Struct HistoricalInteractiveBrokersClient 

pub struct HistoricalInteractiveBrokersClient { /* private fields */ }

Historical data client for Interactive Brokers.

This client provides methods for requesting historical bars and ticks for backtesting and research purposes.

Implementations

impl HistoricalInteractiveBrokersClient

pub fn new( ib_client: Arc<Client>, instrument_provider: Arc<InteractiveBrokersInstrumentProvider>, ) -> Self

Create a new historical data client.

Arguments

• ib_client - The IB API client
• instrument_provider - The instrument provider

pub async fn request_bars( &self, bar_specifications: Vec<&str>, end_date_time: DateTime<Utc>, start_date_time: Option<DateTime<Utc>>, duration: Option<&str>, contracts: Option<Vec<Contract>>, instrument_ids: Option<Vec<InstrumentId>>, use_rth: bool, timeout: u64, ) -> Result<Vec<Bar>>

Request historical bars.

Arguments

• bar_specifications - List of bar specifications (e.g., “1-HOUR-LAST”)
• end_date_time - End date for bars
• start_date_time - Optional start date
• duration - Optional duration string (e.g., “1 D”)
• contracts - List of IB contracts
• instrument_ids - List of instrument IDs
• use_rth - Use regular trading hours only
• timeout - Request timeout in seconds

Errors

Returns an error if the request fails.

pub async fn request_ticks( &self, tick_type: &str, start_date_time: DateTime<Utc>, end_date_time: DateTime<Utc>, contracts: Option<Vec<Contract>>, instrument_ids: Option<Vec<InstrumentId>>, use_rth: bool, _timeout: u64, ) -> Result<Vec<Data>>

Request historical ticks with pagination support.

Arguments

• tick_type - “TRADES” or “BID_ASK”
• start_date_time - Start date
• end_date_time - End date
• contracts - List of IB contracts
• instrument_ids - List of instrument IDs
• use_rth - Use regular trading hours only
• timeout - Request timeout in seconds

Errors

Returns an error if the request fails.

pub async fn request_instruments( &self, instrument_ids: Option<Vec<InstrumentId>>, contracts: Option<Vec<Contract>>, ) -> Result<Vec<InstrumentAny>>

Request instruments given instrument IDs or contracts.

This method uses the instrument provider to load and return instruments.

Arguments

• instrument_ids - Optional list of instrument IDs
• contracts - Optional list of IB contracts

Returns

Returns a list of instruments.

Errors

Returns an error if loading fails.

Trait Implementations

impl Clone for HistoricalInteractiveBrokersClient

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for HistoricalInteractiveBrokersClient

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'a, 'py> FromPyObject<'a, 'py> for HistoricalInteractiveBrokersClient

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for HistoricalInteractiveBrokersClient

type Target = HistoricalInteractiveBrokersClient

The Python output type

type Output = Bound<'py, <HistoricalInteractiveBrokersClient as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for HistoricalInteractiveBrokersClient

const NAME: &str = "HistoricalInteractiveBrokersClient"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassBaseType for HistoricalInteractiveBrokersClient

type LayoutAsBase = <HistoricalInteractiveBrokersClient as PyClassImpl>::Layout

type BaseNativeType = <HistoricalInteractiveBrokersClient as PyClassImpl>::BaseNativeType

type Initializer = PyClassInitializer<HistoricalInteractiveBrokersClient>

type PyClassMutability = <HistoricalInteractiveBrokersClient as PyClassImpl>::PyClassMutability

type Layout<T: PyClassImpl> = <<HistoricalInteractiveBrokersClient as PyClassBaseType>::BaseNativeType as PyClassBaseType>::Layout<T>

The type of object layout to use for ancestors or descendants of this type.

impl PyClassImpl for HistoricalInteractiveBrokersClient

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = true

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Historical data client for Interactive Brokers. /// /// This client provides methods for requesting historical bars and ticks /// for backtesting and research purposes.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<HistoricalInteractiveBrokersClient as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<HistoricalInteractiveBrokersClient>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForHistoricalInteractiveBrokersClient

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for HistoricalInteractiveBrokersClient

const TEXT_SIGNATURE: &'static str = "(instrument_provider, config)"

impl PyTypeInfo for HistoricalInteractiveBrokersClient

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for HistoricalInteractiveBrokersClient