Function to download from IB

DownloadFromIB.py

from ib_insync import *
import asyncio
import nest_asyncio

async def update_from_IB(stock):
  """
  Asynchronous call example to update stocks from Interactive broker. 
  
  Args:
    stock(str): Stock, I.e. AAPL
    
  Note:
    Remember to set the TWS/IB connection timezone to the current timezone if this is not done already.

  Usage:
    ib_insync always needs an event loop. So we create one. Something like
    loop = asyncio.new_event_loop()
    asyncio.set_event_loop(loop)
    # We need to patch asyncio to be able to use nested loops:
    nest_asyncio.apply(loop)
    task = loop.create_task(update_from_IB(stock))
    loop.run_until_complete(task)
  """
  
  # Initiate an IB object
  ib = IB()
  # These are the supported USD conversions supported on IB
  currencies = ["CHFUSD","USDHKD","EURUSD","USDJPY","USDCNH","USDCZK",\
  "USDDKK","USDHUF","USDPLN","USDRUB","USDSEK","USDSGD","USDTRY","USDZAR"]
  # Some indexes like S&P 500, Volatility etc.
  indexes = ["SPX","VIX","DJX","RUT"]
  try:
    if ib.isConnected()==False:
      logger.debug("Connecting to TWS...")
      # This means we have an open IB connection on port 7497 (7497 = Simulation, not live!)
      ib.connect('127.0.0.1', 7497, clientId=1)

    # Build a contract request
    # Different stocks/indexes live on different exchanges.   
    if stock in indexes:
      if stock == "RUT":
        exchange="RUSSELL"
      elif stock == "BANK":
        exchange="NASDAQ"
      else:
        exchange = "CBOE"  
      contract=Index(stock, exchange=exchange, currency='USD')
      whatToShow="Trades"
    # Currencies live on IDEALPRO, I get their MIDPOINT
    elif stock in currencies:
      # pair is something like "EURUSD"
      contract=Forex(pair=stock,exchange="IDEALPRO")
      whatToShow="MIDPOINT"
    else:
      contract = Stock(stock, 'SMART', 'USD',primaryExchange="ISLAND")
      whatToShow="Trades"

    # Now request the bars using the contract
    # https://interactivebrokers.github.io/tws-api/historical_bars.html
    bars = ib.reqHistoricalData(
        contract,
        endDateTime="", # Blank for today
        durationStr="600 D", # Go back 600 days
        barSizeSetting="1 hour",
        whatToShow=whatToShow,
        useRTH=True,
        formatDate=1,
        keepUpToDate=False)

    barsList = []
    barsList.append(bars)
    # Reverse the list to get earliest first
    allBars = [b for bars in reversed(barsList) for b in bars]
    df = util.df(allBars)
    # You now have a dataframe to do with as you please!
	...
  except Exception as e:
   logging.error(e)
   if ib.isConnected():
    ib.disconnect()