Getting started with ibkrcp

Overview

ibkrcp provides a lightweight R interface to the Interactive Brokers Client Portal REST API. It covers the four areas you need for programmatic trading:

• Session management (authenticate, keepalive, re-authenticate)
• Account and portfolio queries (balances, positions)
• Market data (contract lookup, price history, trading schedule)
• Order management (place, inspect, cancel)

Prerequisites

ibkrcp communicates with the IBKR Client Portal Gateway — a lightweight Java process that must be running locally and authenticated before any function in this package will work.

Setup steps:

1. Download the Client Portal Gateway from the IBKR API page

2. Unzip and start the gateway from a terminal:

   java -jar root/run.jar root/conf.yaml

3. Open https://localhost:5000 in your browser and log in with your IBKR credentials

4. Confirm the session is live before making any API calls

The gateway exposes the REST API on https://localhost:5000 and uses a self-signed certificate. ibkrcp disables SSL verification for all requests — this is intentional and necessary for localhost communication.

Sessions time out after approximately 5 minutes without activity. Call ibkr_tickle() regularly to keep the session alive.

Installation

# install.packages("pak")
pak::pak("sactyr/ibkrcp")

A complete trading workflow

The sections below walk through a full end-to-end workflow: starting the session, finding an instrument, fetching price history, and placing an order.

library(ibkrcp)

# Verify the session is alive and authenticated — stops with an error if not
ibkr_tickle()

# Check the raw authentication status
ibkr_auth_status()

ibkr_reauthenticate()
Sys.sleep(3)       # wait a few seconds for the session to restore
ibkr_tickle()      # confirm it is back

# List all accounts associated with your login
accounts <- ibkr_get_accounts()
accounts
#>   account_id      type currency           alias
#> 1   U1234567 INDIVIDUAL      AUD Paper Trading

account_id <- accounts$account_id[1]

# High-level portfolio summary: cash, net liquidation, available funds
ibkr_get_summary(account_id)

# Current open positions
positions <- ibkr_get_positions(account_id)
positions
#>       conid symbol position mkt_price mkt_value avg_cost unrealised_pnl currency
#> 1 123456789 VGS.AX      100    120.50     12050   115.00            550      AUD

contracts <- ibkr_search_contracts("VGS")
contracts
#>       conid symbol                                  company_name description company_header
#> 1 123456789    VGS  Vanguard MSCI Index International Shares ETF    ASX:VGS    VGS - ASX

# Filter to ASX listing
conid <- contracts$conid[grepl("ASX", contracts$company_header)]

# Daily OHLCV bars for the past year
prices <- ibkr_get_price_history(conid, period = "1y")
head(prices)
#>         date   open   high    low  close volume
#> 1 2025-05-01 119.00 121.00 118.50 120.50  50000
#> 2 2025-05-02 120.50 122.00 119.80 121.30  48000

# Available period strings: "1m", "3m", "6m", "1y", "2y", "3y", "5y"
prices_3m <- ibkr_get_price_history(conid, period = "3m")

schedule <- ibkr_get_trading_schedule(symbol = "VGS", exchange = "ASX")
head(schedule)
#>         date is_trading                 sessions
#> 1 2026-05-04       TRUE 100000-160000
#> 2 2026-05-05      FALSE              <NA>

# Trading days only
trading_days <- schedule[schedule$is_trading, "date"]

ibkr_place_order(
  account_id = account_id,
  conid      = conid,
  side       = "BUY",
  quantity   = 10
)
#> Order placed: BUY 10 shares (conid 123456789) for account U1234567

orders <- ibkr_get_orders()
orders
#>   order_id     conid symbol side order_type quantity    status
#> 1     1001 123456789 VGS.AX  BUY        MKT       10 Submitted

ibkr_cancel_order(account_id, order_id = "1001")
#> Order 1001 cancelled for account U1234567

Function reference