(self)
		EClient.__init__(self, self)
		# Connect to TWS
		self.connect(addr, port, client_id)
		# Launch the client thread
		thread = Thread(target=self.run, daemon=True)
		thread.start()
	
	@iswrapper
	def currentTime(self, cur_time):
		t = datetime.fromtimestamp(cur_time)
		print('Current time: {}'.format(t))
			
	@iswrapper
	def error(self, req_id, code, msg, advancedOrderReject=""):
		if code in (2104, 2106, 2158):
			print(f"Info: {msg}")
		else:
			print(f"Error. Id: {req_id}, Code: {code}, Msg: {msg}")
        
def main():
	client = SimpleClient('127.0.0.1', 7497, 1)
	client.reqCurrentTime()
	time.sleep(1)
	if client.isConnected():
		client.disconnect()

if __name__ == "__main__":
    main()

"""
Current time: 2025-09-09 10:46:02
Info: Market data farm connection is OK:usfarm.nj
Info: Market data farm connection is OK:usfuture
Info: Market data farm connection is OK:usopt.nj
Info: Market data farm connection is OK:cashfarm
Info: Market data farm connection is OK:usfarm
Info: HMDS data farm connection is OK:ushmds
Info: Sec-def data farm connection is OK:secdefnj
"""

Ch7 Contracts and Orders

fields of a contract

• symbol
• secType: contract's type
  • STK: stock / BOND: bond / IND: index / FUND: mutual fund / OPT: option / FUT: future / WAR: warrant / FOP: futures option / CASH: forex pair / CMDTY: commodity / NEWS: news / BAG: combo
• currency: Currency in which the contract is traded (eg. USD)
• exchange: Exchange through which the contract can be accessed (eg. SMART)
  • ISLAND: NASDAQ / NYSE: New York Stock Exchange , ...

contract reader example

class ContractReader(EWrapper, EClient):
	def __init__(self, addr, port, client_id):
		EWrapper.__init__(self)
		EClient.__init__(self, self)
		self.connect(addr, port, client_id)
		self.symbol = None
		thread = Thread(target=self.run, daemon=True)
		thread.start()

	@iswrapper
	def symbolSamples(self, reqId, descs):
		print('Number of descriptions: {}'.format(len(descs)))
		for desc in descs:
			print('Symbol: {}'.format(desc.contract.symbol))
		if descs:
			self.symbol = descs[0].contract.symbol

	@iswrapper
	def contractDetails(self, reqId, details):
		print('Long name: {}'.format(details.longName))
		print('Category: {}'.format(details.category))
		print('Subcategory: {}'.format(details.subcategory))
		print('Contract ID: {}\n'.format(details.contract.conId))

	@iswrapper
	def contractDetailsEnd(self, reqId):
		print('The End')

	@iswrapper
	def error(self, req_id, code, msg, advancedOrderReject=""):
		# 過濾掉非真正的錯誤
		if code in (2104, 2106, 2158):
			print(f"Info: {msg}")
		else:
			print(f"Error. Id: {req_id}, Code: {code}, Msg: {msg}")

def main():
	client = ContractReader('127.0.0.1', 7497, 1)
	time.sleep(1)
	# Request descriptions of contracts related to cheesecake
	client.reqMatchingSymbols(0, 'Cheesecake')
	time.sleep(3)

	# Request details for the stock (先檢查 symbol 是否有找到)
	if client.symbol:
		contract = Contract()
		contract.symbol = client.symbol
		contract.secType = "OPT" # 選擇權
		contract.exchange = "SMART"
		contract.currency = "USD"
		client.reqContractDetails(1, contract)
		time.sleep(3)

	client.disconnect()

if __name__ == "__main__":
	main()

"""
Info: Market data farm connection is OK:usfarm.nj
Info: Market data farm connection is OK:usfuture
Info: Market data farm connection is OK:usopt.nj
Info: Market data farm connection is OK:cashfarm
Info: Market data farm connection is OK:usfarm
Info: HMDS data farm connection is OK:ushmds
Info: Sec-def data farm connection is OK:secdefnj
Number of descriptions: 3
Symbol: CAKE
Symbol: CF2
Symbol: CAKE
"""

Order fields

• action: "BUY" or "SELL"
• totalQuantity: The quantity to be bought or sold
• orderType: The type of order to be executed
  • MKT / STP / LMT

Submitting Orders in Code

1. Create a contract representing shares of Apple stock and an order to buy 200 shares.
2. Get a suitable order ID by calling reqIds.
3. Submit the order by calling placeOrder.
4. Print order information provided in the openOrder and orderStatus callbacks.
5. Obtain information about current positions by calling reqPositions.
6. Obtain information about the account by calling reqAccountSummary.

