Deephaven log

deephaven_ib Documentation

This page documents the deephaven_ib API.

deephaven-ib is an Interactive Brokers integration for Deephaven.

Interactive Brokers is a very popular brokerage in the quantitative finance world, with about $200B of customer equity. Quants and hedge funds often choose Interactive Brokers because of its low trading costs and API that facilitates automated trading. With low minimum account balances, it is also an attractive choice for individual investors.

Deephaven is the real-time query engine that runs the quantitative trading of the world’s largest hedge funds, banks, and exchanges. Deephaven makes working with real-time data easy and facilitates very concise and easy-to-read code. With Deephaven, quants can create new models and get them into production quickly, traders can monitor the market and their portfolios, and managers can monitor risk.

deephaven-ib combines the low-cost trading of Interactive Brokers with the analytical power and ease of use of Deephaven Community Core to yield an open, quantitative trading platform. Basically, it provides an open platform for building a quantitative hedge fund or for performing quantitative trading in your personal account.

deephaven-ib supports trading essentially all common exchange traded products. These include:

  • Stocks

  • Mutual Funds

  • Options

  • Futures

  • Futures Options

  • Indexes

  • Bonds

  • Foreign Exchange (Forex or FX)

  • Cryptocurrency

  • Contracts for Differences (CFDs)

  • Warrants

  • Commodities

See https://github.com/deephaven-examples/deephaven-ib for examples and details on using deephaven-ib.

Deephaven overview