Fetching Real Time Data using Python | Interactive Brokers | Quantra Free Course

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Timestamp:
00:00 - 00:23 - Introduction
03:18 - 04:18 - Show_Real_Time_Price method

In this video, we will learn how to fetch real-time data for the given securities from the Interactive Brokers server.

We can use the same superSymbol function to fetch data for an options contract as illustrated in this example.

Another way to fetch real-time data is using show_real_time_price method. show_real_time_price method The show_real_time_price method is used to request real-time quotes of the specified security from the Interactive Brokers server. The real-time prices are received automatically until the request is canceled. In case the user has not subscribed to the real-time quotes of the requested security, an error message is thrown. The slide shows the syntax of the show_real_time_price method. The method takes a security object which is created using the symbol function. The version argument takes valid values like bid price, ask price and last price. Let us see how this is done in Python. As can be seen, the method pulls real-time values for the specified field.

That is all for this video lecture. In this video, we saw how to fetch real-time data from Interactive Brokers server. In the next video, we will learn how to fetch historical data using IBridgePy.

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