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.utils import iswrapper
from ibapi.contract import Contract
from ibapi.order import Order

import time
from datetime import datetime
from threading import Thread
import sys

class SubmitOrder(EWrapper, EClient):
	def __init__(self, addr, port, client_id):
		EWrapper.__init__(self)
		EClient.__init__(self, self)
		self.order_id = None
		# Connect to TWS
		self.connect(addr, port, client_id)
		
		# Launch the client thread
		thread = Thread(target=self.run, daemon=True)
		thread.start()
	
	@iswrapper
	def nextValidId(self, order_id):
		self.order_id = order_id
		print(f"Order ID received: {order_id}")

		# 建立 E-mini NASDAQ 100 期貨合約
		contract = Contract()
		contract.symbol = "NQ"
		contract.secType = "FUT"
		contract.exchange = "CME"
		contract.currency = "USD"
		contract.lastTradeDateOrContractMonth = "202512"  # Dec 2025

		# 建立市價單
		order = Order()
		order.action = "BUY"
		order.totalQuantity = 1  # 買一口
		order.orderType = "MKT"
		order.transmit = True

		# 下單
		self.placeOrder(self.order_id, contract, order)
		print("市價單已送出！")
			
	@iswrapper
	def openOrder(self, order_id, contract, order, state):
		print('Order status: {}'.format(state.status))
		print('Commission charged: {}'.format(state.commission))
	
	@iswrapper
	def orderStatus(self,order_id,status,filled,remaining,avgFillPrice,permId,parentId,lastFillPrice,clientId,whyHeld,mktCapPrice):
		print('Number of filled positions:{}'.format(filled))
		print('Average fill price:{}'.format(avgFillPrice))
	
	@iswrapper
	def position(self,account, contract, pos, avgCost):
		print('Position in {}: {}'.format(contract.symbol,pos))
	
	@iswrapper
	def accountSummary(self, req_id, account, tag, value, currency):
		print('Account {}: {} = {}'.format(account, tag, value))
	
	@iswrapper
	def error(self, req_id, code, msg, advancedOrderReject=""):
		if code in (2104, 2106, 2158):
			print(f"Info: {msg}")
		else:
			print(f"Error. Id: {req_id}, Code: {code}, Msg: {msg}")

def main():
	client = SubmitOrder('127.0.0.1', 7497, 3)  # client_id 改成唯一值
	time.sleep(10)
	client.disconnect()

if __name__ == '__main__':
	main()

"""
Order ID received: 2
市價單已送出！
Info: Market data farm connection is OK:usfarm.nj
Info: Market data farm connection is OK:usfuture
Info: Market data farm connection is OK:usopt.nj
Info: Market data farm connection is OK:cashfarm
Info: Market data farm connection is OK:usfarm
Info: HMDS data farm connection is OK:ushmds
Info: Sec-def data farm connection is OK:secdefnj
Order status: PreSubmitted
Commission charged: 1.7976931348623157e+308
Number of filled positions:0
Average fill price:0.0
Order status: Filled
Commission charged: 1.7976931348623157e+308
Number of filled positions:1
Average fill price:24084.0
Order status: Filled
Commission charged: 2.25
Number of filled positions:1
Average fill price:24084.0
"""

Ch8 Accessing Financial Data

reqHistoricalData

class MarketReader(EWrapper, EClient):
	def __init__(self, addr, port, client_id):
		EWrapper.__init__(self)
		EClient.__init__(self, self)
		self.ready = False
		# Connect to TWS
		self.connect(addr, port, client_id)
		
		# Launch the client thread
		thread = Thread(target=self.run, daemon=True)
		thread.start()
			
	@iswrapper
	def nextValidId(self, orderId):
		print(f"✅ Next valid ID received: {orderId}")
		self.ready = True
	
	@iswrapper
	def historicalData(self, reqId, bar):
		print(f"[{reqId}] {bar.date} - O:{bar.open} H:{bar.high} L:{bar.low} C:{bar.close}")

	@iswrapper
	def historicalDataEnd(self, reqId, start, end):
		print(f"[{reqId}] Historical data finished. {start} -> {end}")

	@iswrapper
	def error(self, req_id, code, msg, advancedOrderReject=""):
		if code in (2104, 2106, 2158):
			print(f"Info: {msg}")
		else:
			print(f"Error. Id: {req_id}, Code: {code}, Msg: {msg}")
            
def main():
	client = MarketReader('127.0.0.1', 7497, 1)  # client_id 改成唯一值
	
	# 等待 client 準備好
	for i in range(20):
		if client.ready:
			break
		time.sleep(1)

	if not client.ready:
		print("❌ Client not ready, exiting...")
		return
	
	con = Contract()
	con.symbol = "NQ"
	con.secType = "FUT"
	con.exchange = "CME"
	con.currency = "USD"
	con.lastTradeDateOrContractMonth = "202512"  # Dec 2025

	client.reqHistoricalData(
		reqId=3,
		contract=con,
		endDateTime="",
		durationStr="1 W",
		barSizeSetting="1 day",
		whatToShow="TRADES",
		useRTH=0,
		formatDate=1,
		keepUpToDate=False,
		chartOptions=[]
	)
	time.sleep(10)
	client.disconnect()

if __name__ == '__main__':
	main()