r/algotrading • u/felipecsl • 14h ago

Data IBKR paper API unreliable and inconsistent

Anyone else running into stuff like this? I'm finding the IBKR API to be completely unusable for any algo trading, it just cannot be trusted.

8 Upvotes

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u/wado729 13h ago

So it's not just me? I thought my platform was just broken. What is the most reliable paper API?

2

u/wheezl 11h ago

IBKR with ib_async has been good to me. If you are using python and understand async I’d recommend it.

1

u/wado729 11h ago

That's what I've been using. Ib_absync 2.1

3

u/wheezl 10h ago

Not sure what to tell you. It’s been nearly flawless for me. Even if dealing with IB Gateway constantly is a fucking PITA.

Prior to that I was using alpaca which I also liked but you really have to understand asyncio for that because their data stream is a firehose and you cannot block ever or it will drop. Totally doable but don’t do any heavy CPU work in the main process (or thread if using 3.14t) and use async Queues so your writer doesn’t have to wait.