ALPHARCH.
Connections/Futures brokers

How to connect

Interactive Brokers.

IBKR supplies Linux builds of TWS and IB Gateway. Alpharch’s 1.8.0-alpha.1 preview includes an experimental read-only futures bridge, contract selection and charts. Offline checks pass; a real gateway, account and CME data connection have not yet been acceptance-tested.

Before you start

  • An IBKR account and its required market-data subscriptions.
  • The Linux TWS or IB Gateway application, signed in locally.
  • The official TWS API Python client installed in the same runtime as Alpharch. This is optional for public crypto tools.
  • Alpharch 1.8.0-alpha.1 or newer, which includes the experimental bridge. Account acceptance is still pending; inclusion is not a claim of a supported broker connection.

Prepare your connection

  1. Install the official Linux application

    Download TWS or IB Gateway from IBKR. Gateway uses fewer desktop resources; TWS also lets you inspect the same data in its own interface.

  2. Prepare the local API connection

    In the application’s API settings, enable socket clients, retain read-only access for charting, and note the socket port. Keep access on this computer.

  3. Install the optional official API client

    Use the TWS API download and IBKR’s Python installation instructions linked below. Follow the downloaded version’s dependency requirements. The live desk shows Setup required when the client is missing.

  4. Connect the preview desk

    Open Connect, choose Interactive Brokers, and enter the local API port and a unique nonzero client ID. Sign-in stays in TWS or IB Gateway; Alpharch does not ask for your broker password. A port number alone does not verify paper or live account mode.

  5. Choose the exact futures contract

    Search the futures root and exchange, then select the actual expiry and contract returned by IBKR. Alpharch uses the returned contract ID and price increments; it does not automatically pick the first expiry.

  6. Confirm your market data

    Check the exact contract and exchange in IBKR. Quotes, tick-by-tick subscriptions and market depth have different permissions and limits. Keep delayed, frozen or unknown status visible. This development connection requires account acceptance testing before it can be called supported.

If something is missing

Gateway opens but no chart data

Check that you are signed in, the API is enabled and the socket port matches. A successful socket connection alone does not establish a market-data entitlement.

Cumulative delta or a bid/ask footprint is unavailable

IBKR’s tick-by-tick Last callback does not provide aggressor side. Alpharch leaves it unknown; it does not invent buy/sell volume from watchlist quotes. Trade volume can still be shown without directional classification.

A ladder is missing detail

Check depth permissions and subscription limits. The bridge receives positional Level-2 updates, not individual-order MBO data.

What has actually been tested?

Twenty bridge checks pass against official SDK 10.50.1 in an isolated runtime, including decoded protocol callbacks with networking replaced. Integration checks cover exact contracts, market-rule ticks, unknown aggressor, recording/replay and delayed-depth suppression. No real gateway session, account entitlement, live CME latency or execution test has been performed. The bridge has no order methods.

Official instructions

Provider setup can change. These sources support the provider facts above; Alpharch support comes from its own implementation review.