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download-ibkr-data

Interactive Brokers Option Data Fetcher

This Python script connects to the Interactive Brokers Trader Workstation (TWS) API to fetch option contract details for a specific ticker symbol and expiration date, and then saves the data to a CSV file.

Features

  • Retrieve option contract details (call and put) for a specified ticker symbol and expiration date
  • Save the fetched data to a CSV file

Requirements

  • Python 3.6 or higher
  • Interactive Brokers account and TWS software installed
  • TWS API enabled with proper IP and port settings
  • ibapi package installed (use pip install ibapi to install)

Usage

  1. Update the script with the desired ticker symbol and expiration date in the main() function:

contract.symbol = "AMZN" contract.lastTradeDateOrContractMonth = "20240119"

  1. Ensure that the TWS software is running and the API is enabled with the correct IP and port settings.

  2. Run the script:

python fetch_option_data.py

  1. The option contract details will be saved in a CSV file named options_data.csv.

License

This project is licensed under the GNU Lesser General Public License (LGPL) v2.1. See the LICENSE file for details.

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